# EDGAR Filing Document

**Accession Number:** 0001022804
**File Stem:** 0002071691-26-014413
**Filing Date:** 2026-6
**Character Count:** 91520
**Document Hash:** d37971f4d8c74c7ea4db613e21ff3687
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014413.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0002071691-26-014413

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07851
- **FILM NUMBER:** 261113762

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-4018

**MAIL ADDRESS:**
- **STREET 1:** FRANKLIN FUND ALLOCATOR SERIES
- **STREET 2:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON FUND ALLOCATOR SERIES
- **DATE OF NAME CHANGE:** 19960912

## Series and Classes Contracts Data

### Franklin Emerging Market Core Equity (IU) Fund (Series ID: S000066091)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213628 | Advisor      | FCEEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Fund Allocator Series

- **b. Investment Company Act file number:** 811-07851

- **c. CIK number of Registrant:** 0001022804

- **d. LEI of Registrant:** 5493009BPYLDNZHEMO31

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Emerging Market Core Equity (IU) Fund

- **b. EDGAR series identifier (if any):** S000066091

- **c. LEI of Series:** 549300RHSEWP5HCKT350

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $219599200.01

**Total Liabilities:** $716280.83

**Net Assets:** $218882919.18

**Cash Not Reported:** $77712.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213628 | 6.14%                | -9.60%               | 12.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-78303.36               | $12628148.80                               |
| Month 2  | $4154467.85              | $-25934279.21                              |
| Month 3  | $484006.76               | $23502787.11                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PhosAgro PJSC                                                  | PhosAgro PJSC                                                           | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |       206 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PhosAgro PJSC                                                  | PhosAgro PJSC                                                           | CUSIP: 71922G308<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |     32104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sigma Foods SAB de CV                                          | Sigma Foods SAB de CV, Class A                                          | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               | CORP              | MX        |    212500 | NS      | $201326.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Chile                                                 | Banco de Chile                                                          | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   1092279 | NS      | $204760.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                        | Vale SA                                                                 | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     13300 | NS      | $218040.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruma SAB de CV                                                | Gruma SAB de CV, Class B                                                | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | EC               | CORP              | MX        |     27380 | NS      | $475170.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                                | Cemex SAB de CV                                                         | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             |  | RF                | MX        |    197100 | NS      | $242023.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                             | Grupo Financiero Banorte SAB de CV, Class O                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     19200 | NS      | $208481.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Itausa SA                                                      | Itausa SA                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BR        |    525143 | NS      | $1476228.96   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                             | Kimberly-Clark de Mexico SAB de CV, Class A                             | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |     87300 | NS      | $197403.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Falabella SA                                                   | Falabella SA                                                            | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |     29651 | NS      | $179591.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                             | Komercni Banka A/S                                                      | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |      3849 | NS      | $204889.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund       | Franklin Institutional U.S. Government Money Market Fund                | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   1471295 | NS      | $1471294.96   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                       | ORLEN SA                                                                | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     82536 | NS      | $3033410.48   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB Holdings Bhd.                                             | AMMB Holdings Bhd.                                                      | CUSIP: N/A<br>LEI: 254900R0GQB7U67SCH62       | Long             | EC               | CORP              | MY        |    476600 | NS      | $738030.97    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp.                                    | Realtek Semiconductor Corp.                                             | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |     62000 | NS      | $1058490.07   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                       | Reliance Industries Ltd.                                                | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     11051 | NS      | $167603.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group Ltd.                                             | Bidvest Group Ltd.                                                      | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |     13270 | NS      | $186477.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                 | Hindustan Petroleum Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |     33967 | NS      | $134640.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Clicks Group Ltd.                                              | Clicks Group Ltd.                                                       | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |     11482 | NS      | $182283.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Holdings & Investment Ltd.                               | Bajaj Holdings & Investment Ltd.                                        | CUSIP: N/A<br>LEI: 335800NL7NWD9IPOHL48       | Long             | EC               | CORP              | IN        |      1912 | NS      | $207923.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                                   | Vedanta Ltd.                                                            | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    332022 | NS      | $953494.04    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive India Ltd.                                   | Colgate-Palmolive India Ltd.                                            | CUSIP: N/A<br>LEI: 335800YWKI47DGFKWB26       | Long             | EC               | CORP              | IN        |     22446 | NS      | $497285.38    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                      | GE Vernova T&D India Ltd.                                               | CUSIP: N/A<br>LEI: 549300NMRD6VZDFLN355       | Long             | EC               | CORP              | IN        |     57897 | NS      | $2724363.77   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lupin Ltd.                                                     | Lupin Ltd.                                                              | CUSIP: N/A<br>LEI: 335800HHXTESDEE2FC65       | Long             | EC               | CORP              | IN        |     33635 | NS      | $822144.31    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd.                                                      | NMDC Ltd.                                                               | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    649686 | NS      | $621857.02    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                       | Qatar National Bank QPSC                                                | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |     86651 | NS      | $412907.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co. Ltd.                                          | DB Insurance Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      1841 | NS      | $209493.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                                   | Ooredoo QPSC                                                            | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    173672 | NS      | $653476.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eva Airways Corp.                                              | Eva Airways Corp.                                                       | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |    818000 | NS      | $866309.29    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC Pharmaceutical Group Ltd.                                 | CSPC Pharmaceutical Group Ltd.                                          | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |   1001600 | NS      | $1091319.84   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                   | Infosys Ltd.                                                            | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     38151 | NS      | $480287.49    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                                        | United Tractors Tbk. PT                                                 | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    289100 | NS      | $485173.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial International Bank - Egypt (CIB)                    | Commercial International Bank - Egypt (CIB)                             | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    108455 | NS      | $273109.13    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                        | Delta Electronics, Inc.                                                 | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |     89000 | NS      | $6241166.55   | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd.                               | Apollo Hospitals Enterprise Ltd.                                        | CUSIP: N/A<br>LEI: 3358005YT7JQCWYLTG43       | Long             | EC               | CORP              | IN        |      3219 | NS      | $259840.11    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                                        | Dubai Islamic Bank PJSC                                                 | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |     98793 | NS      | $192039.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Remgro Ltd.                                                    | Remgro Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     18114 | NS      | $213165.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                                 | LG Uplus Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     47592 | NS      | $510316.55    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd.                                          | HCL Technologies Ltd.                                                   | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |     12898 | NS      | $164048.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd.                                             | Hero MotoCorp Ltd.                                                      | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |      6043 | NS      | $326545.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd.                                       | ENN Energy Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     24700 | NS      | $193631.07    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                         | Kunlun Energy Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    340000 | NS      | $327197.51    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp.                                 | Novatek Microelectronics Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     17000 | NS      | $220810.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                 | MediaTek, Inc.                                                          | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     67000 | NS      | $5593270.31   | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                               | Shinhan Financial Group Co. Ltd.                                        | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |     40852 | NS      | $2774207.67   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                   | Harmony Gold Mining Co. Ltd.                                            | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |     60787 | NS      | $958254.44    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corp. of China Ltd.                                   | Aluminum Corp. of China Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900TKZUWQLIQN6T48       | Long             | EC               | CORP              | CN        |    708000 | NS      | $1036906.68   | 0.47%             |  |  |  | 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        |    167000 | NS      | $1179858.25   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd.                                     | Capitec Bank Holdings Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       769 | NS      | $199673.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd.                                             | Bharti Airtel Ltd.                                                      | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |     13361 | NS      | $267085.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.          | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                   | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |       757 | NS      | $237037.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                         | Hyundai Mobis Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      2978 | NS      | $861294.02    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                 | SK Hynix, Inc.                                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      9999 | NS      | $8916795.12   | 4.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                | International Container Terminal Services, Inc.                         | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |    191270 | NS      | $2209055.71   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kia Corp.                                                      | Kia Corp.                                                               | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      3641 | NS      | $375539.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                     | Korea Electric Power Corp.                                              | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     56454 | NS      | $1691467.49   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Lite-On Technology Corp.                                       | Lite-On Technology Corp.                                                | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    247000 | NS      | $1324384.72   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CTBC Financial Holding Co. Ltd.                                | CTBC Financial Holding Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300IWDYIFW6JXM387       | Long             | EC               | CORP              | TW        |    415000 | NS      | $686419.67    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                 | Geely Automobile Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    661000 | NS      | $1932575.81   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                 | Asia Vital Components Co. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     24000 | NS      | $2197278.94   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd.                                   | China Oilfield Services Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |    166000 | NS      | $200433.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                                 | MTN Group Ltd.                                                          | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |     81167 | NS      | $1018394.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Bank of India Ltd.                                       | Union Bank of India Ltd.                                                | CUSIP: N/A<br>LEI: 5493000P4HD6132SQ711       | Long             | EC               | CORP              | IN        |    296245 | NS      | $521047.65    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                             | Sun Pharmaceutical Industries Ltd.                                      | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |     19846 | NS      | $380166.10    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile Telecommunications Co. KSCP                             | Mobile Telecommunications Co. KSCP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |    114669 | NS      | $212557.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd.                                             | Nedbank Group Ltd.                                                      | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |     52162 | NS      | $832841.37    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Malaysia Bhd.                                           | Nestle Malaysia Bhd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     32600 | NS      | $889799.82    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                             | Korea Investment Holdings Co. Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3329 | NS      | $547032.92    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Dagangan Bhd.                                         | Petronas Dagangan Bhd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     79000 | NS      | $401415.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| President Chain Store Corp.                                    | President Chain Store Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     30000 | NS      | $212051.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                              | PICC Property & Casualty Co. Ltd., Class H                              | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1440000 | NS      | $2601162.08   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                      | Great Wall Motor Co. Ltd., Class H                                      | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |    158000 | NS      | $233999.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| China Life Insurance Co. Ltd.                                  | China Life Insurance Co. Ltd., Class H                                  | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |    246000 | NS      | $907507.34    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co. Ltd.                                             | TVS Motor Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |      4761 | NS      | $176308.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                            | International Games System Co. Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      9000 | NS      | $213921.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                   | Samsung Electronics Co. Ltd.                                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    110373 | NS      | $16620815.00  | 7.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                         | Shoprite Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |     12925 | NS      | $217849.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kasikornbank PCL                                               | Kasikornbank PCL                                                        | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |     97500 | NS      | $580259.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                    | Taiwan Semiconductor Manufacturing Co. Ltd.                             | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    468000 | NS      | $32489434.58  | 14.84%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Kuwait SAKP                                   | National Bank of Kuwait SAKP                                            | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |     64752 | NS      | $181095.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn AG                                                      | Allwyn AG                                                               | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | CH        |     12072 | NS      | $172401.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                             | PDD Holdings, Inc.                                                      | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      3500 | NS      | $349580.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank                                                       | OTP Bank Nyrt.                                                          | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      9841 | NS      | $1319962.79   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                          | Vipshop Holdings Ltd.                                                   | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     58041 | NS      | $835209.99    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                                              | Banco Bradesco SA                                                       | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |    606300 | NS      | $2365547.07   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencosud SA                                                    | Cencosud SA                                                             | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |     60511 | NS      | $152990.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Biopharmaceutical Ltd.                                    | Sino Biopharmaceutical Ltd.                                             | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |   1603000 | NS      | $1115790.44   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Larsen & Toubro Ltd.                                           | Larsen & Toubro Ltd.                                                    | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     13200 | NS      | $560734.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Ning Co. Ltd.                                               | Li Ning Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |    177500 | NS      | $462115.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bosch Ltd.                                                     | Bosch Ltd.                                                              | CUSIP: N/A<br>LEI: 3358008TVK7S8BSVVW82       | Long             | EC               | CORP              | IN        |       518 | NS      | $197077.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                 | Tata Consultancy Services Ltd.                                          | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |     74130 | NS      | $1945342.53   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                          | Emaar Properties PJSC                                                   | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    533592 | NS      | $1718166.22   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                                | CPFL Energia SA                                                         | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |     42600 | NS      | $420941.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC Ltd.                                                      | NTPC Ltd.                                                               | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |    121391 | NS      | $512571.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                       | Itau Unibanco Holding SA                                                | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EP               | CORP              | BR        |    352754 | NS      | $3076748.91   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                                       | Ford Otomotiv Sanayi A/S                                                | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | EC               | CORP              | TR        |     84493 | NS      | $183254.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Is Bankasi A/S                                         | Turkiye Is Bankasi A/S, Class C                                         | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |   1188668 | NS      | $377369.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                      | Yapi ve Kredi Bankasi A/S                                               | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | EC               | CORP              | TR        |    231210 | NS      | $189546.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Unichip Corp.                                           | Global Unichip Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      3000 | NS      | $414787.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co. Ltd.                               | COSCO SHIPPING Holdings Co. Ltd., Class H                               | CUSIP: N/A<br>LEI: 3003009XI0QGYYA29S17       | Long             | EC               | CORP              | CN        |    274500 | NS      | $504666.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd.                                       | Hindalco Industries Ltd.                                                | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |     69056 | NS      | $758689.94    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Pidilite Industries Ltd.                                       | Pidilite Industries Ltd.                                                | CUSIP: N/A<br>LEI: 335800APXGEBZ349GN74       | Long             | EC               | CORP              | IN        |     12845 | NS      | $186989.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Ltd.                                                       | UPL Ltd.                                                                | CUSIP: N/A<br>LEI: 335800RJSM1SLHO4UA95       | Long             | EC               | CORP              | IN        |     87614 | NS      | $596096.02    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                  | China Construction Bank Corp., Class H                                  | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   2453000 | NS      | $2768946.29   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                                     | Hana Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     31963 | NS      | $2776995.01   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTVS SA                                                       | TOTVS SA                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     63700 | NS      | $409847.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jarir Marketing Co.                                            | Jarir Marketing Co.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     82091 | NS      | $329414.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Co. for Cooperative Insurance (The)                            | Co. for Cooperative Insurance (The)                                     | CUSIP: N/A<br>LEI: 549300J2GTNKWJRJ8581       | Long             | EC               | CORP              | SA        |      6059 | NS      | $210906.69    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                            | Etihad Etisalat Co.                                                     | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |    100677 | NS      | $1748034.51   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                  | Al Rajhi Bank                                                           | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |    156609 | NS      | $2871259.17   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Riyad Bank                                                     | Riyad Bank                                                              | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |    268342 | NS      | $1484627.78   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC Agri-Nutrients Co.                                       | SABIC Agri-Nutrients Co.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     21035 | NS      | $817945.26    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                     | Industrial & Commercial Bank of China Ltd., Class H                     | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    220000 | NS      | $198209.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro Norte SAB de CV                 | Grupo Aeroportuario del Centro Norte SAB de CV, Class B                 | CUSIP: N/A<br>LEI: 529900HUSBARAFSXJ605       | Long             | EC               | CORP              | MX        |     14500 | NS      | $192434.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| China CITIC Bank Corp. Ltd.                                    | China CITIC Bank Corp. Ltd., Class H                                    | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   1131000 | NS      | $1186079.54   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                         | Emirates NBD Bank PJSC                                                  | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |     73371 | NS      | $579281.53    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                                        | Sinotruk Hong Kong Ltd.                                                 | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    129000 | NS      | $633429.94    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Want Want China Holdings Ltd.                                  | Want Want China Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |    913000 | NS      | $515219.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alinma Bank                                                    | Alinma Bank                                                             | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |     32749 | NS      | $212771.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                       | KB Financial Group, Inc.                                                | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     16698 | NS      | $1828517.73   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                           | Muthoot Finance Ltd.                                                    | CUSIP: N/A<br>LEI: 335800HAMJMBFL4RRF02       | Long             | EC               | CORP              | IN        |     23492 | NS      | $851250.92    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                                      | China Hongqiao Group Ltd.                                               | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    263500 | NS      | $1115408.54   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                             | Chow Tai Fook Jewellery Group Ltd.                                      | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |    116600 | NS      | $159839.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd.                                                | Coal India Ltd.                                                         | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    250843 | NS      | $1275796.27   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna SA                               | PGE Polska Grupa Energetyczna SA                                        | CUSIP: N/A<br>LEI: 259400MP9VXR0E69MJ89       | Long             | EC               | CORP              | PL        |    195339 | NS      | $573924.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Novolipetsk Steel PJSC                                         | Novolipetsk Steel PJSC                                                  | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |    347890 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMK Norilskiy Nickel PAO                                       | GMK Norilskiy Nickel PAO                                                | CUSIP: N/A<br>LEI: 253400JPTEEW143W3E47       | Long             | EC               | CORP              | RU        |    316400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inter RAO UES PJSC                                             | Inter RAO UES PJSC                                                      | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   8656700 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Severstal PAO                                                  | Severstal PAO                                                           | CUSIP: N/A<br>LEI: 213800OKDPTV6K4ONO53       | Long             | EC               | CORP              | RU        |     48409 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charoen Pokphand Foods PCL                                     | Charoen Pokphand Foods PCL                                              | CUSIP: N/A<br>LEI: 529900FJ3AI2GKGIWK15       | Long             | EC               | CORP              | TH        |    624500 | NS      | $369747.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bizlink Holding, Inc.                                          | Bizlink Holding, Inc.                                                   | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     10000 | NS      | $897931.55    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| China Gold International Resources Corp. Ltd.                  | China Gold International Resources Corp. Ltd.                           | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     17900 | NS      | $384498.39    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles Ltd.                            | Tata Motors Passenger Vehicles Ltd.                                     | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |    270538 | NS      | $978194.44    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                               | Powszechny Zaklad Ubezpieczen SA                                        | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     10414 | NS      | $183212.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibra Uno Administracion SA de CV                              | Fibra Uno Administracion SA de CV                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    124400 | NS      | $213570.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raia Drogasil SA                                               | Raia Drogasil SA                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     45800 | NS      | $202926.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co. Group of China Ltd. (The)               | People's Insurance Co. Group of China Ltd. (The), Class H               | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |    435000 | NS      | $297634.28    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Towers Ltd.                                              | Indus Towers Ltd.                                                       | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |     43039 | NS      | $186563.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumber Alfaria Trijaya Tbk. PT                                 | Sumber Alfaria Trijaya Tbk. PT                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |   3111000 | NS      | $238080.63    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Paints Ltd.                                              | Asian Paints Ltd.                                                       | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |     30205 | NS      | $783772.73    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BSE Ltd.                                                       | BSE Ltd.                                                                | CUSIP: N/A<br>LEI: 335800UOTLCPTZQVDA19       | Long             | EC               | CORP              | IN        |      6947 | NS      | $268324.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                                   | HD Hyundai Electric Co. Ltd.                                            | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |      2536 | NS      | $2180754.28   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co. Ltd.                                            | HD Hyundai Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8071 | NS      | $1713600.69   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                  | Sungrow Power Supply Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |     10400 | NS      | $211494.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 Interactive Entertainment Network Technology Group Co. Ltd. | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | CUSIP: N/A<br>LEI: 300300BE4IFCPHCUMI94       | Long             | EC               | CORP              | CN        |    298100 | NS      | $941853.90    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Hithink RoyalFlush Information Network Co. Ltd.                | Hithink RoyalFlush Information Network Co. Ltd., Class A                | CUSIP: N/A<br>LEI: 300300TIQA4R0NPLQE78       | Long             | EC               | CORP              | CN        |     33740 | NS      | $1167580.46   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                       | Wuliangye Yibin Co. Ltd., Class A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     17100 | NS      | $243259.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai                       | Gree Electric Appliances, Inc. of Zhuhai, Class A                       | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |     31313 | NS      | $183812.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                           | Midea Group Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     17700 | NS      | $210484.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 Security Technology, Inc.                                  | 360 Security Technology, Inc., Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    114000 | NS      | $187199.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Development PJSC                                         | Emaar Development PJSC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    585901 | NS      | $2325674.93   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Financial Co. Ltd.                                         | CSC Financial Co. Ltd., Class A                                         | CUSIP: N/A<br>LEI: 3003006CDEBNKXHOI130       | Long             | EC               | CORP              | CN        |     55900 | NS      | $188970.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co. Ltd.                                 | HDFC Asset Management Co. Ltd.                                          | CUSIP: N/A<br>LEI: 3358002FLK8AK8WSEP31       | Long             | EC               | CORP              | IN        |     15659 | NS      | $449305.94    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                    | Woori Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10416 | NS      | $237528.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovent Biologics, Inc.                                       | Innovent Biologics, Inc.                                                | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |     20000 | NS      | $233548.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Britannia Industries Ltd.                                      | Britannia Industries Ltd.                                               | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |     21058 | NS      | $1270396.63   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.              | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      9000 | NS      | $222703.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                           | WuXi AppTec Co. Ltd., Class A                                           | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     17700 | NS      | $286768.06    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                 | HDFC Bank Ltd.                                                          | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    103438 | NS      | $846027.06    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                     | Alibaba Group Holding Ltd.                                              | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    331700 | NS      | $5466752.33   | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                   | JD.com, Inc., Class A                                                   | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     15000 | NS      | $227251.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockchip Electronics Co. Ltd.                                  | Rockchip Electronics Co. Ltd., Class A                                  | CUSIP: N/A<br>LEI: 8368002HC3QUMAKOPK03       | Long             | EC               | CORP              | CN        |      7400 | NS      | $199737.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                            | Kuaishou Technology                                                     | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |     26500 | NS      | $147521.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                  | NetEase, Inc.                                                           | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     97200 | NS      | $2275372.75   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixa Seguridade Participacoes SA                              | Caixa Seguridade Participacoes SA                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |     60100 | NS      | $219558.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                         | Nongfu Spring Co. Ltd., Class H                                         | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |     36000 | NS      | $217715.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                          | Tencent Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    129600 | NS      | $7870901.63   | 3.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International, Inc.                                  | JD Health International, Inc.                                           | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |     49700 | NS      | $293721.62    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                       | Yum China Holdings, Inc.                                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     19950 | NS      | $976218.56    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| New Oriental Education & Technology Group, Inc.                | New Oriental Education & Technology Group, Inc.                         | CUSIP: N/A<br>LEI: 529900NHZVBZQZ8EKN29       | Long             | EC               | CORP              | KY        |    383700 | NS      | $2093659.95   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTsurance Group Ltd.                                          | OUTsurance Group Ltd.                                                   | CUSIP: N/A<br>LEI: 984500AC307E8L2D9X52       | Long             | EC               | CORP              | ZA        |    163822 | NS      | $696003.78    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TIM SA                                                         | TIM SA                                                                  | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    173300 | NS      | $901182.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Logistics, Inc.                                             | JD Logistics, Inc.                                                      | CUSIP: N/A<br>LEI: 655600LWTFVMV3E2A890       | Long             | EC               | CORP              | KY        |    268700 | NS      | $523317.95    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                            | PetroChina Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   1453300 | NS      | $2600645.28   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                      | Ping An Insurance Group Co. of China Ltd., Class A                      | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |     22300 | NS      | $194422.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                          | SAIC Motor Corp. Ltd., Class A                                          | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |     87600 | NS      | $177388.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                         | China Pacific Insurance Group Co. Ltd., Class A                         | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |     31700 | NS      | $173473.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                       | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                       | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |     25000 | NS      | $198012.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co. Ltd.                                     | Huatai Securities Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 3003009ABT0UCWO79Q77       | Long             | EC               | CORP              | CN        |     82500 | NS      | $232393.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp. Ltd.                       | China Tourism Group Duty Free Corp. Ltd., Class A                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     14600 | NS      | $140791.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Huayu Automotive Systems Co. Ltd.                              | Huayu Automotive Systems Co. Ltd., Class A                              | CUSIP: N/A<br>LEI: 3003001J2BNVV78BOT83       | Long             | EC               | CORP              | CN        |    290800 | NS      | $794059.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Ltd.                                                | CMOC Group Ltd., Class A                                                | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    105600 | NS      | $291257.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutong Bus Co. Ltd.                                            | Yutong Bus Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 300300OMPRVW0Q75F037       | Long             | EC               | CORP              | CN        |     92000 | NS      | $476717.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Huadian Power International Corp. Ltd.                         | Huadian Power International Corp. Ltd., Class A                         | CUSIP: N/A<br>LEI: 529900207FCOKWBDRE79       | Long             | EC               | CORP              | CN        |    277900 | NS      | $203179.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SooChow Securities Co. Ltd.                                    | SooChow Securities Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 300300E1008532000098       | Long             | EC               | CORP              | CN        |    150700 | NS      | $177915.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Electric Power Co. Ltd.                               | Shanghai Electric Power Co. Ltd., Class A                               | CUSIP: N/A<br>LEI: 3003009ZN0X3RFO4QY68       | Long             | EC               | CORP              | CN        |     66300 | NS      | $164933.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Yuntianhua Co. Ltd.                                     | Yunnan Yuntianhua Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    148300 | NS      | $788145.15    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Vibra Energia SA                                               | Vibra Energia SA                                                        | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |     41500 | NS      | $279080.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Havells India Ltd.                                             | Havells India Ltd.                                                      | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |     37782 | NS      | $494818.13    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                     | Hindustan Aeronautics Ltd.                                              | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |     16086 | NS      | $738555.10    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                          | Anglogold Ashanti plc                                                   | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |      3840 | NS      | $356848.16    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                 | Brazilian Real                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |    137792 | OU      | $27826.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canara Bank                                                    | Canara Bank                                                             | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |    117417 | NS      | $167582.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd. /new                                          | Tata Motors Ltd.                                                        | CUSIP: N/A<br>LEI: 335800ZFUZ3FBKQASV25       | Long             | EC               | CORP              | IN        |    196124 | NS      | $856924.35    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                | ICICI Bank Ltd.                                                         | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |     33375 | NS      | $447837.12    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                       | Contemporary Amperex Technology Co. Ltd., Class H                       | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      3200 | NS      | $252915.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                | Grupo Cibest SA                                                         | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |     11737 | NS      | $201482.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Aluminium Metal Ltd.                                   | Vedanta Aluminium Metal Ltd.                                            | CUSIP: N/A<br>LEI: 335800NL21ZO4I8KAA12       | Long             | EC               | CORP              | IN        |    332022 | NS      | $423362.92    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Talwandi Sabo Power Ltd.                                       | Talwandi Sabo Power Ltd.                                                | CUSIP: N/A<br>LEI: 335800KDZAEK1ZA1G908       | Long             | EC               | CORP              | IN        |    332022 | NS      | $423362.92    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Vedanta Iron and Steel Ltd.                                    | Vedanta Iron and Steel Ltd.                                             | CUSIP: N/A<br>LEI: 335800Y89YF7J22XIQ21       | Long             | EC               | CORP              | IN        |    332022 | NS      | $423362.92    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Adani Power Ltd.                                               | Adani Power Ltd.                                                        | CUSIP: N/A<br>LEI: 33580074T4XKFXBDG813       | Long             | EC               | CORP              | IN        |    421154 | NS      | $990998.56    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                                 | Bank of Baroda                                                          | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |     61028 | NS      | $170270.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                   | Wal-Mart de Mexico SAB de CV                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    146100 | NS      | $460584.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBio, Inc.                                                    | 3SBio, Inc.                                                             | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    184500 | NS      | $551865.02    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN Natural Gas Co. Ltd.                                       | ENN Natural Gas Co. Ltd., Class A                                       | CUSIP: N/A<br>LEI: 300300KVDMGNQNP52Z98       | Long             | EC               | CORP              | CN        |     67800 | NS      | $201009.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| InterGlobe Aviation Ltd.                                       | InterGlobe Aviation Ltd.                                                | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |     17901 | NS      | $817542.34    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar Industries India Ltd.                                    | Solar Industries India Ltd.                                             | CUSIP: N/A<br>LEI: 3358002ANWRT2YJ79L60       | Long             | EC               | CORP              | IN        |      1384 | NS      | $226078.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp. Ltd.                                                 | Bid Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900UO8SUMYHI6QJ53       | Long             | EC               | CORP              | ZA        |     10353 | NS      | $253338.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chilean Peso                                                   | Chilean Peso                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CL        |      -427 | OU      | $-0.48        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                 | Colombian Peso                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                           | EURO                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |        -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                                 | Credicorp Ltd.                                                          | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |       615 | NS      | $199364.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                                               | NU Holdings Ltd., Class A                                               | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |     11845 | NS      | $171515.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XP, Inc.                                                       | XP, Inc., Class A                                                       | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |     10973 | NS      | $210242.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                               | Hong Kong Dollar                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      3431 | OU      | $437.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                         | Forint                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                         | Rupiah                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |        -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                   | Indian Rupee                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |        11 | OU      | $0.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                            | Won                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    226741 | OU      | $152.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuwaiti Dinar                                                  | Kuwaiti Dinar                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |         0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                   | Mexican Peso                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malco Energy Ltd.                                              | Malco Energy Ltd.                                                       | CUSIP: N/A<br>LEI: 335800Y9DUY29TJI9W11       | Long             | EC               | CORP              | IN        |    332022 | NS      | $423362.92    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Philippine Peso                                                | Philippine Peso                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | PH        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qatari Rial                                                    | Qatari Rial                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Riyal                                                    | Saudi Riyal                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |        27 | OU      | $7.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                           | Baht                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TH        |     -2065 | OU      | $-63.35       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                               | New Turkish Lira                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                              | New Taiwan Dollar                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TW        |        -2 | OU      | $-0.06        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                                           | Rand                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ZA        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer