# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013455
**Filing Date:** 2023-2
**Character Count:** 128411
**Document Hash:** b8397e3c0b1a4250f33f5c0c4ea3846d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013455.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013455

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683176

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (Series ID: S000010709)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000029600 | JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (A) |  |
| C000067997 | JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL Multi-Manager Emerging Markets Equity Fund

- **b. EDGAR series identifier (if any):** S000010709

- **c. LEI of Series:** 2KRMJS21OWJBHN30S848

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $936338636.61

**Total Liabilities:** $6166001.61

**Net Assets:** $930172635.00

**Cash Not Reported:** $8282824.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029600 | -2.05%               | 13.45%               | -1.52%               |
| Class ID C000067997 | -1.91%               | 13.34%               | -1.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16410691.52            | $-1279671.69                               |
| Month 2  | $-17751572.09            | $134805918.19                              |
| Month 3  | $-1212971.56             | $-13265277.12                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                         | JNL Securities Lending Collateral Fund                                         | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |       559 | NS      | $559.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      3759 | PA      | $-35.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     11484 | PA      | $-11.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      4850 | PA      | $-4.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     16173 | PA      | $23.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     33709 | PA      | $-75.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     39023 | PA      | $-39.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                     | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     23990 | PA      | $-86.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     52842 | PA      | $-364.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                        | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     48483 | PA      | $230.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     11463 | PA      | $-56.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       722 | PA      | $-1.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     42877 | PA      | $62.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     53002 | PA      | $-138.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     40837 | PA      | $-41.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                              | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     25046 | PA      | $-86.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      2778 | PA      | $-19.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      2648 | PA      | $0.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                    | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    692117 | PA      | $1032.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Brokerage Services, Inc.                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     58183 | PA      | $-162.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                          | UNITED STATES DOLLAR                                                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      4796 | PA      | $6.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                   | Grupo Mexico, S.A.B. de C.V.                                                   | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |   1292164 | NS      | $4536316.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| China National Building Material Company Limited                               | China National Building Material Company Limited                               | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |   1278000 | NS      | $1044575.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                                             | Kumba Iron Ore Ltd                                                             | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     83099 | NS      | $2450095.15   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Country Garden Holdings Company Limited                                        | Country Garden Holdings Company Limited                                        | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | EC               | CORP              | KY        |    307000 | NS      | $104287.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Yangzijiang Shipbuilding (Holdings) Ltd.                                       | Yangzijiang Shipbuilding (Holdings) Ltd.                                       | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |   4577100 | NS      | $4648141.76   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                             | Anglo American PLC                                                             | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     43535 | NS      | $1698171.48   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co., Ltd.                                                          | WuXi AppTec Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |    738476 | NS      | $7643374.71   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co., Ltd.                                 | Inner Mongolia Yili Industrial Group Co., Ltd.                                 | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |    677500 | NS      | $3010577.87   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co., Ltd.                                                 | Baoshan Iron & Steel Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |    710200 | NS      | $570390.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Poly Developments and Holdings Group Co., Ltd.                                 | Poly Developments and Holdings Group Co., Ltd.                                 | CUSIP: N/A<br>LEI: 300300W9OF1ZRGUDVU96       | Long             | EC               | CORP              | CN        |     86100 | NS      | $186516.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                     | Airtac International Group                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    206412 | NS      | $6247919.82   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Services Holdings Company Limited                               | Country Garden Services Holdings Company Limited                               | CUSIP: N/A<br>LEI: 549300P2JRKENZSEBB42       | Long             | EC               | CORP              | KY        |     67998 | NS      | $167854.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual S/A                                                          | Banco BTG Pactual S/A                                                          | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             | EC               | CORP              | BR        |    833200 | NS      | $3761545.41   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| China Vanke Co., Ltd.                                                          | China Vanke Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 529900E66UJ2DWY7KW55       | Long             | EC               | CORP              | CN        |    174700 | NS      | $351791.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                              | Axis Bank Limited                                                              | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |    401415 | NS      | $4532849.87   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Avia Avian Tbk                                                              | PT Avia Avian Tbk                                                              | CUSIP: N/A<br>LEI: 2549006YBXNWWWTP2773       | Long             | EC               | CORP              | ID        |  66242592 | NS      | $2678916.80   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land, Inc.                                                             | Kangwon Land, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    251128 | NS      | $4625794.36   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisense Home Appliances Group Co., Ltd.                                        | Hisense Home Appliances Group Co., Ltd.                                        | CUSIP: N/A<br>LEI: 529900PRGESPUBUBN103       | Long             | EC               | CORP              | CN        |    117378 | NS      | $221914.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Publichnoe Aktsionernoe Obshchestvo Mobilnye Telesistemy                       | Publichnoe Aktsionernoe Obshchestvo Mobilnye Telesistemy                       | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |    101318 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Public Joint Stock Company Novatek                                             | Public Joint Stock Company Novatek                                             | CUSIP: 669888109<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |       612 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tsingtao Brewery Co., Ltd.                                                     | Tsingtao Brewery Co., Ltd.                                                     | CUSIP: N/A<br>LEI: 5299001HPFTEVOPKOQ55       | Long             | EC               | CORP              | CN        |    612000 | NS      | $6046037.34   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| YiHai International Holdings Limited                                           | YiHai International Holdings Limited                                           | CUSIP: N/A<br>LEI: 3003004D79NRTSL70K40       | Long             | EC               | CORP              | KY        |    199390 | NS      | $701396.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Financial Co., Ltd.                                                        | CSC Financial Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900K0C62QAJ4ND963       | Long             | EC               | CORP              | CN        |   1062932 | NS      | $929514.69    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Baltic Classifieds Group PLC                                                   | Baltic Classifieds Group PLC                                                   | CUSIP: N/A<br>LEI: 213800I1RPHCFSSQS969       | Long             | EC               | CORP              | GB        |   4549597 | NS      | $7769446.01   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM S.A                                                                        | TIM S.A                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    451300 | NS      | $1054246.54   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                                            | China Construction Bank Corporation                                            | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   9724856 | NS      | $6071094.99   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.                           | Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.                           | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |    604407 | NS      | $4646922.57   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo-SABESP                   | Companhia de Saneamento Basico do Estado de Sao Paulo-SABESP                   | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |    150000 | NS      | $1606924.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Limited                                                   | ANTA Sports Products Limited                                                   | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |    198378 | NS      | $2579774.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal - Mart de Mexico, S.A.B. de C.V.                                           | Wal - Mart de Mexico, S.A.B. de C.V.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   1945000 | NS      | $6875098.14   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ningbo Co., Ltd.                                                       | Bank of Ningbo Co., Ltd.                                                       | CUSIP: N/A<br>LEI: 300300C1092133000091       | Long             | EC               | CORP              | CN        |    228700 | NS      | $1063554.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                  | Alibaba Group Holding Limited                                                  | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |   1007116 | NS      | $11018251.86  | 1.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fabrinet                                                                       | Fabrinet                                                                       | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     44377 | NS      | $5690018.94   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant S.A.                                                                   | Globant S.A.                                                                   | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     30682 | NS      | $5159485.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Yandex N.V.                                                                    | Yandex N.V.                                                                    | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |    280144 | NS      | $0.29         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Public Joint Stock Company Sberbank of Russia                                  | Public Joint Stock Company Sberbank of Russia                                  | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    543927 | NS      | $0.54         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Komercni banka, a.s.                                                           | Komercni banka, a.s.                                                           | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |     68277 | NS      | $1988176.29   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Leeno Industrial Inc.                                                          | Leeno Industrial Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     14418 | NS      | $1785831.54   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings                                                          | Capitec Bank Holdings                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     51884 | NS      | $5680287.99   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                          | Bharti Airtel Limited                                                          | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |    361224 | NS      | $3521729.93   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                          | Hyundai Motor Company                                                          | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |     34025 | NS      | $4080327.86   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                             | Galaxy Entertainment Group Limited                                             | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    681000 | NS      | $4470967.04   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| PI Industries Limited                                                          | PI Industries Limited                                                          | CUSIP: N/A<br>LEI: 335800PEGP94E4CC1D11       | Long             | EC               | CORP              | IN        |    112193 | NS      | $4648205.02   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Yunnan Energy New Material Co., Ltd.                                           | Yunnan Energy New Material Co., Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     53300 | NS      | $1007208.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp.                                                                  | Silergy Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    236000 | NS      | $3349440.61   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyy Inc.                                                                      | Joyy Inc.                                                                      | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |     59505 | NS      | $1879762.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                                               | JNL Government Money Market Fund                                               | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9938686 | NS      | $9938685.64   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qingdao Haier Biomedical Co Ltd                                                | Qingdao Haier Biomedical Co Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    288460 | NS      | $2628932.45   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Remegen, Ltd.                                                                  | Remegen, Ltd.                                                                  | CUSIP: N/A<br>LEI: 300300M9HCX4TFAD4I10       | Long             | EC               | CORP              | CN        |     33000 | NS      | $245100.65    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: —       |
| JD.com, Inc.                                                                   | JD.com, Inc.                                                                   | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     20690 | NS      | $1161329.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KE Holdings Inc.                                                               | KE Holdings Inc.                                                               | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |    496043 | NS      | $6924760.28   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Limited                                                         | Trip.com Group Limited                                                         | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |     17955 | NS      | $617652.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS (Holdings) Limited                                                         | WNS (Holdings) Limited                                                         | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    136952 | NS      | $10954790.48  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                      | ZTO Express (Cayman) Inc.                                                      | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |    265286 | NS      | $7128234.82   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT Exploration And Production Public Company Limited                          | PTT Exploration And Production Public Company Limited                          | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    621100 | NS      | $3176571.41   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen H&T Intelligent Control Co., Ltd.                                     | Shenzhen H&T Intelligent Control Co., Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |   1244900 | NS      | $2611042.77   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Younglimwon Soft Lab Co., Ltd.                                                 | Younglimwon Soft Lab Co., Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    280959 | NS      | $2004548.46   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTE Chemical Corporation                                                     | LOTTE Chemical Corporation                                                     | CUSIP: N/A<br>LEI: 988400TPNFJZDPI94Y56       | Long             | EC               | CORP              | KR        |      3218 | NS      | $91464.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co., Ltd.                                      | Asymchem Laboratories (Tianjin) Co., Ltd.                                      | CUSIP: N/A<br>LEI: 8368002CY8G4Q85YRQ60       | Long             | EC               | CORP              | CN        |     17640 | NS      | $258665.01    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Xiamen Faratronic Co., Ltd.                                                    | Xiamen Faratronic Co., Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    259300 | NS      | $5951830.24   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Hi International Holding Ltd.                                            | Super Hi International Holding Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     34500 | NS      | $43934.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTVS S.A.                                                                     | TOTVS S.A.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    717073 | NS      | $3745066.62   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Novatek                                             | Public Joint Stock Company Novatek                                             | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |    149810 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sands China Ltd.                                                               | Sands China Ltd.                                                               | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |    571600 | NS      | $1883133.78   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                              | ASML Holding N.V.                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2111 | NS      | $1147004.07   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongcheng-Elong Holdings Limited                                               | Tongcheng-Elong Holdings Limited                                               | CUSIP: N/A<br>LEI: 2549004WGGNOPL8NUL61       | Long             | EC               | CORP              | KY        |   2339600 | NS      | $5592796.05   | 0.60%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wuxi Lead Intelligent Equipment Co., Ltd.                                      | Wuxi Lead Intelligent Equipment Co., Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     78700 | NS      | $454137.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yadea Group Holdings Ltd                                                       | Yadea Group Holdings Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   1672000 | NS      | $2798328.79   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kotak Mahindra Bank Limited                                                    | Kotak Mahindra Bank Limited                                                    | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |    620413 | NS      | $13694167.14  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Yatsen Holding Ltd                                                             | Yatsen Holding Ltd                                                             | CUSIP: 985194109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    310290 | NS      | $453023.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Li Ning Company Limited                                                        | Li Ning Company Limited                                                        | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |   1415295 | NS      | $12211995.96  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corporation                                                       | Amorepacific Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     16150 | NS      | $1761348.12   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co., Ltd.                                                 | China Merchants Bank Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    690151 | NS      | $3838352.14   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial and Commercial Bank of China Limited                                | Industrial and Commercial Bank of China Limited                                | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   2030316 | NS      | $1044545.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Haitian International Holdings Limited                                         | Haitian International Holdings Limited                                         | CUSIP: N/A<br>LEI: 30030093DDRS825TVP62       | Long             | EC               | CORP              | KY        |   2210616 | NS      | $5896439.84   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Limited                                                     | Bharat Electronics Limited                                                     | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    500077 | NS      | $605635.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co., Ltd.                                                  | China Yangtze Power Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |    226600 | NS      | $683377.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co., Ltd                                                 | Ganfeng Lithium Group Co., Ltd                                                 | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |    124128 | NS      | $923674.02    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                         | Standard Chartered PLC                                                         | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    296784 | NS      | $2247668.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                                                 | Banco de Chile                                                                 | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |  48005786 | NS      | $4984323.19   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Moctezuma S.A.B. de C.V.                                           | Corporacion Moctezuma S.A.B. de C.V.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   2019498 | NS      | $6007764.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| GRUMA, S.A.B. de C.V.                                                          | GRUMA, S.A.B. de C.V.                                                          | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | EC               | CORP              | MX        |    388225 | NS      | $5194662.28   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corporation                                                               | KT&G Corporation                                                               | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     11397 | NS      | $823621.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                       | Hong Kong Exchanges and Clearing Limited                                       | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |    122399 | NS      | $5259879.09   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co., Ltd.                                           | Hon Hai Precision Industry Co., Ltd.                                           | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |   3154000 | NS      | $10251979.74  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Beer (Holdings) Company Limited                                | China Resources Beer (Holdings) Company Limited                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    322000 | NS      | $2238695.38   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lafarge                                                                        | Lafarge                                                                        | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     82515 | NS      | $4286786.19   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Xpeng Inc.                                                                     | Xpeng Inc.                                                                     | CUSIP: 98422D105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62846 | NS      | $624689.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asymchem Laboratories (Tianjin) Co., Ltd.                                      | Asymchem Laboratories (Tianjin) Co., Ltd.                                      | CUSIP: N/A<br>LEI: 8368002CY8G4Q85YRQ60       | Long             | EC               | CORP              | CN        |      9160 | NS      | $194328.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NARI Technology Co., Ltd.                                                      | NARI Technology Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 3003006IGH1W58MAQM05       | Long             | EC               | CORP              | CN        |   1084716 | NS      | $3806160.89   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Limited                                                             | ICICI Bank Limited                                                             | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |    583568 | NS      | $6305979.72   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Holdings Limited                                                | China Overseas Holdings Limited                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   4055000 | NS      | $4204321.38   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BizLink Holding Inc.                                                           | BizLink Holding Inc.                                                           | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |    354000 | NS      | $2729213.89   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank, Inc.                                                              | BDO Unibank, Inc.                                                              | CUSIP: N/A<br>LEI: 3FGIIBS1PEI1FYQBGN97       | Long             | EC               | CORP              | PH        |   1446208 | NS      | $2750611.73   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosa International Limited                                                     | Hosa International Limited                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   7408000 | NS      | $0.95         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Zhongsheng Group Holdings Limited                                              | Zhongsheng Group Holdings Limited                                              | CUSIP: N/A<br>LEI: 3003005VYMEBAJNJ2Y26       | Long             | EC               | CORP              | KY        |     35500 | NS      | $181700.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes S/A                                                | BB Seguridade Participacoes S/A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    130500 | NS      | $830514.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corporation                                                        | Samsung C&T Corporation                                                        | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |      9558 | NS      | $860762.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Wirtualna Polska Holding SA                                                    | Wirtualna Polska Holding SA                                                    | CUSIP: N/A<br>LEI: 259400CSG9BYRIFPJ169       | Long             | EC               | CORP              | PL        |    244878 | NS      | $5664770.29   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Headhunter Group PLC                                                           | Headhunter Group PLC                                                           | CUSIP: 42207L106<br>LEI: 549300IMUCFEWXP6RU11 | Long             | EC               | CORP              | CY        |     25239 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| H World Group Limited                                                          | H World Group Limited                                                          | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      7304 | NS      | $309835.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nanya Technology Corporation                                                   | Nanya Technology Corporation                                                   | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |   1224000 | NS      | $2041091.75   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Gas Group Limited                                              | China Resources Gas Group Limited                                              | CUSIP: N/A<br>LEI: 529900A0E1J5JSOKEK83       | Long             | EC               | CORP              | BM        |   1164700 | NS      | $4340102.88   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstrand Ltd                                                                  | Firstrand Ltd                                                                  | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |   1323649 | NS      | $4845565.49   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                                    | Naspers Ltd                                                                    | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |      6742 | NS      | $1118841.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                            | POSCO Holdings Inc.                                                            | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |      2479 | NS      | $542512.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A.                                                            | Banco Bradesco S.A.                                                            | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |   1155312 | NS      | $3315114.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Limited                                  | Shenzhou International Group Holdings Limited                                  | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |    821000 | NS      | $9166979.21   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                  | Fresnillo PLC                                                                  | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    344494 | NS      | $3761658.80   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Limited                                            | Xtep International Holdings Limited                                            | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               | CORP              | KY        |    552000 | NS      | $612006.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Magazine Luiza S.A.                                                            | Magazine Luiza S.A.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    808228 | NS      | $414937.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupang, Inc.                                                                  | Coupang, Inc.                                                                  | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |    169269 | NS      | $2489946.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinoma Science & Technology Co.,Ltd.                                           | Sinoma Science & Technology Co.,Ltd.                                           | CUSIP: N/A<br>LEI: 655600P2UCJUYZXQ1P02       | Long             | EC               | CORP              | CN        |    420700 | NS      | $1293293.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil and Gas Public Limited Company                               | MOL Hungarian Oil and Gas Public Limited Company                               | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |    131605 | NS      | $918834.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapvida Participacoes E Investimentos S/A                                      | Hapvida Participacoes E Investimentos S/A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   5393249 | NS      | $5151620.00   | 0.55%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co., Ltd                                          | Hangzhou Tigermed Consulting Co., Ltd                                          | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |     34100 | NS      | $392752.67    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vasta Platform Limited                                                         | Vasta Platform Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   1076823 | NS      | $4307292.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Tata Steel Limited                                                             | Tata Steel Limited                                                             | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |    365116 | NS      | $498854.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Company Limited                           | Kingdee International Software Group Company Limited                           | CUSIP: N/A<br>LEI: 529900SWRZN94C5SZO63       | Long             | EC               | CORP              | KY        |    326000 | NS      | $690508.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Limited                                                | China Oilfield Services Limited                                                | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |    525282 | NS      | $632916.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Land and Houses Public Company Limited                                         | Land and Houses Public Company Limited                                         | CUSIP: N/A<br>LEI: 529900O7AEACUWP7KS87       | Long             | EC               | CORP              | TH        |   8182700 | NS      | $2341527.74   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Land and Houses Public Company Limited                                         | Land and Houses Public Company Limited                                         | CUSIP: N/A<br>LEI: 529900O7AEACUWP7KS87       | Long             | EC               | CORP              | TH        |   7584000 | NS      | $2170206.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Divis Laboratories Limited                                                     | Divis Laboratories Limited                                                     | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |    192725 | NS      | $7959345.40   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Society Mining And Metallurgical Company Norilsk Nickel     | Public Joint Stock Society Mining And Metallurgical Company Norilsk Nickel     | CUSIP: 55315J102<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |      2001 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Melco Resorts & Entertainment Limited                                          | Melco Resorts & Entertainment Limited                                          | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |    187114 | NS      | $2151811.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CJ CheilJedang Corp.                                                           | CJ CheilJedang Corp.                                                           | CUSIP: N/A<br>LEI: 9884008938PK154I3A92       | Long             | EC               | CORP              | KR        |     10798 | NS      | $3238049.43   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance (Group) Co., Ltd.                                      | China Pacific Insurance (Group) Co., Ltd.                                      | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    319177 | NS      | $707369.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Longyuan Power Group Corporation Limited                                 | China Longyuan Power Group Corporation Limited                                 | CUSIP: N/A<br>LEI: 5299008UYLF3O6V9T464       | Long             | EC               | CORP              | CN        |   1793000 | NS      | $2177850.03   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ADDCN Technology Co., Ltd.                                                     | ADDCN Technology Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    845912 | NS      | $5226974.89   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| S-1 Corporation                                                                | S-1 Corporation                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    129508 | NS      | $6054774.77   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Limited                                              | CSPC Pharmaceutical Group Limited                                              | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |    380901 | NS      | $397696.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegro.eu                                                                     | Allegro.eu                                                                     | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |    910750 | NS      | $5250569.21   | 0.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China Oilfield Services Limited                                                | China Oilfield Services Limited                                                | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |   1631800 | NS      | $3899252.26   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| China Overseas Land & Investment Limited                                       | China Overseas Land & Investment Limited                                       | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    135820 | NS      | $356256.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Society Oil Company Lukoil                                  | Public Joint Stock Society Oil Company Lukoil                                  | CUSIP: 69343P105<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     47200 | NS      | $0.05         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PT. Bank Central Asia Tbk                                                      | PT. Bank Central Asia Tbk                                                      | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |  15607037 | NS      | $8535936.22   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiplan Empreendimentos Imobiliarios S/A                                     | Multiplan Empreendimentos Imobiliarios S/A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    705900 | NS      | $2914055.61   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Humanica Limited                                                               | Humanica Limited                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |  10886100 | NS      | $3481861.64   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Remegen, Ltd.                                                                  | Remegen, Ltd.                                                                  | CUSIP: N/A<br>LEI: 300300M9HCX4TFAD4I10       | Long             | EC               | CORP              | CN        |      6983 | NS      | $77861.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MicroPort Scientific Corporation                                               | MicroPort Scientific Corporation                                               | CUSIP: N/A<br>LEI: 5299009MK4VZID944A20       | Long             | EC               | CORP              | KY        |     69700 | NS      | $182020.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Raia Drogasil S.A.                                                             | Raia Drogasil S.A.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     91460 | NS      | $409861.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Fosun Pharmaceutical (Group) Co., Ltd.                                | Shanghai Fosun Pharmaceutical (Group) Co., Ltd.                                | CUSIP: N/A<br>LEI: 300300DMUYLW3FP1OT73       | Long             | EC               | CORP              | CN        |    125000 | NS      | $400188.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| WuXi AppTec Co., Ltd.                                                          | WuXi AppTec Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     28400 | NS      | $326026.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin S.A.                                                                    | Klabin S.A.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    732000 | NS      | $2761223.79   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Limited                                                              | HDFC Bank Limited                                                              | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    415929 | NS      | $8198117.15   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                  | Alibaba Group Holding Limited                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     10218 | NS      | $900103.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc.                                                                  | Autohome Inc.                                                                  | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |    113911 | NS      | $3485676.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery                                                                      | Discovery                                                                      | CUSIP: N/A<br>LEI: 378900245A26169C8132       | Long             | EC               | CORP              | ZA        |    124409 | NS      | $904916.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co., Ltd.                                                           | SK Telecom Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     43976 | NS      | $1643313.01   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                               | Jardine Cycle & Carriage Limited                                               | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |    188500 | NS      | $4025469.99   | 0.43%             |  |  |  | No            |                  2 | On Loan: —       |
| Nice Information Service Co., Ltd.                                             | Nice Information Service Co., Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    456710 | NS      | $4412941.14   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                          | T. Rowe Price Government Reserve Fund                                          | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2115450 | NS      | $2115449.58   | 0.23%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Star Health and Allied Insurance Company Limited                               | Star Health and Allied Insurance Company Limited                               | CUSIP: N/A<br>LEI: 335800P3BYVJE1S5SB43       | Long             | EC               | CORP              | IN        |    313568 | NS      | $2149951.52   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| China Railway Group Limited                                                    | China Railway Group Limited                                                    | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |    744800 | NS      | $594203.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SANY Heavy Industry Co., Ltd.                                                  | SANY Heavy Industry Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 3003001FS86S7NYOHV89       | Long             | EC               | CORP              | CN        |    188400 | NS      | $427337.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastroc Beverage(Group) Co., Ltd.                                              | Eastroc Beverage(Group) Co., Ltd.                                              | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |    167800 | NS      | $4291819.32   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| TCS Group Holding PLC                                                          | TCS Group Holding PLC                                                          | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |     70684 | NS      | $0.07         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SK innovation Co., Ltd.                                                        | SK innovation Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 988400PXP70BWVSJVF07       | Long             | EC               | CORP              | KR        |      6726 | NS      | $825032.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd.                             | Shenzhen Mindray Bio-Medical Electronics Co., Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     15900 | NS      | $722004.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited.                         | Bangkok Dusit Medical Services Public Company Limited.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   5047500 | NS      | $4232403.88   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                       | Tencent Holdings Limited                                                       | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    238827 | NS      | $10148047.81  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co., Ltd.                                                      | Kweichow Moutai Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17300 | NS      | $4282623.57   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech Mahindra Limited                                                          | Tech Mahindra Limited                                                          | CUSIP: N/A<br>LEI: 3358005FZUZ1I25XQH69       | Long             | EC               | CORP              | IN        |    244004 | NS      | $3004975.47   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Company Gazprom                                             | Public Joint Stock Company Gazprom                                             | CUSIP: 368287207<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |    626726 | NS      | $0.63         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shree Cement Limited                                                           | Shree Cement Limited                                                           | CUSIP: N/A<br>LEI: 335800W6FNBDUZ89L830       | Long             | EC               | CORP              | IN        |      9808 | NS      | $2763017.29   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                 | OTP Bank Nyrt.                                                                 | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |    149734 | NS      | $4073505.29   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris S.A.                                                                   | Tenaris S.A.                                                                   | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |    251228 | NS      | $4410507.41   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Limited                                                           | Petronet LNG Limited                                                           | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |   1713182 | NS      | $4464002.93   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                          | Techtronic Industries Company Limited                                          | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |    768000 | NS      | $8527101.90   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| China Mengniu Dairy Company Limited                                            | China Mengniu Dairy Company Limited                                            | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |   2245000 | NS      | $10163038.45  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Co of China Ltd                                      | Ping An Insurance (Group) Co of China Ltd                                      | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    291656 | NS      | $1913946.26   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashok Leyland Limited                                                          | Ashok Leyland Limited                                                          | CUSIP: N/A<br>LEI: 3358001BZKWERVWYCK35       | Long             | EC               | CORP              | IN        |    786802 | NS      | $1368831.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                              | AIA Group Limited                                                              | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   1845476 | NS      | $20354478.28  | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co., Ltd.                       | Zoomlion Heavy Industry Science and Technology Co., Ltd.                       | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |    662800 | NS      | $518388.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Life Insurance Company Limited                                             | SBI Life Insurance Company Limited                                             | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |     82999 | NS      | $1234519.20   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                                | Arca Continental S.A.B. de C.V.                                                | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |    508018 | NS      | $4125356.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks, Inc.                                                               | Freshworks, Inc.                                                               | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     96704 | NS      | $1422515.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.                               | Grupo Aeroportuario Del Pacifico, S.A.B. de C.V.                               | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     26874 | NS      | $3864749.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     31939 | NS      | $7441467.61   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Malaysia Berhad                                                       | Heineken Malaysia Berhad                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1069900 | NS      | $6116981.41   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Berhad                                                     | CIMB Group Holdings Berhad                                                     | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |   5012288 | NS      | $6593179.57   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Company Limited                                             | Anhui Conch Cement Company Limited                                             | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |    271000 | NS      | $945298.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra and Mahindra Limited                                                  | Mahindra and Mahindra Limited                                                  | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |     66105 | NS      | $1000521.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ncsoft Corporation                                                             | Ncsoft Corporation                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1089 | NS      | $388162.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haw Par Corporation Limited                                                    | Haw Par Corporation Limited                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    526600 | NS      | $3769635.87   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Sporton International Inc.                                                     | Sporton International Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    744750 | NS      | $5085041.85   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co., Ltd.                                                        | Weichai Power Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |   2715900 | NS      | $3968987.59   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co., Ltd.                                 | Guangzhou Tinci Materials Technology Co., Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    149400 | NS      | $941132.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Yifeng Pharmacy Chain Co., Ltd.                                                | Yifeng Pharmacy Chain Co., Ltd.                                                | CUSIP: N/A<br>LEI: 300300CZZIF44N1EZO06       | Long             | EC               | CORP              | CN        |     48526 | NS      | $445278.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTE Chemical Corporation                                                     | LOTTE Chemical Corporation                                                     | CUSIP: N/A<br>LEI: 988400TPNFJZDPI94Y56       | Long             | EC               | CORP              | KR        |     16735 | NS      | $2374175.91   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Duzon Bizon Co., Ltd.                                                          | Duzon Bizon Co., Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    114173 | NS      | $3338397.06   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Limited                                                        | Shriram Finance Limited                                                        | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |    177755 | NS      | $2961225.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                             | Taiwan Semiconductor Manufacturing Company Limited                             | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   2417898 | NS      | $35160345.43  | 3.78%             |  |  |  | No            |                  2 | On Loan: No      |
| SaraminHR Co., Ltd.                                                            | SaraminHR Co., Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    218384 | NS      | $4547814.11   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Meituan                                                                        | Meituan                                                                        | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |    135907 | NS      | $3005590.24   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                            | Haidilao International Holding Ltd.                                            | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |    341000 | NS      | $974679.00    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Wuxi Biologics Cayman Inc                                                      | Wuxi Biologics Cayman Inc                                                      | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |     44500 | NS      | $337586.07    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zomato Limited                                                                 | Zomato Limited                                                                 | CUSIP: N/A<br>LEI: 335800T4VOF9ETHF8W59       | Long             | EC               | CORP              | IN        |    797845 | NS      | $574254.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co., Ltd.                                           | Fuyao Glass Industry Group Co., Ltd.                                           | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |    796468 | NS      | $4009000.60   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Endava PLC                                                                     | Endava PLC                                                                     | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |     27237 | NS      | $2083630.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                                             | EPAM Systems, Inc.                                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     17158 | NS      | $5623362.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GDS Holdings Ltd.                                                              | GDS Holdings Ltd.                                                              | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |      4247 | NS      | $87743.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Limited                                                    | Reliance Industries Limited                                                    | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |    339798 | NS      | $10472975.84  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN energy Holdings Limited                                                    | ENN energy Holdings Limited                                                    | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    151000 | NS      | $2102477.36   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                  | MediaTek Inc.                                                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    254000 | NS      | $5161426.81   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| The Wharf (Holdings) Limited                                                   | The Wharf (Holdings) Limited                                                   | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |     61000 | NS      | $179157.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Financial Services Software Limited                                     | Oracle Financial Services Software Limited                                     | CUSIP: N/A<br>LEI: 3358008SYNPKSPNMTJ57       | Long             | EC               | CORP              | IN        |    195804 | NS      | $7175765.14   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                            | BYD Company Limited                                                            | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      6000 | NS      | $147222.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                     | Samsung Electronics Co Ltd                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    528419 | NS      | $23175051.14  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                                | Infosys Limited                                                                | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     68306 | NS      | $1230191.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group                                                                   | Clicks Group                                                                   | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |    170550 | NS      | $2720730.53   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Pattana Public Company Limited                                         | Central Pattana Public Company Limited                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     96155 | NS      | $197131.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                     | Dino Polska Spolka Akcyjna                                                     | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |     95716 | NS      | $8223939.47   | 0.88%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KT Corp                                                                        | KT Corp                                                                        | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |    102876 | NS      | $2752357.20   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                                                      | Vale S.A.                                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    207669 | NS      | $3524142.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Telkom Indonesia (Persero) Tbk                                              | PT Telkom Indonesia (Persero) Tbk                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   2148200 | NS      | $516635.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Glodon Company Limited                                                         | Glodon Company Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     95700 | NS      | $824566.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co., Ltd.                                               | ASE Technology Holding Co., Ltd.                                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    627000 | NS      | $1905484.79   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| American Beverage Co Ambev                                                     | American Beverage Co Ambev                                                     | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |   1482400 | NS      | $4059279.10   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                          | Emaar Properties PJSC                                                          | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    132476 | NS      | $211522.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL Public Company Limited                                                  | CP ALL Public Company Limited                                                  | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |    470700 | NS      | $927754.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sibanye Stillwater                                                             | Sibanye Stillwater                                                             | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |    184150 | NS      | $487509.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Limited                                                    | Hindalco Industries Limited                                                    | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |    601413 | NS      | $3449875.39   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                   | Hikma Pharmaceuticals Public Limited Company                                   | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     14286 | NS      | $269760.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Longfor Properties Co. Ltd.                                                    | Longfor Properties Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | HK        |    993686 | NS      | $3049091.97   | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Shanghai Pu Tai Lai New Energy Technology Co., Ltd.                            | Shanghai Pu Tai Lai New Energy Technology Co., Ltd.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     58300 | NS      | $434502.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Hangke Technology Incorporated Company                                | Zhejiang Hangke Technology Incorporated Company                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     43104 | NS      | $271642.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xpeng Inc.                                                                     | Xpeng Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    161200 | NS      | $775916.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| The Saudi National Bank                                                        | The Saudi National Bank                                                        | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |    289579 | NS      | $3906776.02   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                                         | iShares Core MSCI Emerging Markets ETF                                         | CUSIP: 46434G103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |    115636 | NS      | $5400201.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                   | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                   | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |    605529 | NS      | $4910589.55   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| E-MART Inc.                                                                    | E-MART Inc.                                                                    | CUSIP: N/A<br>LEI: 988400SAX0Q74FRA9981       | Long             | EC               | CORP              | KR        |      7823 | NS      | $608463.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Sarana Menara Nusantara Tbk                                                 | PT Sarana Menara Nusantara Tbk                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  40378937 | NS      | $2853881.59   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Auction Public Company Limited                                           | Union Auction Public Company Limited                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |  26502300 | NS      | $7180377.91   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Hangzhou Tigermed Consulting Co., Ltd                                          | Hangzhou Tigermed Consulting Co., Ltd                                          | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |     23900 | NS      | $358482.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Indiamart Intermesh Limited                                                    | Indiamart Intermesh Limited                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |     45717 | NS      | $2393488.36   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                                  | NetEase, Inc.                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     35110 | NS      | $509903.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualitas Controladora, S.A.B. De C.V.                                          | Qualitas Controladora, S.A.B. De C.V.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    905230 | NS      | $4005282.15   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijing Capital International Airport Co., Ltd.                                | Beijing Capital International Airport Co., Ltd.                                | CUSIP: N/A<br>LEI: 5299001QWQN7CK66FE04       | Long             | EC               | CORP              | CN        |   3986000 | NS      | $2918266.55   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Bank Rakyat Indonesia (Persero) Tbk.                                       | PT. Bank Rakyat Indonesia (Persero) Tbk.                                       | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  34454975 | NS      | $10883696.20  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tingyi (Cayman Islands) Holding Corp.                                          | Tingyi (Cayman Islands) Holding Corp.                                          | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |   1834000 | NS      | $3242803.45   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Limited                                                   | Guangdong Investment Limited                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   3300000 | NS      | $3368410.28   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                    | Baidu, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |    450516 | NS      | $6437045.07   | 0.69%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UPL Limited                                                                    | UPL Limited                                                                    | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |     68856 | NS      | $597255.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tegma Gestao Logistica S.A.                                                    | Tegma Gestao Logistica S.A.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2716366 | NS      | $9952473.82   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corporation of India Limited                                        | Power Grid Corporation of India Limited                                        | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    299468 | NS      | $773605.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Angang Steel Company Limited                                                   | Angang Steel Company Limited                                                   | CUSIP: N/A<br>LEI: 213800QMMVMR3ABCKL62       | Long             | EC               | CORP              | CN        |    667100 | NS      | $255930.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                      | Orbia Advance Corporation, S.A.B. de C.V.                                      | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | EC               | CORP              | MX        |    978826 | NS      | $1735480.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupa Pracuj Spolka Akcyjna                                                    | Grupa Pracuj Spolka Akcyjna                                                    | CUSIP: N/A<br>LEI: 259400BSBFEIIIDAAL82       | Long             | EC               | CORP              | PL        |    863312 | NS      | $8102805.43   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro S/A Petrobras.                                             | Petroleo Brasileiro S/A Petrobras.                                             | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    236232 | NS      | $1249825.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of The Philippine Islands                                                 | Bank of The Philippine Islands                                                 | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |    183960 | NS      | $336732.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry TJ Logistics Company Limited                                             | Kerry TJ Logistics Company Limited                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2148000 | NS      | $2644635.73   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK Public Company Limited                                            | KASIKORNBANK Public Company Limited                                            | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    773291 | NS      | $3294210.55   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Limited                                              | Tata Consultancy Services Limited                                              | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    140372 | NS      | $5533150.02   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg Brewery Malaysia Berhad                                              | Carlsberg Brewery Malaysia Berhad                                              | CUSIP: N/A<br>LEI: 5493003SDA6PQJEKHM83       | Long             | EC               | CORP              | MY        |   1171900 | NS      | $6090840.51   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Amoy Diagnostics Co., Ltd.                                                     | Amoy Diagnostics Co., Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     61420 | NS      | $233259.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries N.V.                                               | BE Semiconductor Industries N.V.                                               | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     67853 | NS      | $4130790.66   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                    | Prosus N.V.                                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     48710 | NS      | $3379260.18   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Webcash Co., Ltd.                                                              | Webcash Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    199728 | NS      | $2301222.82   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corporation Limited                              | China Tourism Group Duty Free Corporation Limited                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     60364 | NS      | $1863776.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Joint Stock Society Moscow Exchange MICEX-RTS                           | Public Joint Stock Society Moscow Exchange MICEX-RTS                           | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |   5234617 | NS      | $5.23         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                                  | Hellenic Telecommunications Organization S.A.                                  | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     51431 | NS      | $804968.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Angang Steel Company Limited                                                   | Angang Steel Company Limited                                                   | CUSIP: N/A<br>LEI: 213800QMMVMR3ABCKL62       | Long             | EC               | CORP              | CN        |     72000 | NS      | $19621.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anhui Gujing Distillery Company Limited                                        | Anhui Gujing Distillery Company Limited                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    298027 | NS      | $4775182.56   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Company Limited                                               | Great Wall Motor Company Limited                                               | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |    349500 | NS      | $450675.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                     | Samsung Electronics Co Ltd                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     25675 | NS      | $1025375.64   | 0.11%             | 2500-12-31      | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Saudi British Bank                                                             | Saudi British Bank                                                             | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | EC               | CORP              | SA        |    652452 | NS      | $6779544.70   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                   | Contemporary Amperex Technology Co., Limited                                   | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |     62400 | NS      | $3514078.76   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Tongdao Liepin Group                                                           | Tongdao Liepin Group                                                           | CUSIP: N/A<br>LEI: 30030027GU9V3OLVUK70       | Long             | EC               | CORP              | KY        |   2216000 | NS      | $2606542.87   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Computer Age Management Services Private Limited                               | Computer Age Management Services Private Limited                               | CUSIP: N/A<br>LEI: 33580012MDHMBHWN5Z06       | Long             | EC               | CORP              | IN        |    213325 | NS      | $5748069.02   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Limited                                                         | Trip.com Group Limited                                                         | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |    178850 | NS      | $6316785.24   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Yeast Co., Ltd.                                                          | Angel Yeast Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 3003002K1DZ78FXZXI48       | Long             | EC               | CORP              | CN        |   1002400 | NS      | $6501625.06   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Aneka Tambang (Persero), PT TBK                                                | Aneka Tambang (Persero), PT TBK                                                | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |   1752300 | NS      | $225230.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc.                                                                | Ayala Land Inc.                                                                | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |    444026 | NS      | $245411.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Limited                                            | Apollo Hospitals Enterprise Limited                                            | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |     11040 | NS      | $598536.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                            | Gold Fields Limited                                                            | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    124097 | NS      | $1290466.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Weigao Group Medical Polymer Company Limited                          | Shandong Weigao Group Medical Polymer Company Limited                          | CUSIP: N/A<br>LEI: 5299005WQUU15JQU8S60       | Long             | EC               | CORP              | CN        |   1920441 | NS      | $3144690.55   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc.                                                            | E Ink Holdings Inc.                                                            | CUSIP: N/A<br>LEI: 529900UOR451FJJYL571       | Long             | EC               | CORP              | TW        |    356000 | NS      | $1866826.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | Banco Actinver, S.A., Institucion de Banca Multiple, Grupo Financiero Actinver | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     91700 | NS      | $108045.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                                                 | NMC Health PLC                                                                 | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |    119089 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Multi Commodity Exchange of India Limited                                      | Multi Commodity Exchange of India Limited                                      | CUSIP: N/A<br>LEI: 254900BTZEPM27IOAM68       | Long             | EC               | CORP              | IN        |    353309 | NS      | $6653770.22   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Qinghai Salt Lake Industry Co.,Ltd                                             | Qinghai Salt Lake Industry Co.,Ltd                                             | CUSIP: N/A<br>LEI: 300300Q8WSV1OODU9092       | Long             | EC               | CORP              | CN        |     88500 | NS      | $288294.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                   | JD.com, Inc.                                                                   | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     37410 | NS      | $1042541.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Boa Vista Servicos S/A                                                         | Boa Vista Servicos S/A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   6119604 | NS      | $8416477.79   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Wizz Air Holdings PLC                                                          | Wizz Air Holdings PLC                                                          | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |    244274 | NS      | $5712914.17   | 0.61%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PT Dayamitra Telekomunikasi                                                    | PT Dayamitra Telekomunikasi                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |  56424000 | NS      | $2903116.74   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer