# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-047035
**Filing Date:** 2026-5
**Character Count:** 1763559
**Document Hash:** c8b73c19de5917ada2b7a7a2e0cb14b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-047035.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-047035

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992611

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Dimensional International Core Equity Fund (Series ID: S000048565)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000153124 | Standard Class |  |
| C000153125 | Service Class  |  |

## Nport-Ex

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value** <br>**(U.S. $)**<br>|
| **ΔCOMMON STOCK–98.86%** | **ΔCOMMON STOCK–98.86%** | **ΔCOMMON STOCK–98.86%** |
| **Australia–6.15%** | **Australia–6.15%** | **Australia–6.15%** |
| &nbsp;&nbsp; †29Metals Ltd. | 150788 | $37037 |
| &nbsp;&nbsp;&nbsp; Accent Group Ltd. | 46710 | 24280 |
| &nbsp;&nbsp;&nbsp; Acrow Ltd. | 29936 | 17295 |
| &nbsp;&nbsp;&nbsp; Adairs Ltd. | 16558 | 15081 |
| &nbsp;&nbsp;&nbsp; AGL Energy Ltd. | 27208 | 186262 |
| &nbsp;&nbsp; †Alkane Resources Ltd. | 65765 | 66045 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alliance Aviation Services <br> Ltd.<br>| 9515 | 3796 |
| &nbsp;&nbsp;&nbsp; ALS Ltd. | 19405 | 284857 |
| &nbsp;&nbsp; †AMA Group Ltd. | 18338 | 6042 |
| &nbsp;&nbsp;&nbsp; Amotiv Ltd. | 12973 | 60901 |
| &nbsp;&nbsp;&nbsp; AMP Ltd. | 265383 | 243253 |
| &nbsp;&nbsp; †Amplitude Energy Ltd. | 32431 | 38486 |
| &nbsp;&nbsp;&nbsp; Ampol Ltd. | 12059 | 279690 |
| &nbsp;&nbsp;&nbsp; Ansell Ltd. | 10726 | 210494 |
| &nbsp;&nbsp;&nbsp; ANZ Group Holdings Ltd. | 48035 | 1207852 |
| &nbsp;&nbsp;&nbsp; APA Group | 34832 | 239948 |
| &nbsp;&nbsp; †Appen Ltd. | 7413 | 7479 |
| &nbsp;&nbsp;&nbsp; ARB Corp. Ltd. | 6277 | 92022 |
| &nbsp;&nbsp;&nbsp; Aristocrat Leisure Ltd. | 7117 | 226216 |
| &nbsp;&nbsp;&nbsp; ARN Media Ltd. | 22200 | 3599 |
| &nbsp;&nbsp; †Articore Group Ltd. | 8524 | 1823 |
| &nbsp;&nbsp;&nbsp; ASX Ltd. | 2555 | 92702 |
| &nbsp;&nbsp;&nbsp; Atlas Arteria Ltd. | 43963 | 130377 |
| &nbsp;&nbsp;&nbsp; AUB Group Ltd. | 8226 | 138604 |
| &nbsp;&nbsp; †Audinate Group Ltd. | 3066 | 5518 |
| &nbsp;&nbsp; †Aurelia Metals Ltd. | 90985 | 16006 |
| &nbsp;&nbsp;&nbsp; Aurizon Holdings Ltd. | 182420 | 503573 |
| &nbsp;&nbsp;&nbsp; Aussie Broadband Ltd. | 17641 | 58938 |
| &nbsp;&nbsp; †Austal Ltd. | 34322 | 115149 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Australian Agricultural Co. <br> Ltd.<br>| 17102 | 15929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australian Clinical Labs <br> Ltd.<br>| 21006 | 30429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Australian Ethical <br> Investment Ltd.<br>| 7408 | 23410 |
| &nbsp;&nbsp; †Baby Bunting Group Ltd. | 5130 | 4955 |
| &nbsp;&nbsp;&nbsp; Bank of Queensland Ltd. | 57363 | 267011 |
| &nbsp;&nbsp;&nbsp; Bapcor Ltd. | 38242 | 16050 |
| &nbsp;&nbsp;&nbsp; Beach Energy Ltd. | 126125 | 111414 |
| &nbsp;&nbsp;&nbsp; Bega Cheese Ltd. | 30567 | 127141 |
| &nbsp;&nbsp;&nbsp; Bell Financial Group Ltd. | 20472 | 17373 |
| &nbsp;&nbsp; †Bellevue Gold Ltd. | 45336 | 48713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide Bank <br> Ltd.<br>| 37756 | 259750 |
| &nbsp;&nbsp;&nbsp; BHP Group Ltd. | 101610 | 3676507 |
| &nbsp;&nbsp;&nbsp; BHP Group Ltd. ADR | 6804 | 494923 |
| &nbsp;&nbsp; †Black Cat Syndicate Ltd. | 64134 | 45384 |
| &nbsp;&nbsp;&nbsp; BlueScope Steel Ltd. | 21188 | 383516 |
| &nbsp;&nbsp;&nbsp; Brambles Ltd. | 37143 | 582932 |
| &nbsp;&nbsp;&nbsp; Bravura Solutions Ltd. | 23881 | 34108 |
| &nbsp;&nbsp;&nbsp; Breville Group Ltd. | 7609 | 141949 |
| &nbsp;&nbsp;&nbsp; Capricorn Metals Ltd. | 40328 | 318912 |
| &nbsp;&nbsp;&nbsp; CAR Group Ltd. | 4658 | 74357 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Woods Properties <br> Ltd.<br>| 3865 | $19049 |
| &nbsp;&nbsp; †Cettire Ltd. | 20920 | 3326 |
| &nbsp;&nbsp;&nbsp; Challenger Ltd. | 56938 | 329186 |
| &nbsp;&nbsp;&nbsp; Champion Iron Ltd. | 26804 | 100719 |
| &nbsp;&nbsp; †Chrysos Corp. Ltd. | 2857 | 14015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleanaway Waste <br> Management Ltd.<br>| 175072 | 277239 |
| &nbsp;&nbsp; †ClearView Wealth Ltd. | 34077 | 14812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clinuvel Pharmaceuticals <br> Ltd.<br>| 1998 | 13797 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Coast Entertainment <br> Holdings Ltd.<br>| 56288 | 18447 |
| &nbsp;&nbsp;&nbsp; Cochlear Ltd. | 1570 | 184743 |
| &nbsp;&nbsp;&nbsp; Codan Ltd. | 8979 | 197627 |
| &nbsp;&nbsp;&nbsp; Cogstate Ltd. | 4311 | 6454 |
| &nbsp;&nbsp;&nbsp; Coles Group Ltd. | 44974 | 682020 |
| &nbsp;&nbsp;&nbsp; Collins Foods Ltd. | 10696 | 64572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commonwealth Bank of <br> Australia<br>| 10663 | 1248709 |
| &nbsp;&nbsp;&nbsp; Computershare Ltd. | 13284 | 261993 |
| &nbsp;&nbsp; †Core Lithium Ltd. | 430484 | 75253 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Coronado Global <br> Resources, Inc. CDI<br>| 42154 | 10657 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Corporate Travel <br> Management Ltd.<br>| 8685 | 18037 |
| &nbsp;&nbsp;&nbsp; CSL Ltd. | 5240 | 514667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dalrymple Bay <br> Infrastructure Ltd.<br>| 4869 | 17080 |
| &nbsp;&nbsp;&nbsp; Data#3 Ltd. | 14663 | 68425 |
| &nbsp;&nbsp; †Develop Global Ltd. | 9081 | 27159 |
| &nbsp;&nbsp;&nbsp; Dicker Data Ltd. | 8004 | 47618 |
| &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Enterprises <br> Ltd.<br>| 4529 | 51296 |
| &nbsp;&nbsp;&nbsp; Downer EDI Ltd. | 63399 | 339347 |
| &nbsp;&nbsp;&nbsp; Duratec Ltd. | 14417 | 25365 |
| &nbsp;&nbsp;&nbsp; Dyno Nobel Ltd. | 139191 | 303102 |
| &nbsp;&nbsp;&nbsp; Eagers Automotive Ltd. | 13850 | 217697 |
| †=Elanor Investor Group | 7930 | 843 |
| &nbsp;&nbsp;&nbsp; Elders Ltd. | 24374 | 122094 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Electro Optic Systems <br> Holdings Ltd.<br>| 8726 | 49014 |
| &nbsp;&nbsp; †Emeco Holdings Ltd. | 23831 | 20103 |
| &nbsp;&nbsp; †Emerald Resources NL | 43531 | 167094 |
| &nbsp;&nbsp; †EML Payments Ltd. | 25538 | 9962 |
| &nbsp;&nbsp;&nbsp; Endeavour Group Ltd. | 130927 | 296369 |
| &nbsp;&nbsp; †Energy World Corp. Ltd. | 57823 | 1277 |
| &nbsp;&nbsp;&nbsp; Enero Group Ltd. | 5128 | 1707 |
| &nbsp;&nbsp;&nbsp; EQT Holdings Ltd. | 1794 | 25560 |
| &nbsp;&nbsp;&nbsp; Euroz Hartleys Group Ltd. | 6413 | 5287 |
| &nbsp;&nbsp;&nbsp; Evolution Mining Ltd. | 130811 | 1177915 |
| &nbsp;&nbsp;&nbsp; EVT Ltd. | 9381 | 86381 |
| &nbsp;&nbsp;&nbsp; FleetPartners Group Ltd. | 23440 | 41058 |
| &nbsp;&nbsp;&nbsp; Fleetwood Ltd. | 8185 | 9348 |

---

*LVIP Dimensional International Core Equity Fund–1*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Flight Centre Travel Group <br> Ltd.<br>| 13918 | $104140 |
| &nbsp;&nbsp;&nbsp; Fortescue Ltd. | 64258 | 918221 |
| &nbsp;&nbsp;&nbsp; G8 Education Ltd. | 76969 | 12873 |
| &nbsp;&nbsp; †Genesis Minerals Ltd. | 39351 | 165590 |
| &nbsp;&nbsp;&nbsp;&nbsp; GR Engineering Services <br> Ltd.<br>| 9162 | 24728 |
| &nbsp;&nbsp;&nbsp; GrainCorp Ltd. Class A | 19403 | 89069 |
| &nbsp;&nbsp; †Grange Resources Ltd. | 19800 | 2527 |
| &nbsp;&nbsp;&nbsp; GWA Group Ltd. | 21802 | 31579 |
| &nbsp;&nbsp;&nbsp; Hansen Technologies Ltd. | 14725 | 50409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harvey Norman Holdings <br> Ltd.<br>| 45282 | 155562 |
| &nbsp;&nbsp;&nbsp; Healius Ltd. | 57785 | 22489 |
| &nbsp;&nbsp;&nbsp; Helia Group Ltd. | 31524 | 115618 |
| &nbsp;&nbsp;&nbsp; HUB24 Ltd. | 2110 | 123492 |
| &nbsp;&nbsp;&nbsp; IDP Education Ltd. | 8769 | 25107 |
| &nbsp;&nbsp; †IGO Ltd. | 28661 | 160010 |
| &nbsp;&nbsp;&nbsp; Iluka Resources Ltd. | 35372 | 166289 |
| &nbsp;&nbsp;&nbsp; Imdex Ltd. | 54450 | 148887 |
| &nbsp;&nbsp; †Immutep Ltd. ADR | 4950 | 1737 |
| &nbsp;&nbsp;&nbsp; Inghams Group Ltd. | 35938 | 49373 |
| &nbsp;&nbsp; †Insignia Financial Ltd. | 57131 | 188598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insurance Australia Group <br> Ltd.<br>| 107777 | 545808 |
| &nbsp;&nbsp;&nbsp; Integral Diagnostics Ltd. | 27556 | 44869 |
| &nbsp;&nbsp;&nbsp; IPH Ltd. | 11201 | 25502 |
| &nbsp;&nbsp;&nbsp; IRESS Ltd. | 18965 | 92770 |
| &nbsp;&nbsp;&nbsp; IVE Group Ltd. | 13275 | 23905 |
| &nbsp;&nbsp;&nbsp; JB Hi-Fi Ltd. | 4968 | 251375 |
| &nbsp;&nbsp; †Judo Capital Holdings Ltd. | 44277 | 41957 |
| &nbsp;&nbsp;&nbsp; Jumbo Interactive Ltd. | 1085 | 5821 |
| &nbsp;&nbsp;&nbsp; Jupiter Mines Ltd. | 61368 | 11148 |
| &nbsp;&nbsp;&nbsp; Karoon Energy Ltd. | 58285 | 81497 |
| &nbsp;&nbsp;&nbsp; Kelsian Group Ltd. | 11385 | 30635 |
| &nbsp;&nbsp;&nbsp; Kogan.com Ltd. | 10179 | 24539 |
| &nbsp;&nbsp;&nbsp; L1 Group Ltd. | 72566 | 49849 |
| &nbsp;&nbsp;&nbsp; Lendlease Corp. Ltd. | 70964 | 163384 |
| &nbsp;&nbsp; †Lifestyle Communities Ltd. | 6487 | 21113 |
| &nbsp;&nbsp;&nbsp; Lottery Corp. Ltd. | 80203 | 299522 |
| &nbsp;&nbsp;&nbsp; Lovisa Holdings Ltd. | 2892 | 43238 |
| &nbsp;&nbsp;&nbsp; Lycopodium Ltd. | 1603 | 14516 |
| &nbsp;&nbsp; †Lynas Rare Earths Ltd. | 6322 | 85837 |
| &nbsp;&nbsp;&nbsp; Maas Group Holdings Ltd. | 4542 | 13631 |
| &nbsp;&nbsp;&nbsp; Macmahon Holdings Ltd. | 102720 | 50673 |
| &nbsp;&nbsp;&nbsp; Macquarie Group Ltd. | 3936 | 559136 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Macquarie Technology <br> Group Ltd. Class L<br>| 972 | 40490 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magellan Financial Group <br> Ltd.<br>| 22431 | 154131 |
| &nbsp;&nbsp; †Mayne Pharma Group Ltd. | 10321 | 16165 |
| &nbsp;&nbsp;&nbsp;&nbsp; McMillan Shakespeare <br> Ltd.<br>| 3253 | 33176 |
| &nbsp;&nbsp;&nbsp; Medibank Pvt Ltd. | 83355 | 252214 |
| &nbsp;&nbsp; †Megaport Ltd. | 5140 | 26663 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp; †Mesoblast Ltd. | 37595 | $57868 |
| &nbsp;&nbsp;&nbsp; Metcash Ltd. | 118955 | 244614 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Michael Hill International <br> Ltd.<br>| 14556 | 3716 |
| &nbsp;&nbsp; †Mineral Resources Ltd. | 3171 | 121807 |
| &nbsp;&nbsp;&nbsp; Monadelphous Group Ltd. | 10490 | 200925 |
| &nbsp;&nbsp;&nbsp; Monash IVF Group Ltd. | 48981 | 22490 |
| &nbsp;&nbsp; †Myer Holdings Ltd. | 140226 | 28314 |
| &nbsp;&nbsp;&nbsp; MyState Ltd. | 17023 | 51929 |
| &nbsp;&nbsp; †Nanosonics Ltd. | 3177 | 8288 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Australia Bank <br> Ltd.<br>| 45440 | 1314382 |
| &nbsp;&nbsp;&nbsp; Netwealth Group Ltd. | 5911 | 90037 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Neuren Pharmaceuticals <br> Ltd.<br>| 1272 | 10615 |
| &nbsp;&nbsp;&nbsp; New Hope Corp. Ltd. | 58705 | 239817 |
| &nbsp;&nbsp; †NEXTDC Ltd. | 22470 | 179647 |
| &nbsp;&nbsp;&nbsp; nib holdings Ltd. | 36492 | 161374 |
| &nbsp;&nbsp;&nbsp; Nick Scali Ltd. | 9300 | 102653 |
| &nbsp;&nbsp; †Nickel Industries Ltd. | 170602 | 107033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nine Entertainment Co. <br> Holdings Ltd.<br>| 114713 | 76352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Resources <br> Ltd.<br>| 47218 | 686398 |
| &nbsp;&nbsp; †Novonix Ltd. | 3822 | 734 |
| &nbsp;&nbsp;&nbsp; NRW Holdings Ltd. | 46732 | 173138 |
| &nbsp;&nbsp; †Nufarm Ltd. | 28808 | 41161 |
| &nbsp;&nbsp; †Nuix Ltd. | 12142 | 10444 |
| &nbsp;&nbsp;&nbsp; Objective Corp. Ltd. | 1940 | 15925 |
| &nbsp;&nbsp; †OFX Group Ltd. | 15689 | 5760 |
| &nbsp;&nbsp;&nbsp; OM Holdings Ltd. | 23197 | 4081 |
| &nbsp;&nbsp; †Omni Bridgeway Ltd. | 13858 | 15059 |
| &nbsp;&nbsp;&nbsp; oOh!media Ltd. | 48209 | 31432 |
| &nbsp;&nbsp; †Ora Banda Mining Ltd. | 34163 | 28313 |
| &nbsp;&nbsp;&nbsp; Orica Ltd. | 20302 | 285336 |
| &nbsp;&nbsp;&nbsp; Origin Energy Ltd. | 49298 | 424217 |
| &nbsp;&nbsp;&nbsp; Orora Ltd. | 149724 | 196650 |
| &nbsp;&nbsp; †Pantoro Gold Ltd. | 30098 | 70237 |
| &nbsp;&nbsp;&nbsp; Peet Ltd. | 38309 | 49547 |
| &nbsp;&nbsp; †Peninsula Energy Ltd. | 48103 | 22150 |
| &nbsp;&nbsp; †PeopleIN Ltd. | 6712 | 2802 |
| &nbsp;&nbsp;&nbsp; Perenti Ltd. | 80124 | 109729 |
| &nbsp;&nbsp;&nbsp; Perpetual Ltd. | 9840 | 109467 |
| &nbsp;&nbsp;&nbsp; Perseus Mining Ltd. | 165494 | 606326 |
| &nbsp;&nbsp; †PEXA Group Ltd. | 10825 | 114838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Investment <br> Management Group Ltd.<br>| 910 | 9186 |
| &nbsp;&nbsp; †PLS Group Ltd. | 55471 | 203109 |
| &nbsp;&nbsp;&nbsp; Praemium Ltd. | 19514 | 8800 |
| &nbsp;&nbsp;&nbsp; Premier Investments Ltd. | 9919 | 86695 |
| &nbsp;&nbsp;&nbsp; Pro Medicus Ltd. | 1395 | 114972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Propel Funeral Partners <br> Ltd.<br>| 4499 | 12572 |
| &nbsp;&nbsp;&nbsp; PWR Holdings Ltd. | 5986 | 35871 |
| &nbsp;&nbsp;&nbsp; Qantas Airways Ltd. | 17537 | 103017 |

---

*LVIP Dimensional International Core Equity Fund–2*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp; QBE Insurance Group Ltd. | 73538 | $1085182 |
| &nbsp;&nbsp;&nbsp; Qube Holdings Ltd. | 85374 | 288161 |
| &nbsp;&nbsp;&nbsp; Ramelius Resources Ltd. | 131359 | 341988 |
| &nbsp;&nbsp;&nbsp; Ramsay Health Care Ltd. | 10610 | 288580 |
| &nbsp;&nbsp;&nbsp; REA Group Ltd. | 1419 | 155463 |
| &nbsp;&nbsp;&nbsp; Reece Ltd. | 8182 | 76135 |
| &nbsp;&nbsp;&nbsp; Regal Partners Ltd. | 4484 | 8189 |
| &nbsp;&nbsp;&nbsp; Regis Healthcare Ltd. | 9658 | 41243 |
| &nbsp;&nbsp;&nbsp; Regis Resources Ltd. | 78279 | 371025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reliance Worldwide Corp. <br> Ltd.<br>| 65331 | 140222 |
| &nbsp;&nbsp; †Resolute Mining Ltd. | 188886 | 186777 |
| &nbsp;&nbsp; †Retail Food Group Ltd. | 5148 | 3545 |
| &nbsp;&nbsp;&nbsp; Ridley Corp. Ltd. | 43411 | 82370 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Ltd. | 14115 | 1603656 |
| &nbsp;&nbsp; †Sandfire Resources Ltd. | 47779 | 548273 |
| &nbsp;&nbsp;&nbsp; Santos Ltd. | 247171 | 1352902 |
| &nbsp;&nbsp;&nbsp; SEEK Ltd. | 7295 | 71685 |
| &nbsp;&nbsp; †Select Harvests Ltd. | 14731 | 39654 |
| &nbsp;&nbsp;&nbsp; Servcorp Ltd. | 2368 | 11192 |
| &nbsp;&nbsp;&nbsp; Service Stream Ltd. | 54665 | 72792 |
| &nbsp;&nbsp;&nbsp; SGH Ltd. | 6045 | 171986 |
| &nbsp;&nbsp;&nbsp; Shaver Shop Group Ltd. | 10483 | 9366 |
| &nbsp;&nbsp;&nbsp; Sigma Healthcare Ltd. | 14967 | 27658 |
| &nbsp;&nbsp;&nbsp; Sims Ltd. | 10907 | 138398 |
| &nbsp;&nbsp;&nbsp; SmartGroup Corp. Ltd. | 6414 | 36743 |
| &nbsp;&nbsp;&nbsp; Sonic Healthcare Ltd. | 20140 | 286165 |
| &nbsp;&nbsp;&nbsp; South32 Ltd. | 156051 | 472523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Cross Media <br> Group Ltd.<br>| 28988 | 10600 |
| &nbsp;&nbsp;&nbsp; SRG Global Ltd. | 75626 | 129909 |
| &nbsp;&nbsp;&nbsp; Stanmore Resources Ltd. | 23895 | 45883 |
| &nbsp;&nbsp;&nbsp; Steadfast Group Ltd. | 47153 | 138818 |
| &nbsp;&nbsp; †Strike Energy Ltd. | 83707 | 6064 |
| &nbsp;&nbsp;&nbsp; Suncorp Group Ltd. | 39080 | 438582 |
| &nbsp;&nbsp;&nbsp; Super Retail Group Ltd. | 17575 | 157137 |
| &nbsp;&nbsp; †Superloop Ltd. | 15056 | 34142 |
| &nbsp;&nbsp; †Syrah Resources Ltd. | 111650 | 9253 |
| &nbsp;&nbsp;&nbsp; Tabcorp Holdings Ltd. | 125239 | 82806 |
| &nbsp;&nbsp;&nbsp; Technology One Ltd. | 12834 | 243619 |
| &nbsp;&nbsp; †Telix Pharmaceuticals Ltd. | 3758 | 35979 |
| &nbsp;&nbsp;&nbsp; Telstra Group Ltd. | 79865 | 294830 |
| †=Ten Sixty Four Ltd. | 34142 | 2591 |
| &nbsp;&nbsp;&nbsp; TPG Telecom Ltd. | 26527 | 74014 |
| &nbsp;&nbsp;&nbsp; Transurban Group | 37191 | 362792 |
| &nbsp;&nbsp;&nbsp; Treasury Wine Estates Ltd. | 41410 | 106869 |
| &nbsp;&nbsp; †Tuas Ltd. | 2990 | 12717 |
| &nbsp;&nbsp; †Tyro Payments Ltd. | 63690 | 35151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Store Holdings <br> Ltd.<br>| 2598 | 14128 |
| &nbsp;&nbsp;&nbsp; Vault Minerals Ltd. | 54814 | 163557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventia Services Group Pty. <br> Ltd.<br>| 80878 | 294480 |
| &nbsp;&nbsp;&nbsp; Viva Energy Group Ltd. | 78946 | 139971 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Vulcan Energy Resources <br> Ltd.<br>| 19971 | $45360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington H Soul <br> Pattinson & Co. Ltd.<br>| 7908 | 222238 |
| &nbsp;&nbsp; †WEB Travel Group Ltd. | 20237 | 37225 |
| &nbsp;&nbsp;&nbsp; Webjet Group Ltd. | 46935 | 17303 |
| &nbsp;&nbsp;&nbsp; Wesfarmers Ltd. | 17922 | 915025 |
| &nbsp;&nbsp;&nbsp;&nbsp; †West African Resources <br> Ltd.<br>| 136558 | 311354 |
| &nbsp;&nbsp;&nbsp; Westgold Resources Ltd. | 83286 | 349708 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp. | 54183 | 1497362 |
| &nbsp;&nbsp;&nbsp; Whitehaven Coal Ltd. | 59755 | 385566 |
| &nbsp;&nbsp;&nbsp; WiseTech Global Ltd. | 2789 | 75249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy Group <br> Ltd.<br>| 62603 | 1486040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Woodside Energy Group <br> Ltd. ADR<br>| 9552 | 228102 |
| &nbsp;&nbsp;&nbsp; Woolworths Group Ltd. | 21015 | 530676 |
| &nbsp;&nbsp;&nbsp; Worley Ltd. | 30037 | 235948 |
| &nbsp;&nbsp;&nbsp; XRF Scientific Ltd. | 17554 | 20364 |
| &nbsp;&nbsp;&nbsp; Yancoal Australia Ltd. | 41066 | 236847 |
|  |  | **47654332** |
| **Austria–0.68%** | **Austria–0.68%** | **Austria–0.68%** |
| &nbsp;&nbsp;&nbsp; Agrana Beteiligungs AG | 1444 | 20362 |
| &nbsp;&nbsp; †ams-OSRAM AG | 5969 | 63541 |
| &nbsp;&nbsp;&nbsp; ANDRITZ AG | 6689 | 465274 |
| &nbsp;&nbsp;&nbsp;&nbsp; †AT&S Austria Technologie <br> & Systemtechnik AG<br>| 1508 | 91858 |
| &nbsp;&nbsp;&nbsp; BAWAG Group AG | 7025 | 1067993 |
| &nbsp;&nbsp;&nbsp;&nbsp; CA Immobilien Anlagen <br> AG<br>| 1135 | 32165 |
| &nbsp;&nbsp;&nbsp; DO & Co. AG | 520 | 97369 |
| &nbsp;&nbsp;&nbsp; Erste Group Bank AG | 7346 | 793554 |
| &nbsp;&nbsp; †Eurotelesites AG | 3469 | 17723 |
| &nbsp;&nbsp;&nbsp; Fabasoft AG | 435 | 5430 |
| &nbsp;&nbsp; †Lenzing AG | 1510 | 42067 |
| &nbsp;&nbsp;&nbsp; Mayr Melnhof Karton AG | 589 | 59685 |
| &nbsp;&nbsp;&nbsp; OMV AG | 10017 | 732844 |
| &nbsp;&nbsp;&nbsp; Palfinger AG | 713 | 28306 |
| &nbsp;&nbsp; †POLYTEC Holding AG | 1389 | 5683 |
| &nbsp;&nbsp;&nbsp; Porr AG | 1155 | 48233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 4575 | 195933 |
| &nbsp;&nbsp;&nbsp; RHI Magnesita NV | 752 | 23829 |
| &nbsp;&nbsp;&nbsp; SBO AG | 676 | 28320 |
| &nbsp;&nbsp;&nbsp; Semperit AG Holding | 457 | 7938 |
| &nbsp;&nbsp;&nbsp; Strabag SE Class BR | 1033 | 102254 |
| &nbsp;&nbsp;&nbsp; Telekom Austria AG | 10299 | 108446 |
| &nbsp;&nbsp; †UBM Development AG | 240 | 4876 |
| &nbsp;&nbsp;&nbsp;&nbsp; UNIQA Insurance Group <br> AG<br>| 8361 | 146472 |
| &nbsp;&nbsp;&nbsp; Verbund AG | 1806 | 138013 |

---

*LVIP Dimensional International Core Equity Fund–3*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Austria (continued)** | **Austria (continued)** | **Austria (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Vienna Insurance Group <br> AG Wiener Versicherung <br> Gruppe<br>| 4355 | $309443 |
| &nbsp;&nbsp;&nbsp; voestalpine AG | 10155 | 450598 |
| &nbsp;&nbsp;&nbsp; Wienerberger AG | 7225 | 192142 |
| &nbsp;&nbsp;&nbsp; Zumtobel Group AG | 1947 | 8632 |
|  |  | **5288983** |
| **Belgium–1.02%** | **Belgium–1.02%** | **Belgium–1.02%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Ackermans & van Haaren <br> NV<br>| 2336 | 718343 |
| &nbsp;&nbsp;&nbsp; Ageas SA | 13927 | 1025208 |
| &nbsp;&nbsp; †AGFA-Gevaert NV | 14619 | 7790 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev SA | 24124 | 1669045 |
| &nbsp;&nbsp; †Atenor | 896 | 1812 |
| &nbsp;&nbsp;&nbsp; Azelis Group NV | 6407 | 65336 |
| &nbsp;&nbsp;&nbsp; Barco NV | 2553 | 28468 |
| &nbsp;&nbsp;&nbsp; Bekaert SA | 2166 | 101993 |
| &nbsp;&nbsp; †bpost SA | 6706 | 14122 |
| &nbsp;&nbsp;&nbsp; Cie d'Entreprises CFE | 740 | 8682 |
| &nbsp;&nbsp; †CMB Tech NV | 7295 | 92364 |
| &nbsp;&nbsp;&nbsp; Colruyt Group NV | 2749 | 115277 |
| &nbsp;&nbsp;&nbsp; Deceuninck NV | 7755 | 17987 |
| &nbsp;&nbsp;&nbsp; Deme Group NV | 740 | 160858 |
| &nbsp;&nbsp;&nbsp; D'ieteren Group | 936 | 173303 |
| &nbsp;&nbsp;&nbsp; Econocom Group SA NV | 6908 | 11178 |
| &nbsp;&nbsp; †Elia Group SA | 1420 | 218111 |
| &nbsp;&nbsp;&nbsp;&nbsp; EVS Broadcast Equipment <br> SA<br>| 1163 | 45003 |
| &nbsp;&nbsp;&nbsp; Fagron | 7355 | 184767 |
| &nbsp;&nbsp; †Immobel SA | 390 | 9283 |
| &nbsp;&nbsp;&nbsp; Jensen-Group NV | 278 | 20466 |
| &nbsp;&nbsp;&nbsp; KBC Group NV | 6897 | 844137 |
| &nbsp;&nbsp;&nbsp; Kinepolis Group NV | 664 | 20153 |
| &nbsp;&nbsp;&nbsp; Lotus Bakeries NV | 23 | 259688 |
| &nbsp;&nbsp;&nbsp; Melexis NV | 850 | 52545 |
| &nbsp;&nbsp; †Ontex Group NV | 7771 | 32528 |
| &nbsp;&nbsp; †Orange Belgium SA | 1619 | 37801 |
| &nbsp;&nbsp;&nbsp; Proximus SADP | 11365 | 91954 |
| &nbsp;&nbsp;&nbsp; Recticel SA | 2992 | 33144 |
| &nbsp;&nbsp;&nbsp; Sipef NV | 408 | 46876 |
| &nbsp;&nbsp;&nbsp; Solvay SA | 8032 | 246580 |
| &nbsp;&nbsp;&nbsp; Syensqo SA | 4764 | 277705 |
| &nbsp;&nbsp;&nbsp; Tessenderlo Group SA | 1567 | 36155 |
| &nbsp;&nbsp;&nbsp; UCB SA | 2995 | 902384 |
| &nbsp;&nbsp;&nbsp; Umicore SA | 9322 | 177842 |
| &nbsp;&nbsp;&nbsp; Van de Velde NV | 509 | 17903 |
| &nbsp;&nbsp;&nbsp; VGP NV | 684 | 65599 |
| &nbsp;&nbsp;&nbsp; What's Cooking BV | 51 | 8311 |
| &nbsp;&nbsp;&nbsp;&nbsp; †X-Fab Silicon Foundries <br> SE<br>| 4109 | 23001 |
|  |  | **7863702** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Bermuda–0.01%** | **Bermuda–0.01%** | **Bermuda–0.01%** |
| &nbsp;&nbsp;&nbsp; Conduit Holdings Ltd. | 9207 | $51255 |
|  |  | **51255** |
| **Britain–0.03%** | **Britain–0.03%** | **Britain–0.03%** |
| &nbsp;&nbsp;&nbsp; Hargreaves Services PLC | 2415 | 23654 |
| &nbsp;&nbsp;&nbsp; Travis Perkins PLC | 15128 | 114070 |
| &nbsp;&nbsp;&nbsp; Wickes Group PLC | 22473 | 62168 |
|  |  | **199892** |
| **Canada–12.71%** | **Canada–12.71%** | **Canada–12.71%** |
| &nbsp;&nbsp; †5N Plus, Inc. | 6300 | 143472 |
| &nbsp;&nbsp;&nbsp; Acadian Timber Corp. | 800 | 9845 |
| &nbsp;&nbsp;&nbsp; ADENTRA, Inc. | 720 | 17416 |
| &nbsp;&nbsp;&nbsp; ADF Group, Inc. | 1700 | 11390 |
| &nbsp;&nbsp; †Advantage Energy Ltd. | 16293 | 131529 |
| &nbsp;&nbsp;&nbsp; Aecon Group, Inc. | 6400 | 192354 |
| &nbsp;&nbsp;&nbsp;&nbsp; AG Growth International, <br> Inc.<br>| 1200 | 16390 |
| &nbsp;&nbsp;&nbsp;&nbsp; AGF Management Ltd. <br> Class B<br>| 5000 | 72784 |
| &nbsp;&nbsp;&nbsp; Agnico Eagle Mines Ltd. | 12900 | 2618442 |
| &nbsp;&nbsp; †Aimia, Inc. | 2700 | 5435 |
| &nbsp;&nbsp; †Air Canada | 8986 | 117049 |
| &nbsp;&nbsp;&nbsp; AirBoss of America Corp. | 1300 | 7560 |
| &nbsp;&nbsp;&nbsp; Alamos Gold, Inc. Class A | 16252 | 722331 |
| &nbsp;&nbsp;&nbsp; Algoma Central Corp. | 1600 | 24269 |
| &nbsp;&nbsp;&nbsp; Algoma Steel Group, Inc. | 4452 | 18387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & <br> Utilities Corp.<br>| 39629 | 243212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc.<br>| 16000 | 906908 |
| &nbsp;&nbsp;&nbsp; AltaGas Ltd. | 22334 | 774650 |
| &nbsp;&nbsp;&nbsp; Altius Minerals Corp. | 1400 | 49243 |
| &nbsp;&nbsp;&nbsp; Altus Group Ltd. | 1496 | 51351 |
| &nbsp;&nbsp;&nbsp; Amerigo Resources Ltd. | 14300 | 51707 |
| &nbsp;&nbsp;&nbsp; Andrew Peller Ltd. Class A | 1500 | 5618 |
| &nbsp;&nbsp;&nbsp; ARC Resources Ltd. | 45153 | 939673 |
| &nbsp;&nbsp; †Aritzia, Inc. | 5400 | 440664 |
| &nbsp;&nbsp;&nbsp; Atco Ltd. Class I | 5000 | 244734 |
| &nbsp;&nbsp; †Athabasca Oil Corp. | 60142 | 486376 |
| &nbsp;&nbsp;&nbsp; AtkinsRealis Group, Inc. | 4056 | 260953 |
| &nbsp;&nbsp; †ATS Corp. | 2581 | 72757 |
| &nbsp;&nbsp; †Aurora Cannabis, Inc. | 6831 | 22337 |
| &nbsp;&nbsp; †AutoCanada, Inc. | 1479 | 21849 |
| &nbsp;&nbsp;&nbsp; B2Gold Corp. | 129968 | 590466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Badger Infrastructure <br> Solutions Ltd.<br>| 3000 | 133793 |
| &nbsp;&nbsp;&nbsp; Bank of Montreal | 16112 | 2180911 |
| &nbsp;&nbsp;&nbsp; Bank of Nova Scotia | 28373 | 1966909 |
| &nbsp;&nbsp;&nbsp; Barrick Mining Corp. | 27924 | 1139020 |
| &nbsp;&nbsp; †Bausch & Lomb Corp. | 1231 | 19573 |
| &nbsp;&nbsp; †Bausch Health Cos., Inc. | 12220 | 65988 |
| &nbsp;&nbsp;&nbsp; Baytex Energy Corp. | 24468 | 109403 |
| &nbsp;&nbsp;&nbsp; BCE, Inc. | 2401 | 60601 |
| &nbsp;&nbsp;&nbsp; Birchcliff Energy Ltd. | 18053 | 99148 |

---

*LVIP Dimensional International Core Equity Fund–4*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Bird Construction, Inc. | 6578 | $188389 |
| &nbsp;&nbsp;&nbsp; Black Diamond Group Ltd. | 4000 | 45863 |
| &nbsp;&nbsp; †BlackBerry Ltd. | 2334 | 7567 |
| &nbsp;&nbsp; †Bombardier, Inc. Class B | 3008 | 531973 |
| &nbsp;&nbsp; †Bonterra Energy Corp. | 2713 | 12794 |
| &nbsp;&nbsp;&nbsp; Boralex, Inc. Class A | 7775 | 204785 |
| &nbsp;&nbsp;&nbsp; Boyd Group, Inc. | 1056 | 134811 |
| &nbsp;&nbsp; †Bragg Gaming Group, Inc. | 1500 | 2620 |
| &nbsp;&nbsp;&nbsp; Brookfield Corp. Class A | 8791 | 355772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Infrastructure <br> Corp. Class A<br>| 2008 | 79356 |
| &nbsp;&nbsp;&nbsp; BRP, Inc. | 1741 | 125139 |
| &nbsp;&nbsp; †CAE, Inc. | 12860 | 334991 |
| &nbsp;&nbsp; †Calfrac Well Services Ltd. | 2200 | 10359 |
| &nbsp;&nbsp;&nbsp; Calian Group Ltd. | 1300 | 68210 |
| &nbsp;&nbsp;&nbsp; Cameco Corp. | 1110 | 120557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canaccord Genuity Group, <br> Inc.<br>| 4879 | 41772 |
| †=Canacol Energy Ltd. | 2620 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Canada Goose Holdings, <br> Inc.<br>| 2868 | 31462 |
| &nbsp;&nbsp;&nbsp; Canada Packers, Inc. | 759 | 11005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>| 14226 | 1347913 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co.<br>| 7337 | 754023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.<br>| 49178 | 2396444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Kansas <br> City Ltd.<br>| 8825 | 694175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Tire Corp. Ltd. <br> Class A<br>| 5715 | 768573 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Utilities Ltd. <br> Class A<br>| 6045 | 212320 |
| &nbsp;&nbsp; †Canfor Corp. | 7448 | 73457 |
| &nbsp;&nbsp; †Canopy Growth Corp. | 7038 | 6680 |
| &nbsp;&nbsp;&nbsp; Capital Power Corp. | 8688 | 411511 |
| &nbsp;&nbsp; †Capstone Copper Corp. | 39334 | 296610 |
| &nbsp;&nbsp;&nbsp; Cardinal Energy Ltd. | 13600 | 111158 |
| &nbsp;&nbsp;&nbsp; Cascades, Inc. | 7059 | 59929 |
| &nbsp;&nbsp; †Cavvy Energy Ltd. | 11200 | 10708 |
| &nbsp;&nbsp;&nbsp;&nbsp; CCL Industries, Inc. <br> Class B<br>| 11719 | 734259 |
| &nbsp;&nbsp; †Celestica, Inc. | 4074 | 1147564 |
| &nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. | 101231 | 2685658 |
| &nbsp;&nbsp;&nbsp; Centerra Gold, Inc. | 26427 | 469991 |
| &nbsp;&nbsp;&nbsp;&nbsp; CES Energy Solutions <br> Corp.<br>| 29601 | 391744 |
| &nbsp;&nbsp;&nbsp; CGI, Inc. | 6828 | 499127 |
| &nbsp;&nbsp;&nbsp;&nbsp; China Gold International <br> Resources Corp. Ltd.<br>| 14900 | 300228 |
| &nbsp;&nbsp; †Cineplex, Inc. | 4200 | 31852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cogeco Communications, <br> Inc.<br>| 1466 | 74401 |
| &nbsp;&nbsp;&nbsp; Cogeco, Inc. | 600 | 29903 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Colliers International <br> Group, Inc.<br>| 2014 | $215276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Computer Modelling Group <br> Ltd.<br>| 4000 | 12307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Software, <br> Inc.<br>| 326 | 572273 |
| &nbsp;&nbsp;&nbsp; Corby Spirit & Wine Ltd. | 700 | 7256 |
| &nbsp;&nbsp; †Cronos Group, Inc. | 19611 | 49224 |
| &nbsp;&nbsp;&nbsp; Definity Financial Corp. | 9002 | 423795 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Descartes Systems Group, <br> Inc.<br>| 1516 | 108485 |
| &nbsp;&nbsp;&nbsp; Dexterra Group, Inc. | 2620 | 22865 |
| &nbsp;&nbsp; †Docebo, Inc. | 900 | 15773 |
| &nbsp;&nbsp;&nbsp; Dollarama, Inc. | 9345 | 1146914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Doman Building Materials <br> Group Ltd.<br>| 9128 | 62927 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Dorel Industries, Inc. <br> Class B<br>| 1100 | 1471 |
| &nbsp;&nbsp;&nbsp; DPM Metals, Inc. | 17845 | 628314 |
| &nbsp;&nbsp;&nbsp;&nbsp; DREAM Unlimited Corp. <br> Class A<br>| 3919 | 51639 |
| &nbsp;&nbsp;&nbsp; Dye & Durham Ltd. | 2000 | 5621 |
| &nbsp;&nbsp;&nbsp; Dynacor Group, Inc. | 4700 | 19799 |
| &nbsp;&nbsp;&nbsp; E-L Financial Corp. Ltd. | 13900 | 158175 |
| &nbsp;&nbsp;&nbsp; Eldorado Gold Corp. | 23922 | 821296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Element Fleet <br> Management Corp.<br>| 20569 | 446098 |
| &nbsp;&nbsp;&nbsp; Emera, Inc. | 7459 | 386650 |
| &nbsp;&nbsp;&nbsp; Empire Co. Ltd. Class A | 10959 | 392558 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc. | 21398 | 1159042 |
| &nbsp;&nbsp;&nbsp; Enerflex Ltd. | 9500 | 198730 |
| &nbsp;&nbsp;&nbsp; Enghouse Systems Ltd. | 3200 | 38255 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Ensign Energy Services, <br> Inc.<br>| 21372 | 55769 |
| &nbsp;&nbsp;&nbsp; EQB, Inc. | 3312 | 265417 |
| &nbsp;&nbsp;&nbsp; Equinox Gold Corp. | 44971 | 650117 |
| &nbsp;&nbsp; †ERO Copper Corp. | 6219 | 165789 |
| &nbsp;&nbsp;&nbsp; Evertz Technologies Ltd. | 1800 | 20845 |
| &nbsp;&nbsp;&nbsp; Exchange Income Corp. | 2708 | 203212 |
| &nbsp;&nbsp;&nbsp; Exco Technologies Ltd. | 2400 | 13112 |
| &nbsp;&nbsp;&nbsp; Extendicare, Inc. | 8400 | 158930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fairfax Financial Holdings <br> Ltd.<br>| 762 | 1298385 |
| &nbsp;&nbsp;&nbsp; Fiera Capital Corp. | 10282 | 39469 |
| &nbsp;&nbsp;&nbsp; Finning International, Inc. | 14844 | 918533 |
| &nbsp;&nbsp;&nbsp; First Majestic Silver Corp. | 26513 | 569499 |
| &nbsp;&nbsp;&nbsp;&nbsp; †First Quantum Minerals <br> Ltd.<br>| 24158 | 577597 |
| &nbsp;&nbsp;&nbsp; FirstService Corp. | 2407 | 334619 |
| &nbsp;&nbsp;&nbsp; Fortis, Inc. | 11229 | 626467 |
| &nbsp;&nbsp; †Fortuna Mining Corp. | 37864 | 376163 |
| &nbsp;&nbsp;&nbsp; Franco-Nevada Corp. | 896 | 221357 |
| &nbsp;&nbsp;&nbsp; Frontera Energy Corp. | 4725 | 45854 |
| &nbsp;&nbsp; †Galiano Gold, Inc. | 4900 | 12258 |
| &nbsp;&nbsp;&nbsp; George Weston Ltd. | 5988 | 423047 |

---

*LVIP Dimensional International Core Equity Fund–5*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; GFL Environmental, Inc. | 2307 | $96248 |
| &nbsp;&nbsp;&nbsp; Gibson Energy, Inc. | 18672 | 398379 |
| &nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | 8853 | 492669 |
| &nbsp;&nbsp; †GoGold Resources, Inc. | 20100 | 38434 |
| &nbsp;&nbsp;&nbsp; Great-West Lifeco, Inc. | 2045 | 95774 |
| &nbsp;&nbsp; †Haivision Systems, Inc. | 3000 | 16390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hammond Power Solutions, <br> Inc.<br>| 600 | 75639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Headwater Exploration, <br> Inc.<br>| 19954 | 184321 |
| &nbsp;&nbsp;&nbsp; High Liner Foods, Inc. | 2452 | 26140 |
| &nbsp;&nbsp; †HLS Therapeutics, Inc. | 2317 | 7279 |
| &nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. | 33294 | 695956 |
| &nbsp;&nbsp;&nbsp; Hydro One Ltd. | 7800 | 322126 |
| &nbsp;&nbsp;&nbsp; iA Financial Corp., Inc. | 7197 | 798701 |
| &nbsp;&nbsp; †IAMGOLD Corp. | 71214 | 1339795 |
| &nbsp;&nbsp; †Imperial Metals Corp. | 3600 | 20108 |
| &nbsp;&nbsp;&nbsp; Imperial Oil Ltd. | 4174 | 546043 |
| &nbsp;&nbsp;&nbsp; Information Services Corp. | 1000 | 32600 |
| &nbsp;&nbsp;&nbsp; InPlay Oil Corp. | 950 | 12388 |
| &nbsp;&nbsp;&nbsp; Intact Financial Corp. | 7161 | 1297638 |
| &nbsp;&nbsp; †Interfor Corp. | 3205 | 23385 |
| &nbsp;&nbsp;&nbsp;&nbsp; †International Petroleum <br> Corp.<br>| 7662 | 208986 |
| &nbsp;&nbsp; †Ivanhoe Mines Ltd. Class A | 7600 | 64959 |
| &nbsp;&nbsp;&nbsp; Jamieson Wellness, Inc. | 3200 | 79132 |
| &nbsp;&nbsp; †Journey Energy, Inc. | 3866 | 15146 |
| &nbsp;&nbsp; †K92 Mining, Inc. | 27300 | 463341 |
| &nbsp;&nbsp;&nbsp; K-Bro Linen, Inc. | 800 | 19886 |
| &nbsp;&nbsp; †Kelt Exploration Ltd. | 13500 | 90932 |
| &nbsp;&nbsp;&nbsp; Keyera Corp. | 14564 | 563359 |
| &nbsp;&nbsp; †Kinaxis, Inc. | 239 | 24122 |
| &nbsp;&nbsp;&nbsp; Kinross Gold Corp. | 41035 | 1254560 |
| &nbsp;&nbsp; †Knight Therapeutics, Inc. | 6900 | 36754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lassonde Industries, Inc. <br> Class A<br>| 400 | 65419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laurentian Bank of <br> Canada<br>| 4987 | 145154 |
| &nbsp;&nbsp;&nbsp; Leon's Furniture Ltd. | 2194 | 41038 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Lightspeed Commerce, <br> Inc.<br>| 7805 | 69933 |
| &nbsp;&nbsp;&nbsp; Linamar Corp. | 2641 | 163594 |
| &nbsp;&nbsp;&nbsp; Loblaw Cos. Ltd. | 9808 | 447145 |
| &nbsp;&nbsp; †Lucara Diamond Corp. | 28465 | 4911 |
| &nbsp;&nbsp;&nbsp; Lundin Gold, Inc. | 9518 | 727380 |
| &nbsp;&nbsp;&nbsp; Lundin Mining Corp. | 12036 | 300143 |
| &nbsp;&nbsp;&nbsp; Magellan Aerospace Corp. | 1000 | 15125 |
| &nbsp;&nbsp;&nbsp; Magna International, Inc. | 19865 | 1108666 |
| &nbsp;&nbsp;&nbsp; Mainstreet Equity Corp. | 200 | 25268 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Major Drilling Group <br> International, Inc.<br>| 6566 | 75614 |
| &nbsp;&nbsp;&nbsp; Manulife Financial Corp. | 19473 | 670676 |
| &nbsp;&nbsp;&nbsp; Maple Leaf Foods, Inc. | 3796 | 81863 |
| &nbsp;&nbsp;&nbsp;&nbsp; Martinrea International, <br> Inc.<br>| 4900 | 32899 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp; †Mattr Corp. | 6434 | $42089 |
| &nbsp;&nbsp; †MDA Space Ltd. | 4463 | 113059 |
| &nbsp;&nbsp;&nbsp; Medical Facilities Corp. | 2000 | 23981 |
| &nbsp;&nbsp;&nbsp; Meren Energy, Inc. | 5800 | 10173 |
| &nbsp;&nbsp;&nbsp; Methanex Corp. | 4975 | 296221 |
| &nbsp;&nbsp;&nbsp; Metro, Inc. | 10218 | 699122 |
| &nbsp;&nbsp;&nbsp; Morguard Corp. | 186 | 15356 |
| &nbsp;&nbsp;&nbsp; MTY Food Group, Inc. | 1659 | 45902 |
| &nbsp;&nbsp;&nbsp; Mullen Group Ltd. | 10500 | 128920 |
| &nbsp;&nbsp;&nbsp; National Bank of Canada | 6323 | 818204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neo Performance <br> Materials, Inc.<br>| 900 | 14220 |
| &nbsp;&nbsp; †NFI Group, Inc. | 3300 | 45594 |
| &nbsp;&nbsp;&nbsp;&nbsp; North American <br> Construction Group Ltd.<br>| 1200 | 16192 |
| &nbsp;&nbsp;&nbsp; North West Co., Inc. | 5900 | 231275 |
| &nbsp;&nbsp;&nbsp; Northland Power, Inc. | 25436 | 426767 |
| &nbsp;&nbsp;&nbsp; Nutrien Ltd. | 20727 | 1564066 |
| &nbsp;&nbsp; †Obsidian Energy Ltd. | 2900 | 27463 |
| &nbsp;&nbsp;&nbsp; OceanaGold Corp. | 26255 | 827794 |
| &nbsp;&nbsp;&nbsp; Open Text Corp. | 15573 | 346344 |
| &nbsp;&nbsp;&nbsp; OR Royalties, Inc. | 3402 | 129344 |
| &nbsp;&nbsp; †Organigram Global, Inc. | 1466 | 1964 |
| &nbsp;&nbsp;&nbsp; Pan American Silver Corp. | 28451 | 1555329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Resources Ltd. <br> Class A<br>| 5950 | 127075 |
| &nbsp;&nbsp;&nbsp; Parex Resources, Inc. | 7512 | 147637 |
| &nbsp;&nbsp;&nbsp; Pason Systems, Inc. | 4862 | 46275 |
| &nbsp;&nbsp;&nbsp; Pembina Pipeline Corp. | 22840 | 1022318 |
| &nbsp;&nbsp;&nbsp; Pet Valu Holdings Ltd. | 1700 | 26140 |
| &nbsp;&nbsp;&nbsp; Petrus Resources Ltd. | 1100 | 1597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peyto Exploration & <br> Development Corp.<br>| 22795 | 445380 |
| &nbsp;&nbsp;&nbsp; PHX Energy Services Corp. | 5110 | 48525 |
| &nbsp;&nbsp;&nbsp; Pine Cliff Energy Ltd. | 9500 | 4644 |
| &nbsp;&nbsp;&nbsp; Pizza Pizza Royalty Corp. | 3000 | 32564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Polaris Renewable Energy, <br> Inc.<br>| 2900 | 25537 |
| &nbsp;&nbsp;&nbsp; Pollard Banknote Ltd. | 800 | 10409 |
| &nbsp;&nbsp; †Precision Drilling Corp. | 1160 | 114144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium Brands Holdings <br> Corp.<br>| 4539 | 267981 |
| &nbsp;&nbsp;&nbsp; Pulse Seismic, Inc. | 4700 | 13413 |
| &nbsp;&nbsp; †Quarterhill, Inc. | 21100 | 18353 |
| &nbsp;&nbsp;&nbsp; Quebecor, Inc. Class B | 11198 | 475498 |
| &nbsp;&nbsp;&nbsp; RB Global, Inc. | 3019 | 289371 |
| &nbsp;&nbsp; †Real Matters, Inc. | 544 | 2229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands <br> International, Inc.<br>| 7205 | 532476 |
| &nbsp;&nbsp;&nbsp; Richelieu Hardware Ltd. | 3600 | 105689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, <br> Inc. Class B<br>| 15866 | 610069 |
| &nbsp;&nbsp;&nbsp; Rogers Sugar, Inc. | 14422 | 69357 |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada | 51105 | 8263931 |
| &nbsp;&nbsp;&nbsp; Russel Metals, Inc. | 6029 | 208031 |

---

*LVIP Dimensional International Core Equity Fund–6*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Saputo, Inc. | 13162 | $411200 |
| &nbsp;&nbsp;&nbsp; Savaria Corp. | 3400 | 65380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Secure Waste <br> Infrastructure Corp.<br>| 25950 | 407223 |
| &nbsp;&nbsp; †Shopify, Inc. Class A | 2703 | 320652 |
| &nbsp;&nbsp;&nbsp; Sienna Senior Living, Inc. | 5111 | 79544 |
| &nbsp;&nbsp;&nbsp; South Bow Corp. | 10939 | 364487 |
| &nbsp;&nbsp; †Spartan Delta Corp. | 12630 | 118029 |
| &nbsp;&nbsp;&nbsp; Spin Master Corp. | 2766 | 35353 |
| &nbsp;&nbsp;&nbsp; Sprott, Inc. | 1133 | 161906 |
| &nbsp;&nbsp; †SSR Mining, Inc. | 13025 | 382576 |
| &nbsp;&nbsp;&nbsp; Stantec, Inc. | 5345 | 461866 |
| &nbsp;&nbsp;&nbsp; Stella-Jones, Inc. | 5346 | 358706 |
| &nbsp;&nbsp;&nbsp; StorageVault Canada, Inc. | 8303 | 26262 |
| &nbsp;&nbsp;&nbsp; Strathcona Resources Ltd. | 508 | 15389 |
| &nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. | 21732 | 1360309 |
| &nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 60608 | 4006795 |
| &nbsp;&nbsp;&nbsp; Superior Plus Corp. | 13574 | 65474 |
| &nbsp;&nbsp;&nbsp; Sylogist Ltd. | 1458 | 3417 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tamarack Valley Energy <br> Ltd.<br>| 58860 | 486586 |
| &nbsp;&nbsp; †Taseko Mines Ltd. | 18300 | 118527 |
| &nbsp;&nbsp;&nbsp; TC Energy Corp. | 7388 | 462489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> Class B<br>| 18365 | 950681 |
| &nbsp;&nbsp;&nbsp; TerraVest Industries, Inc. | 1100 | 104560 |
| &nbsp;&nbsp;&nbsp; TFI International, Inc. | 3180 | 345959 |
| &nbsp;&nbsp;&nbsp; Thomson Reuters Corp. | 1240 | 111575 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Tidewater Midstream & <br> Infrastructure Ltd.<br>| 909 | 5796 |
| &nbsp;&nbsp; †Tilray Brands, Inc. | 2052 | 13276 |
| &nbsp;&nbsp;&nbsp; TMX Group Ltd. | 6345 | 225001 |
| &nbsp;&nbsp;&nbsp; Torex Gold Resources, Inc. | 11288 | 518107 |
| &nbsp;&nbsp;&nbsp; Toromont Industries Ltd. | 6000 | 840026 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank | 28425 | 2652344 |
| &nbsp;&nbsp;&nbsp; Total Energy Services, Inc. | 3299 | 53833 |
| &nbsp;&nbsp;&nbsp; Tourmaline Oil Corp. | 17585 | 841643 |
| &nbsp;&nbsp;&nbsp; TransAlta Corp. | 23698 | 310944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transcontinental, Inc. <br> Class A<br>| 9400 | 35273 |
| &nbsp;&nbsp;&nbsp; Trican Well Service Ltd. | 26370 | 138570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triple Flag Precious Metals <br> Corp.<br>| 2775 | 96320 |
| &nbsp;&nbsp; †Trisura Group Ltd. | 1500 | 46948 |
| &nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. | 10323 | 142252 |
| &nbsp;&nbsp;&nbsp; VersaBank | 900 | 12823 |
| &nbsp;&nbsp;&nbsp; Wajax Corp. | 2500 | 58191 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Well Health Technologies <br> Corp.<br>| 23405 | 64607 |
| &nbsp;&nbsp; †Wesdome Gold Mines Ltd. | 15690 | 280166 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Fraser Timber Co. <br> Ltd.<br>| 3571 | 233216 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Western Forest Products, <br> Inc.<br>| 1140 | 12079 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Westshore Terminals <br> Investment Corp.<br>| 3878 | $93751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious Metals <br> Corp.<br>| 1169 | 153151 |
| &nbsp;&nbsp;&nbsp; Whitecap Resources, Inc. | 114260 | 1289216 |
| &nbsp;&nbsp;&nbsp; Winpak Ltd. | 2447 | 79403 |
| &nbsp;&nbsp;&nbsp; WSP Global, Inc. | 4104 | 638715 |
| &nbsp;&nbsp;&nbsp; Yellow Pages Ltd. | 1229 | 10566 |
|  |  | **98458534** |
| **Chile–0.03%** | **Chile–0.03%** | **Chile–0.03%** |
| &nbsp;&nbsp;&nbsp; Antofagasta PLC | 5221 | 234133 |
|  |  | **234133** |
| **China–0.11%** | **China–0.11%** | **China–0.11%** |
| &nbsp;&nbsp;&nbsp; Belimo Holding AG | 432 | 350848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yangzijiang Shipbuilding <br> Holdings Ltd.<br>| 155900 | 463084 |
|  |  | **813932** |
| **Cyprus–0.01%** | **Cyprus–0.01%** | **Cyprus–0.01%** |
| &nbsp;&nbsp;&nbsp; Atalaya Mining Copper SA | 5531 | 52648 |
|  |  | **52648** |
| **Denmark–1.85%** | **Denmark–1.85%** | **Denmark–1.85%** |
| &nbsp;&nbsp;&nbsp; AL Sydbank | 6181 | 496780 |
| &nbsp;&nbsp;&nbsp; ALK-Abello AS | 7988 | 252547 |
| &nbsp;&nbsp;&nbsp; Alm Brand AS | 89666 | 218298 |
| &nbsp;&nbsp;&nbsp; Ambu AS Class B | 14549 | 155489 |
| &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> Class A<br>| 99 | 242404 |
| &nbsp;&nbsp;&nbsp;&nbsp; AP Moller - Maersk AS <br> Class B<br>| 127 | 317231 |
| &nbsp;&nbsp; †Bang & Olufsen AS | 8549 | 11464 |
| &nbsp;&nbsp; †Bavarian Nordic AS | 9454 | 285798 |
| &nbsp;&nbsp; †Better Collective AS | 3283 | 47719 |
| &nbsp;&nbsp; †Cadeler AS | 3853 | 22467 |
| &nbsp;&nbsp;&nbsp; Carlsberg AS Class B | 5174 | 642789 |
| &nbsp;&nbsp;&nbsp; cBrain AS | 1143 | 11759 |
| &nbsp;&nbsp;&nbsp; Chemometec AS | 804 | 38354 |
| &nbsp;&nbsp;&nbsp; Coloplast AS Class B | 4219 | 287394 |
| &nbsp;&nbsp;&nbsp; Columbus AS | 4653 | 7085 |
| &nbsp;&nbsp;&nbsp; D/S Norden AS | 1734 | 79521 |
| &nbsp;&nbsp;&nbsp; Danske Bank AS | 23875 | 1176621 |
| &nbsp;&nbsp; †Demant AS | 7201 | 218216 |
| &nbsp;&nbsp; †Dfds AS | 2231 | 36526 |
| &nbsp;&nbsp;&nbsp; DSV AS | 2582 | 623574 |
| &nbsp;&nbsp;&nbsp; FLSmidth & Co. AS | 4638 | 351359 |
| &nbsp;&nbsp; †Genmab AS | 1942 | 523022 |
| &nbsp;&nbsp; †GN Store Nord AS | 10242 | 163826 |
| &nbsp;&nbsp;&nbsp; H Lundbeck AS | 32365 | 202671 |
| &nbsp;&nbsp;&nbsp; H Lundbeck AS Class A | 3565 | 18699 |
| &nbsp;&nbsp;&nbsp;&nbsp; †H&H International AS <br> Class B<br>| 1148 | 14674 |
| &nbsp;&nbsp;&nbsp; ISS AS | 15650 | 570032 |

---

*LVIP Dimensional International Core Equity Fund–7*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Denmark (continued)** | **Denmark (continued)** | **Denmark (continued)** |
| &nbsp;&nbsp;&nbsp; Jeudan AS | 571 | $18017 |
| &nbsp;&nbsp;&nbsp; Jyske Bank AS | 4190 | 574962 |
| &nbsp;&nbsp;&nbsp; Matas AS | 4345 | 70835 |
| &nbsp;&nbsp; †Netcompany Group AS | 4075 | 249844 |
| &nbsp;&nbsp; †Nilfisk Holding AS | 1443 | 31226 |
| &nbsp;&nbsp; †NKT AS | 5161 | 671864 |
| &nbsp;&nbsp; †NNIT AS | 488 | 3460 |
| &nbsp;&nbsp;&nbsp; Novo Nordisk AS Class B | 58408 | 2137409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novonesis Novozymes B <br> Class B<br>| 13192 | 783752 |
| &nbsp;&nbsp;&nbsp;&nbsp; †NTG Nordic Transport <br> Group AS Class A<br>| 319 | 7988 |
| &nbsp;&nbsp; †Orsted AS | 12078 | 299522 |
| &nbsp;&nbsp;&nbsp; Pandora AS | 3491 | 249515 |
| &nbsp;&nbsp;&nbsp; Per Aarsleff Holding AS | 1428 | 165352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ringkjoebing Landbobank <br> AS<br>| 2298 | 552510 |
| &nbsp;&nbsp;&nbsp; Rockwool AS Class A | 4020 | 117033 |
| &nbsp;&nbsp;&nbsp; Rockwool AS Class B | 9387 | 260721 |
| &nbsp;&nbsp;&nbsp; Royal Unibrew AS | 3914 | 317530 |
| &nbsp;&nbsp; †RTX AS | 299 | 4394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scandinavian Tobacco <br> Group AS Class A<br>| 5273 | 55542 |
| &nbsp;&nbsp;&nbsp; Schouw & Co. AS | 1213 | 125212 |
| &nbsp;&nbsp;&nbsp; SJF Bank AS | 1222 | 58310 |
| &nbsp;&nbsp; †Solar AS Class B | 701 | 21807 |
| &nbsp;&nbsp;&nbsp; SP Group AS | 573 | 31286 |
| &nbsp;&nbsp;&nbsp; Tivoli AS | 204 | 19689 |
| &nbsp;&nbsp;&nbsp; Tryg AS | 20459 | 487646 |
|  |  | **14331745** |
| **Faeroe Islands–0.12%** | **Faeroe Islands–0.12%** | **Faeroe Islands–0.12%** |
| &nbsp;&nbsp;&nbsp; Vestas Wind Systems AS | 30458 | 918946 |
|  |  | **918946** |
| **Finland–1.66%** | **Finland–1.66%** | **Finland–1.66%** |
| &nbsp;&nbsp;&nbsp; Afarak Group SE | 29162 | 8595 |
| &nbsp;&nbsp;&nbsp; Aktia Bank OYJ | 3682 | 53863 |
| &nbsp;&nbsp;&nbsp; Alandsbanken Abp Class B | 968 | 55719 |
| &nbsp;&nbsp;&nbsp; Alma Media OYJ | 1259 | 18409 |
| &nbsp;&nbsp;&nbsp; Anora Group OYJ | 1138 | 5215 |
| &nbsp;&nbsp;&nbsp; Aspo OYJ | 1168 | 8478 |
| &nbsp;&nbsp;&nbsp; Atria OYJ | 742 | 14399 |
| &nbsp;&nbsp;&nbsp; Elisa OYJ | 7218 | 351592 |
| &nbsp;&nbsp;&nbsp; Enento Group OYJ | 540 | 8447 |
| &nbsp;&nbsp;&nbsp; eQ OYJ | 68 | 810 |
| &nbsp;&nbsp;&nbsp; Finnair OYJ | 6784 | 21747 |
| &nbsp;&nbsp;&nbsp; Fiskars OYJ Abp | 1943 | 27264 |
| &nbsp;&nbsp;&nbsp; Fortum OYJ | 25122 | 642438 |
| &nbsp;&nbsp;&nbsp; F-Secure OYJ | 4404 | 8272 |
| &nbsp;&nbsp;&nbsp; Gofore OYJ | 497 | 7880 |
| &nbsp;&nbsp;&nbsp; Harvia OYJ | 1547 | 59542 |
| &nbsp;&nbsp;&nbsp; Hiab OYJ Class B | 3729 | 176339 |
| &nbsp;&nbsp;&nbsp; Huhtamaki OYJ | 8841 | 287284 |
| &nbsp;&nbsp; †Incap OYJ | 669 | 7314 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Finland (continued)** | **Finland (continued)** | **Finland (continued)** |
| &nbsp;&nbsp; †Kalmar OYJ Class B | 2504 | $126954 |
| &nbsp;&nbsp;&nbsp; Kemira OYJ | 10616 | 231449 |
| &nbsp;&nbsp;&nbsp; Kesko OYJ Class A | 6926 | 152820 |
| &nbsp;&nbsp;&nbsp; Kesko OYJ Class B | 27825 | 617947 |
| &nbsp;&nbsp;&nbsp; Kone OYJ Class B | 11343 | 724145 |
| &nbsp;&nbsp;&nbsp; Konecranes OYJ | 16551 | 543215 |
| &nbsp;&nbsp; †Lassila & Tikanoja OYJ | 2818 | 24038 |
| &nbsp;&nbsp; †Lindex Group OYJ | 1585 | 4203 |
| &nbsp;&nbsp;&nbsp; Lumo Kodit OYJ | 4303 | 39366 |
| &nbsp;&nbsp; †Luotea PLC | 2818 | 8134 |
| &nbsp;&nbsp;&nbsp; Mandatum OYJ | 16915 | 135678 |
| &nbsp;&nbsp;&nbsp; Marimekko OYJ | 2270 | 26844 |
| &nbsp;&nbsp; †Metsa Board OYJ Class B | 8243 | 29146 |
| &nbsp;&nbsp;&nbsp; Metso OYJ | 45112 | 781804 |
| &nbsp;&nbsp;&nbsp; Neste OYJ | 14201 | 461498 |
| &nbsp;&nbsp;&nbsp; Nokia OYJ | 154966 | 1243140 |
| &nbsp;&nbsp;&nbsp; Nordea Bank Abp | 53409 | 919658 |
| &nbsp;&nbsp;&nbsp; Olvi OYJ Class A | 983 | 38829 |
| &nbsp;&nbsp;&nbsp; Oma Saastopankki OYJ | 488 | 6825 |
| &nbsp;&nbsp;&nbsp; Oriola OYJ Class B | 10932 | 11988 |
| &nbsp;&nbsp;&nbsp; Orion OYJ Class A | 1949 | 157522 |
| &nbsp;&nbsp;&nbsp; Orion OYJ Class B | 10627 | 858944 |
| &nbsp;&nbsp;&nbsp; Outokumpu OYJ | 40076 | 219370 |
| &nbsp;&nbsp;&nbsp; Ponsse OYJ | 944 | 24441 |
| &nbsp;&nbsp;&nbsp; Puuilo OYJ | 6098 | 89147 |
| &nbsp;&nbsp; †QT Group OYJ | 1937 | 43169 |
| &nbsp;&nbsp;&nbsp; Raisio OYJ Class V | 7767 | 24025 |
| &nbsp;&nbsp;&nbsp; Revenio Group OYJ | 1322 | 29213 |
| &nbsp;&nbsp;&nbsp; Sampo OYJ Class A | 89200 | 948930 |
| &nbsp;&nbsp;&nbsp; Sanoma OYJ | 6672 | 69021 |
| &nbsp;&nbsp;&nbsp; Scanfil OYJ | 1600 | 21594 |
| &nbsp;&nbsp;&nbsp; Stora Enso OYJ Class R | 37529 | 440699 |
| &nbsp;&nbsp;&nbsp; Taaleri PLC | 1347 | 11272 |
| &nbsp;&nbsp;&nbsp; Terveystalo OYJ | 8626 | 86900 |
| &nbsp;&nbsp;&nbsp; TietoEVRY OYJ | 7552 | 165197 |
| &nbsp;&nbsp;&nbsp; Tokmanni Group Corp. | 3405 | 28402 |
| &nbsp;&nbsp;&nbsp; UPM-Kymmene OYJ | 23624 | 739425 |
| &nbsp;&nbsp;&nbsp; Vaisala OYJ Class A | 1389 | 71477 |
| &nbsp;&nbsp;&nbsp; Valmet OYJ | 8893 | 254460 |
| &nbsp;&nbsp;&nbsp; Wartsila OYJ Abp | 18118 | 674859 |
| &nbsp;&nbsp; †YIT OYJ | 11776 | 35561 |
|  |  | **12884916** |
| **France–7.16%** | **France–7.16%** | **France–7.16%** |
| &nbsp;&nbsp; †74Software SA | 654 | 22980 |
| &nbsp;&nbsp;&nbsp; ABC arbitrage | 1320 | 8069 |
| &nbsp;&nbsp;&nbsp; Accor SA | 4023 | 192956 |
| &nbsp;&nbsp;&nbsp; Aeroports de Paris SA | 2815 | 343901 |
| &nbsp;&nbsp; †Air France-KLM | 4267 | 43247 |
| &nbsp;&nbsp;&nbsp; Air Liquide SA | 4220 | 872268 |
| &nbsp;&nbsp;&nbsp; Airbus SE | 7094 | 1341283 |
| &nbsp;&nbsp;&nbsp; AKWEL SADIR | 593 | 4853 |
| &nbsp;&nbsp; †Alstom SA | 24249 | 693478 |
| &nbsp;&nbsp;&nbsp; Alten SA | 1490 | 92380 |
| &nbsp;&nbsp;&nbsp; Amundi SA | 3603 | 309634 |

---

*LVIP Dimensional International Core Equity Fund–8*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Arkema SA | 4036 | $277103 |
| &nbsp;&nbsp;&nbsp; Assystem SA | 625 | 29190 |
| &nbsp;&nbsp;&nbsp; Aubay | 366 | 17640 |
| &nbsp;&nbsp;&nbsp; AXA SA | 20506 | 942282 |
| &nbsp;&nbsp;&nbsp; Ayvens SA | 6728 | 79324 |
| &nbsp;&nbsp; †Bastide le Confort Medical | 242 | 6517 |
| &nbsp;&nbsp;&nbsp; Beneteau SACA | 2509 | 19930 |
| &nbsp;&nbsp;&nbsp; BioMerieux | 1487 | 158862 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA | 16646 | 1585758 |
| &nbsp;&nbsp;&nbsp; Boiron SA | 814 | 25403 |
| &nbsp;&nbsp;&nbsp; Bonduelle SCA | 1767 | 17349 |
| &nbsp;&nbsp;&nbsp; Bouygues SA | 18535 | 1074228 |
| &nbsp;&nbsp;&nbsp; Bureau Veritas SA | 20722 | 620239 |
| &nbsp;&nbsp;&nbsp; Canal & SA | 53250 | 141683 |
| &nbsp;&nbsp;&nbsp; Capgemini SE | 5575 | 657841 |
| &nbsp;&nbsp;&nbsp; Carrefour SA | 51734 | 957899 |
| &nbsp;&nbsp;&nbsp; CBo Territoria | 2578 | 11711 |
| &nbsp;&nbsp;&nbsp; Cie de Saint-Gobain SA | 20418 | 1690496 |
| &nbsp;&nbsp;&nbsp; Cie des Alpes | 1197 | 32859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des <br> Etablissements Michelin <br> SCA<br>| 31145 | 1066993 |
| &nbsp;&nbsp; †Clariane SE | 13955 | 58347 |
| &nbsp;&nbsp;&nbsp; Coface SA | 12523 | 218100 |
| &nbsp;&nbsp;&nbsp; Credit Agricole SA | 17941 | 334857 |
| &nbsp;&nbsp;&nbsp; Danone SA | 5256 | 419992 |
| &nbsp;&nbsp;&nbsp; Dassault Aviation SA | 251 | 93423 |
| &nbsp;&nbsp;&nbsp; Dassault Systemes SE | 5818 | 117781 |
| &nbsp;&nbsp;&nbsp; Derichebourg SA | 9326 | 89025 |
| &nbsp;&nbsp;&nbsp; Edenred SE | 5232 | 104216 |
| &nbsp;&nbsp;&nbsp; Eiffage SA | 7454 | 1143202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electricite de Strasbourg <br> SA<br>| 55 | 13572 |
| &nbsp;&nbsp;&nbsp; Elior Group SA | 18422 | 52624 |
| &nbsp;&nbsp;&nbsp; Elis SA | 20316 | 575317 |
| &nbsp;&nbsp;&nbsp; Engie SA | 95049 | 3063186 |
| &nbsp;&nbsp;&nbsp; Eramet SA | 748 | 44726 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | 1501 | 349771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Etablissements Maurel et <br> Prom SA<br>| 5157 | 63611 |
| &nbsp;&nbsp; †Euroapi SA | 433 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Eutelsat Communications <br> SACA<br>| 22371 | 53567 |
| &nbsp;&nbsp;&nbsp; Exel Industries SA Class A | 95 | 3689 |
| &nbsp;&nbsp;&nbsp; FDJ UNITED | 5290 | 155679 |
| &nbsp;&nbsp;&nbsp; Fnac Darty SA | 1823 | 74750 |
| &nbsp;&nbsp; †Foraco International SA | 11100 | 20826 |
| &nbsp;&nbsp; †Forvia SE | 11277 | 129077 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaztransport Et Technigaz <br> SA<br>| 3642 | 856575 |
| &nbsp;&nbsp;&nbsp; Getlink SE | 6700 | 144578 |
| &nbsp;&nbsp;&nbsp; GL Events SACA | 866 | 29589 |
| &nbsp;&nbsp;&nbsp; Groupe Crit SA | 390 | 25695 |
| &nbsp;&nbsp; †Guerbet | 783 | 8759 |
| &nbsp;&nbsp;&nbsp; Haulotte Group SA | 610 | 1509 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Havas NV | 5325 | $93260 |
| &nbsp;&nbsp;&nbsp; Hermes International SCA | 391 | 740691 |
| &nbsp;&nbsp; †ID Logistics Group SACA | 292 | 109024 |
| &nbsp;&nbsp;&nbsp; Imerys SA | 3470 | 87002 |
| &nbsp;&nbsp;&nbsp; Infotel SA | 163 | 6928 |
| &nbsp;&nbsp;&nbsp; Interparfums SA | 946 | 25157 |
| &nbsp;&nbsp;&nbsp; Ipsen SA | 3454 | 645496 |
| &nbsp;&nbsp;&nbsp; IPSOS SA | 2060 | 81370 |
| &nbsp;&nbsp;&nbsp; Jacquet Metals SACA | 1315 | 31159 |
| &nbsp;&nbsp;&nbsp; JCDecaux SE | 7067 | 153125 |
| &nbsp;&nbsp;&nbsp; Kaufman & Broad SA | 1136 | 37400 |
| &nbsp;&nbsp;&nbsp; Kering SA | 2865 | 869996 |
| &nbsp;&nbsp;&nbsp; Legrand SA | 7205 | 1119330 |
| &nbsp;&nbsp;&nbsp; Linedata Services | 45 | 2138 |
| &nbsp;&nbsp;&nbsp; LISI SA | 720 | 44023 |
| &nbsp;&nbsp;&nbsp; LNA Sante SA | 494 | 15988 |
| &nbsp;&nbsp;&nbsp; L'Oreal SA | 2703 | 1103609 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE<br>| 5805 | 3173299 |
| &nbsp;&nbsp; †Maisons du Monde SA | 3382 | 5473 |
| &nbsp;&nbsp;&nbsp; Manitou BF SA | 943 | 21412 |
| &nbsp;&nbsp;&nbsp; Mersen SA | 1140 | 29786 |
| &nbsp;&nbsp;&nbsp; Metropole Television SA | 2859 | 38366 |
| &nbsp;&nbsp;&nbsp; Nexans SA | 3211 | 436821 |
| &nbsp;&nbsp; †Nexity SA | 4128 | 38362 |
| &nbsp;&nbsp;&nbsp; North Atlantic Energies | 331 | 25545 |
| &nbsp;&nbsp;&nbsp; Oeneo SA | 52 | 555 |
| &nbsp;&nbsp;&nbsp; Opmobility | 5226 | 92028 |
| &nbsp;&nbsp;&nbsp; Orange SA | 171915 | 3524783 |
| &nbsp;&nbsp; †OVH Groupe SA | 832 | 8811 |
| &nbsp;&nbsp;&nbsp; Pernod Ricard SA | 3849 | 286219 |
| &nbsp;&nbsp;&nbsp; Publicis Groupe SA | 10545 | 872804 |
| &nbsp;&nbsp;&nbsp; Quadient SA | 3215 | 40394 |
| &nbsp;&nbsp;&nbsp; Remy Cointreau SA | 889 | 38443 |
| &nbsp;&nbsp;&nbsp; Renault SA | 14140 | 484774 |
| &nbsp;&nbsp;&nbsp; Rexel SA | 18255 | 723373 |
| &nbsp;&nbsp;&nbsp; Robertet SA | 34 | 31769 |
| &nbsp;&nbsp;&nbsp; Rubis SCA | 4589 | 185957 |
| &nbsp;&nbsp;&nbsp; Safran SA | 5498 | 1799107 |
| &nbsp;&nbsp;&nbsp; Samse SACA | 6 | 832 |
| &nbsp;&nbsp;&nbsp; Sanofi SA | 13008 | 1256180 |
| &nbsp;&nbsp;&nbsp; Sartorius Stedim Biotech | 151 | 29409 |
| &nbsp;&nbsp;&nbsp; Savencia SA | 292 | 20385 |
| &nbsp;&nbsp;&nbsp; Schneider Electric SE | 3142 | 855823 |
| &nbsp;&nbsp;&nbsp; SCOR SE | 13199 | 471737 |
| &nbsp;&nbsp;&nbsp; SEB SA | 2192 | 113254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seche Environnement <br> SACA<br>| 286 | 26645 |
| &nbsp;&nbsp; †SMCP SA | 2424 | 14572 |
| &nbsp;&nbsp;&nbsp; Societe BIC SA | 2741 | 171535 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA | 26214 | 1914065 |
| &nbsp;&nbsp;&nbsp; Societe LDC SADIR | 388 | 44533 |
| &nbsp;&nbsp;&nbsp; Sodexo SA | 6397 | 328371 |
| &nbsp;&nbsp; †SOITEC | 1460 | 89553 |
| &nbsp;&nbsp;&nbsp; Sopra Steria Group | 929 | 130088 |

---

*LVIP Dimensional International Core Equity Fund–9*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; SPIE SA | 14328 | $717483 |
| &nbsp;&nbsp;&nbsp; Stef SA | 359 | 49050 |
| &nbsp;&nbsp;&nbsp; STMicroelectronics NV | 4401 | 152055 |
| &nbsp;&nbsp;&nbsp; Synergie SE | 615 | 18695 |
| &nbsp;&nbsp;&nbsp; Technip Energies NV | 14158 | 598282 |
| &nbsp;&nbsp;&nbsp; Teleperformance SE | 4051 | 238048 |
| &nbsp;&nbsp;&nbsp; Television Francaise 1 SA | 5220 | 42445 |
| &nbsp;&nbsp;&nbsp; Thales SA | 1496 | 438695 |
| &nbsp;&nbsp;&nbsp; Thermador Groupe | 504 | 41244 |
| &nbsp;&nbsp;&nbsp; TotalEnergies SE | 47943 | 4399926 |
| &nbsp;&nbsp;&nbsp; Trigano SA | 519 | 85446 |
| &nbsp;&nbsp; †Ubisoft Entertainment SA | 6482 | 29299 |
| &nbsp;&nbsp;&nbsp; Valeo SE | 16467 | 201653 |
| &nbsp;&nbsp;&nbsp; Vallourec SACA | 15940 | 403499 |
| &nbsp;&nbsp;&nbsp; Veolia Environnement SA | 14552 | 554228 |
| &nbsp;&nbsp;&nbsp; Vetoquinol SA | 184 | 16738 |
| &nbsp;&nbsp;&nbsp; Vicat SACA | 1860 | 135763 |
| &nbsp;&nbsp;&nbsp; VIEL & Cie SA | 790 | 13768 |
| &nbsp;&nbsp;&nbsp; Vinci SA | 18920 | 2839877 |
| &nbsp;&nbsp;&nbsp; Virbac SACA | 258 | 106557 |
| &nbsp;&nbsp; †Viridien | 898 | 141582 |
| &nbsp;&nbsp; †Vivendi SE | 53250 | 110469 |
| &nbsp;&nbsp; †Voltalia SA | 4227 | 34276 |
| &nbsp;&nbsp;&nbsp; Wavestone | 400 | 21375 |
| &nbsp;&nbsp; †Worldline SA | 89054 | 26821 |
|  |  | **55493096** |
| **Georgia–0.03%** | **Georgia–0.03%** | **Georgia–0.03%** |
| &nbsp;&nbsp;&nbsp; TBC Bank Group PLC | 3641 | 198785 |
|  |  | **198785** |
| **Germany–6.55%** | **Germany–6.55%** | **Germany–6.55%** |
| &nbsp;&nbsp;&nbsp; 1&1 AG | 2936 | 80953 |
| &nbsp;&nbsp; †7C Solarparken AG | 6043 | 12314 |
| &nbsp;&nbsp;&nbsp; Adesso SE | 209 | 13983 |
| &nbsp;&nbsp;&nbsp; adidas AG | 4249 | 687729 |
| &nbsp;&nbsp;&nbsp; Adtran Networks SE | 574 | 15127 |
| &nbsp;&nbsp;&nbsp; All for One Group SE | 186 | 7288 |
| &nbsp;&nbsp;&nbsp; Allgeier SE | 430 | 8382 |
| &nbsp;&nbsp;&nbsp; Allianz SE | 4219 | 1781761 |
| &nbsp;&nbsp;&nbsp; Alzchem Group AG | 689 | 137900 |
| &nbsp;&nbsp;&nbsp; Amadeus Fire AG | 434 | 12375 |
| &nbsp;&nbsp;&nbsp; Atoss Software SE | 778 | 69111 |
| &nbsp;&nbsp; †Aumovio SE | 5805 | 227330 |
| &nbsp;&nbsp;&nbsp; Aurubis AG | 2584 | 459582 |
| &nbsp;&nbsp;&nbsp; BASF SE | 41522 | 2557355 |
| &nbsp;&nbsp; †Basler AG | 591 | 8604 |
| &nbsp;&nbsp;&nbsp; Bayer AG | 75760 | 3506037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bayerische Motoren Werke <br> AG<br>| 7891 | 729970 |
| &nbsp;&nbsp; †BayWa AG | 3483 | 11037 |
| &nbsp;&nbsp;&nbsp; Bechtle AG | 5464 | 188430 |
| &nbsp;&nbsp;&nbsp; Beiersdorf AG | 1248 | 112179 |
| &nbsp;&nbsp; †Bertrandt AG | 393 | 6809 |
| &nbsp;&nbsp;&nbsp; Bijou Brigitte AG | 197 | 10078 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; Bilfinger SE | 2251 | $260644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Borussia Dortmund GmbH <br> & Co. KGaA<br>| 4770 | 16847 |
| &nbsp;&nbsp; †BRANICKS Group AG | 2395 | 3804 |
| &nbsp;&nbsp;&nbsp; Brenntag SE | 8124 | 550306 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Brockhaus Technologies <br> AG<br>| 330 | 6255 |
| &nbsp;&nbsp;&nbsp; CANCOM SE | 3172 | 90119 |
| &nbsp;&nbsp;&nbsp; Carl Zeiss Meditec AG | 589 | 16930 |
| &nbsp;&nbsp; †Ceconomy AG | 18578 | 91477 |
| &nbsp;&nbsp; †CENIT AG | 409 | 2969 |
| &nbsp;&nbsp;&nbsp; Cewe Stiftung & Co. KGaA | 635 | 68853 |
| &nbsp;&nbsp;&nbsp; Commerzbank AG | 28131 | 1026199 |
| &nbsp;&nbsp;&nbsp; Continental AG | 11610 | 810461 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTS Eventim AG & Co. <br> KGaA<br>| 4171 | 244298 |
| &nbsp;&nbsp;&nbsp; Daimler Truck Holding AG | 17991 | 885981 |
| †=Dermapharm Holding SE | 1296 | 62915 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG | 30675 | 912890 |
| &nbsp;&nbsp;&nbsp; Deutsche Boerse AG | 4824 | 1413168 |
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG | 40384 | 343901 |
| &nbsp;&nbsp;&nbsp; Deutsche Post AG | 21649 | 1141052 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 100237 | 3741172 |
| &nbsp;&nbsp;&nbsp; Deutsche Wohnen SE | 2779 | 61716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Draegerwerk AG & Co. <br> KGaA<br>| 351 | 27918 |
| &nbsp;&nbsp;&nbsp; Duerr AG | 4595 | 102191 |
| &nbsp;&nbsp;&nbsp;&nbsp; DWS Group GmbH & Co. <br> KGaA<br>| 3439 | 221552 |
| &nbsp;&nbsp;&nbsp; E.ON SE | 60236 | 1319257 |
| &nbsp;&nbsp;&nbsp; Eckert & Ziegler SE | 3729 | 64328 |
| &nbsp;&nbsp;&nbsp;&nbsp; †EDAG Engineering Group <br> AG<br>| 532 | 2371 |
| &nbsp;&nbsp;&nbsp; Elmos Semiconductor SE | 625 | 107696 |
| &nbsp;&nbsp;&nbsp; ElringKlinger AG | 2669 | 15255 |
| &nbsp;&nbsp;&nbsp; Energiekontor AG | 647 | 29147 |
| &nbsp;&nbsp;&nbsp; Evonik Industries AG | 17251 | 338511 |
| &nbsp;&nbsp; †Evotec SE | 3436 | 17463 |
| &nbsp;&nbsp;&nbsp; Fielmann Group AG | 2749 | 139952 |
| &nbsp;&nbsp;&nbsp; flatexDEGIRO SE | 8369 | 288608 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 4548 | 396203 |
| &nbsp;&nbsp;&nbsp; Freenet AG | 12853 | 395756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG<br>| 14806 | 670971 |
| &nbsp;&nbsp;&nbsp; Fresenius SE & Co. KGaA | 14982 | 777502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Friedrich Vorwerk Group <br> SE<br>| 745 | 61642 |
| &nbsp;&nbsp;&nbsp; FUCHS SE | 2760 | 95565 |
| &nbsp;&nbsp;&nbsp; GEA Group AG | 14099 | 1011148 |
| &nbsp;&nbsp;&nbsp; Gerresheimer AG | 2530 | 58373 |
| &nbsp;&nbsp;&nbsp; Gesco SE | 598 | 9504 |
| &nbsp;&nbsp;&nbsp; GFT Technologies SE | 1564 | 32337 |
| &nbsp;&nbsp;&nbsp; Hannover Rueck SE | 2300 | 723122 |

---

*LVIP Dimensional International Core Equity Fund–10*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; Hapag-Lloyd AG | 917 | $129878 |
| &nbsp;&nbsp;&nbsp; Hawesko Holding SE | 179 | 4189 |
| &nbsp;&nbsp;&nbsp; Heidelberg Materials AG | 7001 | 1477466 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Heidelberger <br> Druckmaschinen AG<br>| 22239 | 35730 |
| &nbsp;&nbsp; †HelloFresh SE | 9987 | 45898 |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co. KGaA | 3863 | 277481 |
| &nbsp;&nbsp;&nbsp; Hensoldt AG | 4974 | 441444 |
| &nbsp;&nbsp;&nbsp; HOCHTIEF AG | 665 | 302489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hornbach Holding AG & <br> Co. KGaA<br>| 1130 | 106637 |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | 2853 | 123495 |
| &nbsp;&nbsp;&nbsp; Indus Holding AG | 1095 | 34083 |
| &nbsp;&nbsp;&nbsp; Infineon Technologies AG | 32130 | 1457614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Init Innovation in Traffic <br> Systems SE<br>| 792 | 36897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Instone Real Estate Group <br> SE<br>| 2366 | 21220 |
| &nbsp;&nbsp;&nbsp;&nbsp; IVU Traffic Technologies <br> AG<br>| 706 | 14729 |
| &nbsp;&nbsp;&nbsp; Jenoptik AG | 4132 | 138987 |
| &nbsp;&nbsp;&nbsp; JOST Werke SE | 1381 | 80415 |
| &nbsp;&nbsp;&nbsp; K&S AG | 11345 | 215712 |
| &nbsp;&nbsp;&nbsp; KION Group AG | 5448 | 291098 |
| &nbsp;&nbsp; †Kloeckner & Co. SE | 3199 | 41782 |
| &nbsp;&nbsp; †Knaus Tabbert AG | 280 | 4127 |
| &nbsp;&nbsp;&nbsp; Knorr-Bremse AG | 5158 | 589311 |
| &nbsp;&nbsp; †Koenig & Bauer AG | 1264 | 11881 |
| &nbsp;&nbsp;&nbsp; Kontron AG | 3697 | 82502 |
| &nbsp;&nbsp;&nbsp; Krones AG | 1487 | 201980 |
| &nbsp;&nbsp;&nbsp; KWS Saat SE & Co. KGaA | 831 | 73185 |
| &nbsp;&nbsp;&nbsp; Lanxess AG | 9388 | 207560 |
| &nbsp;&nbsp;&nbsp; LEG Immobilien SE | 4698 | 306882 |
| &nbsp;&nbsp;&nbsp; Leifheit AG | 726 | 12503 |
| &nbsp;&nbsp; †Medios AG | 155 | 2182 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | 12418 | 763246 |
| &nbsp;&nbsp;&nbsp; Merck KGaA | 1380 | 175334 |
| &nbsp;&nbsp;&nbsp; MLP SE | 5885 | 48353 |
| &nbsp;&nbsp;&nbsp; MTU Aero Engines AG | 1975 | 720517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 2371 | 1497385 |
| &nbsp;&nbsp;&nbsp; Mutares SE & Co. KGaA | 1324 | 44434 |
| &nbsp;&nbsp;&nbsp; Nagarro SE | 732 | 40986 |
| &nbsp;&nbsp;&nbsp; Nemetschek SE | 2380 | 178167 |
| &nbsp;&nbsp; †Nordex SE | 10634 | 576282 |
| †=Norma Group SE | 2359 | 45235 |
| &nbsp;&nbsp; †Pentixapharm Holding AG | 835 | 1749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pfeiffer Vacuum Technology <br> AG<br>| 127 | 24221 |
| &nbsp;&nbsp;&nbsp; ProCredit Holding AG | 1188 | 10204 |
| &nbsp;&nbsp;&nbsp; Puma SE | 7360 | 190873 |
| &nbsp;&nbsp; †PVA TePla AG | 1815 | 62812 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Q Beyond Ag Konv Namens <br> Aktien<br>| 2200 | 8798 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| &nbsp;&nbsp;&nbsp; Rational AG | 406 | $297862 |
| &nbsp;&nbsp;&nbsp; RENK Group AG | 3492 | 208723 |
| &nbsp;&nbsp;&nbsp; Rheinmetall AG | 829 | 1398346 |
| &nbsp;&nbsp;&nbsp; RWE AG | 21132 | 1421736 |
| &nbsp;&nbsp;&nbsp; Salzgitter AG | 2086 | 90317 |
| &nbsp;&nbsp;&nbsp; SAP SE | 4301 | 733246 |
| &nbsp;&nbsp;&nbsp; Schaeffler AG | 4150 | 34664 |
| &nbsp;&nbsp;&nbsp; Scout24 SE | 1969 | 151925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Secunet Security Networks <br> AG<br>| 79 | 16357 |
| &nbsp;&nbsp; †SGL Carbon SE | 5077 | 19676 |
| &nbsp;&nbsp;&nbsp; Siemens AG | 3249 | 791567 |
| &nbsp;&nbsp;&nbsp; Siemens Energy AG | 2570 | 443195 |
| &nbsp;&nbsp;&nbsp; Siemens Healthineers AG | 10633 | 453668 |
| &nbsp;&nbsp;&nbsp; Siltronic AG | 1210 | 75991 |
| &nbsp;&nbsp;&nbsp; Sixt SE | 1296 | 97905 |
| &nbsp;&nbsp; †SMA Solar Technology AG | 531 | 29470 |
| &nbsp;&nbsp;&nbsp; STRATEC SE | 652 | 12887 |
| &nbsp;&nbsp;&nbsp; Stroeer SE & Co. KGaA | 3284 | 116767 |
| &nbsp;&nbsp;&nbsp; Suedzucker AG | 6024 | 91180 |
| &nbsp;&nbsp;&nbsp; Surteco Group SE | 396 | 4793 |
| &nbsp;&nbsp;&nbsp; SUSS MicroTec SE | 1510 | 89799 |
| &nbsp;&nbsp;&nbsp; Symrise AG | 8224 | 702262 |
| &nbsp;&nbsp;&nbsp; TAG Immobilien AG | 11343 | 178071 |
| &nbsp;&nbsp;&nbsp; Takkt AG | 2185 | 6233 |
| &nbsp;&nbsp;&nbsp; Talanx AG | 3083 | 382561 |
| &nbsp;&nbsp; †TeamViewer SE | 12516 | 64880 |
| &nbsp;&nbsp;&nbsp; Technotrans SE | 604 | 19344 |
| &nbsp;&nbsp;&nbsp; thyssenkrupp AG | 34721 | 305944 |
| &nbsp;&nbsp; †Tkms AG& Co. KGaA | 1544 | 142413 |
| &nbsp;&nbsp;&nbsp; TUI AG | 44766 | 352533 |
| &nbsp;&nbsp;&nbsp; United Internet AG | 5741 | 185755 |
| &nbsp;&nbsp; †Verbio SE | 845 | 45567 |
| &nbsp;&nbsp;&nbsp; Volkswagen AG | 1478 | 154585 |
| &nbsp;&nbsp;&nbsp; Vonovia SE | 16795 | 420084 |
| &nbsp;&nbsp;&nbsp; Vossloh AG | 1249 | 99758 |
| &nbsp;&nbsp;&nbsp; Wacker Chemie AG | 1036 | 102560 |
| &nbsp;&nbsp;&nbsp; Wacker Neuson SE | 2330 | 49253 |
| &nbsp;&nbsp;&nbsp; Washtec AG | 765 | 39790 |
| &nbsp;&nbsp; †Westwing Group SE | 83 | 1323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wuestenrot & <br> Wuerttembergische AG<br>| 1974 | 31307 |
| &nbsp;&nbsp; †Zalando SE | 14434 | 352633 |
| &nbsp;&nbsp;&nbsp; Zeal Network SE | 373 | 21324 |
|  |  | **50698870** |
| **Greece–0.01%** | **Greece–0.01%** | **Greece–0.01%** |
| &nbsp;&nbsp;&nbsp; Okeanis Eco Tankers Corp. | 941 | 48882 |
|  |  | **48882** |
| **Guernsey–0.00%** | **Guernsey–0.00%** | **Guernsey–0.00%** |
| †=πRaven Property Group Ltd. | 26309 | 0 |
|  |  | **0** |

---

*LVIP Dimensional International Core Equity Fund–11*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Hong Kong–1.79%** | **Hong Kong–1.79%** | **Hong Kong–1.79%** |
| &nbsp;&nbsp;&nbsp; AIA Group Ltd. | 203400 | $2260043 |
| &nbsp;&nbsp;&nbsp; Analogue Holdings Ltd. | 86000 | 10639 |
| &nbsp;&nbsp;&nbsp; ASMPT Ltd. | 9100 | 117788 |
| &nbsp;&nbsp;&nbsp; Bank of East Asia Ltd. | 103424 | 172391 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOC Hong Kong Holdings <br> Ltd.<br>| 61000 | 336537 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Bright Smart Securities & <br> Commodities Group Ltd.<br>| 108000 | 161737 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Brightoil Petroleum <br> Holdings Ltd.<br>| 123000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Budweiser Brewing Co. <br> APAC Ltd.<br>| 57600 | 53244 |
| †=Burwill Holdings Ltd. | 208000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cafe de Coral Holdings <br> Ltd.<br>| 34000 | 18472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways <br> Ltd.<br>| 122909 | 177471 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Central New Energy <br> Holding Group Ltd.<br>| 31000 | 31786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chinese Estates Holdings <br> Ltd.<br>| 79500 | 12150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chow Sang Sang Holdings <br> International Ltd.<br>| 30000 | 52494 |
| &nbsp;&nbsp;&nbsp;&nbsp; CITIC Telecom <br> International Holdings <br> Ltd.<br>| 159000 | 55045 |
| &nbsp;&nbsp;&nbsp; CK Asset Holdings Ltd. | 65780 | 376379 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Hutchison Holdings <br> Ltd.<br>| 46180 | 354479 |
| &nbsp;&nbsp;&nbsp;&nbsp; CK Infrastructure Holdings <br> Ltd.<br>| 16500 | 132317 |
| &nbsp;&nbsp;&nbsp;&nbsp; †CK Life Sciences <br> International Holdings, <br> Inc.<br>| 194000 | 16887 |
| &nbsp;&nbsp;&nbsp; CLP Holdings Ltd. | 21500 | 202420 |
| &nbsp;&nbsp;&nbsp;&nbsp; C-Mer Medical Holdings <br> Ltd.<br>| 18000 | 2988 |
| &nbsp;&nbsp; †Cowell e Holdings, Inc. | 9000 | 30165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crystal International Group <br> Ltd.<br>| 46500 | 34738 |
| &nbsp;&nbsp;&nbsp; CTF Services Ltd. | 27560 | 27667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Banking Group <br> Ltd.<br>| 44000 | 68669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dah Sing Financial <br> Holdings Ltd.<br>| 16800 | 87191 |
| &nbsp;&nbsp; †Deep Source Holdings Ltd. | 670000 | 74699 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Nice International <br> Holdings Ltd.<br>| 4000 | 1602 |
| &nbsp;&nbsp; †EC Healthcare | 28000 | 1643 |
| &nbsp;&nbsp; †Esprit Holdings Ltd. | 21200 | 2487 |
| &nbsp;&nbsp;&nbsp; Fairwood Holdings Ltd. | 6000 | 3122 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Far East Consortium <br> International Ltd.<br>| 150022 | 15128 |
| &nbsp;&nbsp;&nbsp; First Pacific Co. Ltd. | 254000 | 177514 |
| &nbsp;&nbsp;&nbsp; FSE Lifestyle Services Ltd. | 22000 | 15789 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Hong Kong (continued)** | **Hong Kong (continued)** | **Hong Kong (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy Entertainment <br> Group Ltd.<br>| 39000 | $176276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Giordano International <br> Ltd.<br>| 126000 | 23461 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Gold Financial Holdings <br> Ltd.<br>| 80000 | 0 |
| &nbsp;&nbsp;&nbsp; Great Eagle Holdings Ltd. | 14722 | 31176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guotai Junan International <br> Holdings Ltd.<br>| 148000 | 44267 |
| &nbsp;&nbsp;&nbsp; Hang Lung Group Ltd. | 70000 | 133829 |
| &nbsp;&nbsp;&nbsp; Hang Lung Properties Ltd. | 150494 | 168401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Henderson Land <br> Development Co. Ltd.<br>| 49412 | 183576 |
| &nbsp;&nbsp;&nbsp;&nbsp; HK Electric Investments & <br> HK Electric Investments <br> Ltd.<br>| 105000 | 86684 |
| &nbsp;&nbsp; †HKR International Ltd. | 50160 | 7452 |
| &nbsp;&nbsp;&nbsp; HKT Trust & HKT Ltd. | 231000 | 360983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong & China Gas Co. <br> Ltd.<br>| 215362 | 195904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & <br> Clearing Ltd.<br>| 18743 | 945546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Technology <br> Venture Co. Ltd.<br>| 17000 | 2852 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Hongkong & Shanghai <br> Hotels Ltd.<br>| 43044 | 32113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hongkong Land Holdings <br> Ltd.<br>| 38800 | 302368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutchison <br> Telecommunications <br> Hong Kong Holdings Ltd.<br>| 78000 | 11650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hysan Development Co. <br> Ltd.<br>| 34000 | 81615 |
| &nbsp;&nbsp;&nbsp; IGG, Inc. | 89000 | 39937 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Electric Holdings <br> Ltd.<br>| 47496 | 144114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karrie International <br> Holdings Ltd.<br>| 52000 | 14615 |
| &nbsp;&nbsp;&nbsp; Kerry Properties Ltd. | 58000 | 162620 |
| &nbsp;&nbsp;&nbsp; KLN Logistics Group Ltd. | 43500 | 36812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kowloon Development Co. <br> Ltd.<br>| 38854 | 21456 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Lai Sun Development Co. <br> Ltd.<br>| 45450 | 3636 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Lai Sun Garment <br> International Ltd.<br>| 32185 | 2504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Langham Hospitality <br> Investments & Langham <br> Hospitality Investments <br> Ltd.<br>| 982 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liu Chong Hing Investment <br> Ltd.<br>| 10000 | 5968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luk Fook Holdings <br> International Ltd.<br>| 30000 | 88915 |
| &nbsp;&nbsp;&nbsp; Man Wah Holdings Ltd. | 167200 | 92137 |

---

*LVIP Dimensional International Core Equity Fund–12*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Hong Kong (continued)** | **Hong Kong (continued)** | **Hong Kong (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Melco International <br> Development Ltd.<br>| 52500 | $24523 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Melco Resorts & <br> Entertainment Ltd. ADR<br>| 600 | 3408 |
| &nbsp;&nbsp; †Midland Holdings Ltd. | 68000 | 24406 |
| &nbsp;&nbsp;&nbsp; Modern Dental Group Ltd. | 35000 | 27432 |
| &nbsp;&nbsp;&nbsp; MTR Corp. Ltd. | 15438 | 63264 |
| &nbsp;&nbsp;&nbsp; NagaCorp Ltd. | 81321 | 40436 |
| &nbsp;&nbsp;&nbsp; Nameson Holdings Ltd. | 38000 | 4888 |
| &nbsp;&nbsp;&nbsp;&nbsp; †New World Development <br> Co. Ltd.<br>| 146769 | 152397 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=NewOcean Energy Holdings <br> Ltd.<br>| 62000 | 0 |
| &nbsp;&nbsp;&nbsp; Nissin Foods Co. Ltd. | 36000 | 33162 |
| &nbsp;&nbsp;&nbsp; Oriental Watch Holdings | 24000 | 10127 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Pacific Andes International <br> Holdings Ltd.<br>| 338000 | 0 |
| &nbsp;&nbsp;&nbsp; Pacific Basin Shipping Ltd. | 544000 | 199375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Textiles Holdings <br> Ltd.<br>| 82000 | 11345 |
| &nbsp;&nbsp;&nbsp;&nbsp; PAX Global Technology <br> Ltd.<br>| 26000 | 14258 |
| &nbsp;&nbsp;&nbsp; PCCW Ltd. | 202444 | 150261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Perfect Medical Health <br> Management Ltd.<br>| 42000 | 6008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pico Far East Holdings <br> Ltd.<br>| 58000 | 18409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plover Bay Technologies <br> Ltd.<br>| 24000 | 22078 |
| &nbsp;&nbsp;&nbsp; Power Assets Holdings Ltd. | 23000 | 179445 |
| &nbsp;&nbsp;&nbsp; PRADA SpA | 11000 | 52433 |
| &nbsp;&nbsp;&nbsp; Prudential PLC | 47956 | 666738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Public Financial Holdings <br> Ltd.<br>| 24000 | 4442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regina Miracle <br> International Holdings <br> Ltd.<br>| 29000 | 7360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sa Sa International <br> Holdings Ltd.<br>| 78000 | 7461 |
| &nbsp;&nbsp;&nbsp; Samsonite Group SA | 89700 | 166860 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Shandong Hi-Speed <br> Holdings Group Ltd.<br>| 22000 | 3732 |
| &nbsp;&nbsp;&nbsp; Shangri-La Asia Ltd. | 84000 | 47440 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Shenwan Hongyuan HK <br> Ltd.<br>| 50000 | 6635 |
| &nbsp;&nbsp; †Shun Tak Holdings Ltd. | 92000 | 6711 |
| &nbsp;&nbsp;&nbsp;&nbsp; SITC International <br> Holdings Co. Ltd.<br>| 90000 | 394067 |
| &nbsp;&nbsp; †SJM Holdings Ltd. | 225250 | 60427 |
| &nbsp;&nbsp;&nbsp;&nbsp; SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 33500 | 21789 |
| &nbsp;&nbsp; †Soundwill Holdings Ltd. | 5000 | 4311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stella International <br> Holdings Ltd.<br>| 62000 | 112595 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Hong Kong (continued)** | **Hong Kong (continued)** | **Hong Kong (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Hung Kai Properties <br> Ltd.<br>| 22500 | $374644 |
| &nbsp;&nbsp;&nbsp; SUNeVision Holdings Ltd. | 70000 | 49012 |
| &nbsp;&nbsp;&nbsp; Swire Pacific Ltd. Class A | 16000 | 174876 |
| &nbsp;&nbsp;&nbsp; Swire Pacific Ltd. Class B | 25000 | 40810 |
| &nbsp;&nbsp;&nbsp; Swire Properties Ltd. | 29000 | 84948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tai Hing Group Holdings <br> Ltd.<br>| 62000 | 8588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co. <br> Ltd.<br>| 32500 | 431607 |
| &nbsp;&nbsp; †Television Broadcasts Ltd. | 36000 | 12740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texhong International <br> Group Ltd.<br>| 34000 | 25323 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transport International <br> Holdings Ltd.<br>| 15814 | 21438 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Laboratories <br> International Holdings <br> Ltd.<br>| 104000 | 128904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vitasoy International <br> Holdings Ltd.<br>| 46000 | 36649 |
| &nbsp;&nbsp; †Viva Goods Co. Ltd. | 152000 | 10855 |
| &nbsp;&nbsp;&nbsp; VSTECS Holdings Ltd. | 60000 | 66169 |
| &nbsp;&nbsp;&nbsp; VTech Holdings Ltd. | 16900 | 127964 |
| &nbsp;&nbsp; †Wang On Group Ltd. | 1220000 | 3267 |
| &nbsp;&nbsp;&nbsp; WH Group Ltd. | 499841 | 657009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wharf Real Estate <br> Investment Co. Ltd.<br>| 69000 | 200799 |
| &nbsp;&nbsp;&nbsp; Wing Tai Properties Ltd. | 16000 | 4346 |
| &nbsp;&nbsp;&nbsp; Xinyi Glass Holdings Ltd. | 154145 | 193402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yue Yuen Industrial <br> Holdings Ltd.<br>| 99500 | 194103 |
|  |  | **13882296** |
| **Ireland–0.79%** | **Ireland–0.79%** | **Ireland–0.79%** |
| &nbsp;&nbsp;&nbsp; AIB Group PLC | 160528 | 1713655 |
| &nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC | 69296 | 1257253 |
| &nbsp;&nbsp;&nbsp; C&C Group PLC | 30551 | 45290 |
| &nbsp;&nbsp;&nbsp; Cairn Homes PLC | 39555 | 97268 |
| &nbsp;&nbsp;&nbsp;&nbsp; COSMO Pharmaceuticals <br> NV<br>| 627 | 66265 |
| &nbsp;&nbsp;&nbsp; DCC PLC | 8018 | 496612 |
| &nbsp;&nbsp;&nbsp; Experian PLC | 22326 | 772357 |
| &nbsp;&nbsp;&nbsp; FBD Holdings PLC | 1875 | 35542 |
| &nbsp;&nbsp;&nbsp; Glanbia PLC | 8475 | 166039 |
| &nbsp;&nbsp; †Glenveagh Properties PLC | 29794 | 66671 |
| &nbsp;&nbsp;&nbsp; Grafton Group PLC CDI | 13398 | 160260 |
| &nbsp;&nbsp;&nbsp; Hostelworld Group PLC | 9886 | 13353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Irish Continental Group <br> PLC<br>| 11875 | 87021 |
| &nbsp;&nbsp;&nbsp;&nbsp; †James Hardie Industries <br> PLC CDI<br>| 8620 | 158959 |
| &nbsp;&nbsp;&nbsp; Kerry Group PLC Class A | 2738 | 217999 |
| &nbsp;&nbsp;&nbsp; Kingspan Group PLC | 8830 | 755052 |

---

*LVIP Dimensional International Core Equity Fund–13*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Permanent TSB Group <br> Holdings PLC<br>| 929 | $3115 |
|  |  | **6112711** |
| **Isle Of Man–0.00%** | **Isle Of Man–0.00%** | **Isle Of Man–0.00%** |
| &nbsp;&nbsp; †Strix Group PLC | 6954 | 3346 |
|  |  | **3346** |
| **Israel–1.40%** | **Israel–1.40%** | **Israel–1.40%** |
| &nbsp;&nbsp;&nbsp; Afcon Holdings Ltd. | 294 | 38196 |
| &nbsp;&nbsp; †AFI Properties Ltd. | 893 | 62107 |
| &nbsp;&nbsp;&nbsp;&nbsp; Africa Israel Residences <br> Ltd.<br>| 328 | 25056 |
| &nbsp;&nbsp; †Airport City Ltd. | 1921 | 32694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alrov Properties & <br> Lodgings Ltd.<br>| 323 | 27120 |
| &nbsp;&nbsp;&nbsp; Amot Investments Ltd. | 3705 | 22819 |
| &nbsp;&nbsp;&nbsp; Arad Ltd. | 603 | 8628 |
| &nbsp;&nbsp; †Ashdod Refinery Ltd. | 681 | 19232 |
| &nbsp;&nbsp;&nbsp; Ashtrom Group Ltd. | 2536 | 55553 |
| &nbsp;&nbsp;&nbsp; AudioCodes Ltd. | 1429 | 12018 |
| &nbsp;&nbsp;&nbsp; Aura Investments Ltd. | 3437 | 20959 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Azorim-Investment <br> Development & <br> Construction Co. Ltd.<br>| 3495 | 20967 |
| &nbsp;&nbsp;&nbsp; Azrieli Group Ltd. | 561 | 75254 |
| &nbsp;&nbsp;&nbsp; Bank Hapoalim BM | 33331 | 782778 |
| &nbsp;&nbsp;&nbsp; Bank Leumi Le-Israel BM | 58512 | 1308494 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 666 | 149037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bezeq The Israeli <br> Telecommunication Corp. <br> Ltd.<br>| 68119 | 162969 |
| &nbsp;&nbsp;&nbsp; Big Shopping Centers Ltd. | 416 | 95540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Square Real Estate <br> Ltd.<br>| 300 | 37160 |
| &nbsp;&nbsp; †Carasso Motors Ltd. | 1579 | 15331 |
| &nbsp;&nbsp;&nbsp; Cellcom Israel Ltd. | 9940 | 107580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clal Insurance Enterprises <br> Holdings Ltd.<br>| 5502 | 392799 |
| &nbsp;&nbsp;&nbsp; Danel Adir Yeoshua Ltd. | 390 | 55535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Delek Automotive Systems <br> Ltd.<br>| 1180 | 7621 |
| &nbsp;&nbsp;&nbsp; Delek Group Ltd. | 768 | 258493 |
| &nbsp;&nbsp;&nbsp; Delta Galil Ltd. | 858 | 44559 |
| &nbsp;&nbsp;&nbsp; Delta Israel Brands Ltd. | 528 | 16697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dor Alon Energy in Israel <br> 1988 Ltd.<br>| 819 | 54506 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Doral Group Renewable <br> Energy Resources Ltd.<br>| 426 | 8022 |
| &nbsp;&nbsp;&nbsp; El Al Israel Airlines | 30369 | 133351 |
| &nbsp;&nbsp;&nbsp; Elbit Systems Ltd. | 59 | 50096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electra Consumer Products <br> 1970 Ltd.<br>| 515 | 12202 |
| &nbsp;&nbsp;&nbsp; Electra Ltd. | 2640 | 75425 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Israel (continued)** | **Israel (continued)** | **Israel (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Energix-Renewable <br> Energies Ltd.<br>| 3344 | $20221 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Enlight Renewable Energy <br> Ltd.<br>| 977 | 66662 |
| &nbsp;&nbsp; †Equital Ltd. | 1918 | 81886 |
| &nbsp;&nbsp; †Fattal Holdings 1998 Ltd. | 340 | 62310 |
| &nbsp;&nbsp;&nbsp;&nbsp; First International Bank of <br> Israel Ltd.<br>| 3535 | 274487 |
| &nbsp;&nbsp;&nbsp;&nbsp; FMS Enterprises Migun <br> Ltd.<br>| 399 | 33129 |
| &nbsp;&nbsp;&nbsp; Formula Systems 1985 Ltd. | 762 | 92197 |
| &nbsp;&nbsp;&nbsp; Fox Wizel Ltd. | 537 | 46504 |
| &nbsp;&nbsp;&nbsp; Gav-Yam Lands Corp. Ltd. | 1 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Gilat Satellite Networks <br> Ltd.<br>| 1455 | 21991 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Hagag Group Real Estate <br> Development<br>| 2121 | 16800 |
| &nbsp;&nbsp;&nbsp; Hamat Group Ltd. | 832 | 4355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harel Insurance <br> Investments & Financial <br> Services Ltd.<br>| 4404 | 245592 |
| &nbsp;&nbsp;&nbsp; Hilan Ltd. | 1352 | 83746 |
| &nbsp;&nbsp;&nbsp; ICL Group Ltd. | 12701 | 65553 |
| &nbsp;&nbsp;&nbsp; IDI Insurance Co. Ltd. | 1056 | 70402 |
| &nbsp;&nbsp;&nbsp; Ilex Medical Ltd. | 301 | 5860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inrom Construction <br> Industries Ltd.<br>| 7985 | 62856 |
| &nbsp;&nbsp;&nbsp; Isracard Ltd. | 1 | 4 |
| &nbsp;&nbsp;&nbsp; Israel Canada TR Ltd. | 3989 | 22367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel Discount Bank Ltd. <br> Class A<br>| 35845 | 361954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel Shipyards Industries <br> Ltd.<br>| 315 | 13994 |
| &nbsp;&nbsp;&nbsp; Isras Investment Co. Ltd. | 128 | 32899 |
| &nbsp;&nbsp;&nbsp; Issta Ltd. | 731 | 24132 |
| &nbsp;&nbsp;&nbsp; Kamada Ltd. | 634 | 5244 |
| &nbsp;&nbsp;&nbsp; Kvutzat Acro Ltd. | 988 | 13346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Land Development Nimrodi <br> Group Ltd.<br>| 991 | 10848 |
| &nbsp;&nbsp;&nbsp; M Yochananof & Sons Ltd. | 297 | 34193 |
| &nbsp;&nbsp; †Malam - Team Ltd. | 1739 | 45241 |
| &nbsp;&nbsp; †Matrix IT Ltd. | 3801 | 105953 |
| &nbsp;&nbsp;&nbsp; Max Stock Ltd. | 5071 | 42916 |
| &nbsp;&nbsp; †Maytronics Ltd. | 4037 | 4102 |
| &nbsp;&nbsp;&nbsp; Mediterranean Towers Ltd. | 4876 | 25902 |
| &nbsp;&nbsp;&nbsp; Mega Or Holdings Ltd. | 1052 | 167977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meitav Investment House <br> Ltd.<br>| 3316 | 117275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Menora Mivtachim <br> Holdings Ltd.<br>| 1710 | 248980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 119 | 17990 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Migdal Insurance & <br> Financial Holdings Ltd.<br>| 23802 | 126249 |

---

*LVIP Dimensional International Core Equity Fund–14*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Israel (continued)** | **Israel (continued)** | **Israel (continued)** |
| &nbsp;&nbsp; †Mivne Real Estate KD Ltd. | 11443 | $47724 |
| &nbsp;&nbsp;&nbsp; Mizrahi Tefahot Bank Ltd. | 5895 | 430787 |
| &nbsp;&nbsp;&nbsp; Neto Malinda Trading Ltd. | 834 | 41008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Next Vision Stabilized <br> Systems Ltd.<br>| 3272 | 317387 |
| &nbsp;&nbsp; †Nexxen International Ltd. | 1693 | 11038 |
| &nbsp;&nbsp; †Nice Ltd. Sponsored ADR | 256 | 28227 |
| &nbsp;&nbsp; †Nova Ltd. | 178 | 78606 |
| &nbsp;&nbsp; †Oil Refineries Ltd. | 183266 | 78976 |
| &nbsp;&nbsp;&nbsp;&nbsp; One Software Technologies <br> Ltd.<br>| 3774 | 71221 |
| &nbsp;&nbsp; †OPC Energy Ltd. | 1 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palram Industries 1990 <br> Ltd.<br>| 1245 | 19862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Partner Communications <br> Co. Ltd.<br>| 13905 | 156294 |
| &nbsp;&nbsp;&nbsp; Paz Retail & Energy Ltd. | 978 | 240806 |
| &nbsp;&nbsp; †Perion Network Ltd. | 1094 | 11177 |
| &nbsp;&nbsp;&nbsp; Phoenix Financial Ltd. | 5653 | 301837 |
| &nbsp;&nbsp;&nbsp; Plasson Industries Ltd. | 216 | 10696 |
| &nbsp;&nbsp;&nbsp; Plus500 Ltd. | 7503 | 406361 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Prashkovsky Investments & <br> Construction Ltd.<br>| 354 | 16555 |
| &nbsp;&nbsp;&nbsp; Qualitau Ltd. | 275 | 46042 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rami Levy Chain Stores <br> Hashikma Marketing 2006 <br> Ltd.<br>| 855 | 102679 |
| &nbsp;&nbsp;&nbsp; Retailors Ltd. | 581 | 6395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sano-Brunos Enterprises <br> Ltd.<br>| 99 | 12056 |
| &nbsp;&nbsp;&nbsp; Scope Metals Group Ltd. | 396 | 24651 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Shapir Engineering & <br> Industry Ltd.<br>| 3710 | 44475 |
| &nbsp;&nbsp; †Shikun & Binui Ltd. | 5574 | 29329 |
| &nbsp;&nbsp;&nbsp; Shufersal Ltd. | 11447 | 167969 |
| &nbsp;&nbsp;&nbsp; Strauss Group Ltd. | 1472 | 64698 |
| &nbsp;&nbsp;&nbsp; Tadiran Group Ltd. | 222 | 14022 |
| &nbsp;&nbsp;&nbsp; Tamar Petroleum Ltd. | 4115 | 46142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tel Aviv Stock Exchange <br> Ltd.<br>| 4798 | 213140 |
| &nbsp;&nbsp;&nbsp; Telsys Ltd. | 266 | 22560 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Teva Pharmaceutical <br> Industries Ltd.<br>| 3902 | 117069 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Teva Pharmaceutical <br> Industries Ltd. ADR<br>| 23113 | 696164 |
| &nbsp;&nbsp;&nbsp; Tiv Taam Holdings 1 Ltd. | 2570 | 10585 |
| &nbsp;&nbsp; †Tower Semiconductor Ltd. | 375 | 65805 |
| &nbsp;&nbsp; †Veridis Environment Ltd. | 1656 | 20450 |
| &nbsp;&nbsp;&nbsp;&nbsp; YH Dimri Construction & <br> Development Ltd.<br>| 218 | 29497 |
|  |  | **10867236** |
| **Italy–2.78%** | **Italy–2.78%** | **Italy–2.78%** |
| &nbsp;&nbsp;&nbsp; A2A SpA | 184125 | 521372 |
| &nbsp;&nbsp;&nbsp; ACEA SpA | 4679 | 121624 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; Amplifon SpA | 7094 | $78267 |
| &nbsp;&nbsp; †Aquafil SpA | 1318 | 2103 |
| &nbsp;&nbsp;&nbsp; Ariston Holding NV | 7780 | 33627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arnoldo Mondadori Editore <br> SpA<br>| 9603 | 22110 |
| &nbsp;&nbsp;&nbsp; Ascopiave SpA | 6872 | 27117 |
| &nbsp;&nbsp;&nbsp; Avio SpA | 695 | 26982 |
| &nbsp;&nbsp;&nbsp; Azimut Holding SpA | 11685 | 443993 |
| &nbsp;&nbsp;&nbsp; Banca Generali SpA | 6043 | 360620 |
| &nbsp;&nbsp;&nbsp; Banca IFIS SpA | 3214 | 78475 |
| &nbsp;&nbsp;&nbsp; Banca Mediolanum SpA | 12830 | 259951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di <br> Siena SpA<br>| 89294 | 779137 |
| &nbsp;&nbsp;&nbsp; Banco BPM SpA | 61663 | 857762 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco di Desio e della <br> Brianza SpA<br>| 4685 | 47109 |
| &nbsp;&nbsp;&nbsp; Biesse SpA | 1326 | 7981 |
| &nbsp;&nbsp;&nbsp; BPER Banca SpA | 58565 | 767507 |
| &nbsp;&nbsp;&nbsp; Brembo NV | 9727 | 92568 |
| &nbsp;&nbsp;&nbsp; Brunello Cucinelli SpA | 2623 | 229235 |
| &nbsp;&nbsp;&nbsp; Buzzi SpA | 5500 | 278063 |
| &nbsp;&nbsp; †Cairo Communication SpA | 9743 | 29057 |
| &nbsp;&nbsp;&nbsp; Cementir Holding NV | 4464 | 79800 |
| &nbsp;&nbsp;&nbsp;&nbsp; †CIR SpA-Compagnie <br> Industriali<br>| 42425 | 33198 |
| &nbsp;&nbsp;&nbsp; Credito Emiliano SpA | 8887 | 150607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Danieli & C Officine <br> Meccaniche SpA<br>| 5052 | 264924 |
| &nbsp;&nbsp;&nbsp; Datalogic SpA | 1618 | 9609 |
| &nbsp;&nbsp;&nbsp; De' Longhi SpA | 701 | 24637 |
| &nbsp;&nbsp; †Digital Bros SpA | 331 | 3659 |
| &nbsp;&nbsp;&nbsp; Digital Value SpA | 184 | 6226 |
| &nbsp;&nbsp; †doValue SpA | 7178 | 16817 |
| &nbsp;&nbsp;&nbsp; Emak SpA | 9453 | 9178 |
| &nbsp;&nbsp;&nbsp; Enav SpA | 13493 | 81141 |
| &nbsp;&nbsp;&nbsp; Enel SpA | 188229 | 2057875 |
| &nbsp;&nbsp;&nbsp; Eni SpA | 34607 | 984008 |
| &nbsp;&nbsp;&nbsp; ERG SpA | 2617 | 66816 |
| &nbsp;&nbsp;&nbsp; Esprinet SpA | 5374 | 30927 |
| &nbsp;&nbsp;&nbsp; Ferrari NV | 1415 | 480115 |
| &nbsp;&nbsp;&nbsp; Fila SpA | 4365 | 46692 |
| &nbsp;&nbsp; †Fincantieri SpA | 6244 | 96348 |
| &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA<br>| 33587 | 747268 |
| &nbsp;&nbsp;&nbsp; Gefran SpA | 845 | 9669 |
| &nbsp;&nbsp;&nbsp; Generali | 2401 | 96596 |
| &nbsp;&nbsp; †Geox SpA | 1114 | 335 |
| &nbsp;&nbsp;&nbsp; Hera SpA | 78787 | 363419 |
| &nbsp;&nbsp;&nbsp; IMMSI SpA | 4790 | 2608 |
| &nbsp;&nbsp;&nbsp; Intercos SpA | 2105 | 30170 |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA | 168838 | 1021113 |
| &nbsp;&nbsp;&nbsp; Iren SpA | 40187 | 113685 |
| &nbsp;&nbsp;&nbsp; Italgas SpA | 37951 | 442091 |
| &nbsp;&nbsp;&nbsp; Italmobiliare SpA | 465 | 14162 |
| &nbsp;&nbsp;&nbsp; Iveco Group NV | 21372 | 478790 |

---

*LVIP Dimensional International Core Equity Fund–15*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| &nbsp;&nbsp;&nbsp; Leonardo SpA | 5189 | $352953 |
| &nbsp;&nbsp;&nbsp; Lottomatica Group SpA | 5075 | 146540 |
| &nbsp;&nbsp;&nbsp; LU-VE SpA | 721 | 32793 |
| &nbsp;&nbsp;&nbsp; Maire SpA | 16272 | 253303 |
| &nbsp;&nbsp;&nbsp; MARR SpA | 3111 | 27281 |
| &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope NV <br> Class A<br>| 44454 | 131946 |
| &nbsp;&nbsp;&nbsp;&nbsp; MFE-MediaForEurope NV <br> Class B<br>| 6267 | 24171 |
| &nbsp;&nbsp;&nbsp; Moltiply Group SpA | 912 | 33728 |
| &nbsp;&nbsp;&nbsp; Moncler SpA | 9205 | 554219 |
| &nbsp;&nbsp; †NewPrinces SpA | 1500 | 36539 |
| &nbsp;&nbsp;&nbsp; Nexi SpA | 52890 | 197010 |
| &nbsp;&nbsp;&nbsp; Orsero SpA | 801 | 13850 |
| &nbsp;&nbsp;&nbsp; OVS SpA | 21746 | 112920 |
| &nbsp;&nbsp;&nbsp; Pharmanutra SpA | 227 | 20871 |
| &nbsp;&nbsp;&nbsp; Piaggio & C SpA | 13390 | 24010 |
| &nbsp;&nbsp;&nbsp; Pirelli & C SpA | 43304 | 299640 |
| &nbsp;&nbsp;&nbsp; Poste Italiane SpA | 9286 | 218581 |
| &nbsp;&nbsp;&nbsp; Prysmian SpA | 4376 | 516767 |
| &nbsp;&nbsp;&nbsp; RAI Way SpA | 11719 | 80005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Recordati Industria <br> Chimica e Farmaceutica <br> SpA<br>| 5162 | 295569 |
| &nbsp;&nbsp;&nbsp; Reply SpA | 1653 | 155562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rizzoli Corriere Della Sera <br> Mediagroup SpA<br>| 17359 | 19231 |
| &nbsp;&nbsp;&nbsp; Sabaf SpA | 510 | 8223 |
| &nbsp;&nbsp; †Safilo Group SpA | 12675 | 25106 |
| &nbsp;&nbsp;&nbsp; Saipem SpA | 135361 | 619324 |
| &nbsp;&nbsp; †Salvatore Ferragamo SpA | 2493 | 20188 |
| &nbsp;&nbsp;&nbsp; Sanlorenzo SpA | 1112 | 40010 |
| &nbsp;&nbsp;&nbsp; Sesa SpA | 435 | 40425 |
| &nbsp;&nbsp;&nbsp; Snam SpA | 27685 | 209726 |
| &nbsp;&nbsp;&nbsp; Sogefi SpA | 6494 | 14231 |
| &nbsp;&nbsp;&nbsp; SOL SpA | 2599 | 176939 |
| &nbsp;&nbsp;&nbsp; Technogym SpA | 10871 | 219590 |
| &nbsp;&nbsp; †Telecom Italia SpA | 1292475 | 933150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica <br> Nazionale<br>| 32902 | 376314 |
| &nbsp;&nbsp;&nbsp; TXT e-solutions SpA | 355 | 12298 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | 23154 | 1661156 |
| &nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA | 26668 | 619502 |
| &nbsp;&nbsp;&nbsp; Webuild SpA | 41543 | 110424 |
| &nbsp;&nbsp;&nbsp; Wiit SpA | 1331 | 40725 |
| &nbsp;&nbsp;&nbsp; Zignago Vetro SpA | 1442 | 11711 |
|  |  | **21513674** |
| **Japan–22.25%** | **Japan–22.25%** | **Japan–22.25%** |
| &nbsp;&nbsp;&nbsp; & ST HD Co. Ltd. | 3000 | 56332 |
| &nbsp;&nbsp;&nbsp; &Do Holdings Co. Ltd. | 1500 | 10405 |
| &nbsp;&nbsp;&nbsp; 77 Bank Ltd. | 16800 | 332724 |
| &nbsp;&nbsp;&nbsp;&nbsp; A&D HOLON Holdings Co. <br> Ltd.<br>| 2600 | 42667 |
| &nbsp;&nbsp;&nbsp; AB & Company Co. Ltd. | 1700 | 13532 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; ABC-Mart, Inc. | 1800 | $28644 |
| &nbsp;&nbsp;&nbsp; Achilles Corp. | 800 | 6782 |
| &nbsp;&nbsp;&nbsp; AD Works Group Co. Ltd. | 8700 | 22740 |
| &nbsp;&nbsp;&nbsp; ADEKA Corp. | 9000 | 210316 |
| &nbsp;&nbsp;&nbsp; Ad-sol Nissin Corp. | 2600 | 23741 |
| &nbsp;&nbsp;&nbsp; Advantest Corp. | 13000 | 1794086 |
| &nbsp;&nbsp;&nbsp; Adventure, Inc. | 300 | 3100 |
| &nbsp;&nbsp;&nbsp; Aeon Co. Ltd. | 33480 | 400285 |
| &nbsp;&nbsp;&nbsp; Aeon Fantasy Co. Ltd. | 1000 | 14800 |
| &nbsp;&nbsp;&nbsp; Aeon Hokkaido Corp. | 4200 | 23602 |
| &nbsp;&nbsp;&nbsp; AGC, Inc. | 9000 | 318848 |
| &nbsp;&nbsp;&nbsp; Ahresty Corp. | 1900 | 9649 |
| &nbsp;&nbsp;&nbsp; Ai Holdings Corp. | 2000 | 34523 |
| &nbsp;&nbsp;&nbsp; Aica Kogyo Co. Ltd. | 5600 | 128447 |
| &nbsp;&nbsp;&nbsp; Aichi Financial Group, Inc. | 22490 | 198674 |
| &nbsp;&nbsp;&nbsp; Ain Holdings, Inc. | 2300 | 82446 |
| &nbsp;&nbsp;&nbsp; Air Water, Inc. | 18500 | 250590 |
| &nbsp;&nbsp;&nbsp; Airman Corp. | 2000 | 24517 |
| &nbsp;&nbsp;&nbsp; Airport Facilities Co. Ltd. | 2700 | 16594 |
| &nbsp;&nbsp;&nbsp; Aisan Industry Co. Ltd. | 4400 | 52370 |
| &nbsp;&nbsp;&nbsp; Aisin Corp. | 22200 | 312756 |
| &nbsp;&nbsp;&nbsp; Ajinomoto Co., Inc. | 11700 | 330773 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Akebono Brake Industry <br> Co. Ltd.<br>| 7100 | 5413 |
| &nbsp;&nbsp;&nbsp; Akita Bank Ltd. | 1500 | 47452 |
| &nbsp;&nbsp;&nbsp; Albis Co. Ltd. | 600 | 9798 |
| &nbsp;&nbsp;&nbsp; Alconix Corp. | 2700 | 45634 |
| &nbsp;&nbsp;&nbsp; Alfresa Holdings Corp. | 13100 | 211560 |
| &nbsp;&nbsp;&nbsp; Alinco, Inc. | 2100 | 13770 |
| &nbsp;&nbsp;&nbsp; Alleanza Holdings Co. Ltd. | 1600 | 14729 |
| &nbsp;&nbsp;&nbsp; Alpen Co. Ltd. | 2200 | 28704 |
| &nbsp;&nbsp;&nbsp; AlphaPolis Co. Ltd. | 1800 | 12988 |
| &nbsp;&nbsp;&nbsp; Alps Alpine Co. Ltd. | 20324 | 275654 |
| &nbsp;&nbsp;&nbsp; ALSOK Co. Ltd. | 16700 | 132912 |
| &nbsp;&nbsp;&nbsp; Altech Corp. | 1980 | 32502 |
| &nbsp;&nbsp;&nbsp; Amada Co. Ltd. | 20300 | 286300 |
| &nbsp;&nbsp;&nbsp; Amano Corp. | 6200 | 149064 |
| &nbsp;&nbsp;&nbsp; Amiyaki Tei Co. Ltd. | 900 | 8022 |
| &nbsp;&nbsp;&nbsp; Amvis Holdings, Inc. | 6500 | 17307 |
| &nbsp;&nbsp;&nbsp; ANA Holdings, Inc. | 4300 | 77010 |
| &nbsp;&nbsp;&nbsp; Anest Iwata Corp. | 1300 | 13273 |
| &nbsp;&nbsp;&nbsp; Anicom Holdings, Inc. | 8900 | 78209 |
| &nbsp;&nbsp;&nbsp; Anycolor, Inc. | 2500 | 46519 |
| &nbsp;&nbsp;&nbsp; AOKI Holdings, Inc. | 3000 | 30714 |
| &nbsp;&nbsp;&nbsp; Aoyama Trading Co. Ltd. | 10200 | 52187 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aoyama Zaisan Networks <br> Co. Ltd.<br>| 1300 | 10668 |
| &nbsp;&nbsp;&nbsp; Aozora Bank Ltd. | 10600 | 169835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arakawa Chemical <br> Industries Ltd.<br>| 1000 | 8132 |
| &nbsp;&nbsp;&nbsp; Arata Corp. | 2200 | 41395 |
| &nbsp;&nbsp;&nbsp; Araya Industrial Co. Ltd. | 1400 | 21763 |
| &nbsp;&nbsp;&nbsp; ARCLANDS Corp. | 4918 | 55665 |
| &nbsp;&nbsp;&nbsp; Arcs Co. Ltd. | 3600 | 85744 |
| &nbsp;&nbsp;&nbsp; ARE Holdings, Inc. | 5500 | 119965 |

---

*LVIP Dimensional International Core Equity Fund–16*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Arealink Co. Ltd. | 2800 | $19213 |
| &nbsp;&nbsp; †Arent, Inc. | 500 | 13151 |
| &nbsp;&nbsp;&nbsp; Argo Graphics, Inc. | 4000 | 36816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arisawa Manufacturing Co. <br> Ltd.<br>| 3800 | 55742 |
| &nbsp;&nbsp;&nbsp; Artience Co. Ltd. | 4500 | 108416 |
| &nbsp;&nbsp;&nbsp; As One Corp. | 4400 | 61948 |
| &nbsp;&nbsp;&nbsp; Asahi Co. Ltd. | 1900 | 16009 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asahi Diamond Industrial <br> Co. Ltd.<br>| 2300 | 17627 |
| &nbsp;&nbsp;&nbsp; Asahi Group Holdings Ltd. | 39100 | 390399 |
| &nbsp;&nbsp;&nbsp; Asahi Intecc Co. Ltd. | 8200 | 175103 |
| &nbsp;&nbsp;&nbsp; Asahi Kasei Corp. | 57500 | 562607 |
| &nbsp;&nbsp;&nbsp; Asahi Net, Inc. | 1400 | 5752 |
| &nbsp;&nbsp;&nbsp; Asahi Yukizai Corp. | 1500 | 53850 |
| &nbsp;&nbsp;&nbsp; Asanuma Corp. | 5000 | 31521 |
| &nbsp;&nbsp;&nbsp; Asia Pile Holdings Corp. | 1700 | 15116 |
| &nbsp;&nbsp;&nbsp; Asics Corp. | 24000 | 645242 |
| &nbsp;&nbsp;&nbsp;&nbsp; ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 1600 | 24220 |
| &nbsp;&nbsp;&nbsp; ASKUL Corp. | 5300 | 37570 |
| &nbsp;&nbsp;&nbsp; Astellas Pharma, Inc. | 51900 | 846064 |
| &nbsp;&nbsp;&nbsp; Astena Holdings Co. Ltd. | 2300 | 6928 |
| &nbsp;&nbsp;&nbsp; Aucnet, Inc. | 4800 | 36811 |
| &nbsp;&nbsp;&nbsp; Autobacs Seven Co. Ltd. | 5600 | 55535 |
| &nbsp;&nbsp;&nbsp; Avant Group Corp. | 2000 | 16369 |
| &nbsp;&nbsp;&nbsp; Avantia Co. Ltd. | 1400 | 7365 |
| &nbsp;&nbsp;&nbsp; Awa Bank Ltd. | 2500 | 92398 |
| &nbsp;&nbsp;&nbsp; Axial Retailing, Inc. | 6400 | 50467 |
| &nbsp;&nbsp;&nbsp; Azbil Corp. | 20800 | 181741 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZ-COM MARUWA <br> Holdings, Inc.<br>| 6400 | 36098 |
| &nbsp;&nbsp;&nbsp; AZOOM Co. Ltd. | 600 | 16972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco Holdings, <br> Inc.<br>| 16800 | 414463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bando Chemical Industries <br> Ltd.<br>| 3400 | 44063 |
| &nbsp;&nbsp; †Bank of Innovation, Inc. | 400 | 12806 |
| &nbsp;&nbsp;&nbsp; Bank of Iwate Ltd. | 5600 | 57611 |
| &nbsp;&nbsp;&nbsp; Bank of Kochi Ltd. | 500 | 3298 |
| &nbsp;&nbsp;&nbsp; Bank of Nagoya Ltd. | 3900 | 143888 |
| &nbsp;&nbsp;&nbsp; Bank of Saga Ltd. | 1500 | 45162 |
| &nbsp;&nbsp;&nbsp; Bank of the Ryukyus Ltd. | 3500 | 50346 |
| &nbsp;&nbsp;&nbsp; Bank of Toyama Ltd. | 500 | 7078 |
| &nbsp;&nbsp;&nbsp; Base Co. Ltd. | 600 | 12117 |
| &nbsp;&nbsp;&nbsp; baudroie, Inc. | 800 | 9411 |
| &nbsp;&nbsp;&nbsp; BayCurrent, Inc. | 4400 | 127364 |
| &nbsp;&nbsp;&nbsp; Beauty Garage, Inc. | 1200 | 10873 |
| &nbsp;&nbsp;&nbsp; Belc Co. Ltd. | 900 | 43024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bell System24 Holdings, <br> Inc.<br>| 5100 | 46962 |
| &nbsp;&nbsp;&nbsp; Belluna Co. Ltd. | 6100 | 33976 |
| &nbsp;&nbsp;&nbsp; Bic Camera, Inc. | 8900 | 97508 |
| &nbsp;&nbsp;&nbsp; BIPROGY, Inc. | 5200 | 153061 |
| &nbsp;&nbsp;&nbsp; B-Lot Co. Ltd. | 2900 | 25772 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Zones Holdings Co. <br> Ltd.<br>| 8500 | $102245 |
| &nbsp;&nbsp;&nbsp; Bourbon Corp. | 500 | 10238 |
| &nbsp;&nbsp;&nbsp; Bridgestone Corp. | 25800 | 537627 |
| &nbsp;&nbsp;&nbsp; Brother Industries Ltd. | 18700 | 346194 |
| &nbsp;&nbsp;&nbsp; Buffalo, Inc. | 2000 | 30468 |
| &nbsp;&nbsp;&nbsp; Bull-Dog Sauce Co. Ltd. | 1000 | 11784 |
| &nbsp;&nbsp;&nbsp; Bunka Shutter Co. Ltd. | 5500 | 67076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Business Brain Showa-Ota, <br> Inc.<br>| 2100 | 12406 |
| &nbsp;&nbsp;&nbsp; C Uyemura & Co. Ltd. | 500 | 63818 |
| &nbsp;&nbsp;&nbsp; Calbee, Inc. | 6300 | 122657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canon Marketing Japan, <br> Inc.<br>| 6600 | 145153 |
| &nbsp;&nbsp;&nbsp; Canon, Inc. | 9800 | 271924 |
| &nbsp;&nbsp;&nbsp; Capcom Co. Ltd. | 10400 | 219772 |
| &nbsp;&nbsp;&nbsp; Careerlink Co. Ltd. | 700 | 10751 |
| &nbsp;&nbsp;&nbsp; Carlit Co. Ltd. | 2400 | 38589 |
| &nbsp;&nbsp;&nbsp; Casio Computer Co. Ltd. | 12700 | 114023 |
| &nbsp;&nbsp;&nbsp; Cawachi Ltd. | 1200 | 22774 |
| &nbsp;&nbsp;&nbsp; CCI Group, Inc. | 27000 | 162848 |
| &nbsp;&nbsp;&nbsp; Celsys, Inc. | 2400 | 20193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Automotive <br> Products Ltd.<br>| 1200 | 14507 |
| &nbsp;&nbsp;&nbsp; Central Glass Co. Ltd. | 2700 | 68685 |
| &nbsp;&nbsp;&nbsp; Central Japan Railway Co. | 9700 | 252212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Security Patrols <br> Co. Ltd.<br>| 900 | 17205 |
| &nbsp;&nbsp;&nbsp; Central Sports Co. Ltd. | 600 | 9007 |
| &nbsp;&nbsp;&nbsp; Ceres, Inc. | 1000 | 9191 |
| &nbsp;&nbsp;&nbsp; Change Holdings, Inc. | 3100 | 18542 |
| &nbsp;&nbsp;&nbsp; Charm Care Corp. KK | 3000 | 24751 |
| &nbsp;&nbsp;&nbsp; Chiba Bank Ltd. | 21100 | 273130 |
| &nbsp;&nbsp;&nbsp; Chiba Kogyo Bank Ltd. | 4900 | 60335 |
| &nbsp;&nbsp;&nbsp; Chori Co. Ltd. | 700 | 18846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chubu Electric Power Co., <br> Inc.<br>| 15600 | 257196 |
| &nbsp;&nbsp;&nbsp; Chubu Shiryo Co. Ltd. | 1700 | 19038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chuetsu Pulp & Paper Co. <br> Ltd.<br>| 800 | 9421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chugai Pharmaceutical Co. <br> Ltd.<br>| 12500 | 689355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chugin Financial Group, <br> Inc.<br>| 15300 | 275866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Electric Power <br> Co., Inc.<br>| 14000 | 89264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chugoku Marine Paints <br> Ltd.<br>| 2700 | 57568 |
| &nbsp;&nbsp;&nbsp; Citizen Watch Co. Ltd. | 22100 | 239328 |
| &nbsp;&nbsp;&nbsp; CKD Corp. | 3900 | 110999 |
| &nbsp;&nbsp;&nbsp; CK-San-Etsu Co. Ltd. | 700 | 18604 |
| &nbsp;&nbsp;&nbsp; Cleanup Corp. | 500 | 2927 |
| &nbsp;&nbsp;&nbsp; CMK Corp. | 8100 | 28746 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan <br> Holdings, Inc.<br>| 8175 | 185438 |

---

*LVIP Dimensional International Core Equity Fund–17*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Colowide Co. Ltd. | 7900 | $90664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Computer Engineering & <br> Consulting Ltd.<br>| 1800 | 22255 |
| &nbsp;&nbsp;&nbsp; COMSYS Holdings Corp. | 9600 | 306851 |
| &nbsp;&nbsp;&nbsp; Comture Corp. | 2300 | 21258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cosmo Energy Holdings Co. <br> Ltd.<br>| 13400 | 379082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cosmos Pharmaceutical <br> Corp.<br>| 2600 | 112024 |
| &nbsp;&nbsp;&nbsp; Cota Co. Ltd. | 1117 | 8337 |
| &nbsp;&nbsp; †Cover Corp. | 3500 | 29833 |
| &nbsp;&nbsp;&nbsp; CREAL, Inc. | 2500 | 11387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Create Restaurants <br> Holdings, Inc.<br>| 23000 | 111129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Create SD Holdings Co. <br> Ltd.<br>| 3100 | 64690 |
| &nbsp;&nbsp;&nbsp; Creek & River Co. Ltd. | 1100 | 9890 |
| &nbsp;&nbsp;&nbsp; Cresco Ltd. | 1800 | 16332 |
| &nbsp;&nbsp; †CrowdWorks, Inc. | 2100 | 8935 |
| &nbsp;&nbsp;&nbsp; CTI Engineering Co. Ltd. | 2000 | 38654 |
| &nbsp;&nbsp;&nbsp; CTS Co. Ltd. | 2700 | 15588 |
| &nbsp;&nbsp;&nbsp; Curves Holdings Co. Ltd. | 5800 | 27479 |
| &nbsp;&nbsp;&nbsp; CyberAgent, Inc. | 21500 | 183936 |
| &nbsp;&nbsp;&nbsp; Cybozu, Inc. | 3000 | 39578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co. <br> Ltd.<br>| 11000 | 200420 |
| &nbsp;&nbsp;&nbsp; Dai Nippon Toryo Co. Ltd. | 2000 | 15631 |
| &nbsp;&nbsp;&nbsp; Daicel Corp. | 27300 | 216284 |
| &nbsp;&nbsp;&nbsp; Dai-Dan Co. Ltd. | 8400 | 144301 |
| &nbsp;&nbsp;&nbsp; Daido Metal Co. Ltd. | 3800 | 21298 |
| &nbsp;&nbsp;&nbsp; Daido Steel Co. Ltd. | 15000 | 177946 |
| &nbsp;&nbsp;&nbsp; Daifuku Co. Ltd. | 8500 | 300127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daihatsu Infinearth Mfg <br> Co. Ltd.<br>| 2100 | 28064 |
| &nbsp;&nbsp;&nbsp; Daiho Corp. | 5000 | 24565 |
| &nbsp;&nbsp;&nbsp; Daiichi Jitsugyo Co. Ltd. | 1800 | 37417 |
| &nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | 81600 | 752514 |
| &nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. Ltd. | 9500 | 169961 |
| &nbsp;&nbsp;&nbsp; Daiichikosho Co. Ltd. | 8100 | 86780 |
| &nbsp;&nbsp;&nbsp; Daiken Medical Co. Ltd. | 2500 | 7147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiki Aluminium Industry <br> Co. Ltd.<br>| 3000 | 27172 |
| &nbsp;&nbsp;&nbsp; Daikin Industries Ltd. | 6200 | 743670 |
| &nbsp;&nbsp;&nbsp; Daikoku Denki Co. Ltd. | 1000 | 15605 |
| &nbsp;&nbsp;&nbsp; Daikokutenbussan Co. Ltd. | 400 | 12367 |
| &nbsp;&nbsp;&nbsp; Daikyonishikawa Corp. | 4000 | 21211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dainichiseika Color & <br> Chemicals Manufacturing <br> Co. Ltd.<br>| 2400 | 16589 |
| &nbsp;&nbsp;&nbsp; Daio Paper Corp. | 10600 | 69664 |
| &nbsp;&nbsp;&nbsp; Daiseki Co. Ltd. | 4400 | 108226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daishi Hokuetsu Financial <br> Group, Inc.<br>| 23400 | 284107 |
| &nbsp;&nbsp;&nbsp; Daishinku Corp. | 1000 | 3768 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Daito Pharmaceutical Co. <br> Ltd.<br>| 3520 | $32224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daito Trust Construction <br> Co. Ltd.<br>| 13500 | 316361 |
| &nbsp;&nbsp;&nbsp; Daitron Co. Ltd. | 1600 | 27495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry Co. <br> Ltd.<br>| 23500 | 737264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities Group, <br> Inc.<br>| 34300 | 325006 |
| &nbsp;&nbsp;&nbsp; Daiwabo Holdings Co. Ltd. | 9200 | 181137 |
| &nbsp;&nbsp;&nbsp; DCM Holdings Co. Ltd. | 10400 | 105864 |
| &nbsp;&nbsp;&nbsp; Dear Life Co. Ltd. | 2300 | 15222 |
| &nbsp;&nbsp;&nbsp; Denka Co. Ltd. | 9800 | 223896 |
| &nbsp;&nbsp;&nbsp; Denso Corp. | 28600 | 358589 |
| &nbsp;&nbsp;&nbsp; Dentsu Group, Inc. | 5100 | 87655 |
| &nbsp;&nbsp;&nbsp; Dentsu Soken, Inc. | 5400 | 67522 |
| &nbsp;&nbsp;&nbsp; Dexerials Corp. | 10700 | 149056 |
| &nbsp;&nbsp;&nbsp; DIC Corp. | 8900 | 208862 |
| &nbsp;&nbsp;&nbsp; Digital Arts, Inc. | 1300 | 43210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Hearts Holdings Co. <br> Ltd.<br>| 1000 | 5352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Information <br> Technologies Corp.<br>| 3800 | 22255 |
| &nbsp;&nbsp;&nbsp; Dip Corp. | 3200 | 42294 |
| &nbsp;&nbsp;&nbsp; Disco Corp. | 1700 | 692891 |
| &nbsp;&nbsp;&nbsp; DKS Co. Ltd. | 600 | 29531 |
| &nbsp;&nbsp;&nbsp; DMG Mori Co. Ltd. | 11400 | 176109 |
| &nbsp;&nbsp;&nbsp; Double Standard, Inc. | 1200 | 10453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Doutor Nichires Holdings <br> Co. Ltd.<br>| 3100 | 57575 |
| &nbsp;&nbsp;&nbsp; Dowa Holdings Co. Ltd. | 3400 | 194660 |
| &nbsp;&nbsp;&nbsp; DTS Corp. | 9600 | 63090 |
| &nbsp;&nbsp;&nbsp; DyDo Group Holdings, Inc. | 1800 | 29738 |
| &nbsp;&nbsp;&nbsp; Eagle Industry Co. Ltd. | 2500 | 46094 |
| &nbsp;&nbsp;&nbsp; Earth Corp. | 400 | 12017 |
| &nbsp;&nbsp;&nbsp; East Japan Railway Co. | 11400 | 260735 |
| &nbsp;&nbsp;&nbsp; EAT&HOLDINGS Co. Ltd. | 1400 | 17586 |
| &nbsp;&nbsp;&nbsp; Ebara Corp. | 18000 | 509546 |
| &nbsp;&nbsp;&nbsp; Ebara Foods Industry, Inc. | 500 | 8077 |
| &nbsp;&nbsp;&nbsp; Ebara Jitsugyo Co. Ltd. | 2400 | 37042 |
| &nbsp;&nbsp;&nbsp; Ebase Co. Ltd. | 1200 | 3138 |
| &nbsp;&nbsp;&nbsp; Eco's Co. Ltd. | 1500 | 24491 |
| &nbsp;&nbsp;&nbsp; EDION Corp. | 8500 | 116187 |
| &nbsp;&nbsp;&nbsp; EF-ON, Inc. | 960 | 2255 |
| &nbsp;&nbsp;&nbsp; eGuarantee, Inc. | 2400 | 24705 |
| &nbsp;&nbsp;&nbsp; Ehime Bank Ltd. | 2500 | 24941 |
| &nbsp;&nbsp;&nbsp; Eidai Co. Ltd. | 3200 | 4690 |
| &nbsp;&nbsp;&nbsp; Eisai Co. Ltd. | 7100 | 222278 |
| &nbsp;&nbsp;&nbsp; Elan Corp. | 400 | 1838 |
| &nbsp;&nbsp;&nbsp; Elecom Co. Ltd. | 3600 | 36872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electric Power <br> Development Co. Ltd.<br>| 7000 | 192787 |
| &nbsp;&nbsp;&nbsp; EM Systems Co. Ltd. | 1900 | 7939 |
| &nbsp;&nbsp;&nbsp; en, Inc. | 3700 | 26685 |
| &nbsp;&nbsp;&nbsp; Endo Lighting Corp. | 1600 | 25896 |

---

*LVIP Dimensional International Core Equity Fund–18*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; ENEOS Holdings, Inc. | 80750 | $727568 |
| &nbsp;&nbsp;&nbsp; Enomoto Co. Ltd. | 1000 | 18277 |
| &nbsp;&nbsp;&nbsp; ERI Holdings Co. Ltd. | 900 | 22530 |
| &nbsp;&nbsp;&nbsp; ES-Con Japan Ltd. | 3800 | 26140 |
| &nbsp;&nbsp;&nbsp; Eslead Corp. | 400 | 15683 |
| &nbsp;&nbsp;&nbsp; ESPEC Corp. | 1500 | 29023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eternal Hospitality Group <br> Co. Ltd.<br>| 1000 | 21696 |
| &nbsp;&nbsp;&nbsp; Exedy Corp. | 3400 | 121407 |
| &nbsp;&nbsp;&nbsp; EXEO Group, Inc. | 16100 | 276738 |
| &nbsp;&nbsp;&nbsp; Ezaki Glico Co. Ltd. | 4500 | 167526 |
| &nbsp;&nbsp;&nbsp; F&M Co. Ltd. | 600 | 8186 |
| &nbsp;&nbsp;&nbsp;&nbsp; FALCO HOLDINGS Co. <br> Ltd.<br>| 900 | 15021 |
| &nbsp;&nbsp;&nbsp; FANUC Corp. | 3100 | 108056 |
| &nbsp;&nbsp;&nbsp; Fast Retailing Co. Ltd. | 3400 | 1343361 |
| &nbsp;&nbsp; †FDK Corp. | 400 | 1204 |
| &nbsp;&nbsp;&nbsp; Feed One Co. Ltd. | 1840 | 13926 |
| &nbsp;&nbsp;&nbsp; Ferrotec Corp. | 3700 | 152342 |
| &nbsp;&nbsp;&nbsp; FIDEA Holdings Co. Ltd. | 1800 | 21556 |
| &nbsp;&nbsp;&nbsp; FINDEX, Inc. | 1400 | 7390 |
| &nbsp;&nbsp;&nbsp; Fintech Global, Inc. | 20000 | 15269 |
| &nbsp;&nbsp;&nbsp; First Bank of Toyama Ltd. | 6200 | 94237 |
| &nbsp;&nbsp;&nbsp; First Brothers Co. Ltd. | 1700 | 12454 |
| &nbsp;&nbsp;&nbsp; Fixstars Corp. | 3500 | 27013 |
| &nbsp;&nbsp;&nbsp; Food & Life Cos. Ltd. | 4100 | 244597 |
| &nbsp;&nbsp;&nbsp; Foster Electric Co. Ltd. | 1900 | 35628 |
| &nbsp;&nbsp;&nbsp; FP Corp. | 5200 | 78086 |
| &nbsp;&nbsp;&nbsp; FP Partner, Inc. | 1300 | 19429 |
| &nbsp;&nbsp;&nbsp;&nbsp; France Bed Holdings Co. <br> Ltd.<br>| 1400 | 11442 |
| &nbsp;&nbsp;&nbsp; Freebit Co. Ltd. | 2700 | 25798 |
| &nbsp;&nbsp;&nbsp; F-Tech, Inc. | 1100 | 4911 |
| &nbsp;&nbsp;&nbsp; Fudo Tetra Corp. | 1890 | 35784 |
| &nbsp;&nbsp;&nbsp; Fuji Co. Ltd. | 900 | 11846 |
| &nbsp;&nbsp;&nbsp; Fuji Corp. | 4300 | 131300 |
| &nbsp;&nbsp;&nbsp; Fuji Corp. Ltd. | 3100 | 15832 |
| &nbsp;&nbsp;&nbsp; Fuji Electric Co. Ltd. | 6100 | 427318 |
| &nbsp;&nbsp;&nbsp; Fuji Kyuko Co. Ltd. | 2000 | 30939 |
| &nbsp;&nbsp;&nbsp; Fuji Oil Co. Ltd. | 4200 | 96191 |
| &nbsp;&nbsp;&nbsp; Fuji Pharma Co. Ltd. | 700 | 10638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuji Seal International, <br> Inc.<br>| 4100 | 67788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuji United Holdings Co. <br> Ltd.<br>| 800 | 6141 |
| &nbsp;&nbsp;&nbsp; Fujibo Holdings, Inc. | 3900 | 90523 |
| &nbsp;&nbsp;&nbsp; Fujicco Co. Ltd. | 2400 | 23984 |
| &nbsp;&nbsp;&nbsp; FUJIFILM Holdings Corp. | 13300 | 253440 |
| &nbsp;&nbsp;&nbsp; Fujikura Composites, Inc. | 1400 | 21419 |
| &nbsp;&nbsp;&nbsp; Fujikura Ltd. | 28200 | 775557 |
| &nbsp;&nbsp;&nbsp; Fujimi, Inc. | 2400 | 42201 |
| &nbsp;&nbsp;&nbsp; Fujisash Co. Ltd. | 1330 | 7446 |
| &nbsp;&nbsp;&nbsp; Fujita Kanko, Inc. | 4000 | 52303 |
| &nbsp;&nbsp;&nbsp; Fujitsu Ltd. | 22900 | 468320 |
| &nbsp;&nbsp;&nbsp; Fujiya Co. Ltd. | 600 | 9364 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; FuKoKu Co. Ltd. | 1800 | $20595 |
| &nbsp;&nbsp;&nbsp; Fukuda Corp. | 400 | 21220 |
| &nbsp;&nbsp;&nbsp; Fukuda Denshi Co. Ltd. | 1400 | 86363 |
| &nbsp;&nbsp;&nbsp; Fukui Bank Ltd. | 1800 | 37291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fukui Computer Holdings, <br> Inc.<br>| 1100 | 21846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial Group, <br> Inc.<br>| 6900 | 264239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fukuyama Transporting Co. <br> Ltd.<br>| 1900 | 64570 |
| &nbsp;&nbsp;&nbsp;&nbsp; FULLCAST Holdings Co. <br> Ltd.<br>| 1600 | 16858 |
| &nbsp;&nbsp;&nbsp; Funai Soken Holdings, Inc. | 7200 | 52202 |
| &nbsp;&nbsp;&nbsp; Furukawa Co. Ltd. | 3300 | 92173 |
| &nbsp;&nbsp;&nbsp; Furukawa Electric Co. Ltd. | 3400 | 652732 |
| &nbsp;&nbsp;&nbsp; Furuno Electric Co. Ltd. | 2500 | 99989 |
| &nbsp;&nbsp;&nbsp; Furuya Metal Co. Ltd. | 2000 | 76886 |
| &nbsp;&nbsp;&nbsp; Furyu Corp. | 2700 | 21196 |
| &nbsp;&nbsp;&nbsp; Fuso Chemical Co. Ltd. | 5700 | 101717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuso Pharmaceutical <br> Industries Ltd.<br>| 400 | 6013 |
| &nbsp;&nbsp;&nbsp; Futaba Industrial Co. Ltd. | 7100 | 44095 |
| &nbsp;&nbsp;&nbsp; Future Corp. | 4000 | 40481 |
| &nbsp;&nbsp;&nbsp; G-7 Holdings, Inc. | 3200 | 27312 |
| &nbsp;&nbsp;&nbsp; GA Technologies Co. Ltd. | 3000 | 28232 |
| &nbsp;&nbsp;&nbsp; Gakken Holdings Co. Ltd. | 2200 | 13853 |
| &nbsp;&nbsp;&nbsp; Gakkyusha Co. Ltd. | 900 | 13395 |
| &nbsp;&nbsp;&nbsp; Galilei Co. Ltd. | 2000 | 45248 |
| &nbsp;&nbsp;&nbsp; Gecoss Corp. | 900 | 10073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genki Global Dining <br> Concepts Corp.<br>| 1400 | 25807 |
| &nbsp;&nbsp;&nbsp; Genky DrugStores Co. Ltd. | 2000 | 50406 |
| &nbsp;&nbsp;&nbsp; Geo Holdings Corp. | 3500 | 37682 |
| &nbsp;&nbsp;&nbsp; Gift Holdings, Inc. | 1500 | 43066 |
| &nbsp;&nbsp;&nbsp; Giken Ltd. | 1700 | 21162 |
| &nbsp;&nbsp;&nbsp; GLOBERIDE, Inc. | 1400 | 18825 |
| &nbsp;&nbsp;&nbsp; Glory Ltd. | 5000 | 128026 |
| &nbsp;&nbsp;&nbsp; GMO Financial Gate, Inc. | 300 | 10009 |
| &nbsp;&nbsp;&nbsp;&nbsp; GMO Financial Holdings, <br> Inc.<br>| 5000 | 28530 |
| &nbsp;&nbsp;&nbsp;&nbsp; GMO GlobalSign Holdings <br> KK<br>| 800 | 9743 |
| &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment Gateway, <br> Inc.<br>| 2800 | 146339 |
| &nbsp;&nbsp;&nbsp; Godo Steel Ltd. | 1200 | 27962 |
| &nbsp;&nbsp;&nbsp; Goldwin, Inc. | 3000 | 42605 |
| &nbsp;&nbsp;&nbsp; Grandy House Corp. | 2900 | 10190 |
| &nbsp;&nbsp;&nbsp; Greens Co. Ltd. | 1100 | 13589 |
| &nbsp;&nbsp;&nbsp; grems, Inc. | 1700 | 29832 |
| &nbsp;&nbsp;&nbsp; GS Yuasa Corp. | 10000 | 343753 |
| &nbsp;&nbsp;&nbsp; G-Tekt Corp. | 2800 | 32590 |
| &nbsp;&nbsp;&nbsp; Gunma Bank Ltd. | 25500 | 339839 |
| &nbsp;&nbsp;&nbsp; Gunze Ltd. | 3000 | 70686 |
| &nbsp;&nbsp;&nbsp; H.U. Group Holdings, Inc. | 5400 | 109848 |
| &nbsp;&nbsp;&nbsp; H2O Retailing Corp. | 11100 | 169831 |

---

*LVIP Dimensional International Core Equity Fund–19*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; HABA Laboratories, Inc. | 400 | $4296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hachijuni Nagano Bank <br> Ltd.<br>| 26378 | 331650 |
| &nbsp;&nbsp;&nbsp; Hagihara Industries, Inc. | 1300 | 14298 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Hagiwara Electric Holdings <br> Co. Ltd.<br>| 1200 | 27145 |
| &nbsp;&nbsp;&nbsp; Hakudo Co. Ltd. | 1100 | 17756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY Holdings, <br> Inc.<br>| 18100 | 119243 |
| &nbsp;&nbsp;&nbsp; Halows Co. Ltd. | 800 | 21663 |
| &nbsp;&nbsp;&nbsp; Hamakyorex Co. Ltd. | 7200 | 81068 |
| &nbsp;&nbsp;&nbsp; Hamamatsu Photonics KK | 10100 | 117502 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin Holdings, <br> Inc.<br>| 10500 | 303608 |
| &nbsp;&nbsp;&nbsp; Hanwa Co. Ltd. | 20000 | 200578 |
| &nbsp;&nbsp;&nbsp; Happinet Corp. | 3200 | 55366 |
| &nbsp;&nbsp;&nbsp; Hard Off Corp. Co. Ltd. | 2100 | 26043 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harima Chemicals Group, <br> Inc.<br>| 1400 | 8166 |
| &nbsp;&nbsp;&nbsp; Haseko Corp. | 21400 | 395343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hashimoto Sogyo Holdings <br> Co. Ltd.<br>| 1400 | 12450 |
| &nbsp;&nbsp;&nbsp; Hazama Ando Corp. | 9500 | 118881 |
| &nbsp;&nbsp;&nbsp; Heiwa Real Estate Co. Ltd. | 1500 | 23116 |
| &nbsp;&nbsp;&nbsp; Heiwado Co. Ltd. | 3300 | 61673 |
| &nbsp;&nbsp;&nbsp; Hennge KK | 1900 | 11173 |
| &nbsp;&nbsp;&nbsp; Hiday Hidaka Corp. | 2700 | 50557 |
| †=Hino Motors Ltd. | 41500 | 101197 |
| &nbsp;&nbsp;&nbsp; Hioki EE Corp. | 600 | 27062 |
| &nbsp;&nbsp;&nbsp; Hirano Tecseed Co. Ltd. | 700 | 7594 |
| &nbsp;&nbsp;&nbsp; Hirata Corp. | 4200 | 65391 |
| &nbsp;&nbsp;&nbsp; Hirogin Holdings, Inc. | 25300 | 282749 |
| &nbsp;&nbsp;&nbsp; Hirose Electric Co. Ltd. | 1200 | 157097 |
| &nbsp;&nbsp;&nbsp; HIS Co. Ltd. | 6400 | 42525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hitachi Construction <br> Machinery Co. Ltd.<br>| 7500 | 257529 |
| &nbsp;&nbsp;&nbsp; Hitachi Ltd. | 77400 | 2270567 |
| &nbsp;&nbsp;&nbsp; Hochiki Corp. | 3900 | 51956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hodogaya Chemical Co. <br> Ltd.<br>| 800 | 12782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 400 | 10484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokkaido Electric Power <br> Co., Inc.<br>| 9500 | 64666 |
| &nbsp;&nbsp;&nbsp; Hokkaido Gas Co. Ltd. | 4000 | 22354 |
| &nbsp;&nbsp;&nbsp; Hokkan Holdings Ltd. | 800 | 11266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokko Chemical Industry <br> Co. Ltd.<br>| 2100 | 23043 |
| &nbsp;&nbsp;&nbsp; Hokuetsu Corp. | 7400 | 43153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokuhoku Financial Group, <br> Inc.<br>| 9600 | 364148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric Industry <br> Co. Ltd.<br>| 1300 | 22054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hokuriku Electric Power <br> Co.<br>| 12300 | 84514 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Hokuto Corp. | 3100 | $37300 |
| &nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd. | 60000 | 485614 |
| &nbsp;&nbsp;&nbsp; H-One Co. Ltd. | 800 | 6046 |
| &nbsp;&nbsp;&nbsp; Honeys Holdings Co. Ltd. | 2300 | 21212 |
| &nbsp;&nbsp; †Honma Golf Ltd. | 17500 | 6717 |
| &nbsp;&nbsp;&nbsp; Hoosiers Holdings Co. Ltd. | 2900 | 21869 |
| &nbsp;&nbsp;&nbsp; Horiba Ltd. | 3000 | 350869 |
| &nbsp;&nbsp;&nbsp; Hoshizaki Corp. | 3100 | 99796 |
| &nbsp;&nbsp;&nbsp; Hosokawa Micron Corp. | 1200 | 44560 |
| &nbsp;&nbsp;&nbsp; Hotland Holdings Co. Ltd. | 800 | 10303 |
| &nbsp;&nbsp;&nbsp; House Foods Group, Inc. | 6600 | 126798 |
| &nbsp;&nbsp;&nbsp; Howa Machinery Ltd. | 1300 | 11898 |
| &nbsp;&nbsp;&nbsp; Hoya Corp. | 6200 | 1074834 |
| &nbsp;&nbsp;&nbsp; HS Holdings Co. Ltd. | 1600 | 12389 |
| &nbsp;&nbsp;&nbsp; Hulic Co. Ltd. | 21000 | 244788 |
| &nbsp;&nbsp;&nbsp; Hyakugo Bank Ltd. | 23100 | 227068 |
| &nbsp;&nbsp;&nbsp; Hyakujushi Bank Ltd. | 9600 | 129943 |
| &nbsp;&nbsp;&nbsp; Ibiden Co. Ltd. | 10200 | 510413 |
| &nbsp;&nbsp;&nbsp; IBJ, Inc. | 1500 | 6411 |
| &nbsp;&nbsp;&nbsp; Ichibanya Co. Ltd. | 4200 | 24408 |
| &nbsp;&nbsp;&nbsp; Ichiken Co. Ltd. | 1000 | 16296 |
| &nbsp;&nbsp;&nbsp; Ichikoh Industries Ltd. | 2000 | 6308 |
| &nbsp;&nbsp;&nbsp; Ichinen Holdings Co. Ltd. | 2500 | 33967 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ichiyoshi Securities Co. <br> Ltd.<br>| 1200 | 11235 |
| &nbsp;&nbsp;&nbsp; ID Holdings Corp. | 2200 | 13152 |
| &nbsp;&nbsp;&nbsp; IDEA Consultants, Inc. | 700 | 17431 |
| &nbsp;&nbsp;&nbsp; Idec Corp. | 2000 | 38209 |
| &nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. Ltd. | 35080 | 344398 |
| &nbsp;&nbsp;&nbsp; IDOM, Inc. | 9200 | 73819 |
| &nbsp;&nbsp;&nbsp; IHI Corp. | 19400 | 400280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iida Group Holdings Co. <br> Ltd.<br>| 11700 | 179994 |
| &nbsp;&nbsp;&nbsp; Iino Kaiun Kaisha Ltd. | 10000 | 112395 |
| &nbsp;&nbsp;&nbsp; IKK Holdings, Inc. | 2500 | 12719 |
| &nbsp;&nbsp;&nbsp; I'll, Inc. | 900 | 13675 |
| &nbsp;&nbsp;&nbsp; Imura & Co. Ltd. | 1100 | 6171 |
| &nbsp;&nbsp;&nbsp; Imuraya Group Co. Ltd. | 800 | 12252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inaba Denki Sangyo Co. <br> Ltd.<br>| 6000 | 100146 |
| &nbsp;&nbsp;&nbsp; Inaba Seisakusho Co. Ltd. | 900 | 9773 |
| &nbsp;&nbsp;&nbsp; Inabata & Co. Ltd. | 5500 | 138710 |
| &nbsp;&nbsp;&nbsp; I-NE Co. Ltd. | 700 | 4967 |
| &nbsp;&nbsp;&nbsp; Infomart Corp. | 17100 | 50972 |
| &nbsp;&nbsp;&nbsp;&nbsp; INFRONEER Holdings, <br> Inc.<br>| 20340 | 282184 |
| &nbsp;&nbsp;&nbsp; Innotech Corp. | 2200 | 34553 |
| &nbsp;&nbsp;&nbsp; Inpex Corp. | 45800 | 1354740 |
| &nbsp;&nbsp;&nbsp; Insource Co. Ltd. | 6800 | 30430 |
| &nbsp;&nbsp;&nbsp; Intage Holdings, Inc. | 500 | 5335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Internet Initiative Japan, <br> Inc.<br>| 7600 | 118055 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inui Global Logistics Co. <br> Ltd.<br>| 1200 | 11243 |
| &nbsp;&nbsp;&nbsp; IPS, Inc. | 600 | 11148 |

---

*LVIP Dimensional International Core Equity Fund–20*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; IR Japan Holdings Ltd. | 800 | $3636 |
| &nbsp;&nbsp;&nbsp; Iriso Electronics Co. Ltd. | 2700 | 55631 |
| &nbsp;&nbsp;&nbsp; ISB Corp. | 1100 | 13904 |
| &nbsp;&nbsp;&nbsp; Iseki & Co. Ltd. | 2300 | 22961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Isetan Mitsukoshi Holdings <br> Ltd.<br>| 12600 | 232160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ishihara Sangyo Kaisha <br> Ltd.<br>| 4200 | 75641 |
| &nbsp;&nbsp;&nbsp; Istyle, Inc. | 6900 | 18628 |
| &nbsp;&nbsp;&nbsp; Isuzu Motors Ltd. | 48000 | 691237 |
| &nbsp;&nbsp;&nbsp; Itfor, Inc. | 2000 | 21080 |
| &nbsp;&nbsp;&nbsp; ITmedia, Inc. | 600 | 6085 |
| &nbsp;&nbsp;&nbsp; Ito En Ltd. | 6200 | 116289 |
| &nbsp;&nbsp;&nbsp; ITOCHU Corp. | 40000 | 508819 |
| &nbsp;&nbsp;&nbsp; Itochu Enex Co. Ltd. | 6000 | 76072 |
| &nbsp;&nbsp;&nbsp; Itochu-Shokuhin Co. Ltd. | 300 | 24626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Itoham Yonekyu Holdings, <br> Inc.<br>| 3080 | 111803 |
| &nbsp;&nbsp;&nbsp; Itoki Corp. | 4300 | 84417 |
| &nbsp;&nbsp;&nbsp; IwaiCosmo Holdings, Inc. | 2000 | 45287 |
| &nbsp;&nbsp;&nbsp; Iwaki Co. Ltd. | 1400 | 22432 |
| &nbsp;&nbsp;&nbsp; Iwatani Corp. | 16700 | 214844 |
| &nbsp;&nbsp;&nbsp; Iyogin Holdings, Inc. | 17100 | 315924 |
| &nbsp;&nbsp;&nbsp; Izumi Co. Ltd. | 10800 | 70959 |
| &nbsp;&nbsp;&nbsp; J Front Retailing Co. Ltd. | 24100 | 371603 |
| &nbsp;&nbsp;&nbsp; J Trust Co. Ltd. | 7800 | 26669 |
| &nbsp;&nbsp;&nbsp; JAC Recruitment Co. Ltd. | 5200 | 28133 |
| &nbsp;&nbsp;&nbsp; Jade Group, Inc. | 900 | 8584 |
| &nbsp;&nbsp;&nbsp; JANOME Corp. | 1000 | 8056 |
| &nbsp;&nbsp;&nbsp; Japan Airlines Co. Ltd. | 12400 | 202447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Airport Terminal Co. <br> Ltd.<br>| 5100 | 168847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Aviation Electronics <br> Industry Ltd.<br>| 4400 | 64053 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Japan Communications, <br> Inc.<br>| 7800 | 6390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Electronic Materials <br> Corp.<br>| 1700 | 60233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Elevator Service <br> Holdings Co. Ltd.<br>| 15000 | 155108 |
| &nbsp;&nbsp;&nbsp; Japan Engine Corp. | 500 | 40459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange Group, <br> Inc.<br>| 37000 | 432085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Hospice Holdings, <br> Inc.<br>| 800 | 3690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Investment Adviser <br> Co. Ltd.<br>| 3400 | 41100 |
| &nbsp;&nbsp;&nbsp; Japan Lifeline Co. Ltd. | 6000 | 52472 |
| &nbsp;&nbsp;&nbsp; Japan Material Co. Ltd. | 3800 | 39546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Medical Dynamic <br> Marketing, Inc.<br>| 1400 | 4801 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings Co. <br> Ltd.<br>| 31700 | 366023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Insurance Co. <br> Ltd.<br>| 21600 | 217849 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Property <br> Management Center Co. <br> Ltd.<br>| 1500 | $12530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Pulp & Paper Co. <br> Ltd.<br>| 8000 | 53073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Securities Finance <br> Co. Ltd.<br>| 4600 | 61310 |
| &nbsp;&nbsp;&nbsp; Japan Steel Works Ltd. | 1700 | 93642 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan System Techniques <br> Co. Ltd.<br>| 2000 | 25505 |
| &nbsp;&nbsp;&nbsp; Japan Tobacco, Inc. | 4100 | 157292 |
| &nbsp;&nbsp;&nbsp; Japan Transcity Corp. | 3000 | 23744 |
| &nbsp;&nbsp;&nbsp; Japan Wool Textile Co. Ltd. | 4700 | 54241 |
| &nbsp;&nbsp;&nbsp; JBCC Holdings, Inc. | 3200 | 24533 |
| &nbsp;&nbsp;&nbsp; JCU Corp. | 2100 | 73077 |
| &nbsp;&nbsp;&nbsp; JDC Corp. | 4600 | 16944 |
| &nbsp;&nbsp;&nbsp; Jeol Ltd. | 5000 | 186231 |
| &nbsp;&nbsp;&nbsp; JFE Holdings, Inc. | 24500 | 286828 |
| &nbsp;&nbsp; †JIG-SAW, Inc. | 300 | 4642 |
| &nbsp;&nbsp;&nbsp; JINS Holdings, Inc. | 1500 | 48908 |
| &nbsp;&nbsp;&nbsp; JINUSHI Co. Ltd. | 1800 | 37612 |
| &nbsp;&nbsp;&nbsp; JK Holdings Co. Ltd. | 1500 | 13602 |
| &nbsp;&nbsp;&nbsp; J-Lease Co. Ltd. | 1200 | 9483 |
| &nbsp;&nbsp;&nbsp; JM Holdings Co. Ltd. | 1600 | 15743 |
| &nbsp;&nbsp;&nbsp; JMS Co. Ltd. | 1500 | 4044 |
| &nbsp;&nbsp;&nbsp; J-Oil Mills, Inc. | 1400 | 17893 |
| &nbsp;&nbsp;&nbsp; Joshin Denki Co. Ltd. | 2200 | 39328 |
| &nbsp;&nbsp;&nbsp; Joyful Honda Co. Ltd. | 3900 | 52309 |
| &nbsp;&nbsp;&nbsp; JP-Holdings, Inc. | 4300 | 18553 |
| &nbsp;&nbsp;&nbsp; JSB Co. Ltd. | 1100 | 34947 |
| &nbsp;&nbsp;&nbsp; JSP Corp. | 1400 | 20500 |
| &nbsp;&nbsp;&nbsp; JTEKT Corp. | 20500 | 219928 |
| &nbsp;&nbsp;&nbsp; Juki Corp. | 2600 | 10457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Juroku Financial Group, <br> Inc.<br>| 15500 | 177353 |
| &nbsp;&nbsp;&nbsp; Justsystems Corp. | 2400 | 53441 |
| &nbsp;&nbsp;&nbsp; JVCKenwood Corp. | 18300 | 130025 |
| &nbsp;&nbsp;&nbsp; Kadoya Sesame Mills, Inc. | 900 | 8852 |
| &nbsp;&nbsp;&nbsp; Kaga Electronics Co. Ltd. | 4000 | 95786 |
| &nbsp;&nbsp;&nbsp; Kagome Co. Ltd. | 6200 | 110038 |
| &nbsp;&nbsp;&nbsp; Kajima Corp. | 3400 | 129705 |
| &nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | 8800 | 115844 |
| &nbsp;&nbsp;&nbsp; Kamakura Shinsho Ltd. | 2300 | 6808 |
| &nbsp;&nbsp;&nbsp; Kameda Seika Co. Ltd. | 2700 | 24622 |
| &nbsp;&nbsp;&nbsp; Kamei Corp. | 1600 | 33792 |
| &nbsp;&nbsp;&nbsp; Kamigumi Co. Ltd. | 5900 | 203968 |
| &nbsp;&nbsp;&nbsp; Kanaden Corp. | 1100 | 14518 |
| &nbsp;&nbsp;&nbsp; Kanadevia Corp. | 20600 | 134914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kanagawa Chuo Kotsu Co. <br> Ltd.<br>| 400 | 8857 |
| &nbsp;&nbsp;&nbsp; Kanamic Network Co. Ltd. | 1800 | 5883 |
| &nbsp;&nbsp;&nbsp; Kanamoto Co. Ltd. | 3100 | 86421 |
| &nbsp;&nbsp;&nbsp; Kandenko Co. Ltd. | 4300 | 163312 |
| &nbsp;&nbsp;&nbsp; Kaneka Corp. | 5000 | 153047 |
| &nbsp;&nbsp;&nbsp; Kaneko Seeds Co. Ltd. | 900 | 8431 |

---

*LVIP Dimensional International Core Equity Fund–21*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Kanematsu Corp. | 17000 | $242386 |
| &nbsp;&nbsp;&nbsp; Kanro, Inc. | 3900 | 29463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kansai Electric Power Co., <br> Inc.<br>| 14000 | 232765 |
| &nbsp;&nbsp;&nbsp; Kansai Paint Co. Ltd. | 14200 | 212878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kanto Denka Kogyo Co. <br> Ltd.<br>| 3900 | 34436 |
| &nbsp;&nbsp;&nbsp; Kao Corp. | 9400 | 365919 |
| &nbsp;&nbsp; †Kappa Create Co. Ltd. | 2100 | 20916 |
| &nbsp;&nbsp;&nbsp; Katitas Co. Ltd. | 4900 | 98214 |
| &nbsp;&nbsp;&nbsp; Kato Sangyo Co. Ltd. | 2100 | 89313 |
| &nbsp;&nbsp;&nbsp; Kato Works Co. Ltd. | 400 | 3539 |
| &nbsp;&nbsp;&nbsp; Kawada Technologies, Inc. | 5400 | 52749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kawai Musical Instruments <br> Manufacturing Co. Ltd.<br>| 500 | 9060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Heavy Industries <br> Ltd.<br>| 28000 | 526600 |
| &nbsp;&nbsp;&nbsp; KDDI Corp. | 76900 | 1309355 |
| &nbsp;&nbsp;&nbsp;&nbsp; KeePer Technical <br> Laboratory Co. Ltd.<br>| 1600 | 30634 |
| &nbsp;&nbsp;&nbsp; Keihan Holdings Co. Ltd. | 9300 | 190044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keihanshin Building Co. <br> Ltd.<br>| 1600 | 19869 |
| &nbsp;&nbsp;&nbsp; Keikyu Corp. | 11400 | 110527 |
| &nbsp;&nbsp;&nbsp; Keio Corp. | 23000 | 112858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway Co. <br> Ltd.<br>| 9300 | 69582 |
| &nbsp;&nbsp;&nbsp; KEIWA, Inc. | 1000 | 7475 |
| &nbsp;&nbsp;&nbsp; Keiyo Bank Ltd. | 13500 | 175713 |
| &nbsp;&nbsp;&nbsp; Kenko Mayonnaise Co. Ltd. | 1500 | 21146 |
| &nbsp;&nbsp;&nbsp; Kewpie Corp. | 3800 | 96517 |
| &nbsp;&nbsp;&nbsp; Keyence Corp. | 1000 | 355907 |
| &nbsp;&nbsp;&nbsp; KH Neochem Co. Ltd. | 3300 | 57486 |
| &nbsp;&nbsp;&nbsp; Kibun Foods, Inc. | 2200 | 14523 |
| &nbsp;&nbsp;&nbsp; Kikkoman Corp. | 16400 | 148892 |
| &nbsp;&nbsp;&nbsp; Kimura Unity Co. Ltd. | 4000 | 23166 |
| &nbsp;&nbsp;&nbsp; Kinden Corp. | 700 | 31492 |
| &nbsp;&nbsp;&nbsp; King Jim Co. Ltd. | 1800 | 9212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Department Store <br> Co. Ltd.<br>| 700 | 7892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kintetsu Group Holdings <br> Co. Ltd.<br>| 8000 | 163954 |
| &nbsp;&nbsp;&nbsp; Kirin Holdings Co. Ltd. | 20900 | 332439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ki-Star Real Estate Co. <br> Ltd.<br>| 2800 | 58793 |
| &nbsp;&nbsp;&nbsp; Kitagawa Corp. | 600 | 5970 |
| &nbsp;&nbsp;&nbsp; Kita-Nippon Bank Ltd. | 400 | 11666 |
| &nbsp;&nbsp;&nbsp; Kitz Corp. | 7400 | 85164 |
| &nbsp;&nbsp;&nbsp; Kiyo Bank Ltd. | 6700 | 166266 |
| &nbsp;&nbsp; †KNT-CT Holdings Co. Ltd. | 700 | 7522 |
| &nbsp;&nbsp;&nbsp; Koa Corp. | 5400 | 50972 |
| &nbsp;&nbsp;&nbsp; Koatsu Gas Kogyo Co. Ltd. | 2000 | 14030 |
| &nbsp;&nbsp;&nbsp; Kobe Bussan Co. Ltd. | 5800 | 125506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kobe Electric Railway Co. <br> Ltd.<br>| 500 | 7718 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Kobe Steel Ltd. | 42600 | $517000 |
| &nbsp;&nbsp;&nbsp; Kohnan Shoji Co. Ltd. | 2500 | 64853 |
| &nbsp;&nbsp;&nbsp; Kohoku Kogyo Co. Ltd. | 1000 | 24443 |
| &nbsp;&nbsp;&nbsp; Kohsoku Corp. | 800 | 16052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koito Manufacturing Co. <br> Ltd.<br>| 14300 | 225900 |
| &nbsp;&nbsp;&nbsp; Kojima Co. Ltd. | 3000 | 24723 |
| &nbsp;&nbsp;&nbsp; Kokuyo Co. Ltd. | 12000 | 65086 |
| &nbsp;&nbsp;&nbsp; Komatsu Ltd. | 35400 | 1409648 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOMEDA Holdings Co. <br> Ltd.<br>| 3600 | 67389 |
| &nbsp;&nbsp;&nbsp; Komehyo Holdings Co. Ltd. | 1100 | 30227 |
| &nbsp;&nbsp;&nbsp; Komeri Co. Ltd. | 3600 | 80382 |
| &nbsp;&nbsp;&nbsp; Konaka Co. Ltd. | 2400 | 3650 |
| &nbsp;&nbsp;&nbsp; Konami Group Corp. | 1500 | 184842 |
| &nbsp;&nbsp;&nbsp; Kondotec, Inc. | 2100 | 20096 |
| &nbsp;&nbsp;&nbsp; Konica Minolta, Inc. | 42700 | 143266 |
| &nbsp;&nbsp;&nbsp; Konishi Co. Ltd. | 5000 | 43816 |
| &nbsp;&nbsp;&nbsp; Konoike Transport Co. Ltd. | 2700 | 50289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Konoshima Chemical Co. <br> Ltd.<br>| 1400 | 16715 |
| &nbsp;&nbsp;&nbsp; Kosaido Holdings Co. Ltd. | 5000 | 15593 |
| &nbsp;&nbsp;&nbsp; Kose Holdings Corp. | 1800 | 67327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koshidaka Holdings Co. <br> Ltd.<br>| 5700 | 39014 |
| &nbsp;&nbsp;&nbsp; Kotobuki Spirits Co. Ltd. | 7900 | 91960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kozo Keikaku Engineering <br> Holdings, Inc.<br>| 1000 | 18478 |
| &nbsp;&nbsp;&nbsp;&nbsp; KPP Group Holdings Co. <br> Ltd.<br>| 3400 | 19151 |
| &nbsp;&nbsp;&nbsp; Kraftia Corp. | 3000 | 181456 |
| &nbsp;&nbsp;&nbsp; KRS Corp. | 1200 | 21565 |
| &nbsp;&nbsp;&nbsp; K's Holdings Corp. | 16000 | 169939 |
| &nbsp;&nbsp;&nbsp; KU Holdings Co. Ltd. | 1500 | 11275 |
| &nbsp;&nbsp;&nbsp; Kubota Corp. | 32900 | 527229 |
| &nbsp;&nbsp;&nbsp; Kumagai Gumi Co. Ltd. | 15200 | 150671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kumiai Chemical Industry <br> Co. Ltd.<br>| 9070 | 44943 |
| &nbsp;&nbsp;&nbsp; Kura Sushi, Inc. | 1100 | 25274 |
| &nbsp;&nbsp;&nbsp; Kurabo Industries Ltd. | 800 | 42992 |
| &nbsp;&nbsp;&nbsp; Kuraray Co. Ltd. | 25900 | 273063 |
| &nbsp;&nbsp;&nbsp; Kureha Corp. | 4200 | 107062 |
| &nbsp;&nbsp;&nbsp; Kurimoto Ltd. | 4000 | 39535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries <br> Ltd.<br>| 5100 | 243991 |
| &nbsp;&nbsp;&nbsp; Kuriyama Holdings Corp. | 1400 | 16669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kusuri No. Aoki Holdings <br> Co. Ltd.<br>| 4000 | 97835 |
| &nbsp;&nbsp;&nbsp; KYB Corp. | 4400 | 118474 |
| &nbsp;&nbsp;&nbsp; Kyodo Printing Co. Ltd. | 1600 | 16287 |
| &nbsp;&nbsp;&nbsp; Kyoei Steel Ltd. | 2300 | 34180 |
| &nbsp;&nbsp;&nbsp; Kyokuto Boeki Kaisha Ltd. | 1400 | 16741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyokuto Kaihatsu Kogyo <br> Co. Ltd.<br>| 3700 | 67935 |
| &nbsp;&nbsp;&nbsp; Kyokuyo Co. Ltd. | 1000 | 31550 |

---

*LVIP Dimensional International Core Equity Fund–22*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyorin Pharmaceutical Co. <br> Ltd.<br>| 5400 | $56640 |
| &nbsp;&nbsp;&nbsp; KYORITSU Co. Ltd. | 3400 | 4793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyoritsu Maintenance Co. <br> Ltd.<br>| 7000 | 108638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyosan Electric <br> Manufacturing Co. Ltd.<br>| 4100 | 16098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyoto Financial Group, <br> Inc.<br>| 10800 | 284564 |
| &nbsp;&nbsp;&nbsp; Kyowa Kirin Co. Ltd. | 9000 | 147294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Electric Power Co., <br> Inc.<br>| 15000 | 173874 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyushu Financial Group, <br> Inc.<br>| 33600 | 247468 |
| &nbsp;&nbsp;&nbsp; Kyushu Railway Co. | 6600 | 156490 |
| &nbsp;&nbsp;&nbsp; LA Holdings Co. Ltd. | 300 | 16950 |
| &nbsp;&nbsp;&nbsp; Lacto Japan Co. Ltd. | 1100 | 25020 |
| &nbsp;&nbsp;&nbsp; Lasertec Corp. | 3000 | 667720 |
| &nbsp;&nbsp;&nbsp; LEC, Inc. | 1800 | 12855 |
| &nbsp;&nbsp;&nbsp; Leopalace21 Corp. | 18500 | 75214 |
| &nbsp;&nbsp;&nbsp; Life Corp. | 5600 | 90250 |
| &nbsp;&nbsp;&nbsp; Lifedrink Co., Inc. | 3200 | 24256 |
| &nbsp;&nbsp;&nbsp; LIKE, Inc. | 2300 | 22629 |
| &nbsp;&nbsp;&nbsp; Link & Motivation, Inc. | 4400 | 15564 |
| &nbsp;&nbsp;&nbsp; Lintec Corp. | 4500 | 131001 |
| &nbsp;&nbsp;&nbsp; Lion Corp. | 10600 | 111173 |
| &nbsp;&nbsp;&nbsp; LITALICO, Inc. | 2400 | 17359 |
| &nbsp;&nbsp;&nbsp; Lixil Corp. | 24700 | 255060 |
| &nbsp;&nbsp;&nbsp; Loadstar Capital KK | 1000 | 18114 |
| &nbsp;&nbsp;&nbsp; Look Holdings, Inc. | 1000 | 15905 |
| &nbsp;&nbsp;&nbsp; LY Corp. | 65200 | 157206 |
| &nbsp;&nbsp;&nbsp; M3, Inc. | 9500 | 97511 |
| &nbsp;&nbsp;&nbsp; Mabuchi Motor Co. Ltd. | 18800 | 189398 |
| &nbsp;&nbsp;&nbsp; Macbee Planet, Inc. | 700 | 5649 |
| &nbsp;&nbsp;&nbsp; Macnica Holdings, Inc. | 5100 | 76645 |
| &nbsp;&nbsp;&nbsp; Maeda Kosen Co. Ltd. | 4100 | 50629 |
| &nbsp;&nbsp;&nbsp; Maezawa Industries, Inc. | 2700 | 33841 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Makino Milling Machine <br> Co. Ltd.<br>| 3000 | 217054 |
| &nbsp;&nbsp;&nbsp; Makita Corp. | 6000 | 197198 |
| &nbsp;&nbsp;&nbsp;&nbsp; Management Solutions Co. <br> Ltd.<br>| 800 | 6508 |
| &nbsp;&nbsp;&nbsp; Mandom Corp. | 5600 | 109053 |
| &nbsp;&nbsp;&nbsp; Mani, Inc. | 5600 | 54039 |
| &nbsp;&nbsp;&nbsp; MarkLines Co. Ltd. | 1600 | 15612 |
| &nbsp;&nbsp;&nbsp; Marubeni Corp. | 5600 | 204859 |
| &nbsp;&nbsp;&nbsp; Marubun Corp. | 2400 | 17156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maruchiyo Yamaokaya <br> Corp.<br>| 2000 | 44508 |
| &nbsp;&nbsp;&nbsp; Marudai Food Co. Ltd. | 1600 | 23130 |
| &nbsp;&nbsp;&nbsp; Marui Group Co. Ltd. | 12400 | 240336 |
| &nbsp;&nbsp;&nbsp; Maruwa Co. Ltd. | 400 | 141270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maruzen CHI Holdings Co. <br> Ltd.<br>| 2600 | 5669 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Maruzen Showa Unyu Co. <br> Ltd.<br>| 1300 | $67916 |
| &nbsp;&nbsp;&nbsp; Marvelous, Inc. | 2500 | 7233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Matching Service Japan Co. <br> Ltd.<br>| 900 | 5609 |
| &nbsp;&nbsp;&nbsp; Matsuda Sangyo Co. Ltd. | 800 | 31894 |
| &nbsp;&nbsp;&nbsp; Matsui Securities Co. Ltd. | 12400 | 74303 |
| &nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co. | 16660 | 265166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Matsuyafoods Holdings Co. <br> Ltd.<br>| 900 | 32324 |
| &nbsp;&nbsp;&nbsp; Max Co. Ltd. | 5200 | 53275 |
| &nbsp;&nbsp;&nbsp; Maxell Ltd. | 4500 | 59766 |
| &nbsp;&nbsp;&nbsp; Maxvalu Tokai Co. Ltd. | 500 | 11455 |
| &nbsp;&nbsp;&nbsp; Mazda Motor Corp. | 54100 | 370033 |
| &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Holdings Co. <br> Japan Ltd.<br>| 3600 | 188157 |
| &nbsp;&nbsp;&nbsp; MCJ Co. Ltd. | 6300 | 91796 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial Group, <br> Inc.<br>| 41490 | 323574 |
| &nbsp;&nbsp;&nbsp; MEC Co. Ltd. | 1600 | 66919 |
| &nbsp;&nbsp;&nbsp; Media Do Co. Ltd. | 300 | 2992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medical System Network <br> Co. Ltd.<br>| 4100 | 14020 |
| &nbsp;&nbsp;&nbsp; Medipal Holdings Corp. | 11700 | 219695 |
| &nbsp;&nbsp;&nbsp; Medius Holdings Co. Ltd. | 1600 | 8330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Megmilk Snow Brand Co. <br> Ltd.<br>| 5400 | 110230 |
| &nbsp;&nbsp;&nbsp; Meidensha Corp. | 4000 | 198347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meiji Electric Industries <br> Co. Ltd.<br>| 1100 | 14236 |
| &nbsp;&nbsp;&nbsp; MEIJI Holdings Co. Ltd. | 14900 | 363376 |
| &nbsp;&nbsp;&nbsp; Meiko Electronics Co. Ltd. | 1900 | 305952 |
| &nbsp;&nbsp;&nbsp;&nbsp; MEITEC Group Holdings, <br> Inc.<br>| 6900 | 142858 |
| &nbsp;&nbsp;&nbsp; Meiwa Corp. | 2500 | 12577 |
| &nbsp;&nbsp;&nbsp; Meiwa Estate Co. Ltd. | 1700 | 10474 |
| &nbsp;&nbsp;&nbsp; Menicon Co. Ltd. | 6400 | 69814 |
| &nbsp;&nbsp; †Mercari, Inc. | 9000 | 211903 |
| &nbsp;&nbsp;&nbsp; METAWATER Co. Ltd. | 2000 | 43825 |
| &nbsp;&nbsp;&nbsp; Micronics Japan Co. Ltd. | 2900 | 180613 |
| &nbsp;&nbsp;&nbsp; Midac Holdings Co. Ltd. | 800 | 9798 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mie Kotsu Group Holdings, <br> Inc.<br>| 2500 | 8688 |
| &nbsp;&nbsp;&nbsp; Mikuni Corp. | 1600 | 3898 |
| &nbsp;&nbsp;&nbsp; Milbon Co. Ltd. | 1600 | 27334 |
| &nbsp;&nbsp;&nbsp;&nbsp; MIMAKI ENGINEERING <br> Co. Ltd.<br>| 2700 | 27394 |
| &nbsp;&nbsp;&nbsp; Minebea Mitsumi, Inc. | 23032 | 382448 |
| &nbsp;&nbsp;&nbsp; Mirait One Corp. | 10000 | 231212 |
| &nbsp;&nbsp;&nbsp; Mirarth Holdings, Inc. | 9900 | 25141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miroku Jyoho Service Co. <br> Ltd.<br>| 900 | 9952 |
| &nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | 11200 | 191988 |
| &nbsp;&nbsp;&nbsp; Mitsuba Corp. | 2400 | 18594 |

---

*LVIP Dimensional International Core Equity Fund–23*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Chemical Group <br> Corp.<br>| 68600 | $401044 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Corp. | 12200 | 418533 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Electric Corp. | 8500 | 278010 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Estate Co. Ltd. | 8100 | 224827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Gas Chemical <br> Co., Inc.<br>| 12600 | 295638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Heavy <br> Industries Ltd.<br>| 18500 | 508318 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Logistics Corp. | 19200 | 162116 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Materials Corp. | 11400 | 359244 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Motors Corp. | 71900 | 144374 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Paper Mills Ltd. | 2100 | 11156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Research <br> Institute, Inc.<br>| 1000 | 29734 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Steel <br> Manufacturing Co. Ltd.<br>| 600 | 6909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>| 147800 | 2502833 |
| &nbsp;&nbsp;&nbsp; Mitsuboshi Belting Ltd. | 600 | 15054 |
| &nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. | 25600 | 989508 |
| &nbsp;&nbsp;&nbsp; Mitsui Chemicals, Inc. | 31400 | 379311 |
| &nbsp;&nbsp;&nbsp; Mitsui DM Sugar Co. Ltd. | 1200 | 25856 |
| &nbsp;&nbsp;&nbsp; Mitsui E&S Co. Ltd. | 6300 | 230671 |
| &nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. Ltd. | 28200 | 300624 |
| &nbsp;&nbsp;&nbsp; Mitsui High-Tec, Inc. | 13300 | 51195 |
| &nbsp;&nbsp;&nbsp; Mitsui Kinzoku Co. Ltd. | 2500 | 474212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsui-Soko Holdings Co. <br> Ltd.<br>| 6300 | 160580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsuuroko Group Holdings <br> Co. Ltd.<br>| 2900 | 44558 |
| &nbsp;&nbsp;&nbsp; Miura Co. Ltd. | 3500 | 70205 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miyaji Engineering Group, <br> Inc.<br>| 2200 | 24326 |
| &nbsp;&nbsp;&nbsp; Miyazaki Bank Ltd. | 4500 | 51845 |
| &nbsp;&nbsp;&nbsp; Miyoshi Oil & Fat Co. Ltd. | 1500 | 21291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mizuho Financial Group, <br> Inc.<br>| 31670 | 1282121 |
| &nbsp;&nbsp;&nbsp; Mizuho Medy Co. Ltd. | 1700 | 19545 |
| &nbsp;&nbsp;&nbsp; Mizuno Corp. | 3700 | 80182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mochida Pharmaceutical <br> Co. Ltd.<br>| 1400 | 31072 |
| &nbsp;&nbsp;&nbsp; Monogatari Corp. | 3700 | 110404 |
| &nbsp;&nbsp;&nbsp; MonotaRO Co. Ltd. | 8900 | 96472 |
| &nbsp;&nbsp;&nbsp; MORESCO Corp. | 700 | 8140 |
| &nbsp;&nbsp;&nbsp; Morinaga & Co. Ltd. | 7600 | 129748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morinaga Milk Industry Co. <br> Ltd.<br>| 7100 | 214407 |
| &nbsp;&nbsp;&nbsp; Moriroku Co. Ltd. | 1700 | 25896 |
| &nbsp;&nbsp;&nbsp; Morita Holdings Corp. | 3000 | 51749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moriya Transportation <br> Engineering & <br> Manufacturing Co. Ltd.<br>| 1400 | 17450 |
| &nbsp;&nbsp;&nbsp; Mory Industries, Inc. | 1000 | 6032 |
| &nbsp;&nbsp;&nbsp; MOS Food Services, Inc. | 1200 | 32243 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; MrMax Holdings Ltd. | 2600 | $12233 |
| &nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance Group <br> Holdings, Inc.<br>| 36600 | 955098 |
| &nbsp;&nbsp;&nbsp; Mugen Estate Co. Ltd. | 2200 | 30637 |
| &nbsp;&nbsp;&nbsp; m-up Holdings, Inc. | 8200 | 33504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing Co. <br> Ltd.<br>| 13300 | 298415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Musashi Seimitsu Industry <br> Co. Ltd.<br>| 4800 | 83332 |
| &nbsp;&nbsp;&nbsp; Musashino Bank Ltd. | 6300 | 84596 |
| &nbsp;&nbsp;&nbsp; NAC Co. Ltd. | 4800 | 15798 |
| &nbsp;&nbsp;&nbsp; Nachi-Fujikoshi Corp. | 2400 | 69265 |
| &nbsp;&nbsp;&nbsp; Nafco Co. Ltd. | 1600 | 21523 |
| &nbsp;&nbsp;&nbsp; Nagano Keiki Co. Ltd. | 1200 | 21083 |
| &nbsp;&nbsp;&nbsp; Nagase & Co. Ltd. | 32400 | 240945 |
| &nbsp;&nbsp;&nbsp; Nagase Brothers, Inc. | 800 | 11993 |
| &nbsp;&nbsp;&nbsp; Nagoya Railroad Co. Ltd. | 9700 | 105971 |
| &nbsp;&nbsp;&nbsp; Nakabayashi Co. Ltd. | 2100 | 7823 |
| &nbsp;&nbsp;&nbsp; Nakamoto Packs Co. Ltd. | 800 | 9131 |
| &nbsp;&nbsp;&nbsp; Nakamuraya Co. Ltd. | 500 | 10441 |
| &nbsp;&nbsp;&nbsp; Nakanishi, Inc. | 3300 | 57303 |
| &nbsp;&nbsp;&nbsp; Nakayama Steel Works Ltd. | 7200 | 28245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Namura Shipbuilding Co. <br> Ltd.<br>| 5500 | 152543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nankai Electric Railway <br> Co. Ltd.<br>| 6500 | 126486 |
| &nbsp;&nbsp;&nbsp; Nanto Bank Ltd. | 15000 | 136259 |
| &nbsp;&nbsp;&nbsp; Natori Co. Ltd. | 700 | 8457 |
| &nbsp;&nbsp;&nbsp; NEC Corp. | 10000 | 248831 |
| &nbsp;&nbsp;&nbsp; Nexon Co. Ltd. | 3000 | 56510 |
| &nbsp;&nbsp;&nbsp; Nextage Co. Ltd. | 5000 | 101718 |
| &nbsp;&nbsp;&nbsp; NexTone, Inc. | 400 | 3871 |
| &nbsp;&nbsp;&nbsp; NGK Insulators Ltd. | 18500 | 476794 |
| &nbsp;&nbsp;&nbsp; NH Foods Ltd. | 6600 | 293105 |
| &nbsp;&nbsp;&nbsp; NHK Spring Co. Ltd. | 15700 | 250345 |
| &nbsp;&nbsp;&nbsp; Nichias Corp. | 12900 | 240689 |
| &nbsp;&nbsp;&nbsp; Nichiban Co. Ltd. | 600 | 7136 |
| &nbsp;&nbsp;&nbsp; Nichicon Corp. | 5500 | 61959 |
| &nbsp;&nbsp;&nbsp; Nichiden Corp. | 1300 | 19859 |
| &nbsp;&nbsp;&nbsp; Nichiha Corp. | 2600 | 53722 |
| &nbsp;&nbsp;&nbsp; Nichirei Corp. | 18000 | 223377 |
| &nbsp;&nbsp;&nbsp; Nichireki Group Co. Ltd. | 1000 | 13466 |
| &nbsp;&nbsp;&nbsp; Nichirin Co. Ltd. | 1300 | 33574 |
| &nbsp;&nbsp;&nbsp; NIDEC Corp. | 28100 | 356820 |
| &nbsp;&nbsp;&nbsp; Nifco, Inc. | 8200 | 232534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nihon Dempa Kogyo Co. <br> Ltd.<br>| 5000 | 38499 |
| &nbsp;&nbsp;&nbsp; Nihon Denkei Co. Ltd. | 1200 | 18483 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nihon House Holdings Co. <br> Ltd.<br>| 2600 | 5200 |
| &nbsp;&nbsp;&nbsp; Nihon Kohden Corp. | 1100 | 10322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nihon M&A Center <br> Holdings, Inc.<br>| 32200 | 130383 |
| &nbsp;&nbsp;&nbsp; Nihon Nohyaku Co. Ltd. | 2400 | 15368 |
| &nbsp;&nbsp;&nbsp; Nihon Plast Co. Ltd. | 1900 | 5063 |

---

*LVIP Dimensional International Core Equity Fund–24*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Nihon Yamamura Glass Co. <br> Ltd.<br>| 1000 | $18038 |
| &nbsp;&nbsp;&nbsp; Nikkiso Co. Ltd. | 6300 | 101114 |
| &nbsp;&nbsp;&nbsp; Nikko Co. Ltd. | 2100 | 10458 |
| &nbsp;&nbsp;&nbsp; Nikkon Holdings Co. Ltd. | 4400 | 119022 |
| &nbsp;&nbsp;&nbsp; Nikon Corp. | 20500 | 250350 |
| &nbsp;&nbsp;&nbsp; Nintendo Co. Ltd. | 2200 | 125588 |
| &nbsp;&nbsp;&nbsp; Nippn Corp. | 6400 | 109405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Air Conditioning <br> Services Co. Ltd.<br>| 1800 | 17053 |
| &nbsp;&nbsp;&nbsp; Nippon Aqua Co. Ltd. | 2100 | 9334 |
| &nbsp;&nbsp;&nbsp; Nippon Avionics Co. Ltd. | 700 | 27361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Carbide Industries <br> Co., Inc.<br>| 800 | 13470 |
| &nbsp;&nbsp;&nbsp; Nippon Carbon Co. Ltd. | 1000 | 28580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Chemical <br> Industrial Co. Ltd.<br>| 600 | 10983 |
| &nbsp;&nbsp;&nbsp; Nippon Chemi-Con Corp. | 2100 | 19450 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Nippon Coke & <br> Engineering Co. Ltd.<br>| 18200 | 13405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Concrete Industries <br> Co. Ltd.<br>| 2600 | 5198 |
| &nbsp;&nbsp;&nbsp; Nippon Denko Co. Ltd. | 13700 | 36423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Electric Glass Co. <br> Ltd.<br>| 6500 | 250169 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Express Holdings, <br> Inc.<br>| 24000 | 542422 |
| &nbsp;&nbsp;&nbsp; Nippon Gas Co. Ltd. | 10500 | 196249 |
| &nbsp;&nbsp;&nbsp; Nippon Kayaku Co. Ltd. | 15800 | 177950 |
| &nbsp;&nbsp;&nbsp; Nippon Kodoshi Corp. | 800 | 18005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Light Metal <br> Holdings Co. Ltd.<br>| 7070 | 127256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings Co. <br> Ltd.<br>| 16500 | 103464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paper Industries <br> Co. Ltd.<br>| 12500 | 101807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Parking <br> Development Co. Ltd.<br>| 28800 | 48844 |
| &nbsp;&nbsp;&nbsp; Nippon Rietec Co. Ltd. | 700 | 11457 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Sanso Holdings <br> Corp.<br>| 7500 | 265938 |
| &nbsp;&nbsp;&nbsp; Nippon Seisen Co. Ltd. | 1000 | 8019 |
| &nbsp;&nbsp;&nbsp; Nippon Sharyo Ltd. | 900 | 19888 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Nippon Sheet Glass Co. <br> Ltd.<br>| 16000 | 49863 |
| &nbsp;&nbsp;&nbsp; Nippon Shinyaku Co. Ltd. | 5800 | 190801 |
| &nbsp;&nbsp;&nbsp; Nippon Shokubai Co. Ltd. | 13700 | 198277 |
| &nbsp;&nbsp;&nbsp; Nippon Signal Co. Ltd. | 3400 | 34909 |
| &nbsp;&nbsp;&nbsp; Nippon Soda Co. Ltd. | 4900 | 110388 |
| &nbsp;&nbsp;&nbsp; Nippon Steel Corp. | 102050 | 376314 |
| &nbsp;&nbsp;&nbsp; Nippon Thompson Co. Ltd. | 6000 | 33322 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Yakin Kogyo Co. <br> Ltd.<br>| 1540 | 46123 |
| &nbsp;&nbsp;&nbsp; Nipro Corp. | 15700 | 154567 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Nishimatsu Construction <br> Co. Ltd.<br>| 2600 | $94895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Financial <br> Holdings, Inc.<br>| 10600 | 255706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nishi-Nippon Railroad Co. <br> Ltd.<br>| 5000 | 96040 |
| &nbsp;&nbsp;&nbsp; Nishio Holdings Co. Ltd. | 2000 | 55437 |
| &nbsp;&nbsp;&nbsp; Nissan Chemical Corp. | 8600 | 334422 |
| &nbsp;&nbsp; †Nissan Motor Co. Ltd. | 89900 | 194846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nissei ASB Machine Co. <br> Ltd.<br>| 1000 | 47854 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Nissei Plastic Industrial Co. <br> Ltd.<br>| 1500 | 8053 |
| &nbsp;&nbsp;&nbsp; Nissha Co. Ltd. | 4700 | 36615 |
| &nbsp;&nbsp;&nbsp; Nisshin Oillio Group Ltd. | 10200 | 122907 |
| &nbsp;&nbsp;&nbsp; Nisshin Seifun Group, Inc. | 14000 | 184852 |
| &nbsp;&nbsp;&nbsp; Nisshinbo Holdings, Inc. | 19468 | 182024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings Co. <br> Ltd.<br>| 9800 | 186001 |
| &nbsp;&nbsp;&nbsp; Nisso Holdings Co. Ltd. | 2200 | 8560 |
| &nbsp;&nbsp;&nbsp; Nissui Corp. | 33300 | 283873 |
| &nbsp;&nbsp;&nbsp; Niterra Co. Ltd. | 11000 | 518667 |
| &nbsp;&nbsp;&nbsp; Nitori Holdings Co. Ltd. | 17800 | 282798 |
| &nbsp;&nbsp;&nbsp; Nitto Denko Corp. | 27900 | 558118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nitto Fuji Flour Milling Co. <br> Ltd.<br>| 2400 | 27386 |
| &nbsp;&nbsp;&nbsp; Nitto Kogyo Corp. | 2100 | 56926 |
| &nbsp;&nbsp;&nbsp; Nitto Seiko Co. Ltd. | 3100 | 15001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nittoc Construction Co. <br> Ltd.<br>| 3400 | 27011 |
| &nbsp;&nbsp;&nbsp; Nittoku Co. Ltd. | 500 | 6954 |
| &nbsp;&nbsp;&nbsp; Noevir Holdings Co. Ltd. | 1700 | 48729 |
| &nbsp;&nbsp;&nbsp; NOF Corp. | 8600 | 171671 |
| &nbsp;&nbsp;&nbsp; Nojima Corp. | 21600 | 149746 |
| &nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | 40300 | 317324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. <br> ADR<br>| 13054 | 102996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Micro Science Co. <br> Ltd.<br>| 900 | 18028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate <br> Holdings, Inc.<br>| 38000 | 246384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomura Research Institute <br> Ltd.<br>| 7420 | 203068 |
| &nbsp;&nbsp;&nbsp; Noritake Co. Ltd. | 3800 | 75930 |
| &nbsp;&nbsp;&nbsp; Noritz Corp. | 2000 | 29418 |
| &nbsp;&nbsp;&nbsp; North Pacific Bank Ltd. | 30900 | 188313 |
| &nbsp;&nbsp;&nbsp; NPC, Inc. | 3900 | 17640 |
| &nbsp;&nbsp;&nbsp; NS Solutions Corp. | 1200 | 27956 |
| &nbsp;&nbsp;&nbsp;&nbsp; NS United Kaiun Kaisha <br> Ltd.<br>| 1200 | 56590 |
| &nbsp;&nbsp;&nbsp; NSD Co. Ltd. | 6200 | 107245 |
| &nbsp;&nbsp;&nbsp; NSK Ltd. | 35800 | 253697 |
| &nbsp;&nbsp;&nbsp; NSW, Inc. | 1500 | 23354 |
| &nbsp;&nbsp;&nbsp; NTN Corp. | 51300 | 106326 |
| &nbsp;&nbsp;&nbsp; NTT, Inc. | 374700 | 374874 |

---

*LVIP Dimensional International Core Equity Fund–25*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Obara Group, Inc. | 900 | $29904 |
| &nbsp;&nbsp;&nbsp; Obayashi Corp. | 10000 | 242205 |
| &nbsp;&nbsp;&nbsp; Obic Co. Ltd. | 3400 | 82523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric Railway <br> Co. Ltd.<br>| 14500 | 151174 |
| &nbsp;&nbsp;&nbsp; Oenon Holdings, Inc. | 3500 | 9585 |
| &nbsp;&nbsp;&nbsp; Ogaki Kyoritsu Bank Ltd. | 3100 | 122531 |
| &nbsp;&nbsp;&nbsp; Ohara, Inc. | 1600 | 10978 |
| &nbsp;&nbsp;&nbsp; Ohsho Food Service Corp. | 1400 | 27452 |
| &nbsp;&nbsp;&nbsp; OIE Sangyo Co. Ltd. | 900 | 14293 |
| &nbsp;&nbsp;&nbsp; Oiles Corp. | 2600 | 39818 |
| &nbsp;&nbsp;&nbsp; Oita Bank Ltd. | 7000 | 84012 |
| &nbsp;&nbsp;&nbsp; Oji Holdings Corp. | 61900 | 334882 |
| &nbsp;&nbsp;&nbsp; Okabe Co. Ltd. | 2800 | 16776 |
| &nbsp;&nbsp;&nbsp; Okamoto Industries, Inc. | 800 | 30315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okamoto Machine Tool <br> Works Ltd.<br>| 700 | 17197 |
| &nbsp;&nbsp;&nbsp; Okamura Corp. | 4800 | 75606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okasan Securities Group, <br> Inc.<br>| 14000 | 74095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oki Electric Industry Co. <br> Ltd.<br>| 7000 | 118690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Cellular <br> Telephone Co.<br>| 4800 | 104848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Electric Power <br> Co., Inc.<br>| 5348 | 36038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okinawa Financial Group, <br> Inc.<br>| 1580 | 53555 |
| &nbsp;&nbsp;&nbsp; OKUMA Corp. | 5600 | 129237 |
| &nbsp;&nbsp;&nbsp; Okumura Corp. | 3800 | 153767 |
| &nbsp;&nbsp;&nbsp; Okura Industrial Co. Ltd. | 800 | 23995 |
| &nbsp;&nbsp;&nbsp; Okuwa Co. Ltd. | 2100 | 10953 |
| &nbsp;&nbsp;&nbsp; Olympus Corp. | 36900 | 351558 |
| &nbsp;&nbsp;&nbsp; Omron Corp. | 8700 | 250291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical Co. <br> Ltd.<br>| 13500 | 216675 |
| &nbsp;&nbsp;&nbsp; Onoken Co. Ltd. | 1400 | 12361 |
| &nbsp;&nbsp;&nbsp; Onward Holdings Co. Ltd. | 10600 | 48027 |
| &nbsp;&nbsp;&nbsp; Open House Group Co. Ltd. | 3200 | 205093 |
| &nbsp;&nbsp;&nbsp; Open Up Group, Inc. | 5000 | 56871 |
| &nbsp;&nbsp;&nbsp; Optex Group Co. Ltd. | 3900 | 65941 |
| &nbsp;&nbsp; †Optim Corp. | 1200 | 3199 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. Japan | 1500 | 81349 |
| &nbsp;&nbsp;&nbsp; Organo Corp. | 1600 | 144505 |
| &nbsp;&nbsp;&nbsp; Oriental Land Co. Ltd. | 13400 | 228065 |
| &nbsp;&nbsp;&nbsp; Oriental Shiraishi Corp. | 8700 | 20751 |
| &nbsp;&nbsp;&nbsp; Oro Co. Ltd. | 500 | 5964 |
| &nbsp;&nbsp;&nbsp; Osaka Gas Co. Ltd. | 8800 | 356440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osaka Organic Chemical <br> Industry Ltd.<br>| 1700 | 38443 |
| &nbsp;&nbsp; †Osaka Steel Co. Ltd. | 1100 | 19125 |
| &nbsp;&nbsp;&nbsp;&nbsp; OSAKA Titanium <br> Technologies Co. Ltd.<br>| 2100 | 34132 |
| &nbsp;&nbsp;&nbsp; Osaki Electric Co. Ltd. | 4100 | 45055 |
| &nbsp;&nbsp;&nbsp; OSG Corp. | 7500 | 122171 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Otsuka Corp. | 6800 | $130184 |
| &nbsp;&nbsp;&nbsp; Otsuka Holdings Co. Ltd. | 7000 | 496796 |
| &nbsp;&nbsp;&nbsp; OUG Holdings, Inc. | 500 | 12997 |
| &nbsp;&nbsp; †Pacific Industrial Co. Ltd. | 3500 | 67494 |
| &nbsp;&nbsp;&nbsp;&nbsp; PAL GROUP Holdings Co. <br> Ltd.<br>| 7000 | 64221 |
| &nbsp;&nbsp;&nbsp; PALTAC Corp. | 3000 | 92039 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific International <br> Holdings Corp.<br>| 39500 | 240960 |
| &nbsp;&nbsp;&nbsp; Panasonic Holdings Corp. | 44100 | 739617 |
| &nbsp;&nbsp;&nbsp; Park24 Co. Ltd. | 12900 | 157368 |
| &nbsp;&nbsp;&nbsp; Pegasus Co. Ltd. | 1900 | 9183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Penta-Ocean Construction <br> Co. Ltd.<br>| 20400 | 216973 |
| &nbsp;&nbsp;&nbsp;&nbsp; People Dreams & <br> Technologies Group Co. <br> Ltd.<br>| 1100 | 10459 |
| &nbsp;&nbsp;&nbsp; Persol Holdings Co. Ltd. | 120500 | 177822 |
| &nbsp;&nbsp;&nbsp; PIA Corp. | 500 | 10505 |
| &nbsp;&nbsp;&nbsp; Pickles Holdings Co. Ltd. | 1200 | 8960 |
| &nbsp;&nbsp;&nbsp; Pigeon Corp. | 4700 | 48361 |
| &nbsp;&nbsp;&nbsp; PILLAR Corp. | 1800 | 82733 |
| &nbsp;&nbsp;&nbsp; Pilot Corp. | 2300 | 68836 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plus Alpha Consulting Co. <br> Ltd.<br>| 2000 | 25817 |
| &nbsp;&nbsp;&nbsp; Pole To Win Holdings, Inc. | 1400 | 2596 |
| &nbsp;&nbsp;&nbsp; PR Times Corp. | 700 | 9075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premium Water Holdings, <br> Inc.<br>| 800 | 19078 |
| &nbsp;&nbsp;&nbsp; Press Kogyo Co. Ltd. | 6300 | 33004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prestige International, <br> Inc.<br>| 9300 | 39906 |
| &nbsp;&nbsp;&nbsp; Prima Meat Packers Ltd. | 3300 | 57314 |
| &nbsp;&nbsp;&nbsp; Procrea Holdings, Inc. | 2720 | 54470 |
| &nbsp;&nbsp;&nbsp; Pro-Ship, Inc. | 3200 | 28119 |
| &nbsp;&nbsp;&nbsp; PS Construction Co. Ltd. | 700 | 12149 |
| &nbsp;&nbsp;&nbsp; Punch Industry Co. Ltd. | 1000 | 3016 |
| &nbsp;&nbsp;&nbsp; QB Net Holdings Co. Ltd. | 900 | 7688 |
| &nbsp;&nbsp;&nbsp; Qol Holdings Co. Ltd. | 2700 | 31919 |
| &nbsp;&nbsp;&nbsp; Quick Co. Ltd. | 2100 | 11214 |
| &nbsp;&nbsp;&nbsp; Raccoon Holdings, Inc. | 800 | 3330 |
| &nbsp;&nbsp;&nbsp; Raito Kogyo Co. Ltd. | 3600 | 88408 |
| &nbsp;&nbsp;&nbsp; Raiznext Corp. | 3000 | 43344 |
| &nbsp;&nbsp;&nbsp; Rakus Co. Ltd. | 12000 | 57205 |
| &nbsp;&nbsp; †Rakuten Bank Ltd. | 3000 | 109679 |
| &nbsp;&nbsp; †Rakuten Group, Inc. | 16900 | 79000 |
| &nbsp;&nbsp;&nbsp; Rasa Corp. | 1300 | 15858 |
| &nbsp;&nbsp;&nbsp; Rasa Industries Ltd. | 4500 | 47743 |
| &nbsp;&nbsp;&nbsp; Recruit Holdings Co. Ltd. | 25500 | 1111033 |
| &nbsp;&nbsp;&nbsp; Relo Group, Inc. | 8300 | 100089 |
| &nbsp;&nbsp;&nbsp; Renaissance, Inc. | 1500 | 10142 |
| &nbsp;&nbsp;&nbsp; Renesas Electronics Corp. | 12400 | 177286 |
| &nbsp;&nbsp;&nbsp; Rengo Co. Ltd. | 21800 | 176696 |
| &nbsp;&nbsp; †RENOVA, Inc. | 6500 | 35112 |
| &nbsp;&nbsp;&nbsp; Resona Holdings, Inc. | 27991 | 319314 |

---

*LVIP Dimensional International Core Equity Fund–26*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Resonac Holdings Corp. | 10100 | $657346 |
| &nbsp;&nbsp;&nbsp; Resorttrust, Inc. | 17000 | 186843 |
| &nbsp;&nbsp;&nbsp; Restar Corp. | 1800 | 30622 |
| &nbsp;&nbsp;&nbsp; Retail Partners Co. Ltd. | 3700 | 29678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rheon Automatic <br> Machinery Co. Ltd.<br>| 900 | 8368 |
| &nbsp;&nbsp;&nbsp; Ricoh Co. Ltd. | 33100 | 279811 |
| &nbsp;&nbsp;&nbsp; Riken Keiki Co. Ltd. | 2200 | 41849 |
| &nbsp;&nbsp;&nbsp; Riken Technos Corp. | 2900 | 31137 |
| &nbsp;&nbsp;&nbsp; Riken Vitamin Co. Ltd. | 1000 | 18276 |
| &nbsp;&nbsp;&nbsp; Ringer Hut Co. Ltd. | 1600 | 23051 |
| &nbsp;&nbsp;&nbsp; Rinnai Corp. | 6600 | 154228 |
| &nbsp;&nbsp;&nbsp; Rion Co. Ltd. | 500 | 8754 |
| &nbsp;&nbsp;&nbsp; Riso Kyoiku Group Corp. | 3300 | 4036 |
| &nbsp;&nbsp;&nbsp; Rix Corp. | 600 | 13059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rohto Pharmaceutical Co. <br> Ltd.<br>| 7800 | 119818 |
| &nbsp;&nbsp;&nbsp; Rokko Butter Co. Ltd. | 1000 | 7312 |
| &nbsp;&nbsp;&nbsp; Roland Corp. | 1500 | 36827 |
| &nbsp;&nbsp;&nbsp; Rorze Corp. | 7700 | 132371 |
| &nbsp;&nbsp;&nbsp; Round One Corp. | 19000 | 99909 |
| &nbsp;&nbsp;&nbsp; Royal Holdings Co. Ltd. | 7400 | 68385 |
| &nbsp;&nbsp;&nbsp; Ryobi Ltd. | 3500 | 54687 |
| &nbsp;&nbsp;&nbsp; RYODEN Corp. | 1300 | 27374 |
| &nbsp;&nbsp;&nbsp; Ryohin Keikaku Co. Ltd. | 19000 | 405452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryoyo Ryosan Holdings, <br> Inc.<br>| 1884 | 36308 |
| &nbsp;&nbsp;&nbsp; S Foods, Inc. | 2300 | 43606 |
| &nbsp;&nbsp;&nbsp; S&B Foods, Inc. | 1200 | 35820 |
| &nbsp;&nbsp;&nbsp; Sac's Bar Holdings, Inc. | 900 | 4439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saibu Gas Holdings Co. <br> Ltd.<br>| 1000 | 16235 |
| &nbsp;&nbsp;&nbsp; Saizeriya Co. Ltd. | 3000 | 121494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sakai Chemical Industry <br> Co. Ltd.<br>| 2100 | 46803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sakai Heavy Industries <br> Ltd.<br>| 600 | 7838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sakai Moving Service Co. <br> Ltd.<br>| 2000 | 34617 |
| &nbsp;&nbsp;&nbsp; Sakata INX Corp. | 5000 | 72737 |
| &nbsp;&nbsp;&nbsp; Sakata Seed Corp. | 3200 | 87326 |
| &nbsp;&nbsp;&nbsp; Sala Corp. | 3600 | 23626 |
| &nbsp;&nbsp;&nbsp; San Holdings, Inc. | 1800 | 15371 |
| &nbsp;&nbsp;&nbsp;&nbsp; San ju San Financial <br> Group, Inc.<br>| 11360 | 105628 |
| &nbsp;&nbsp;&nbsp; San-A Co. Ltd. | 3600 | 69626 |
| &nbsp;&nbsp;&nbsp; San-Ai Obbli Co. Ltd. | 4300 | 66251 |
| &nbsp;&nbsp;&nbsp; Sangetsu Corp. | 2700 | 52874 |
| &nbsp;&nbsp;&nbsp; San-In Godo Bank Ltd. | 15400 | 173279 |
| &nbsp;&nbsp; †Sanken Electric Co. Ltd. | 1900 | 88594 |
| &nbsp;&nbsp;&nbsp; Sanki Engineering Co. Ltd. | 3200 | 139023 |
| &nbsp;&nbsp;&nbsp; Sanko Gosei Ltd. | 3800 | 20836 |
| &nbsp;&nbsp;&nbsp; Sankyo Co. Ltd. | 16300 | 201624 |
| &nbsp;&nbsp;&nbsp; Sankyo Frontier Co. Ltd. | 1000 | 13667 |
| &nbsp;&nbsp;&nbsp; Sankyo Tateyama, Inc. | 2400 | 10440 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Sankyu, Inc. | 4700 | $262740 |
| &nbsp;&nbsp;&nbsp; Sanoh Industrial Co. Ltd. | 4800 | 20968 |
| &nbsp;&nbsp;&nbsp; Sanrio Co. Ltd. | 31500 | 195843 |
| &nbsp;&nbsp;&nbsp; Sansei Technologies, Inc. | 1700 | 23593 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sansha Electric <br> Manufacturing Co. Ltd.<br>| 2300 | 13898 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanshin Electronics Co. <br> Ltd.<br>| 1200 | 20864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co. <br> Ltd.<br>| 18400 | 207008 |
| &nbsp;&nbsp;&nbsp; Sanwa Holdings Corp. | 8000 | 181938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Chemical Industries <br> Ltd.<br>| 1100 | 35252 |
| &nbsp;&nbsp;&nbsp; Sanyo Denki Co. Ltd. | 2700 | 76659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanyo Electric Railway Co. <br> Ltd.<br>| 600 | 7691 |
| &nbsp;&nbsp;&nbsp; Sanyo Trading Co. Ltd. | 2000 | 20192 |
| &nbsp;&nbsp;&nbsp; Sapporo Holdings Ltd. | 12600 | 135873 |
| &nbsp;&nbsp;&nbsp; Sato Corp. | 2500 | 35731 |
| &nbsp;&nbsp;&nbsp; Sato Shoji Corp. | 700 | 10615 |
| †=Satori Electric Co. Ltd. | 1400 | 16231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sawai Group Holdings Co. <br> Ltd.<br>| 11700 | 164874 |
| &nbsp;&nbsp;&nbsp; SBI Holdings, Inc. | 19600 | 362920 |
| &nbsp;&nbsp;&nbsp; SBS Holdings, Inc. | 1400 | 37691 |
| &nbsp;&nbsp;&nbsp; SCREEN Holdings Co. Ltd. | 6400 | 381290 |
| &nbsp;&nbsp;&nbsp; Scroll Corp. | 4000 | 33967 |
| &nbsp;&nbsp;&nbsp; Secom Co. Ltd. | 7400 | 281872 |
| &nbsp;&nbsp;&nbsp; Seed Co. Ltd. | 1000 | 3880 |
| &nbsp;&nbsp;&nbsp; Sega Sammy Holdings, Inc. | 5400 | 83137 |
| &nbsp;&nbsp;&nbsp; Seibu Holdings, Inc. | 8400 | 234686 |
| &nbsp;&nbsp;&nbsp; Seika Corp. | 2700 | 44728 |
| &nbsp;&nbsp;&nbsp; Seikitokyu Kogyo Co. Ltd. | 2300 | 21941 |
| &nbsp;&nbsp;&nbsp; Seiko Epson Corp. | 16700 | 206466 |
| &nbsp;&nbsp;&nbsp; Seiko Group Corp. | 6200 | 222886 |
| &nbsp;&nbsp;&nbsp; Seino Holdings Co. Ltd. | 5300 | 81641 |
| &nbsp;&nbsp;&nbsp; Seiren Co. Ltd. | 3400 | 67334 |
| &nbsp;&nbsp;&nbsp; Sekisui Chemical Co. Ltd. | 15100 | 253509 |
| &nbsp;&nbsp;&nbsp; Sekisui House Ltd. | 22400 | 501918 |
| &nbsp;&nbsp;&nbsp; Sekisui Kasei Co. Ltd. | 2500 | 6981 |
| &nbsp;&nbsp;&nbsp; SEMITEC Corp. | 1200 | 17244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Senko Group Holdings Co. <br> Ltd.<br>| 13100 | 150314 |
| &nbsp;&nbsp;&nbsp; Senshu Electric Co. Ltd. | 1200 | 45544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Senshu Ikeda Holdings, <br> Inc.<br>| 29000 | 162113 |
| &nbsp;&nbsp;&nbsp; Seria Co. Ltd. | 4300 | 102656 |
| &nbsp;&nbsp;&nbsp; Seven & i Holdings Co. Ltd. | 58600 | 788149 |
| &nbsp;&nbsp;&nbsp; Seven Bank Ltd. | 59500 | 101914 |
| &nbsp;&nbsp;&nbsp; SG Holdings Co. Ltd. | 12000 | 111792 |
| &nbsp;&nbsp; †Sharp Corp. | 11700 | 43435 |
| &nbsp;&nbsp;&nbsp; Shibaura Machine Co. Ltd. | 3200 | 78433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shibaura Mechatronics <br> Corp.<br>| 6500 | 172892 |
| &nbsp;&nbsp;&nbsp; Shibusawa Logistics Corp. | 2800 | 23590 |

---

*LVIP Dimensional International Core Equity Fund–27*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Shibuya Corp. | 1300 | $28093 |
| &nbsp;&nbsp; †SHIFT, Inc. | 13800 | 56317 |
| &nbsp;&nbsp;&nbsp; Shiga Bank Ltd. | 19500 | 234231 |
| &nbsp;&nbsp;&nbsp; Shikibo Ltd. | 1500 | 10128 |
| &nbsp;&nbsp;&nbsp; Shikoku Bank Ltd. | 4500 | 65601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shikoku Electric Power <br> Co., Inc.<br>| 10700 | 120242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shima Seiki Manufacturing <br> Ltd.<br>| 2800 | 16058 |
| &nbsp;&nbsp;&nbsp; Shimadaya Corp. | 1000 | 11436 |
| &nbsp;&nbsp;&nbsp; Shimadzu Corp. | 4500 | 106933 |
| &nbsp;&nbsp;&nbsp; Shimano, Inc. | 900 | 93962 |
| &nbsp;&nbsp;&nbsp; Shimizu Bank Ltd. | 1100 | 17401 |
| &nbsp;&nbsp;&nbsp; Shimizu Corp. | 9400 | 168646 |
| &nbsp;&nbsp;&nbsp; Shimojima Co. Ltd. | 500 | 4475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shin Nippon Air <br> Technologies Co. Ltd.<br>| 2200 | 46932 |
| &nbsp;&nbsp;&nbsp; Shinagawa Refra Co. Ltd. | 3500 | 45841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shindengen Electric <br> Manufacturing Co. Ltd.<br>| 800 | 15649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shin-Etsu Chemical Co. <br> Ltd.<br>| 25600 | 1042401 |
| &nbsp;&nbsp;&nbsp; Shin-Etsu Polymer Co. Ltd. | 4100 | 51002 |
| &nbsp;&nbsp;&nbsp; Shinko Shoji Co. Ltd. | 2200 | 17539 |
| &nbsp;&nbsp;&nbsp; Shinmaywa Industries Ltd. | 6500 | 97281 |
| &nbsp;&nbsp;&nbsp; Shinnihonseiyaku Co. Ltd. | 800 | 10507 |
| &nbsp;&nbsp;&nbsp; Shinsho Corp. | 2100 | 30915 |
| &nbsp;&nbsp;&nbsp; Shinwa Co. Ltd. | 3800 | 35877 |
| &nbsp;&nbsp;&nbsp; Shionogi & Co. Ltd. | 8000 | 176968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ship Healthcare Holdings, <br> Inc.<br>| 9300 | 143533 |
| &nbsp;&nbsp;&nbsp; Shiseido Co. Ltd. | 7900 | 161399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial Group, <br> Inc.<br>| 17200 | 285598 |
| &nbsp;&nbsp;&nbsp;&nbsp; SHO-BOND Holdings Co. <br> Ltd.<br>| 14000 | 125301 |
| &nbsp;&nbsp;&nbsp; Shoei Co. Ltd. | 4400 | 46254 |
| &nbsp;&nbsp;&nbsp; Shoei Foods Corp. | 800 | 21585 |
| &nbsp;&nbsp;&nbsp; Showa Sangyo Co. Ltd. | 1500 | 30950 |
| &nbsp;&nbsp;&nbsp; SIGMAXYZ Holdings, Inc. | 8000 | 32356 |
| &nbsp;&nbsp;&nbsp; Siix Corp. | 2900 | 21905 |
| &nbsp;&nbsp;&nbsp; Simplex Holdings, Inc. | 14000 | 71972 |
| &nbsp;&nbsp;&nbsp; Sinanen Holdings Co. Ltd. | 600 | 29723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinfonia Technology Co. <br> Ltd.<br>| 2100 | 144682 |
| &nbsp;&nbsp;&nbsp; Sinko Industries Ltd. | 1200 | 9258 |
| &nbsp;&nbsp;&nbsp;&nbsp; SKY Perfect JSAT Holdings, <br> Inc.<br>| 10200 | 193409 |
| &nbsp;&nbsp;&nbsp; Skylark Holdings Co. Ltd. | 14500 | 312572 |
| &nbsp;&nbsp;&nbsp; Smaregi, Inc. | 1300 | 18147 |
| &nbsp;&nbsp;&nbsp; SMC Corp. | 200 | 78660 |
| &nbsp;&nbsp;&nbsp; SMK Corp. | 200 | 3742 |
| &nbsp;&nbsp;&nbsp; SMS Co. Ltd. | 7200 | 76174 |
| &nbsp;&nbsp;&nbsp; Socionext, Inc. | 11600 | 144028 |
| &nbsp;&nbsp;&nbsp; Soda Nikka Co. Ltd. | 2000 | 13349 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; SoftBank Corp. | 522200 | $698768 |
| &nbsp;&nbsp;&nbsp; Softcreate Holdings Corp. | 1400 | 16922 |
| &nbsp;&nbsp;&nbsp; Software Service, Inc. | 200 | 14585 |
| &nbsp;&nbsp;&nbsp; Sojitz Corp. | 8820 | 349245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Soken Chemical & <br> Engineering Co. Ltd.<br>| 2200 | 46292 |
| &nbsp;&nbsp;&nbsp; Solasto Corp. | 4200 | 30054 |
| &nbsp;&nbsp;&nbsp; Soliton Systems KK | 500 | 5348 |
| &nbsp;&nbsp;&nbsp; Sompo Holdings, Inc. | 16700 | 650102 |
| &nbsp;&nbsp;&nbsp; Sony Financial Group, Inc. | 156900 | 143729 |
| &nbsp;&nbsp;&nbsp; Sony Group Corp. | 156900 | 3270222 |
| &nbsp;&nbsp;&nbsp; Sotetsu Holdings, Inc. | 5200 | 96766 |
| &nbsp;&nbsp;&nbsp; SPK Corp. | 2000 | 16084 |
| &nbsp;&nbsp;&nbsp; S-Pool, Inc. | 4800 | 7641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Square Enix Holdings Co. <br> Ltd.<br>| 2400 | 38246 |
| &nbsp;&nbsp;&nbsp; SRE Holdings Corp. | 1100 | 20352 |
| &nbsp;&nbsp;&nbsp; ST Corp. | 1200 | 11177 |
| &nbsp;&nbsp;&nbsp; St. Marc Holdings Co. Ltd. | 900 | 16914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Star Mica Holdings Co. <br> Ltd.<br>| 3600 | 36193 |
| &nbsp;&nbsp;&nbsp; Starts Corp., Inc. | 3000 | 91300 |
| &nbsp;&nbsp;&nbsp; Starzen Co. Ltd. | 2400 | 19325 |
| &nbsp;&nbsp;&nbsp; Stella Chemifa Corp. | 1300 | 40471 |
| &nbsp;&nbsp;&nbsp; Strike Co. Ltd. | 3600 | 31106 |
| &nbsp;&nbsp;&nbsp; Studio Alice Co. Ltd. | 900 | 11192 |
| &nbsp;&nbsp;&nbsp; Subaru Corp. | 24400 | 393118 |
| &nbsp;&nbsp;&nbsp; Sugi Holdings Co. Ltd. | 7700 | 169555 |
| &nbsp;&nbsp;&nbsp; Sugimoto & Co. Ltd. | 1600 | 12867 |
| &nbsp;&nbsp;&nbsp; SUMCO Corp. | 37400 | 413222 |
| &nbsp;&nbsp;&nbsp; Sumida Corp. | 4700 | 32868 |
| &nbsp;&nbsp;&nbsp; Suminoe Co. Ltd. | 1600 | 13872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Bakelite Co. <br> Ltd.<br>| 3800 | 119857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Chemical Co. <br> Ltd.<br>| 110700 | 358177 |
| &nbsp;&nbsp;&nbsp; Sumitomo Corp. | 13800 | 516383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Electric <br> Industries Ltd.<br>| 18300 | 1039807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Forestry Co. <br> Ltd.<br>| 31200 | 283878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Heavy Industries <br> Ltd.<br>| 9900 | 302781 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>| 47100 | 1548663 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. ADR<br>| 10815 | 213596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust <br> Group, Inc.<br>| 12500 | 398208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Osaka Cement <br> Co. Ltd.<br>| 4000 | 98156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & <br> Development Co. Ltd.<br>| 10900 | 309296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Rubber <br> Industries Ltd.<br>| 16800 | 221579 |

---

*LVIP Dimensional International Core Equity Fund–28*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Seika Chemicals <br> Co. Ltd.<br>| 3000 | $22694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Frontier Fudousan Co. <br> Ltd.<br>| 2200 | 36978 |
| &nbsp;&nbsp;&nbsp; Suncall Corp. | 2900 | 26135 |
| &nbsp;&nbsp;&nbsp; Sundrug Co. Ltd. | 4900 | 120721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Suntory Beverage & Food <br> Ltd.<br>| 5100 | 144024 |
| &nbsp;&nbsp;&nbsp; Sun-Wa Technos Corp. | 1500 | 30078 |
| &nbsp;&nbsp;&nbsp; Suruga Bank Ltd. | 16400 | 211539 |
| &nbsp;&nbsp;&nbsp; Suzuden Corp. | 800 | 8711 |
| &nbsp;&nbsp;&nbsp; Suzuken Co. Ltd. | 4800 | 181621 |
| &nbsp;&nbsp;&nbsp; Suzuki Co. Ltd. | 2700 | 46605 |
| &nbsp;&nbsp;&nbsp; Suzuki Motor Corp. | 61700 | 752044 |
| &nbsp;&nbsp;&nbsp; SWCC Corp. | 3000 | 241683 |
| &nbsp;&nbsp;&nbsp; Sysmex Corp. | 23000 | 200580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Systems Engineering <br> Consultants Co. Ltd.<br>| 1000 | 18791 |
| &nbsp;&nbsp;&nbsp; Systena Corp. | 25800 | 68541 |
| &nbsp;&nbsp;&nbsp; Syuppin Co. Ltd. | 3400 | 23759 |
| &nbsp;&nbsp;&nbsp; T Hasegawa Co. Ltd. | 2300 | 41585 |
| &nbsp;&nbsp;&nbsp; T RAD Co. Ltd. | 800 | 40315 |
| &nbsp;&nbsp;&nbsp; T&D Holdings, Inc. | 15500 | 397025 |
| &nbsp;&nbsp;&nbsp; Tachibana Eletech Co. Ltd. | 800 | 14750 |
| &nbsp;&nbsp;&nbsp; Tachi-S Co. Ltd. | 4100 | 53555 |
| &nbsp;&nbsp;&nbsp; Tadano Ltd. | 9900 | 84960 |
| &nbsp;&nbsp;&nbsp; Taihei Dengyo Kaisha Ltd. | 3000 | 56450 |
| &nbsp;&nbsp;&nbsp; Taiheiyo Cement Corp. | 11900 | 268147 |
| &nbsp;&nbsp;&nbsp; Taiho Kogyo Co. Ltd. | 900 | 5955 |
| &nbsp;&nbsp;&nbsp; Taikisha Ltd. | 3400 | 72305 |
| &nbsp;&nbsp;&nbsp; Taisei Corp. | 2400 | 248644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taisei Lamick Group Head <br> Quarter & Innovation Co. <br> Ltd.<br>| 500 | 7917 |
| &nbsp;&nbsp;&nbsp; Taiyo Holdings Co. Ltd. | 7400 | 236368 |
| &nbsp;&nbsp;&nbsp; Taiyo Yuden Co. Ltd. | 13800 | 340319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takamatsu Construction <br> Group Co. Ltd.<br>| 1100 | 25291 |
| &nbsp;&nbsp;&nbsp; Takamiya Co. Ltd. | 2400 | 6109 |
| &nbsp;&nbsp;&nbsp; Takaoka Toko Co. Ltd. | 700 | 21634 |
| &nbsp;&nbsp;&nbsp; Takara & Co. Ltd. | 700 | 16879 |
| &nbsp;&nbsp;&nbsp; Takara Bio, Inc. | 3200 | 23371 |
| &nbsp;&nbsp;&nbsp; Takara Holdings, Inc. | 14900 | 146344 |
| &nbsp;&nbsp;&nbsp; Takara Standard Co. Ltd. | 3600 | 62723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takasago International <br> Corp.<br>| 8500 | 65051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takasago Thermal <br> Engineering Co. Ltd.<br>| 3200 | 88963 |
| &nbsp;&nbsp;&nbsp; Takashima & Co. Ltd. | 3200 | 16534 |
| &nbsp;&nbsp;&nbsp; Takashimaya Co. Ltd. | 25600 | 307082 |
| &nbsp;&nbsp;&nbsp; Take & Give Needs Co. Ltd. | 1500 | 6725 |
| &nbsp;&nbsp;&nbsp; TAKEBISHI Corp. | 800 | 12265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd.<br>| 30223 | 1113049 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Takeuchi Manufacturing <br> Co. Ltd.<br>| 3800 | $151935 |
| &nbsp;&nbsp;&nbsp; Tama Home Co. Ltd. | 1400 | 35394 |
| &nbsp;&nbsp;&nbsp; Tamron Co. Ltd. | 16400 | 104682 |
| &nbsp;&nbsp;&nbsp; Tamura Corp. | 7000 | 27306 |
| &nbsp;&nbsp;&nbsp; Tanseisha Co. Ltd. | 4300 | 40562 |
| &nbsp;&nbsp;&nbsp; Taoka Chemical Co. Ltd. | 1000 | 5978 |
| &nbsp;&nbsp;&nbsp; Tayca Corp. | 1900 | 20768 |
| &nbsp;&nbsp;&nbsp; Tazmo Co. Ltd. | 1900 | 26315 |
| &nbsp;&nbsp;&nbsp; Tbk Co. Ltd. | 4000 | 9080 |
| &nbsp;&nbsp;&nbsp; TDC Soft, Inc. | 2000 | 11731 |
| &nbsp;&nbsp;&nbsp; TDK Corp. | 50500 | 656008 |
| &nbsp;&nbsp;&nbsp; TechMatrix Corp. | 3800 | 43494 |
| &nbsp;&nbsp;&nbsp; Teijin Ltd. | 17100 | 180028 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teikoku Electric <br> Manufacturing Co. Ltd.<br>| 1200 | 21502 |
| &nbsp;&nbsp;&nbsp; Tekken Corp. | 1100 | 32305 |
| &nbsp;&nbsp;&nbsp; Temairazu, Inc. | 600 | 9945 |
| &nbsp;&nbsp;&nbsp; Tera Probe, Inc. | 600 | 30801 |
| &nbsp;&nbsp;&nbsp; Terumo Corp. | 37200 | 499773 |
| &nbsp;&nbsp;&nbsp; Tess Holdings Co. Ltd. | 3200 | 11787 |
| &nbsp;&nbsp;&nbsp; THK Co. Ltd. | 4400 | 130082 |
| &nbsp;&nbsp;&nbsp; TIS, Inc. | 6100 | 130427 |
| &nbsp;&nbsp;&nbsp; TKC Corp. | 1600 | 37748 |
| &nbsp;&nbsp;&nbsp; Toa Corp. | 8300 | 165850 |
| &nbsp;&nbsp;&nbsp; TOA ROAD Corp. | 2000 | 21743 |
| &nbsp;&nbsp;&nbsp; Toagosei Co. Ltd. | 2200 | 24008 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOBISHIMA HOLDINGS, <br> Inc.<br>| 2080 | 27737 |
| &nbsp;&nbsp;&nbsp; Tobu Railway Co. Ltd. | 8400 | 151774 |
| &nbsp;&nbsp;&nbsp; Tocalo Co. Ltd. | 5800 | 94785 |
| &nbsp;&nbsp;&nbsp; Tochigi Bank Ltd. | 7700 | 43414 |
| &nbsp;&nbsp;&nbsp; Toda Corp. | 25500 | 237090 |
| &nbsp;&nbsp;&nbsp; Toei Animation Co. Ltd. | 2500 | 41159 |
| &nbsp;&nbsp;&nbsp; Toenec Corp. | 5000 | 64522 |
| &nbsp;&nbsp;&nbsp; Toho Bank Ltd. | 28600 | 119888 |
| &nbsp;&nbsp;&nbsp; Toho Co. Ltd. | 6400 | 65421 |
| &nbsp;&nbsp;&nbsp; Toho Gas Co. Ltd. | 14000 | 111404 |
| &nbsp;&nbsp;&nbsp; Toho Holdings Co. Ltd. | 3200 | 96017 |
| &nbsp;&nbsp;&nbsp; Toho Titanium Co. Ltd. | 3100 | 47756 |
| &nbsp;&nbsp; †Toho Zinc Co. Ltd. | 900 | 7000 |
| &nbsp;&nbsp;&nbsp; Tohoku Bank Ltd. | 1100 | 10024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tohoku Electric Power Co., <br> Inc.<br>| 16800 | 125997 |
| &nbsp;&nbsp;&nbsp; Tokai Carbon Co. Ltd. | 23200 | 142557 |
| &nbsp;&nbsp;&nbsp; Tokai Corp. | 2300 | 36189 |
| &nbsp;&nbsp;&nbsp; TOKAI Holdings Corp. | 9100 | 66997 |
| &nbsp;&nbsp;&nbsp; Tokai Rika Co. Ltd. | 6100 | 116287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokai Tokyo Financial <br> Holdings, Inc.<br>| 23700 | 108655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, <br> Inc.<br>| 43900 | 2060707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokushu Tokai Paper Co. <br> Ltd.<br>| 2400 | 24520 |
| &nbsp;&nbsp;&nbsp; Tokuyama Corp. | 7500 | 182167 |

---

*LVIP Dimensional International Core Equity Fund–29*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Tokyo Base Co. Ltd. | 1700 | $4617 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Tokyo Electric Power Co. <br> Holdings, Inc.<br>| 39000 | 160703 |
| &nbsp;&nbsp;&nbsp; Tokyo Electron Device Ltd. | 2600 | 50506 |
| &nbsp;&nbsp;&nbsp; Tokyo Electron Ltd. | 8000 | 1987607 |
| &nbsp;&nbsp;&nbsp; Tokyo Gas Co. Ltd. | 7500 | 353220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Kiraboshi Financial <br> Group, Inc.<br>| 2700 | 194103 |
| &nbsp;&nbsp;&nbsp; Tokyo Ohka Kogyo Co. Ltd. | 3300 | 161486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Rope Manufacturing <br> Co. Ltd.<br>| 1200 | 14500 |
| &nbsp;&nbsp;&nbsp; Tokyo Sangyo Co. Ltd. | 2400 | 13658 |
| &nbsp;&nbsp;&nbsp; Tokyo Seimitsu Co. Ltd. | 2800 | 248977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyo Steel Manufacturing <br> Co. Ltd.<br>| 6400 | 66076 |
| &nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. Ltd. | 17400 | 401424 |
| &nbsp;&nbsp;&nbsp; Tokyo Tekko Co. Ltd. | 3600 | 45616 |
| &nbsp;&nbsp;&nbsp; Tokyotokeiba Co. Ltd. | 1700 | 61599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Construction Co. <br> Ltd.<br>| 6200 | 55795 |
| &nbsp;&nbsp;&nbsp; Tokyu Corp. | 12100 | 142829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tokyu Fudosan Holdings <br> Corp.<br>| 56000 | 477963 |
| &nbsp;&nbsp;&nbsp; Toli Corp. | 2800 | 11885 |
| &nbsp;&nbsp;&nbsp; Tomato Bank Ltd. | 1400 | 13841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tomoe Engineering Co. <br> Ltd.<br>| 3300 | 38091 |
| &nbsp;&nbsp;&nbsp; Tomoku Co. Ltd. | 800 | 17251 |
| &nbsp;&nbsp;&nbsp; TOMONY Holdings, Inc. | 17900 | 94639 |
| &nbsp;&nbsp;&nbsp; Tomy Co. Ltd. | 6300 | 105155 |
| &nbsp;&nbsp;&nbsp; Topre Corp. | 3600 | 55510 |
| &nbsp;&nbsp;&nbsp; Topy Industries Ltd. | 1200 | 22554 |
| &nbsp;&nbsp;&nbsp; Toray Industries, Inc. | 53400 | 380348 |
| &nbsp;&nbsp;&nbsp; Torex Semiconductor Ltd. | 900 | 8983 |
| &nbsp;&nbsp;&nbsp; Toridoll Holdings Corp. | 3300 | 90596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Torishima Pump <br> Manufacturing Co. Ltd.<br>| 1600 | 30998 |
| &nbsp;&nbsp;&nbsp; Tosei Corp. | 6200 | 62118 |
| &nbsp;&nbsp;&nbsp; Toshiba TEC Corp. | 3900 | 67361 |
| &nbsp;&nbsp;&nbsp; Tosho Co. Ltd. | 1600 | 8517 |
| &nbsp;&nbsp;&nbsp; Tosoh Corp. | 23800 | 353784 |
| &nbsp;&nbsp;&nbsp; Totech Corp. | 1200 | 28325 |
| &nbsp;&nbsp;&nbsp; Totetsu Kogyo Co. Ltd. | 2500 | 86260 |
| &nbsp;&nbsp;&nbsp; TOTO Ltd. | 6600 | 218205 |
| &nbsp;&nbsp;&nbsp; Tottori Bank Ltd. | 600 | 6230 |
| &nbsp;&nbsp;&nbsp; Towa Bank Ltd. | 3300 | 21275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towa Pharmaceutical Co. <br> Ltd.<br>| 2900 | 74601 |
| &nbsp;&nbsp;&nbsp; Toyo Gosei Co. Ltd. | 800 | 52138 |
| †=Toyo Innovex Co. Ltd. | 2400 | 9641 |
| &nbsp;&nbsp;&nbsp; Toyo Kanetsu KK | 2400 | 42316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group <br> Holdings Ltd.<br>| 8900 | 202497 |
| &nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha Ltd. | 2400 | 168782 |
| &nbsp;&nbsp;&nbsp; Toyo Tanso Co. Ltd. | 1400 | 46318 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Toyo Tire Corp. | 9400 | $220530 |
| &nbsp;&nbsp;&nbsp; Toyobo Co. Ltd. | 10000 | 84657 |
| &nbsp;&nbsp;&nbsp; Toyoda Gosei Co. Ltd. | 7300 | 191352 |
| &nbsp;&nbsp;&nbsp; Toyota Boshoku Corp. | 9700 | 152070 |
| &nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 141405 | 2939433 |
| &nbsp;&nbsp;&nbsp; Toyota Tsusho Corp. | 20000 | 775135 |
| &nbsp;&nbsp;&nbsp; Traders Holdings Co. Ltd. | 4800 | 31399 |
| &nbsp;&nbsp;&nbsp; Transaction Co. Ltd. | 2400 | 17430 |
| &nbsp;&nbsp;&nbsp; Transcosmos, Inc. | 1900 | 46901 |
| &nbsp;&nbsp;&nbsp; TRE Holdings Corp. | 4300 | 43235 |
| &nbsp;&nbsp;&nbsp; Treasure Factory Co. Ltd. | 2800 | 29845 |
| &nbsp;&nbsp;&nbsp; Trend Micro, Inc. | 4300 | 143347 |
| &nbsp;&nbsp;&nbsp; Trusco Nakayama Corp. | 3400 | 49378 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Tsubaki Nakashima Co. <br> Ltd.<br>| 5600 | 10447 |
| &nbsp;&nbsp;&nbsp; Tsubakimoto Chain Co. | 9100 | 135242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsubakimoto Kogyo Co. <br> Ltd.<br>| 1200 | 20749 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsuburaya Fields Holdings, <br> Inc.<br>| 4100 | 37218 |
| &nbsp;&nbsp;&nbsp; Tsugami Corp. | 3600 | 74980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsukada Global Holdings, <br> Inc.<br>| 1600 | 6343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsukishima Holdings Co. <br> Ltd.<br>| 1500 | 25966 |
| &nbsp;&nbsp;&nbsp; Tsukuba Bank Ltd. | 14800 | 55169 |
| &nbsp;&nbsp;&nbsp; Tsumura & Co. | 3200 | 76061 |
| &nbsp;&nbsp;&nbsp; Tsuruha Holdings, Inc. | 21085 | 329551 |
| &nbsp;&nbsp;&nbsp; UACJ Corp. | 16800 | 251450 |
| &nbsp;&nbsp;&nbsp; UBE Corp. | 11100 | 174019 |
| &nbsp;&nbsp;&nbsp; Ubicom Holdings, Inc. | 500 | 2980 |
| &nbsp;&nbsp;&nbsp; Uchida Yoko Co. Ltd. | 3500 | 44124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultrafabrics Holdings Co. <br> Ltd.<br>| 1200 | 5174 |
| &nbsp;&nbsp;&nbsp; Ulvac, Inc. | 900 | 48487 |
| &nbsp;&nbsp;&nbsp; Umios Corp. | 16500 | 153655 |
| &nbsp;&nbsp;&nbsp; U-Next Holdings Co. Ltd. | 3900 | 40893 |
| &nbsp;&nbsp;&nbsp; Unicharm Corp. | 33900 | 198758 |
| &nbsp;&nbsp;&nbsp; Unipres Corp. | 5600 | 47175 |
| &nbsp;&nbsp;&nbsp; UNISOL Holdings Corp. | 1261 | 17518 |
| &nbsp;&nbsp;&nbsp; United Arrows Ltd. | 2900 | 44686 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Super Markets <br> Holdings, Inc.<br>| 5384 | 30506 |
| &nbsp;&nbsp;&nbsp; UNITED, Inc. | 1400 | 4475 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Universal Entertainment <br> Corp.<br>| 2400 | 10202 |
| &nbsp;&nbsp;&nbsp; Urbanet Corp. Co. Ltd. | 5600 | 18959 |
| &nbsp;&nbsp;&nbsp; User Local, Inc. | 1000 | 9088 |
| &nbsp;&nbsp;&nbsp; Ushio, Inc. | 9700 | 177680 |
| &nbsp;&nbsp;&nbsp; USS Co. Ltd. | 16300 | 171457 |
| &nbsp;&nbsp;&nbsp; UT Group Co. Ltd. | 28500 | 35582 |
| &nbsp;&nbsp;&nbsp; V Technology Co. Ltd. | 600 | 16292 |
| &nbsp;&nbsp;&nbsp; Valor Holdings Co. Ltd. | 3800 | 88590 |
| &nbsp;&nbsp;&nbsp; Valqua Ltd. | 1300 | 38077 |
| &nbsp;&nbsp;&nbsp; Value HR Co. Ltd. | 1600 | 14347 |

---

*LVIP Dimensional International Core Equity Fund–30*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; ValueCommerce Co. Ltd. | 1200 | $3244 |
| &nbsp;&nbsp;&nbsp; Vector, Inc. | 2500 | 19738 |
| &nbsp;&nbsp;&nbsp; Vertex Corp. | 4200 | 53097 |
| &nbsp;&nbsp;&nbsp; Vision, Inc. | 2200 | 15907 |
| &nbsp;&nbsp; †Visional, Inc. | 2200 | 99136 |
| &nbsp;&nbsp;&nbsp; Vital KSK Holdings, Inc. | 4200 | 39122 |
| &nbsp;&nbsp;&nbsp; VT Holdings Co. Ltd. | 7200 | 22311 |
| &nbsp;&nbsp;&nbsp; Wacoal Holdings Corp. | 3000 | 75814 |
| &nbsp;&nbsp;&nbsp; Wacom Co. Ltd. | 11800 | 57211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wakachiku Construction <br> Co. Ltd.<br>| 1000 | 26306 |
| &nbsp;&nbsp;&nbsp; Wakita & Co. Ltd. | 3800 | 45614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warabeya Nichiyo Holdings <br> Co. Ltd.<br>| 1300 | 24767 |
| &nbsp;&nbsp;&nbsp; Waseda Academy Co. Ltd. | 1100 | 14272 |
| &nbsp;&nbsp;&nbsp; Watahan & Co. Ltd. | 1000 | 9123 |
| &nbsp;&nbsp;&nbsp; Wavelock Holdings Co. Ltd. | 1500 | 9963 |
| &nbsp;&nbsp;&nbsp; WDB Holdings Co. Ltd. | 1300 | 12648 |
| &nbsp;&nbsp;&nbsp; Weathernews, Inc. | 2800 | 33293 |
| &nbsp;&nbsp;&nbsp; West Holdings Corp. | 2028 | 22799 |
| &nbsp;&nbsp;&nbsp; West Japan Railway Co. | 10600 | 208921 |
| &nbsp;&nbsp;&nbsp; Will Group, Inc. | 1900 | 14075 |
| &nbsp;&nbsp;&nbsp; WingArc1st, Inc. | 1200 | 19845 |
| &nbsp;&nbsp;&nbsp; Wood One Co. Ltd. | 1400 | 8540 |
| &nbsp;&nbsp;&nbsp; Workman Co. Ltd. | 900 | 35796 |
| &nbsp;&nbsp;&nbsp; World Co. Ltd. | 6800 | 63738 |
| &nbsp;&nbsp;&nbsp; World Holdings Co. Ltd. | 800 | 12891 |
| &nbsp;&nbsp; †W-Scope Corp. | 9700 | 13237 |
| &nbsp;&nbsp;&nbsp; Xebio Holdings Co. Ltd. | 2000 | 12660 |
| &nbsp;&nbsp;&nbsp; YAC Holdings Co. Ltd. | 3200 | 20663 |
| &nbsp;&nbsp;&nbsp; Yagi & Co. Ltd. | 500 | 12865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yahagi Construction Co. <br> Ltd.<br>| 1500 | 20024 |
| &nbsp;&nbsp;&nbsp; Yakult Honsha Co. Ltd. | 5800 | 97053 |
| &nbsp;&nbsp;&nbsp;&nbsp; YAKUODO Holdings Co. <br> Ltd.<br>| 1100 | 13020 |
| &nbsp;&nbsp;&nbsp; YAMABIKO Corp. | 3700 | 84015 |
| &nbsp;&nbsp;&nbsp;&nbsp; YAMADA Consulting Group <br> Co. Ltd.<br>| 500 | 5226 |
| &nbsp;&nbsp;&nbsp; Yamada Holdings Co. Ltd. | 44800 | 148689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamae Group Holdings Co. <br> Ltd.<br>| 2200 | 40388 |
| &nbsp;&nbsp;&nbsp; Yamagata Bank Ltd. | 1900 | 29108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamaguchi Financial <br> Group, Inc.<br>| 16500 | 258418 |
| &nbsp;&nbsp;&nbsp; Yamaha Corp. | 20200 | 143007 |
| &nbsp;&nbsp;&nbsp; Yamaha Motor Co. Ltd. | 41000 | 296200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamaichi Electronics Co. <br> Ltd.<br>| 2800 | 137322 |
| &nbsp;&nbsp;&nbsp; Yamami Co. | 500 | 13469 |
| &nbsp;&nbsp;&nbsp; Yamanashi Chuo Bank Ltd. | 2800 | 94892 |
| &nbsp;&nbsp;&nbsp; Yamatane Corp. | 1800 | 24839 |
| &nbsp;&nbsp;&nbsp; Yamato Holdings Co. Ltd. | 8300 | 92559 |
| &nbsp;&nbsp;&nbsp; Yamaya Corp. | 400 | 5614 |
| &nbsp;&nbsp;&nbsp; Yamazaki Baking Co. Ltd. | 6900 | 154236 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; Yamazen Corp. | 5500 | $50284 |
| &nbsp;&nbsp;&nbsp; Yashima Denki Co. Ltd. | 1300 | 24067 |
| &nbsp;&nbsp;&nbsp; Yaskawa Electric Corp. | 3900 | 103006 |
| &nbsp;&nbsp;&nbsp; Yellow Hat Ltd. | 6900 | 68153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Bridge Holdings <br> Corp.<br>| 3600 | 67950 |
| &nbsp;&nbsp;&nbsp; Yokogawa Electric Corp. | 8600 | 265772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yokohama Financial Group, <br> Inc.<br>| 41469 | 370160 |
| &nbsp;&nbsp;&nbsp; Yokohama Rubber Co. Ltd. | 10800 | 414378 |
| &nbsp;&nbsp;&nbsp; Yokorei Co. Ltd. | 3900 | 38272 |
| &nbsp;&nbsp;&nbsp; Yokowo Co. Ltd. | 1800 | 34450 |
| &nbsp;&nbsp;&nbsp; Yondenko Corp. | 4200 | 50052 |
| &nbsp;&nbsp;&nbsp; Yondoshi Holdings, Inc. | 1300 | 14814 |
| &nbsp;&nbsp;&nbsp; Yonex Co. Ltd. | 6800 | 130003 |
| &nbsp;&nbsp;&nbsp; Yorozu Corp. | 1000 | 5799 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Yoshimura Food Holdings <br> KK<br>| 1300 | 7118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yoshinoya Holdings Co. <br> Ltd.<br>| 4500 | 93690 |
| &nbsp;&nbsp;&nbsp; Yotai Refractories Co. Ltd. | 200 | 2299 |
| &nbsp;&nbsp;&nbsp; Yuasa Trading Co. Ltd. | 1300 | 49304 |
| &nbsp;&nbsp;&nbsp; Yukiguni Factory Co. Ltd. | 1100 | 7480 |
| &nbsp;&nbsp;&nbsp; Yurtec Corp. | 5700 | 94352 |
| &nbsp;&nbsp;&nbsp; Yushin Co. | 1300 | 5485 |
| &nbsp;&nbsp;&nbsp; Zacros Corp. | 3600 | 29782 |
| &nbsp;&nbsp;&nbsp; Zenrin Co. Ltd. | 1700 | 10745 |
| &nbsp;&nbsp;&nbsp; Zensho Holdings Co. Ltd. | 3969 | 231721 |
| &nbsp;&nbsp;&nbsp; Zeon Corp. | 15900 | 181201 |
| &nbsp;&nbsp;&nbsp;&nbsp; ZERIA Pharmaceutical Co. <br> Ltd.<br>| 2800 | 39033 |
| &nbsp;&nbsp;&nbsp; ZIGExN Co. Ltd. | 7100 | 18622 |
| &nbsp;&nbsp;&nbsp; Zojirushi Corp. | 1100 | 11649 |
| &nbsp;&nbsp;&nbsp; ZOZO, Inc. | 15300 | 107145 |
| &nbsp;&nbsp;&nbsp; Zuiko Corp. | 2100 | 11568 |
|  |  | **172325911** |
| **Jersey–0.02%** | **Jersey–0.02%** | **Jersey–0.02%** |
| &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail PLC<br>| 58134 | 130543 |
|  |  | **130543** |
| **Jordan–0.02%** | **Jordan–0.02%** | **Jordan–0.02%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Hikma Pharmaceuticals <br> PLC<br>| 8444 | 141824 |
|  |  | **141824** |
| **Luxembourg–0.23%** | **Luxembourg–0.23%** | **Luxembourg–0.23%** |
| &nbsp;&nbsp;&nbsp; Befesa SA | 1602 | 54825 |
| &nbsp;&nbsp;&nbsp;&nbsp; d'Amico International <br> Shipping SA<br>| 8265 | 72028 |
| &nbsp;&nbsp;&nbsp; Eurofins Scientific SE | 11052 | 806453 |
| &nbsp;&nbsp;&nbsp; Grand City Properties SA | 5248 | 54986 |
| &nbsp;&nbsp;&nbsp; RTL Group SA | 3893 | 166687 |
| &nbsp;&nbsp;&nbsp; SES SA | 37259 | 267703 |

---

*LVIP Dimensional International Core Equity Fund–31*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** |
| &nbsp;&nbsp;&nbsp; Stabilus SE | 1672 | $31402 |
| &nbsp;&nbsp;&nbsp; Sword Group | 504 | 18148 |
| &nbsp;&nbsp;&nbsp; Tenaris SA | 10487 | 306559 |
|  |  | **1778791** |
| **Macau–0.03%** | **Macau–0.03%** | **Macau–0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp; †MECOM Power & <br> Construction Ltd.<br>| 139500 | 2904 |
| &nbsp;&nbsp;&nbsp; MGM China Holdings Ltd. | 41600 | 59368 |
| &nbsp;&nbsp;&nbsp; Sands China Ltd. | 40800 | 86959 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd. | 95200 | 67007 |
|  |  | **216238** |
| **Mauritius–0.00%** | **Mauritius–0.00%** | **Mauritius–0.00%** |
| &nbsp;&nbsp;&nbsp; Capital Ltd. | 466 | 734 |
|  |  | **734** |
| **Mexico–0.02%** | **Mexico–0.02%** | **Mexico–0.02%** |
| &nbsp;&nbsp;&nbsp; Fresnillo PLC | 3670 | 162677 |
|  |  | **162677** |
| **Mongolia–0.01%** | **Mongolia–0.01%** | **Mongolia–0.01%** |
| &nbsp;&nbsp; †Mongolian Mining Corp. | 60000 | 80383 |
|  |  | **80383** |
| **Netherlands–4.07%** | **Netherlands–4.07%** | **Netherlands–4.07%** |
| &nbsp;&nbsp;&nbsp; Aalberts NV | 5804 | 202134 |
| &nbsp;&nbsp;&nbsp; ABN AMRO Bank NV | 19386 | 614552 |
| &nbsp;&nbsp;&nbsp; Acomo NV | 2190 | 67711 |
| &nbsp;&nbsp; †Adyen NV | 225 | 225191 |
| &nbsp;&nbsp;&nbsp; Aegon Ltd. | 102373 | 747424 |
| &nbsp;&nbsp;&nbsp; Akzo Nobel NV | 11672 | 670968 |
| &nbsp;&nbsp; †Alfen NV | 625 | 6716 |
| &nbsp;&nbsp;&nbsp; AMG Critical Materials NV | 2191 | 87769 |
| &nbsp;&nbsp;&nbsp; Aperam SA | 4066 | 162401 |
| &nbsp;&nbsp;&nbsp; Arcadis NV | 5930 | 189711 |
| &nbsp;&nbsp;&nbsp; ArcelorMittal SA | 16158 | 839893 |
| &nbsp;&nbsp; †Argenx SE ADR | 294 | 214694 |
| &nbsp;&nbsp; †Argo Properties NV | 368 | 15082 |
| &nbsp;&nbsp;&nbsp; ASM International NV | 1434 | 1086904 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV | 7379 | 9757767 |
| &nbsp;&nbsp;&nbsp; ASR Nederland NV | 16445 | 1132186 |
| &nbsp;&nbsp; †Avantium NV | 1351 | 10439 |
| &nbsp;&nbsp; †Basic-Fit NV | 2849 | 97923 |
| &nbsp;&nbsp;&nbsp;&nbsp; BE Semiconductor <br> Industries NV<br>| 1738 | 372269 |
| &nbsp;&nbsp;&nbsp; Brunel International NV | 2490 | 19137 |
| &nbsp;&nbsp;&nbsp; Corbion NV | 4861 | 106533 |
| &nbsp;&nbsp;&nbsp; CTP NV | 7929 | 132704 |
| &nbsp;&nbsp;&nbsp; Euronext NV | 2631 | 422491 |
| &nbsp;&nbsp;&nbsp; Ferrovial SE | 12221 | 795055 |
| &nbsp;&nbsp; †Flow Traders Ltd. | 4363 | 138712 |
| &nbsp;&nbsp;&nbsp; ForFarmers NV | 2935 | 21270 |
| &nbsp;&nbsp;&nbsp; Fugro NV | 8999 | 111959 |
| &nbsp;&nbsp;&nbsp; HAL Trust | 1039 | 209804 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| &nbsp;&nbsp;&nbsp; Heineken NV | 8037 | $618193 |
| &nbsp;&nbsp;&nbsp; IMCD NV | 4470 | 467767 |
| &nbsp;&nbsp;&nbsp; ING Groep NV | 48473 | 1258198 |
| &nbsp;&nbsp;&nbsp; Kendrion NV | 1761 | 34981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize <br> NV<br>| 34305 | 1597557 |
| &nbsp;&nbsp;&nbsp; Koninklijke BAM Groep NV | 31392 | 317922 |
| &nbsp;&nbsp;&nbsp; Koninklijke Heijmans NV | 3002 | 269085 |
| &nbsp;&nbsp;&nbsp; Koninklijke KPN NV | 335052 | 1867455 |
| &nbsp;&nbsp;&nbsp; Koninklijke Philips NV | 28538 | 781459 |
| &nbsp;&nbsp;&nbsp; Koninklijke Vopak NV | 5798 | 313818 |
| &nbsp;&nbsp; †Magnum Ice Cream Co. NV | 6019 | 89984 |
| &nbsp;&nbsp;&nbsp; Nedap NV | 289 | 26564 |
| &nbsp;&nbsp;&nbsp; NN Group NV | 24224 | 1891795 |
| &nbsp;&nbsp; †Pharming Group NV | 49651 | 83913 |
| &nbsp;&nbsp;&nbsp; Pluxee NV | 1504 | 18494 |
| &nbsp;&nbsp;&nbsp; PostNL NV | 29160 | 36768 |
| &nbsp;&nbsp;&nbsp; Qiagen NV | 3996 | 160346 |
| &nbsp;&nbsp;&nbsp; Randstad NV | 8272 | 215898 |
| &nbsp;&nbsp;&nbsp; SBM Offshore NV | 17311 | 690325 |
| &nbsp;&nbsp; †SIF Holding NV | 1080 | 7990 |
| &nbsp;&nbsp;&nbsp; Signify NV | 8400 | 178913 |
| &nbsp;&nbsp;&nbsp; Sligro Food Group NV | 1675 | 26375 |
| &nbsp;&nbsp;&nbsp; Stellantis NV | 68416 | 493122 |
| &nbsp;&nbsp;&nbsp; TKH Group NV | 4644 | 199698 |
| &nbsp;&nbsp; †TomTom NV | 3375 | 17045 |
| &nbsp;&nbsp;&nbsp; Universal Music Group NV | 29907 | 580519 |
| &nbsp;&nbsp;&nbsp; Van Lanschot Kempen NV | 3690 | 245056 |
| &nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 7494 | 559713 |
|  |  | **31508352** |
| **New Zealand–0.28%** | **New Zealand–0.28%** | **New Zealand–0.28%** |
| &nbsp;&nbsp;&nbsp; a2 Milk Co. Ltd. | 9054 | 60093 |
| &nbsp;&nbsp;&nbsp; Air New Zealand Ltd. | 113751 | 28108 |
| &nbsp;&nbsp;&nbsp;&nbsp; Auckland International <br> Airport Ltd.<br>| 22316 | 102206 |
| &nbsp;&nbsp;&nbsp; Briscoe Group Ltd. | 2316 | 6189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Channel Infrastructure NZ <br> Ltd.<br>| 30155 | 50253 |
| &nbsp;&nbsp;&nbsp; Chorus Ltd. | 26198 | 141213 |
| &nbsp;&nbsp;&nbsp; Contact Energy Ltd. | 24356 | 129465 |
| &nbsp;&nbsp;&nbsp; EBOS Group Ltd. | 5593 | 71512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare <br> Corp. Ltd.<br>| 7448 | 161499 |
| &nbsp;&nbsp; †Fletcher Building Ltd. | 77186 | 131626 |
| &nbsp;&nbsp;&nbsp; Freightways Group Ltd. | 14946 | 103489 |
| &nbsp;&nbsp;&nbsp; Genesis Energy Ltd. | 46737 | 58823 |
| &nbsp;&nbsp; †Gentrack Group Ltd. | 3379 | 12854 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hallenstein Glasson <br> Holdings Ltd.<br>| 5127 | 29403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heartland Group Holdings <br> Ltd.<br>| 52841 | 36134 |
| &nbsp;&nbsp;&nbsp; Infratil Ltd. | 12047 | 81232 |
| †=KMD Brands Ltd. | 50540 | 5663 |
| &nbsp;&nbsp;&nbsp; Mainfreight Ltd. | 2537 | 84251 |

---

*LVIP Dimensional International Core Equity Fund–32*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **New Zealand (continued)** | **New Zealand (continued)** | **New Zealand (continued)** |
| &nbsp;&nbsp;&nbsp; Mercury NZ Ltd. | 12388 | $44539 |
| &nbsp;&nbsp;&nbsp; Meridian Energy Ltd. | 16235 | 51970 |
| &nbsp;&nbsp;&nbsp; NZX Ltd. | 20698 | 15581 |
| &nbsp;&nbsp; †Oceania Healthcare Ltd. | 68674 | 27791 |
| &nbsp;&nbsp; †Pacific Edge Ltd. | 16563 | 1656 |
| &nbsp;&nbsp;&nbsp; PGG Wrightson Ltd. | 3482 | 4322 |
| &nbsp;&nbsp;&nbsp; Port of Tauranga Ltd. | 7617 | 34054 |
| &nbsp;&nbsp; †Rakon Ltd. | 8848 | 7601 |
| &nbsp;&nbsp; †Ryman Healthcare Ltd. | 36618 | 44642 |
| &nbsp;&nbsp;&nbsp; Sanford Ltd. | 3824 | 15492 |
| &nbsp;&nbsp;&nbsp; Scales Corp. Ltd. | 10942 | 37413 |
| &nbsp;&nbsp;&nbsp; Skellerup Holdings Ltd. | 17661 | 52774 |
| &nbsp;&nbsp;&nbsp;&nbsp; SKY Network Television <br> Ltd.<br>| 10160 | 18296 |
| &nbsp;&nbsp;&nbsp;&nbsp; †SKYCITY Entertainment <br> Group Ltd.<br>| 79522 | 31988 |
| &nbsp;&nbsp;&nbsp; Spark New Zealand Ltd. | 60070 | 71595 |
| &nbsp;&nbsp; †Steel & Tube Holdings Ltd. | 4332 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Summerset Group Holdings <br> Ltd.<br>| 21546 | 109947 |
| &nbsp;&nbsp;&nbsp; Tourism Holdings Ltd. | 5819 | 7290 |
| &nbsp;&nbsp;&nbsp; TOWER Ltd. | 21343 | 22751 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turners Automotive Group <br> Ltd.<br>| 4072 | 20639 |
| &nbsp;&nbsp;&nbsp; Vector Ltd. | 9108 | 24825 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Vista Group International <br> Ltd.<br>| 10648 | 10341 |
| &nbsp;&nbsp;&nbsp; Vulcan Steel Ltd. | 2401 | 8837 |
| &nbsp;&nbsp; †Warehouse Group Ltd. | 6110 | 2317 |
| &nbsp;&nbsp; †Xero Ltd. | 4329 | 228787 |
|  |  | **2190507** |
| **Norway–0.87%** | **Norway–0.87%** | **Norway–0.87%** |
| &nbsp;&nbsp;&nbsp; 2020 Bulkers Ltd. | 2462 | 35099 |
| &nbsp;&nbsp;&nbsp;&nbsp; ABG Sundal Collier Holding <br> ASA<br>| 35090 | 29064 |
| &nbsp;&nbsp;&nbsp; AF Gruppen ASA | 1402 | 24731 |
| &nbsp;&nbsp;&nbsp; Akastor ASA | 6130 | 9699 |
| &nbsp;&nbsp;&nbsp; Aker ASA Class A | 362 | 40050 |
| &nbsp;&nbsp; †Aker BioMarine ASA | 1763 | 19191 |
| &nbsp;&nbsp;&nbsp; Aker BP ASA | 12670 | 468396 |
| &nbsp;&nbsp;&nbsp; Aker Solutions ASA | 18311 | 87622 |
| &nbsp;&nbsp;&nbsp; Atea ASA | 7568 | 110735 |
| &nbsp;&nbsp;&nbsp; Austevoll Seafood ASA | 7454 | 80220 |
| &nbsp;&nbsp;&nbsp; Bakkafrost P | 535 | 25092 |
| &nbsp;&nbsp;&nbsp; Bluenord ASA | 933 | 54527 |
| &nbsp;&nbsp;&nbsp; Bonheur ASA | 1345 | 33539 |
| &nbsp;&nbsp;&nbsp; Borregaard ASA | 2895 | 52262 |
| &nbsp;&nbsp;&nbsp; Bouvet ASA | 5428 | 28309 |
| &nbsp;&nbsp;&nbsp; BW Offshore Ltd. | 8430 | 45098 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Cloudberry Clean Energy <br> ASA<br>| 18751 | 25639 |
| &nbsp;&nbsp;&nbsp; DNB Bank ASA | 11171 | 349525 |
| &nbsp;&nbsp;&nbsp; DNO ASA | 52313 | 117233 |
| &nbsp;&nbsp;&nbsp; DOF Group ASA | 2621 | 37749 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| &nbsp;&nbsp;&nbsp; Elkem ASA | 27134 | $79406 |
| &nbsp;&nbsp;&nbsp; Elmera Group ASA | 7374 | 26807 |
| &nbsp;&nbsp;&nbsp; Elopak ASA | 9930 | 37175 |
| &nbsp;&nbsp;&nbsp; Entra ASA | 924 | 10001 |
| &nbsp;&nbsp;&nbsp; Equinor ASA | 29335 | 1249799 |
| &nbsp;&nbsp;&nbsp; Europris ASA | 16557 | 156473 |
| &nbsp;&nbsp;&nbsp; Frontline PLC | 1980 | 69568 |
| &nbsp;&nbsp;&nbsp; Gjensidige Forsikring ASA | 1010 | 26420 |
| &nbsp;&nbsp; †Grieg Seafood ASA | 6008 | 47342 |
| &nbsp;&nbsp; †Hexagon Composites ASA | 11362 | 11890 |
| &nbsp;&nbsp; †Hexagon Purus ASA | 2131 | 232 |
| &nbsp;&nbsp;&nbsp; Hoegh Autoliners ASA | 11013 | 159459 |
| &nbsp;&nbsp;&nbsp; Kid ASA | 1895 | 24659 |
| &nbsp;&nbsp;&nbsp; Kitron ASA | 9962 | 96162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Klaveness Combination <br> Carriers ASA<br>| 3137 | 30551 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Kongsberg Automotive <br> ASA<br>| 79968 | 15972 |
| &nbsp;&nbsp;&nbsp; Kongsberg Gruppen ASA | 5535 | 235939 |
| &nbsp;&nbsp;&nbsp; Leroy Seafood Group ASA | 7631 | 39015 |
| &nbsp;&nbsp;&nbsp;&nbsp; †LINK Mobility Group <br> Holding ASA<br>| 10332 | 23711 |
| &nbsp;&nbsp;&nbsp; Magnora ASA | 4688 | 11474 |
| &nbsp;&nbsp;&nbsp; Medistim ASA | 229 | 4990 |
| &nbsp;&nbsp;&nbsp; Mowi ASA | 3718 | 84561 |
| &nbsp;&nbsp;&nbsp; MPC Container Ships ASA | 46238 | 110009 |
| &nbsp;&nbsp;&nbsp; Multiconsult ASA | 618 | 10376 |
| &nbsp;&nbsp; †NEL ASA | 12155 | 2657 |
| &nbsp;&nbsp;&nbsp; Norbit ASA | 1217 | 23984 |
| &nbsp;&nbsp; †Nordic Semiconductor ASA | 2012 | 32249 |
| &nbsp;&nbsp;&nbsp; Norsk Hydro ASA | 18131 | 193247 |
| &nbsp;&nbsp; †Norske Skog ASA | 2906 | 11555 |
| &nbsp;&nbsp;&nbsp; Norwegian Air Shuttle ASA | 19708 | 29127 |
| &nbsp;&nbsp; †NRC Group ASA | 6134 | 4808 |
| &nbsp;&nbsp;&nbsp; Odfjell Drilling Ltd. | 10099 | 105793 |
| &nbsp;&nbsp;&nbsp; Odfjell SE Class A | 3481 | 43027 |
| &nbsp;&nbsp; †OKEA ASA | 5631 | 24280 |
| &nbsp;&nbsp;&nbsp; Orkla ASA | 1817 | 22866 |
| &nbsp;&nbsp;&nbsp; Pareto Bank ASA | 2045 | 18036 |
| &nbsp;&nbsp;&nbsp; Protector Forsikring ASA | 1317 | 64003 |
| &nbsp;&nbsp;&nbsp; Rana Gruber ASA | 3511 | 28638 |
| &nbsp;&nbsp;&nbsp; Rogaland Sparebank | 1014 | 15566 |
| &nbsp;&nbsp;&nbsp; Salmar ASA | 281 | 16396 |
| &nbsp;&nbsp;&nbsp; SATS ASA | 17001 | 75578 |
| &nbsp;&nbsp; †Scatec ASA | 7119 | 96019 |
| &nbsp;&nbsp; †Sea1 offshore, Inc. | 8784 | 31843 |
| &nbsp;&nbsp;&nbsp; Selvaag Bolig ASA | 3629 | 12368 |
| &nbsp;&nbsp;&nbsp; Solstad Maritime ASA | 4536 | 13391 |
| &nbsp;&nbsp;&nbsp; Solstad Offshore ASA | 4318 | 30681 |
| &nbsp;&nbsp;&nbsp; Sparebank 1 Oestlandet | 1833 | 37641 |
| &nbsp;&nbsp;&nbsp;&nbsp; SpareBank 1 Sor-Norge <br> ASA<br>| 6339 | 138512 |
| &nbsp;&nbsp;&nbsp; Sparebanken More | 3012 | 36531 |
| &nbsp;&nbsp;&nbsp; Stolt-Nielsen Ltd. | 1420 | 49198 |
| &nbsp;&nbsp;&nbsp; Storebrand ASA | 15818 | 285511 |

---

*LVIP Dimensional International Core Equity Fund–33*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Norway (continued)** | **Norway (continued)** | **Norway (continued)** |
| &nbsp;&nbsp;&nbsp; Telenor ASA | 13244 | $232932 |
| &nbsp;&nbsp;&nbsp; TGS ASA | 11440 | 154930 |
| &nbsp;&nbsp;&nbsp; TOMRA Systems ASA | 2053 | 24751 |
| &nbsp;&nbsp;&nbsp; Var Energi ASA | 19203 | 98862 |
| &nbsp;&nbsp;&nbsp; Veidekke ASA | 8333 | 162841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vend Marketplaces ASA <br> Class B<br>| 550 | 13610 |
| &nbsp;&nbsp;&nbsp; Wallenius Wilhelmsen ASA | 8327 | 105971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen Holding <br> ASA Class A<br>| 900 | 67387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wilh Wilhelmsen Holding <br> ASA Class B<br>| 293 | 19456 |
| &nbsp;&nbsp;&nbsp; Yara International ASA | 2963 | 173200 |
|  |  | **6733216** |
| **Peru–0.03%** | **Peru–0.03%** | **Peru–0.03%** |
| &nbsp;&nbsp;&nbsp; Hochschild Mining PLC | 33269 | 266193 |
|  |  | **266193** |
| **Philippines–0.00%** | **Philippines–0.00%** | **Philippines–0.00%** |
| &nbsp;&nbsp; †Del Monte Pacific Ltd. | 48800 | 3181 |
|  |  | **3181** |
| **Poland–0.02%** | **Poland–0.02%** | **Poland–0.02%** |
| &nbsp;&nbsp; †InPost SA | 8304 | 147014 |
|  |  | **147014** |
| **Portugal–0.41%** | **Portugal–0.41%** | **Portugal–0.41%** |
| &nbsp;&nbsp;&nbsp; Altri SGPS SA | 5363 | 30543 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Comercial Portugues <br> SA Class R<br>| 548698 | 534414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corticeira Amorim SGPS <br> SA<br>| 735 | 5521 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTT-Correios de Portugal <br> SA<br>| 2709 | 18885 |
| &nbsp;&nbsp;&nbsp; EDP Renovaveis SA | 20595 | 330094 |
| &nbsp;&nbsp;&nbsp; EDP SA | 136985 | 724883 |
| &nbsp;&nbsp;&nbsp; Galp Energia SGPS SA | 34803 | 834492 |
| &nbsp;&nbsp;&nbsp; Jeronimo Martins SGPS SA | 7618 | 182156 |
| &nbsp;&nbsp;&nbsp; Mota-Engil SGPS SA | 8785 | 45538 |
| &nbsp;&nbsp;&nbsp; Navigator Co. SA | 16615 | 64950 |
| &nbsp;&nbsp;&nbsp; NOS SGPS SA | 20735 | 131097 |
| &nbsp;&nbsp;&nbsp;&nbsp; REN - Redes Energeticas <br> Nacionais SGPS SA<br>| 24428 | 105458 |
| &nbsp;&nbsp;&nbsp; Sonae SGPS SA | 92083 | 204522 |
|  |  | **3212553** |
| **Singapore–1.27%** | **Singapore–1.27%** | **Singapore–1.27%** |
| &nbsp;&nbsp; †AEM Holdings Ltd. | 41804 | 137892 |
| &nbsp;&nbsp;&nbsp; Aztech Global Ltd. | 15800 | 9874 |
| &nbsp;&nbsp;&nbsp; Banyan Tree Holdings Ltd. | 48800 | 22325 |
| &nbsp;&nbsp;&nbsp; BRC Asia Ltd. | 5600 | 20440 |
| &nbsp;&nbsp;&nbsp; BW LPG Ltd. | 6687 | 117590 |
| &nbsp;&nbsp;&nbsp; Centurion Corp. Ltd. | 27500 | 31606 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Singapore (continued)** | **Singapore (continued)** | **Singapore (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; China Aviation Oil <br> Singapore Corp. Ltd.<br>| 34700 | $55821 |
| &nbsp;&nbsp;&nbsp; City Developments Ltd. | 38000 | 244092 |
| &nbsp;&nbsp;&nbsp; ComfortDelGro Corp. Ltd. | 130300 | 146515 |
| &nbsp;&nbsp;&nbsp;&nbsp; †COSCO Shipping <br> International Singapore <br> Co. Ltd.<br>| 243600 | 21675 |
| &nbsp;&nbsp;&nbsp; CSE Global Ltd. | 35360 | 33060 |
| &nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd. | 39884 | 1774843 |
| &nbsp;&nbsp;&nbsp; Delfi Ltd. | 22000 | 16213 |
| &nbsp;&nbsp;&nbsp;&nbsp; DFI Retail Group Holdings <br> Ltd.<br>| 29100 | 122254 |
| †=Ezion Holdings Ltd. | 288390 | 0 |
| &nbsp;&nbsp;&nbsp; Far East Orchard Ltd. | 21691 | 19625 |
| &nbsp;&nbsp;&nbsp; First Resources Ltd. | 50700 | 114573 |
| &nbsp;&nbsp;&nbsp; Food Empire Holdings Ltd. | 18200 | 42917 |
| &nbsp;&nbsp;&nbsp; Frasers Property Ltd. | 33300 | 25222 |
| &nbsp;&nbsp;&nbsp; Frencken Group Ltd. | 21400 | 34520 |
| &nbsp;&nbsp; †Fu Yu Corp. Ltd. | 30400 | 2033 |
| &nbsp;&nbsp;&nbsp; Genting Singapore Ltd. | 405000 | 213745 |
| &nbsp;&nbsp;&nbsp; Geo Energy Resources Ltd. | 109100 | 43886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Agri-Resources <br> Ltd.<br>| 512000 | 122072 |
| &nbsp;&nbsp;&nbsp; GuocoLand Ltd. | 27500 | 50478 |
| &nbsp;&nbsp;&nbsp; Hafnia Ltd. | 10717 | 82838 |
| &nbsp;&nbsp;&nbsp; Ho Bee Land Ltd. | 12200 | 20086 |
| &nbsp;&nbsp;&nbsp; Hong Fok Corp. Ltd. | 19800 | 13458 |
| &nbsp;&nbsp;&nbsp; Hong Leong Asia Ltd. | 34700 | 76315 |
| &nbsp;&nbsp;&nbsp; Hotel Grand Central Ltd. | 19945 | 11214 |
| &nbsp;&nbsp;&nbsp; Hour Glass Ltd. | 21300 | 38047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutchison Port Holdings <br> Trust<br>| 545900 | 111910 |
| †=Hyflux Ltd. | 16000 | 0 |
| &nbsp;&nbsp;&nbsp; iFAST Corp. Ltd. | 6500 | 45717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indofood Agri Resources <br> Ltd.<br>| 26500 | 8554 |
| &nbsp;&nbsp;&nbsp; Kenon Holdings Ltd. | 1146 | 94627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keppel Infrastructure <br> Trust<br>| 193846 | 77026 |
| &nbsp;&nbsp;&nbsp; Keppel Ltd. | 26800 | 246888 |
| †=Midas Holdings Ltd. | 143100 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nanofilm Technologies <br> International Ltd.<br>| 17800 | 8136 |
| &nbsp;&nbsp;&nbsp; Netlink NBN Trust | 145100 | 109162 |
| &nbsp;&nbsp;&nbsp; Olam Group Ltd. | 52900 | 35847 |
| &nbsp;&nbsp;&nbsp; OUE Ltd. | 20900 | 18044 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese Banking <br> Corp. Ltd.<br>| 52413 | 897717 |
| &nbsp;&nbsp; †Oxley Holdings Ltd. | 104878 | 6689 |
| &nbsp;&nbsp;&nbsp; Propnex Ltd. | 16800 | 21939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Q&M Dental Group <br> Singapore Ltd.<br>| 30500 | 12591 |
| &nbsp;&nbsp;&nbsp; QAF Ltd. | 12400 | 9741 |
| &nbsp;&nbsp;&nbsp; Raffles Medical Group Ltd. | 49313 | 38739 |
| &nbsp;&nbsp;&nbsp; Riverstone Holdings Ltd. | 70100 | 37477 |

---

*LVIP Dimensional International Core Equity Fund–34*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Singapore (continued)** | **Singapore (continued)** | **Singapore (continued)** |
| &nbsp;&nbsp;&nbsp; SATS Ltd. | 54211 | $149395 |
| &nbsp;&nbsp;&nbsp; SBS Transit Ltd. | 4800 | 14635 |
| &nbsp;&nbsp;&nbsp; Seatrium Ltd. | 156242 | 289616 |
| &nbsp;&nbsp;&nbsp; Sembcorp Industries Ltd. | 63200 | 328208 |
| &nbsp;&nbsp;&nbsp; Sheng Siong Group Ltd. | 46800 | 102957 |
| &nbsp;&nbsp;&nbsp; SIA Engineering Co. Ltd. | 9600 | 24255 |
| &nbsp;&nbsp;&nbsp; Singapore Airlines Ltd. | 94950 | 489628 |
| &nbsp;&nbsp;&nbsp; Singapore Exchange Ltd. | 26600 | 405786 |
| &nbsp;&nbsp;&nbsp; Singapore Land Group Ltd. | 14500 | 39585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore Technologies <br> Engineering Ltd.<br>| 55300 | 469344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore <br> Telecommunications Ltd.<br>| 20700 | 79535 |
| &nbsp;&nbsp;&nbsp; StarHub Ltd. | 49400 | 39191 |
| &nbsp;&nbsp;&nbsp; Straits Trading Co. Ltd. | 11108 | 13910 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Thomson Medical Group <br> Ltd.<br>| 181300 | 7756 |
| &nbsp;&nbsp;&nbsp; Tuan Sing Holdings Ltd. | 59258 | 13721 |
| &nbsp;&nbsp;&nbsp; UMS Integration Ltd. | 43163 | 52283 |
| &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd. | 25662 | 734594 |
| &nbsp;&nbsp;&nbsp;&nbsp; UOB-Kay Hian Holdings <br> Ltd.<br>| 47826 | 127445 |
| &nbsp;&nbsp;&nbsp; UOL Group Ltd. | 38700 | 293848 |
| &nbsp;&nbsp; †Valeura Energy, Inc. | 10600 | 112469 |
| &nbsp;&nbsp;&nbsp; Venture Corp. Ltd. | 22500 | 270918 |
| &nbsp;&nbsp;&nbsp; Vicom Ltd. | 4200 | 5815 |
| &nbsp;&nbsp;&nbsp; Wee Hur Holdings Ltd. | 64100 | 32595 |
| &nbsp;&nbsp;&nbsp; Wilmar International Ltd. | 66700 | 200392 |
| &nbsp;&nbsp;&nbsp; Wing Tai Holdings Ltd. | 34200 | 43595 |
| &nbsp;&nbsp; †XP Power Ltd. | 1325 | 21536 |
|  |  | **9809045** |
| **Spain–2.71%** | **Spain–2.71%** | **Spain–2.71%** |
| &nbsp;&nbsp;&nbsp; Acciona SA | 1955 | 514091 |
| &nbsp;&nbsp;&nbsp; Acerinox SA | 14791 | 206794 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACS Actividades de <br> Construccion y Servicios <br> SA<br>| 6489 | 791368 |
| &nbsp;&nbsp;&nbsp; Aena SME SA | 19200 | 566348 |
| &nbsp;&nbsp;&nbsp; Almirall SA | 4378 | 62133 |
| &nbsp;&nbsp;&nbsp; Amadeus IT Group SA | 13335 | 762505 |
| &nbsp;&nbsp; †Amper SA | 149559 | 27510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atresmedia Corp. de <br> Medios de Comunicacion <br> SA<br>| 9729 | 54230 |
| &nbsp;&nbsp; †Audax Renovables SA | 8946 | 14931 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>| 108209 | 2337267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA ADR<br>| 93763 | 2030907 |
| &nbsp;&nbsp;&nbsp; Banco de Sabadell SA | 427409 | 1531104 |
| &nbsp;&nbsp;&nbsp; Banco Santander SA | 221924 | 2487928 |
| &nbsp;&nbsp;&nbsp; Bankinter SA | 51043 | 808387 |
| &nbsp;&nbsp;&nbsp; CaixaBank SA | 57599 | 690477 |
| &nbsp;&nbsp; †Cellnex Telecom SA | 11647 | 374506 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; CIE Automotive SA | 1997 | $62871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Construcciones y Auxiliar <br> de Ferrocarriles SA<br>| 2140 | 145318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias <br> Renovables SA<br>| 2251 | 55689 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Distribuidora Internacional <br> de Alimentacion SA<br>| 883 | 41343 |
| &nbsp;&nbsp;&nbsp; Ebro Foods SA | 2022 | 44199 |
| &nbsp;&nbsp; †eDreams ODIGEO SA | 2861 | 10222 |
| &nbsp;&nbsp;&nbsp; Elecnor SA | 2925 | 114509 |
| &nbsp;&nbsp;&nbsp; Enagas SA | 8459 | 167584 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Ence Energia y Celulosa <br> SA<br>| 12971 | 34535 |
| &nbsp;&nbsp;&nbsp; Endesa SA | 11507 | 479877 |
| &nbsp;&nbsp;&nbsp; Faes Farma SA | 12829 | 69317 |
| &nbsp;&nbsp;&nbsp; Fluidra SA | 2515 | 58338 |
| &nbsp;&nbsp;&nbsp; Gestamp Automocion SA | 12435 | 42707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Dominion Access <br> SA<br>| 7450 | 26661 |
| &nbsp;&nbsp; †Grenergy Renovables SA | 713 | 94895 |
| &nbsp;&nbsp;&nbsp; Grifols SA | 13475 | 140976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Empresarial San <br> Jose SA<br>| 3554 | 32714 |
| &nbsp;&nbsp;&nbsp; Iberdrola SA | 24340 | 557244 |
| &nbsp;&nbsp;&nbsp; Indra Sistemas SA | 5158 | 288283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil <br> SA<br>| 16813 | 978665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laboratorios <br> Farmaceuticos Rovi SA<br>| 530 | 50163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Linea Directa Aseguradora <br> SA Cia de Seguros y <br> Reaseguros<br>| 21910 | 29876 |
| &nbsp;&nbsp;&nbsp; Logista Integral SA | 6043 | 226150 |
| &nbsp;&nbsp;&nbsp; Mapfre SA | 89066 | 396922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Melia Hotels International <br> SA<br>| 5514 | 61547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miquel y Costas & Miquel <br> SA<br>| 1868 | 30984 |
| &nbsp;&nbsp;&nbsp; Naturgy Energy Group SA | 5662 | 169501 |
| &nbsp;&nbsp;&nbsp; Neinor Homes SA | 1873 | 36163 |
| &nbsp;&nbsp; †Obrascon Huarte Lain SA | 25168 | 12379 |
| &nbsp;&nbsp; †Pharma Mar SA | 425 | 43474 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Promotora de <br> Informaciones SA Class A<br>| 23606 | 8198 |
| &nbsp;&nbsp;&nbsp; Prosegur Cash SA | 36519 | 26508 |
| &nbsp;&nbsp; †Realia Business SA | 11794 | 13496 |
| &nbsp;&nbsp;&nbsp; Redeia Corp. SA | 16985 | 287901 |
| &nbsp;&nbsp;&nbsp; Repsol SA | 40511 | 1140323 |
| &nbsp;&nbsp;&nbsp; Sacyr SA | 18941 | 93106 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Solaria Energia y Medio <br> Ambiente SA<br>| 4978 | 137961 |
| &nbsp;&nbsp; †Tecnicas Reunidas SA | 4025 | 143973 |
| &nbsp;&nbsp;&nbsp; Telefonica SA | 158332 | 692786 |
| &nbsp;&nbsp;&nbsp; Tubacex SA | 11128 | 36914 |
| &nbsp;&nbsp;&nbsp; Unicaja Banco SA | 77646 | 230433 |

---

*LVIP Dimensional International Core Equity Fund–35*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |
| &nbsp;&nbsp;&nbsp; Vidrala SA | 2144 | $192300 |
| &nbsp;&nbsp;&nbsp; Viscofan SA | 3482 | 242465 |
|  |  | **21009956** |
| **Sweden–2.57%** | **Sweden–2.57%** | **Sweden–2.57%** |
| &nbsp;&nbsp;&nbsp; AAK AB | 3471 | 89388 |
| &nbsp;&nbsp;&nbsp; AcadeMedia AB | 8341 | 88629 |
| &nbsp;&nbsp;&nbsp; AddLife AB Class B | 8354 | 124591 |
| &nbsp;&nbsp;&nbsp; Addnode Group AB | 6878 | 48404 |
| &nbsp;&nbsp;&nbsp; AddTech AB Class B | 7794 | 267450 |
| &nbsp;&nbsp;&nbsp; AFRY AB | 7790 | 105882 |
| &nbsp;&nbsp;&nbsp; Alfa Laval AB | 2620 | 143314 |
| &nbsp;&nbsp;&nbsp; Alimak Group AB | 2910 | 33244 |
| &nbsp;&nbsp;&nbsp; Alleima AB | 17620 | 139828 |
| &nbsp;&nbsp;&nbsp; Alligo AB Class B | 927 | 12397 |
| &nbsp;&nbsp;&nbsp; Ambea AB | 10557 | 149427 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Annehem Fastigheter AB <br> Class B<br>| 4488 | 8534 |
| &nbsp;&nbsp;&nbsp; AQ Group AB | 4710 | 93462 |
| &nbsp;&nbsp;&nbsp; Arjo AB Class B | 14744 | 39229 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Asmodee Group AB <br> Class B<br>| 5670 | 63692 |
| &nbsp;&nbsp;&nbsp; Assa Abloy AB Class B | 7219 | 260951 |
| &nbsp;&nbsp;&nbsp; Atlas Copco AB Class A | 35416 | 624980 |
| &nbsp;&nbsp;&nbsp; Atlas Copco AB Class B | 20952 | 327527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atrium Ljungberg AB <br> Class B<br>| 15075 | 46515 |
| &nbsp;&nbsp;&nbsp; Attendo AB | 13630 | 146792 |
| &nbsp;&nbsp;&nbsp; Avanza Bank Holding AB | 5154 | 199013 |
| &nbsp;&nbsp;&nbsp; Axfood AB | 2905 | 98719 |
| &nbsp;&nbsp;&nbsp; Beijer Alma AB | 2835 | 72509 |
| &nbsp;&nbsp;&nbsp; Beijer Ref AB Class B | 4607 | 63867 |
| &nbsp;&nbsp;&nbsp; Bergman & Beving AB | 1531 | 44018 |
| &nbsp;&nbsp;&nbsp; Betsson AB Class B | 12884 | 137542 |
| &nbsp;&nbsp; †BHG Group AB | 16473 | 40440 |
| &nbsp;&nbsp;&nbsp; Bilia AB Class A | 6930 | 91509 |
| &nbsp;&nbsp;&nbsp; Billerud Aktiebolag | 18361 | 142338 |
| &nbsp;&nbsp;&nbsp; BioGaia AB Class B | 4284 | 54356 |
| &nbsp;&nbsp;&nbsp; Bjorn Borg AB | 2586 | 18876 |
| &nbsp;&nbsp; †Boliden AB | 5778 | 302893 |
| &nbsp;&nbsp; †Bonava AB Class B | 20526 | 20396 |
| &nbsp;&nbsp; †Boozt AB | 4107 | 40737 |
| &nbsp;&nbsp;&nbsp; Bravida Holding AB | 20331 | 211328 |
| &nbsp;&nbsp;&nbsp; Bufab AB | 8765 | 96810 |
| &nbsp;&nbsp;&nbsp; Bulten AB | 815 | 3711 |
| &nbsp;&nbsp;&nbsp; Byggmax Group AB | 7274 | 41968 |
| &nbsp;&nbsp; †Camurus AB | 488 | 24380 |
| &nbsp;&nbsp;&nbsp; Castellum AB | 9893 | 114431 |
| &nbsp;&nbsp;&nbsp; Catena AB | 1654 | 77144 |
| &nbsp;&nbsp;&nbsp; Cellavision AB | 841 | 13646 |
| &nbsp;&nbsp; †Cint Group AB | 24365 | 9942 |
| &nbsp;&nbsp;&nbsp; Clas Ohlson AB Class B | 2764 | 109218 |
| &nbsp;&nbsp;&nbsp; Cloetta AB Class B | 25436 | 142540 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Coffee Stain Group AB <br> Class B<br>| 5670 | 10268 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Coor Service Management <br> Holding AB<br>| 11679 | $73334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corem Property Group AB <br> Class B<br>| 47668 | 16798 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corem Property Group AB <br> Class D<br>| 419 | 10246 |
| &nbsp;&nbsp;&nbsp; CTT Systems AB | 561 | 7728 |
| &nbsp;&nbsp;&nbsp; Dios Fastigheter AB | 8151 | 54342 |
| &nbsp;&nbsp;&nbsp; Dometic Group AB | 18128 | 50149 |
| &nbsp;&nbsp; †Dustin Group AB | 57504 | 8343 |
| &nbsp;&nbsp; †Dynavox Group AB | 6844 | 64020 |
| &nbsp;&nbsp;&nbsp; Eastnine AB | 7448 | 35209 |
| &nbsp;&nbsp;&nbsp; Elanders AB Class B | 1811 | 8503 |
| &nbsp;&nbsp; †Electrolux AB Class B | 12821 | 81382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electrolux Professional AB <br> Class B<br>| 13262 | 71562 |
| &nbsp;&nbsp;&nbsp; Elekta AB Class B | 21721 | 128477 |
| &nbsp;&nbsp; †Eltel AB | 11132 | 9918 |
| &nbsp;&nbsp; †Embracer Group AB | 5670 | 29228 |
| &nbsp;&nbsp; †Enea AB | 1287 | 7696 |
| &nbsp;&nbsp;&nbsp; Engcon AB | 1349 | 9262 |
| &nbsp;&nbsp;&nbsp; Ependion AB | 1878 | 18385 |
| &nbsp;&nbsp;&nbsp; Epiroc AB Class A | 9438 | 232334 |
| &nbsp;&nbsp;&nbsp; Epiroc AB Class B | 5498 | 117776 |
| &nbsp;&nbsp;&nbsp; Essity AB Class A | 759 | 19549 |
| &nbsp;&nbsp;&nbsp; Essity AB Class B | 8578 | 221079 |
| &nbsp;&nbsp;&nbsp; Evolution AB | 3131 | 196778 |
| &nbsp;&nbsp;&nbsp; Fabege AB | 10758 | 86083 |
| &nbsp;&nbsp;&nbsp; Fagerhult Group AB | 5179 | 15107 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Fastighets AB Balder <br> Class B<br>| 15301 | 89612 |
| &nbsp;&nbsp; †Fastighets AB Trianon | 1416 | 2677 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Fastighetsbolaget Emilshus <br> AB Class B<br>| 94 | 509 |
| &nbsp;&nbsp;&nbsp; FastPartner AB Class A | 2918 | 13177 |
| &nbsp;&nbsp;&nbsp; G5 Entertainment AB | 477 | 2746 |
| &nbsp;&nbsp; †GARO AB | 962 | 1138 |
| &nbsp;&nbsp;&nbsp; Getinge AB Class B | 9911 | 200072 |
| &nbsp;&nbsp;&nbsp; Granges AB | 11410 | 178261 |
| &nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz <br> AB Class B<br>| 8999 | 168361 |
| &nbsp;&nbsp;&nbsp; Hanza AB | 2312 | 36116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heba Fastighets AB <br> Class B<br>| 7470 | 21897 |
| &nbsp;&nbsp;&nbsp; Hemnet Group AB | 3254 | 37092 |
| &nbsp;&nbsp;&nbsp; Hexagon AB Class B | 22249 | 216530 |
| &nbsp;&nbsp; †Hexatronic Group AB | 15691 | 53344 |
| &nbsp;&nbsp;&nbsp; Hexpol AB | 13858 | 105711 |
| &nbsp;&nbsp; †HMS Networks AB | 577 | 25924 |
| &nbsp;&nbsp;&nbsp; Holmen AB Class B | 2770 | 99332 |
| &nbsp;&nbsp;&nbsp; Hufvudstaden AB Class A | 4947 | 62656 |
| &nbsp;&nbsp;&nbsp; Humana AB | 3911 | 19830 |
| &nbsp;&nbsp;&nbsp; Husqvarna AB Class A | 1491 | 5855 |
| &nbsp;&nbsp;&nbsp; Husqvarna AB Class B | 15777 | 62478 |
| &nbsp;&nbsp;&nbsp; Indutrade AB | 3453 | 79173 |

---

*LVIP Dimensional International Core Equity Fund–36*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; Instalco AB | 24898 | $81953 |
| &nbsp;&nbsp;&nbsp; INVISIO AB | 2645 | 73116 |
| &nbsp;&nbsp;&nbsp; Inwido AB | 5503 | 87062 |
| &nbsp;&nbsp;&nbsp; JM AB | 3598 | 45834 |
| &nbsp;&nbsp;&nbsp; Kabe Group AB Class B | 418 | 7559 |
| &nbsp;&nbsp; †Karnov Group AB | 1995 | 15005 |
| &nbsp;&nbsp; †K-fast Holding AB | 5922 | 6293 |
| &nbsp;&nbsp;&nbsp; KNOW IT AB | 1633 | 18423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lagercrantz Group AB <br> Class B<br>| 12341 | 263631 |
| &nbsp;&nbsp;&nbsp; Lifco AB Class B | 3017 | 91271 |
| &nbsp;&nbsp;&nbsp; Lime Technologies AB | 713 | 15591 |
| &nbsp;&nbsp;&nbsp; Lindab International AB | 5809 | 94913 |
| &nbsp;&nbsp;&nbsp; Loomis AB | 8080 | 369097 |
| &nbsp;&nbsp; †Medcap AB | 820 | 40697 |
| &nbsp;&nbsp;&nbsp; Medicover AB Class B | 4332 | 86122 |
| &nbsp;&nbsp;&nbsp; MEKO AB | 4193 | 30687 |
| &nbsp;&nbsp;&nbsp; Midsona AB Class B | 1338 | 1774 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Modern Times Group MTG <br> AB Class B<br>| 9134 | 89190 |
| &nbsp;&nbsp;&nbsp; Momentum Group AB | 927 | 12088 |
| &nbsp;&nbsp; †Morrow Bank AB | 13708 | 18318 |
| &nbsp;&nbsp;&nbsp; Munters Group AB | 5335 | 96229 |
| &nbsp;&nbsp;&nbsp; Mycronic AB | 7410 | 174139 |
| &nbsp;&nbsp; †NCAB Group AB | 5265 | 31117 |
| &nbsp;&nbsp;&nbsp; NCC AB Class B | 10538 | 232030 |
| &nbsp;&nbsp;&nbsp; Nederman Holding AB | 1654 | 24251 |
| &nbsp;&nbsp; †Net Insight AB Class B | 38456 | 9628 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Wave Group AB <br> Class B<br>| 7813 | 80499 |
| &nbsp;&nbsp;&nbsp; Nibe Industrier AB Class B | 8525 | 35621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nivika Fastigheter AB <br> Class B<br>| 2716 | 11519 |
| &nbsp;&nbsp; †Nobia AB | 90693 | 18940 |
| &nbsp;&nbsp;&nbsp; Nokian Renkaat OYJ | 5552 | 59094 |
| &nbsp;&nbsp;&nbsp; Nolato AB Class B | 12742 | 64854 |
| &nbsp;&nbsp;&nbsp; Nordnet AB publ | 4962 | 161584 |
| &nbsp;&nbsp;&nbsp; Note AB | 1549 | 27773 |
| &nbsp;&nbsp;&nbsp; NP3 Fastigheter AB | 2360 | 61078 |
| &nbsp;&nbsp;&nbsp; Nyfosa AB | 4867 | 33758 |
| &nbsp;&nbsp;&nbsp;&nbsp; OEM International AB <br> Class B<br>| 5867 | 79948 |
| &nbsp;&nbsp; †Orron Energy AB | 20424 | 15620 |
| &nbsp;&nbsp; †Ovzon AB | 3666 | 21234 |
| &nbsp;&nbsp;&nbsp; Peab AB Class B | 19265 | 196921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Platzer Fastigheter Holding <br> AB Class B<br>| 4133 | 29469 |
| &nbsp;&nbsp;&nbsp; Prevas AB Class B | 951 | 8529 |
| &nbsp;&nbsp; †Pricer AB Class B | 11063 | 3357 |
| &nbsp;&nbsp;&nbsp; Proact IT Group AB | 2340 | 24481 |
| &nbsp;&nbsp;&nbsp; Ratos AB Class B | 24548 | 84527 |
| &nbsp;&nbsp;&nbsp;&nbsp; RaySearch Laboratories <br> AB<br>| 2208 | 45091 |
| &nbsp;&nbsp;&nbsp; Rejlers AB | 587 | 9760 |
| &nbsp;&nbsp; †Rottneros AB | 13965 | 3664 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; Rvrc Holding AB | 7740 | $54298 |
| &nbsp;&nbsp;&nbsp; Saab AB Class B | 1385 | 90648 |
| &nbsp;&nbsp;&nbsp; Sagax AB Class B | 4413 | 81431 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Samhallsbyggnadsbolaget i <br> Norden AB<br>| 23162 | 9190 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Samhallsbyggnadsbolaget i <br> Norden AB Class I-D<br>| 8533 | 7495 |
| &nbsp;&nbsp;&nbsp; Sandvik AB | 12244 | 470682 |
| &nbsp;&nbsp;&nbsp; Scandi Standard AB | 3932 | 61771 |
| &nbsp;&nbsp;&nbsp; Scandic Hotels Group AB | 18966 | 171045 |
| &nbsp;&nbsp; †Sdiptech AB Class B | 1862 | 39841 |
| &nbsp;&nbsp;&nbsp; Sectra AB Class B | 5273 | 126874 |
| &nbsp;&nbsp;&nbsp; Securitas AB Class B | 18979 | 317859 |
| &nbsp;&nbsp; †Sensys Gatso Group AB | 1884 | 7025 |
| &nbsp;&nbsp; †Sinch AB | 56576 | 151262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda <br> Banken AB Class A<br>| 26239 | 484868 |
| &nbsp;&nbsp;&nbsp; Skanska AB Class B | 13330 | 360565 |
| &nbsp;&nbsp;&nbsp; SKF AB Class A | 1011 | 24567 |
| &nbsp;&nbsp;&nbsp; SKF AB Class B | 13871 | 334373 |
| &nbsp;&nbsp;&nbsp; SkiStar AB | 4465 | 77449 |
| &nbsp;&nbsp;&nbsp; Solid Forsakring AB | 881 | 9790 |
| &nbsp;&nbsp;&nbsp; SSAB AB Class A | 10517 | 82984 |
| &nbsp;&nbsp;&nbsp; SSAB AB Class B | 23870 | 188170 |
| &nbsp;&nbsp; †Stendorren Fastigheter AB | 889 | 17652 |
| &nbsp;&nbsp; †Stillfront Group AB | 48955 | 19826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Storskogen Group AB <br> Class B<br>| 124752 | 116843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA <br> Class A<br>| 1121 | 12997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA <br> Class B<br>| 18238 | 211458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB Class A<br>| 23706 | 312533 |
| &nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken <br> AB Class B<br>| 264 | 5880 |
| &nbsp;&nbsp;&nbsp; Sweco AB Class B | 7951 | 112710 |
| &nbsp;&nbsp;&nbsp; Swedbank AB Class A | 15445 | 526420 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Swedish Orphan Biovitrum <br> AB<br>| 2505 | 104986 |
| &nbsp;&nbsp;&nbsp; Synsam AB | 5833 | 42462 |
| &nbsp;&nbsp;&nbsp; Systemair AB | 5564 | 41877 |
| &nbsp;&nbsp;&nbsp; Tele2 AB Class B | 24782 | 512925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson Class A<br>| 2154 | 24188 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM <br> Ericsson Class B<br>| 66643 | 759746 |
| &nbsp;&nbsp;&nbsp; Telia Co. AB | 97749 | 500795 |
| &nbsp;&nbsp;&nbsp; TF Bank AB | 2142 | 37659 |
| &nbsp;&nbsp;&nbsp; Thule Group AB | 2446 | 53408 |
| &nbsp;&nbsp;&nbsp; Trelleborg AB Class B | 7052 | 263741 |
| &nbsp;&nbsp;&nbsp; Troax Group AB | 3566 | 36564 |
| &nbsp;&nbsp;&nbsp; Truecaller AB Class B | 27904 | 32695 |
| &nbsp;&nbsp;&nbsp; VBG Group AB Class B | 1747 | 64858 |
| &nbsp;&nbsp; †Viaplay Group AB | 27828 | 3752 |

---

*LVIP Dimensional International Core Equity Fund–37*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Vitec Software Group AB <br> Class B<br>| 1631 | $41483 |
| &nbsp;&nbsp;&nbsp; Vitrolife AB | 4335 | 43612 |
| &nbsp;&nbsp;&nbsp; Volati AB | 837 | 7082 |
| &nbsp;&nbsp;&nbsp; Volvo AB Class A | 5132 | 168098 |
| &nbsp;&nbsp;&nbsp; Volvo AB Class B | 39804 | 1308728 |
| &nbsp;&nbsp; †Volvo Car AB Class B | 29294 | 66173 |
| &nbsp;&nbsp;&nbsp; Wallenstam AB Class B | 16228 | 70299 |
| &nbsp;&nbsp;&nbsp; Wihlborgs Fastigheter AB | 12258 | 111423 |
|  |  | **19931013** |
| **Switzerland–7.99%** | **Switzerland–7.99%** | **Switzerland–7.99%** |
| &nbsp;&nbsp;&nbsp; ABB Ltd. | 7995 | 650057 |
| &nbsp;&nbsp;&nbsp; Accelleron Industries AG | 9916 | 896269 |
| &nbsp;&nbsp;&nbsp; Adecco Group AG | 9030 | 217191 |
| &nbsp;&nbsp;&nbsp; Alcon AG | 17251 | 1300944 |
| &nbsp;&nbsp;&nbsp; Allreal Holding AG | 1569 | 442599 |
| &nbsp;&nbsp;&nbsp; ALSO Holding AG | 475 | 83769 |
| &nbsp;&nbsp;&nbsp; APG SGA SA | 98 | 24022 |
| &nbsp;&nbsp;&nbsp; Arbonia AG | 5155 | 29186 |
| &nbsp;&nbsp; †Aryzta AG | 2700 | 212507 |
| &nbsp;&nbsp;&nbsp; Ascom Holding AG | 1382 | 9127 |
| &nbsp;&nbsp;&nbsp; Autoneum Holding AG | 240 | 34799 |
| &nbsp;&nbsp;&nbsp; Avolta AG | 8874 | 532052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale de <br> Geneve<br>| 1990 | 86183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale <br> Vaudoise<br>| 2043 | 332284 |
| &nbsp;&nbsp;&nbsp; Barry Callebaut AG | 188 | 330616 |
| &nbsp;&nbsp;&nbsp; Bell Food Group AG | 177 | 45261 |
| &nbsp;&nbsp;&nbsp; Bellevue Group AG | 933 | 9150 |
| &nbsp;&nbsp;&nbsp; Berner Kantonalbank AG | 447 | 223612 |
| &nbsp;&nbsp;&nbsp; BKW AG | 1113 | 219439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bossard Holding AG <br> Class A<br>| 439 | 80142 |
| &nbsp;&nbsp;&nbsp; Bucher Industries AG | 696 | 306779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burckhardt Compression <br> Holding AG<br>| 298 | 178359 |
| &nbsp;&nbsp;&nbsp; Burkhalter Holding AG | 416 | 83840 |
| &nbsp;&nbsp;&nbsp; Bystronic AG | 97 | 25479 |
| &nbsp;&nbsp;&nbsp; Calida Holding AG | 19 | 306 |
| &nbsp;&nbsp; †Carlo Gavazzi Holding AG | 46 | 8802 |
| &nbsp;&nbsp;&nbsp; Cembra Money Bank AG | 3250 | 402093 |
| &nbsp;&nbsp;&nbsp; Cham Swiss Properties AG | 203 | 6423 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & <br> Spruengli AG<br>| 2 | 286263 |
| &nbsp;&nbsp; †Cicor Technologies Ltd. | 245 | 36412 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont <br> SA Class A<br>| 7233 | 1277102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Tradition <br> SA Class BR<br>| 108 | 35848 |
| &nbsp;&nbsp;&nbsp; Clariant AG | 13412 | 131585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola HBC AG <br> Class DI<br>| 6427 | 362028 |
| &nbsp;&nbsp;&nbsp; Coltene Holding AG | 332 | 19737 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Daetwyler Holding AG <br> Class BR<br>| 289 | $52151 |
| &nbsp;&nbsp;&nbsp; DKSH Holding AG | 3948 | 290521 |
| &nbsp;&nbsp; †DocMorris AG | 4288 | 26288 |
| &nbsp;&nbsp;&nbsp; dormakaba Holding AG | 3300 | 212155 |
| &nbsp;&nbsp;&nbsp; DSM-Firmenich AG | 246 | 17595 |
| &nbsp;&nbsp;&nbsp; EFG International AG | 12001 | 254751 |
| &nbsp;&nbsp;&nbsp; Emmi AG | 174 | 186022 |
| &nbsp;&nbsp;&nbsp; EMS-Chemie Holding AG | 189 | 148609 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Feintool International <br> Holding AG<br>| 837 | 9316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fenix Outdoor <br> International AG<br>| 263 | 12446 |
| &nbsp;&nbsp;&nbsp; Flughafen Zurich AG | 2199 | 688586 |
| &nbsp;&nbsp;&nbsp; Forbo Holding AG | 47 | 43882 |
| &nbsp;&nbsp;&nbsp; Galderma Group AG | 2522 | 495658 |
| &nbsp;&nbsp;&nbsp; Galenica AG | 5476 | 623431 |
| &nbsp;&nbsp; †GAM Holding AG | 7109 | 942 |
| &nbsp;&nbsp;&nbsp; Geberit AG | 1376 | 928841 |
| &nbsp;&nbsp;&nbsp; Georg Fischer AG | 4291 | 221369 |
| &nbsp;&nbsp;&nbsp; Givaudan SA | 156 | 527514 |
| &nbsp;&nbsp; †Glencore PLC | 170525 | 1291535 |
| &nbsp;&nbsp; †Gurit Holding AG Class BR | 240 | 11826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Helvetia Baloise Holding <br> AG<br>| 6145 | 1590389 |
| &nbsp;&nbsp;&nbsp; Holcim AG | 18040 | 1491221 |
| &nbsp;&nbsp;&nbsp; Huber & Suhner AG | 1300 | 290378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hypothekarbank Lenzburg <br> AG<br>| 7 | 36418 |
| &nbsp;&nbsp; †Implenia AG | 1461 | 115116 |
| &nbsp;&nbsp;&nbsp; Inficon Holding AG | 644 | 81506 |
| &nbsp;&nbsp;&nbsp; Interroll Holding AG | 57 | 105468 |
| &nbsp;&nbsp;&nbsp; Intershop Holding AG | 270 | 57109 |
| &nbsp;&nbsp;&nbsp; Investis Holding SA | 307 | 59127 |
| &nbsp;&nbsp;&nbsp; Julius Baer Group Ltd. | 11728 | 862641 |
| &nbsp;&nbsp;&nbsp; Jungfraubahn Holding AG | 552 | 183597 |
| &nbsp;&nbsp;&nbsp; Kardex Holding AG | 301 | 90563 |
| &nbsp;&nbsp; †Komax Holding AG | 253 | 16134 |
| &nbsp;&nbsp; †Kudelski SA Class BR | 1531 | 2489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuehne & Nagel <br> International AG<br>| 1745 | 399614 |
| &nbsp;&nbsp;&nbsp; Landis & Gyr Group AG | 1668 | 107023 |
| &nbsp;&nbsp; †LEM Holding SA | 42 | 15481 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liechtensteinische <br> Landesbank AG<br>| 1193 | 147558 |
| &nbsp;&nbsp;&nbsp; Logitech International SA | 4461 | 410234 |
| &nbsp;&nbsp;&nbsp; Lonza Group AG | 1937 | 1242621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luzerner Kantonalbank <br> AG<br>| 1951 | 259162 |
| &nbsp;&nbsp;&nbsp; Medacta Group SA | 258 | 48758 |
| &nbsp;&nbsp;&nbsp; Medmix AG | 1270 | 13975 |
| &nbsp;&nbsp;&nbsp; Metall Zug AG Class B | 22 | 20195 |
| &nbsp;&nbsp;&nbsp; Mobilezone Holding AG | 1836 | 35486 |
| &nbsp;&nbsp;&nbsp; Mobimo Holding AG | 673 | 319414 |
| &nbsp;&nbsp;&nbsp; Naturenergie Holding AG | 556 | 22600 |

---

*LVIP Dimensional International Core Equity Fund–38*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp; Nestle SA | 56348 | $5527232 |
| &nbsp;&nbsp;&nbsp; Novartis AG | 19330 | 2967045 |
| &nbsp;&nbsp;&nbsp; Novartis AG ADR | 36937 | 5642127 |
| &nbsp;&nbsp;&nbsp; Novavest Real Estate AG | 237 | 12778 |
| &nbsp;&nbsp;&nbsp;&nbsp; OC Oerlikon Corp. AG <br> Pfaeffikon<br>| 8825 | 35072 |
| &nbsp;&nbsp; †Orior AG | 492 | 6858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Partners Group Holding <br> AG<br>| 663 | 714608 |
| &nbsp;&nbsp; †Peach Property Group AG | 946 | 5915 |
| &nbsp;&nbsp;&nbsp; Phoenix Mecano AG | 34 | 17784 |
| &nbsp;&nbsp;&nbsp; Plazza AG Class A | 93 | 52801 |
| &nbsp;&nbsp;&nbsp; PSP Swiss Property AG | 2891 | 574008 |
| &nbsp;&nbsp;&nbsp; Rieter Holding AG | 9178 | 35023 |
| &nbsp;&nbsp;&nbsp; Roche Holding AG | 12586 | 5022957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roche Holding AG <br> Class BR<br>| 546 | 226242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Romande Energie Holding <br> SA<br>| 625 | 38457 |
| &nbsp;&nbsp;&nbsp; Sandoz Group AG | 13801 | 1081321 |
| &nbsp;&nbsp;&nbsp; Schindler Holding AG | 416 | 131020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schweiter Technologies <br> AG<br>| 88 | 32237 |
| &nbsp;&nbsp;&nbsp; SFS Group AG | 1646 | 246348 |
| &nbsp;&nbsp;&nbsp; SGS SA | 9793 | 1032074 |
| &nbsp;&nbsp;&nbsp; Siegfried Holding AG | 2380 | 225770 |
| &nbsp;&nbsp;&nbsp; SIG Group AG | 25520 | 382553 |
| &nbsp;&nbsp;&nbsp; Sika AG | 2260 | 374071 |
| &nbsp;&nbsp;&nbsp; Softwareone Holding AG | 11423 | 99937 |
| &nbsp;&nbsp;&nbsp; Sonova Holding AG | 1471 | 335408 |
| &nbsp;&nbsp;&nbsp;&nbsp; St. Galler Kantonalbank <br> AG<br>| 321 | 268244 |
| &nbsp;&nbsp;&nbsp; Stadler Rail AG | 2889 | 74232 |
| &nbsp;&nbsp;&nbsp; STMicroelectronics NV | 16656 | 566780 |
| &nbsp;&nbsp;&nbsp; Straumann Holding AG | 1209 | 126489 |
| &nbsp;&nbsp;&nbsp; Sulzer AG | 1772 | 371492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunrise Communications <br> AG Class A<br>| 2030 | 120989 |
| &nbsp;&nbsp;&nbsp; Swatch Group AG | 4025 | 178338 |
| &nbsp;&nbsp;&nbsp; Swatch Group AG Class BR | 1944 | 429160 |
| &nbsp;&nbsp;&nbsp; Swiss Life Holding AG | 1124 | 1224276 |
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG | 7418 | 1256002 |
| &nbsp;&nbsp;&nbsp; Swiss Re AG | 10690 | 1795676 |
| &nbsp;&nbsp;&nbsp; Swisscom AG | 1527 | 1281402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swissquote Group Holding <br> SA<br>| 1116 | 554360 |
| &nbsp;&nbsp;&nbsp; Tecan Group AG | 890 | 151488 |
| &nbsp;&nbsp;&nbsp; Temenos AG | 4573 | 400807 |
| &nbsp;&nbsp;&nbsp; TX Group AG | 202 | 33656 |
| &nbsp;&nbsp;&nbsp; UBS Group AG | 52976 | 2068005 |
| &nbsp;&nbsp;&nbsp; Valiant Holding AG | 1625 | 361537 |
| &nbsp;&nbsp;&nbsp; VAT Group AG | 1119 | 698078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaudoise Assurances <br> Holding SA<br>| 70 | 70385 |
| &nbsp;&nbsp;&nbsp; Vetropack Holding AG | 950 | 27345 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| &nbsp;&nbsp;&nbsp; Vontobel Holding AG | 3592 | $311036 |
| &nbsp;&nbsp;&nbsp; VP Bank AG Class A | 349 | 37643 |
| &nbsp;&nbsp;&nbsp; V-ZUG Holding AG | 220 | 10645 |
| &nbsp;&nbsp;&nbsp; Walliser Kantonalbank | 94 | 18222 |
| &nbsp;&nbsp;&nbsp; Warteck Invest AG | 10 | 25888 |
| &nbsp;&nbsp;&nbsp; Ypsomed Holding AG | 67 | 23488 |
| &nbsp;&nbsp;&nbsp; Zehnder Group AG | 1078 | 90832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zug Estates Holding AG <br> Class B<br>| 24 | 72636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zuger Kantonalbank <br> Class BR<br>| 9 | 115873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance Group <br> AG<br>| 1911 | 1350730 |
|  |  | **61923360** |
| **Taiwan–0.02%** | **Taiwan–0.02%** | **Taiwan–0.02%** |
| &nbsp;&nbsp; †FIT Hon Teng Ltd. | 184000 | 164894 |
|  |  | **164894** |
| **United Arab Emirates–0.00%** | **United Arab Emirates–0.00%** | **United Arab Emirates–0.00%** |
| &nbsp;&nbsp; †Gulf Marine Services PLC | 49627 | 11758 |
| †=NMC Health PLC | 2337 | 0 |
|  |  | **11758** |
| **United Kingdom–10.39%** | **United Kingdom–10.39%** | **United Kingdom–10.39%** |
| &nbsp;&nbsp;&nbsp; 4imprint Group PLC | 1868 | 84385 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Accesso Technology Group <br> PLC<br>| 1067 | 3502 |
| &nbsp;&nbsp;&nbsp; Admiral Group PLC | 10339 | 432436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Medical <br> Solutions Group PLC<br>| 13001 | 33368 |
| &nbsp;&nbsp;&nbsp; AG Barr PLC | 6257 | 53997 |
| &nbsp;&nbsp;&nbsp; Airtel Africa PLC | 85953 | 396359 |
| &nbsp;&nbsp;&nbsp; AJ Bell PLC | 28544 | 177494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alfa Financial Software <br> Holdings PLC<br>| 4940 | 9515 |
| &nbsp;&nbsp;&nbsp; Allfunds Group PLC | 21610 | 215693 |
| &nbsp;&nbsp;&nbsp; Anglo American PLC | 4750 | 203944 |
| &nbsp;&nbsp; †AO World PLC | 25690 | 29447 |
| &nbsp;&nbsp;&nbsp; Ashmore Group PLC | 22572 | 63159 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Technology <br> Holdings PLC<br>| 5826 | 32385 |
| &nbsp;&nbsp; †ASOS PLC | 2441 | 6963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Associated British Foods <br> PLC<br>| 11066 | 277008 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Aston Martin Lagonda <br> Global Holdings PLC<br>| 4044 | 1964 |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC | 5400 | 1055916 |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC ADR | 18587 | 3665728 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Auction Technology Group <br> PLC<br>| 5851 | 25866 |
| &nbsp;&nbsp;&nbsp; Autotrader Group PLC | 36660 | 229458 |
| &nbsp;&nbsp;&nbsp; Aviva PLC | 113471 | 910649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Babcock International <br> Group PLC<br>| 30221 | 469169 |

---

*LVIP Dimensional International Core Equity Fund–39*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; BAE Systems PLC | 21865 | $641049 |
| &nbsp;&nbsp;&nbsp; Balfour Beatty PLC | 39985 | 404834 |
| &nbsp;&nbsp;&nbsp; Barclays PLC | 237750 | 1244261 |
| &nbsp;&nbsp;&nbsp; Barratt Redrow PLC | 99892 | 347433 |
| &nbsp;&nbsp;&nbsp; Beazley PLC | 60437 | 1021167 |
| &nbsp;&nbsp;&nbsp; Bellway PLC | 13066 | 321318 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Berkeley Group Holdings <br> PLC<br>| 6695 | 306691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomsbury Publishing <br> PLC<br>| 5977 | 45075 |
| &nbsp;&nbsp;&nbsp; Bodycote PLC | 14011 | 113217 |
| &nbsp;&nbsp; †boohoo Group PLC | 35966 | 8521 |
| &nbsp;&nbsp;&nbsp; BP PLC | 284253 | 2224793 |
| &nbsp;&nbsp;&nbsp; BP PLC ADR | 49288 | 2316536 |
| &nbsp;&nbsp;&nbsp; Braemar PLC | 3535 | 10693 |
| &nbsp;&nbsp;&nbsp; Breedon Group PLC | 17511 | 69069 |
| &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco <br> PLC<br>| 25392 | 1474229 |
| &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco <br> PLC ADR<br>| 3264 | 190846 |
| &nbsp;&nbsp;&nbsp; BT Group PLC | 464328 | 1301310 |
| &nbsp;&nbsp;&nbsp; BTG Consulting PLC | 6705 | 10650 |
| &nbsp;&nbsp;&nbsp; Bunzl PLC | 4747 | 142910 |
| &nbsp;&nbsp; †Burberry Group PLC | 16009 | 234245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bytes Technology Group <br> PLC<br>| 25519 | 95067 |
| &nbsp;&nbsp; †Capita PLC | 7023 | 24963 |
| &nbsp;&nbsp;&nbsp; Card Factory PLC | 38688 | 32705 |
| &nbsp;&nbsp;&nbsp; Carnival PLC | 1149 | 29309 |
| &nbsp;&nbsp;&nbsp; Carnival PLC ADR | 1165 | 30022 |
| &nbsp;&nbsp;&nbsp; Central Asia Metals PLC | 23831 | 51533 |
| &nbsp;&nbsp;&nbsp; Centrica PLC | 228013 | 645604 |
| &nbsp;&nbsp;&nbsp; Chemring Group PLC | 20014 | 136458 |
| &nbsp;&nbsp;&nbsp; Chesnara PLC | 20342 | 80909 |
| &nbsp;&nbsp;&nbsp; Clarkson PLC | 1580 | 97179 |
| &nbsp;&nbsp; †Close Brothers Group PLC | 12123 | 64280 |
| &nbsp;&nbsp;&nbsp; CMC Markets PLC | 11645 | 52945 |
| &nbsp;&nbsp;&nbsp; Coats Group PLC | 141000 | 151256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific <br> Partners PLC<br>| 6225 | 571286 |
| &nbsp;&nbsp;&nbsp; Compass Group PLC | 34296 | 956890 |
| &nbsp;&nbsp;&nbsp; Computacenter PLC | 2786 | 111669 |
| &nbsp;&nbsp;&nbsp; Convatec Group PLC | 47551 | 137158 |
| &nbsp;&nbsp;&nbsp; Costain Group PLC | 18094 | 43444 |
| &nbsp;&nbsp;&nbsp; Cranswick PLC | 3197 | 221310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crest Nicholson Holdings <br> PLC<br>| 28366 | 37846 |
| &nbsp;&nbsp;&nbsp; Croda International PLC | 2984 | 112057 |
| &nbsp;&nbsp;&nbsp; Currys PLC | 71356 | 118167 |
| &nbsp;&nbsp;&nbsp; CVS Group PLC | 4289 | 64109 |
| &nbsp;&nbsp; †DFS Furniture PLC | 17021 | 27343 |
| &nbsp;&nbsp;&nbsp; Diageo PLC | 15003 | 279014 |
| &nbsp;&nbsp;&nbsp; Diageo PLC ADR | 4764 | 354680 |
| &nbsp;&nbsp;&nbsp; Diploma PLC | 2859 | 228268 |
| &nbsp;&nbsp;&nbsp; DiscoverIE Group PLC | 5469 | 38945 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Domino's Pizza Group PLC | 17047 | $39032 |
| &nbsp;&nbsp;&nbsp; dotdigital group PLC | 7534 | 4673 |
| &nbsp;&nbsp;&nbsp; Dr. Martens PLC | 29668 | 24720 |
| &nbsp;&nbsp;&nbsp; Drax Group PLC | 44319 | 523751 |
| &nbsp;&nbsp;&nbsp; Dunelm Group PLC | 12014 | 124670 |
| &nbsp;&nbsp;&nbsp; easyJet PLC | 15233 | 70876 |
| &nbsp;&nbsp;&nbsp;&nbsp; †EKF Diagnostics Holdings <br> PLC<br>| 5002 | 1655 |
| &nbsp;&nbsp;&nbsp; Elementis PLC | 46705 | 92481 |
| &nbsp;&nbsp;&nbsp; Endeavour Mining PLC | 16380 | 982141 |
| &nbsp;&nbsp;&nbsp; Energean PLC | 17683 | 203580 |
| &nbsp;&nbsp;&nbsp; EnQuest PLC | 185362 | 49375 |
| &nbsp;&nbsp;&nbsp; Essentra PLC | 21902 | 26207 |
| &nbsp;&nbsp;&nbsp; FDM Group Holdings PLC | 7488 | 9871 |
| &nbsp;&nbsp;&nbsp; Fevara PLC | 1603 | 2642 |
| &nbsp;&nbsp;&nbsp; Firstgroup PLC | 55434 | 121945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Foresight Group Holdings <br> Ltd.<br>| 7643 | 35609 |
| &nbsp;&nbsp;&nbsp; Forterra PLC | 15583 | 31929 |
| &nbsp;&nbsp;&nbsp; Foxtons Group PLC | 30068 | 17173 |
| &nbsp;&nbsp; †Frasers Group PLC | 6580 | 55957 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Frontier Developments <br> PLC<br>| 992 | 4617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuller Smith & Turner PLC <br> Class A<br>| 2606 | 22611 |
| &nbsp;&nbsp;&nbsp; Future PLC | 9735 | 38243 |
| &nbsp;&nbsp;&nbsp; Galliford Try Holdings PLC | 9912 | 63666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Games Workshop Group <br> PLC<br>| 2520 | 595720 |
| &nbsp;&nbsp; †Gaming Realms PLC | 880 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gamma Communications <br> PLC<br>| 5521 | 51884 |
| &nbsp;&nbsp;&nbsp; GB Group PLC | 19697 | 52403 |
| &nbsp;&nbsp;&nbsp; Genuit Group PLC | 18116 | 69287 |
| &nbsp;&nbsp; †Georgia Capital PLC | 4171 | 202287 |
| &nbsp;&nbsp;&nbsp; Gooch & Housego PLC | 1112 | 11165 |
| &nbsp;&nbsp;&nbsp; Goodwin PLC | 187 | 28322 |
| &nbsp;&nbsp;&nbsp; Grainger PLC | 74491 | 159726 |
| &nbsp;&nbsp;&nbsp; Greencore Group PLC | 52806 | 169493 |
| &nbsp;&nbsp;&nbsp; Greggs PLC | 5518 | 112155 |
| &nbsp;&nbsp;&nbsp; GSK PLC | 57200 | 1575601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulf Keystone Petroleum <br> Ltd.<br>| 21757 | 61339 |
| &nbsp;&nbsp; †Gym Group PLC | 10516 | 24535 |
| &nbsp;&nbsp;&nbsp; Haleon PLC | 175648 | 869281 |
| &nbsp;&nbsp;&nbsp; Halfords Group PLC | 18444 | 31492 |
| &nbsp;&nbsp;&nbsp; Halma PLC | 3792 | 193509 |
| &nbsp;&nbsp;&nbsp; Harbour Energy PLC | 20193 | 80296 |
| &nbsp;&nbsp;&nbsp; Harworth Group PLC | 15020 | 29135 |
| &nbsp;&nbsp;&nbsp; Hays PLC | 46506 | 20649 |
| &nbsp;&nbsp; †Headlam Group PLC | 2792 | 1386 |
| &nbsp;&nbsp;&nbsp; Helical PLC | 8725 | 20409 |
| &nbsp;&nbsp; †Helios Towers PLC | 62269 | 149911 |
| &nbsp;&nbsp;&nbsp; Henry Boot PLC | 9398 | 22639 |
| &nbsp;&nbsp;&nbsp; Hill & Smith PLC | 4192 | 117511 |

---

*LVIP Dimensional International Core Equity Fund–40*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Hilton Food Group PLC | 7393 | $50003 |
| &nbsp;&nbsp;&nbsp; Hiscox Ltd. | 24545 | 495442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hollywood Bowl Group <br> PLC<br>| 21626 | 67410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Howden Joinery Group <br> PLC<br>| 49040 | 519421 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings PLC ADR | 20204 | 1666628 |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC <br> (London Shares)<br>| 137478 | 2257744 |
| &nbsp;&nbsp;&nbsp; Hunting PLC | 17421 | 114370 |
| &nbsp;&nbsp;&nbsp; Ibstock PLC | 37628 | 50302 |
| &nbsp;&nbsp;&nbsp; IG Group Holdings PLC | 15961 | 303937 |
| &nbsp;&nbsp;&nbsp; IMI PLC | 16348 | 556143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Impax Asset Management <br> Group PLC<br>| 8484 | 13890 |
| &nbsp;&nbsp;&nbsp; Imperial Brands PLC | 29271 | 1186875 |
| &nbsp;&nbsp;&nbsp; Inchcape PLC | 36515 | 362485 |
| &nbsp;&nbsp;&nbsp; Informa PLC | 42519 | 427049 |
| &nbsp;&nbsp;&nbsp; IntegraFin Holdings PLC | 10540 | 43149 |
| &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels <br> Group PLC<br>| 412 | 54332 |
| &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels <br> Group PLC ADR<br>| 2814 | 375556 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Consolidated <br> Airlines Group SA <br> Class DI<br>| 7894 | 37149 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Workplace <br> Group PLC<br>| 52010 | 120720 |
| &nbsp;&nbsp;&nbsp; Intertek Group PLC | 7754 | 377302 |
| &nbsp;&nbsp;&nbsp; Investec PLC | 32603 | 251291 |
| &nbsp;&nbsp; †iomart Group PLC | 7195 | 1126 |
| &nbsp;&nbsp; †IQE PLC | 58773 | 19209 |
| &nbsp;&nbsp;&nbsp; ITV PLC | 270133 | 273202 |
| &nbsp;&nbsp;&nbsp; J D Wetherspoon PLC | 9040 | 66767 |
| &nbsp;&nbsp;&nbsp; J Sainsbury PLC | 141619 | 635445 |
| &nbsp;&nbsp; †James Fisher & Sons PLC | 3307 | 19872 |
| &nbsp;&nbsp;&nbsp; James Halstead PLC | 16114 | 25834 |
| &nbsp;&nbsp;&nbsp; JD Sports Fashion PLC | 179246 | 170007 |
| &nbsp;&nbsp;&nbsp; JET2 PLC | 4940 | 73639 |
| &nbsp;&nbsp;&nbsp; Johnson Matthey PLC | 12854 | 324742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Service Group <br> PLC<br>| 36041 | 60870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Fund Management <br> PLC<br>| 49935 | 111560 |
| &nbsp;&nbsp;&nbsp; Just Group PLC | 86034 | 249385 |
| &nbsp;&nbsp;&nbsp; Kainos Group PLC | 2612 | 25644 |
| &nbsp;&nbsp;&nbsp; Keller Group PLC | 7639 | 194333 |
| &nbsp;&nbsp;&nbsp; Kier Group PLC | 29901 | 76791 |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | 143422 | 545339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Knights Group Holdings <br> PLC<br>| 783 | 1680 |
| &nbsp;&nbsp;&nbsp; Lancashire Holdings Ltd. | 17047 | 132445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legal & General Group <br> PLC<br>| 211209 | 694103 |
| &nbsp;&nbsp;&nbsp; Lion Finance Group PLC | 3870 | 480343 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Liontrust Asset <br> Management PLC<br>| 5738 | $18421 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC | 1059995 | 1313794 |
| &nbsp;&nbsp;&nbsp;&nbsp; London Stock Exchange <br> Group PLC<br>| 1549 | 182918 |
| &nbsp;&nbsp;&nbsp; LSL Property Services PLC | 6396 | 18879 |
| &nbsp;&nbsp;&nbsp; Luceco PLC | 14452 | 33448 |
| &nbsp;&nbsp;&nbsp; M&C Saatchi PLC | 5989 | 9090 |
| &nbsp;&nbsp;&nbsp; Macfarlane Group PLC | 14596 | 12857 |
| &nbsp;&nbsp;&nbsp; Man Group PLC | 70796 | 238336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group <br> PLC<br>| 79304 | 357322 |
| &nbsp;&nbsp;&nbsp; Marshalls PLC | 17993 | 33437 |
| &nbsp;&nbsp; †Marston's PLC | 68675 | 47449 |
| &nbsp;&nbsp;&nbsp; McBride PLC | 15062 | 27113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Me Group International <br> PLC<br>| 19139 | 34759 |
| &nbsp;&nbsp;&nbsp; Mears Group PLC | 10609 | 45918 |
| &nbsp;&nbsp;&nbsp; Melrose Industries PLC | 13008 | 88145 |
| &nbsp;&nbsp; †Metro Bank Holdings PLC | 26335 | 41062 |
| &nbsp;&nbsp;&nbsp; Midwich Group PLC | 1944 | 4040 |
| &nbsp;&nbsp; †Mitchells & Butlers PLC | 32436 | 109477 |
| &nbsp;&nbsp;&nbsp; Mitie Group PLC | 121809 | 272473 |
| &nbsp;&nbsp;&nbsp; MJ Gleeson PLC | 5712 | 20262 |
| &nbsp;&nbsp;&nbsp; Mondi PLC | 25928 | 293132 |
| &nbsp;&nbsp;&nbsp; MONY Group PLC | 35323 | 70678 |
| &nbsp;&nbsp;&nbsp; Moonpig Group PLC | 13162 | 36497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Advanced <br> Materials PLC<br>| 22119 | 58846 |
| &nbsp;&nbsp;&nbsp; Morgan Sindall Group PLC | 2641 | 144544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Advice Bureau <br> Holdings Ltd.<br>| 3472 | 25690 |
| &nbsp;&nbsp;&nbsp; MP Evans Group PLC | 2058 | 40915 |
| &nbsp;&nbsp;&nbsp; National Grid PLC | 32710 | 552148 |
| &nbsp;&nbsp;&nbsp; National Grid PLC ADR | 4947 | 418516 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC | 113322 | 839483 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC ADR | 29201 | 435095 |
| &nbsp;&nbsp;&nbsp; NCC Group PLC | 21063 | 32570 |
| &nbsp;&nbsp;&nbsp; Next 15 Group PLC | 4840 | 14464 |
| &nbsp;&nbsp;&nbsp; Next PLC | 4244 | 717019 |
| &nbsp;&nbsp;&nbsp; Ninety One PLC | 5720 | 17254 |
| &nbsp;&nbsp;&nbsp; Norcros PLC | 5059 | 18615 |
| &nbsp;&nbsp; †Ocado Group PLC | 16195 | 38899 |
| &nbsp;&nbsp;&nbsp; Odfjell Technology Ltd. | 1683 | 12810 |
| &nbsp;&nbsp;&nbsp; On the Beach Group PLC | 10599 | 22053 |
| &nbsp;&nbsp;&nbsp; OSB Group PLC | 42937 | 298707 |
| &nbsp;&nbsp;&nbsp; Pagegroup PLC | 20094 | 36703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan African Resources <br> PLC<br>| 187960 | 348273 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paragon Banking Group <br> PLC<br>| 1906 | 18139 |
| &nbsp;&nbsp;&nbsp; PayPoint PLC | 7154 | 53213 |
| &nbsp;&nbsp;&nbsp; Pearson PLC | 12719 | 167686 |
| &nbsp;&nbsp;&nbsp; Pennon Group PLC | 19875 | 139293 |
| &nbsp;&nbsp;&nbsp; Persimmon PLC | 24381 | 348048 |

---

*LVIP Dimensional International Core Equity Fund–41*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Pets at Home Group PLC | 36513 | $88450 |
| &nbsp;&nbsp;&nbsp; Pharos Energy PLC | 14884 | 5359 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Pinewood Technologies <br> Group PLC<br>| 6987 | 19282 |
| &nbsp;&nbsp;&nbsp; Playtech PLC | 19897 | 88565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Polar Capital Holdings <br> PLC<br>| 6027 | 49198 |
| &nbsp;&nbsp;&nbsp; Porvair PLC | 1608 | 15357 |
| &nbsp;&nbsp;&nbsp; PPHE Hotel Group Ltd. | 770 | 16225 |
| &nbsp;&nbsp;&nbsp; Premier Foods PLC | 57794 | 141365 |
| &nbsp;&nbsp;&nbsp; Prudential PLC ADR | 29314 | 833397 |
| &nbsp;&nbsp;&nbsp; PZ Cussons PLC | 17088 | 18280 |
| &nbsp;&nbsp;&nbsp; QinetiQ Group PLC | 29164 | 176654 |
| &nbsp;&nbsp;&nbsp; Rank Group PLC | 8180 | 9669 |
| &nbsp;&nbsp;&nbsp; Reach PLC | 25344 | 20228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reckitt Benckiser Group <br> PLC<br>| 14115 | 949097 |
| &nbsp;&nbsp;&nbsp; RELX PLC | 4305 | 143371 |
| &nbsp;&nbsp;&nbsp; RELX PLC ADR | 18617 | 617154 |
| &nbsp;&nbsp;&nbsp; Renew Holdings PLC | 4013 | 45149 |
| &nbsp;&nbsp;&nbsp; Rentokil Initial PLC | 23283 | 144493 |
| &nbsp;&nbsp;&nbsp; Rightmove PLC | 42311 | 242075 |
| &nbsp;&nbsp;&nbsp; Rio Tinto PLC | 7867 | 729850 |
| &nbsp;&nbsp;&nbsp; Rio Tinto PLC ADR | 1518 | 141614 |
| &nbsp;&nbsp;&nbsp; Robert Walters PLC | 3858 | 4259 |
| &nbsp;&nbsp;&nbsp; Rolls-Royce Holdings PLC | 127492 | 1936913 |
| &nbsp;&nbsp;&nbsp; Rotork PLC | 48856 | 203150 |
| &nbsp;&nbsp;&nbsp; RS Group PLC | 17867 | 133787 |
| &nbsp;&nbsp;&nbsp; RWS Holdings PLC | 14982 | 15111 |
| &nbsp;&nbsp;&nbsp; S4 Capital PLC | 20890 | 7687 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sabre Insurance Group <br> PLC<br>| 19055 | 39446 |
| &nbsp;&nbsp; †Saga PLC | 13212 | 81666 |
| &nbsp;&nbsp;&nbsp; Sage Group PLC | 38719 | 433862 |
| &nbsp;&nbsp; †Savannah Energy PLC | 28585 | 3008 |
| &nbsp;&nbsp;&nbsp; Savills PLC | 10749 | 117234 |
| &nbsp;&nbsp;&nbsp; Schroders PLC | 27702 | 213293 |
| &nbsp;&nbsp;&nbsp; Secure Trust Bank PLC | 1370 | 23131 |
| &nbsp;&nbsp;&nbsp; Senior PLC | 18309 | 70884 |
| &nbsp;&nbsp;&nbsp; Serco Group PLC | 92861 | 350296 |
| &nbsp;&nbsp;&nbsp; Serica Energy PLC | 15438 | 60075 |
| &nbsp;&nbsp; †Severfield PLC | 10593 | 3486 |
| &nbsp;&nbsp;&nbsp; Severn Trent PLC | 6207 | 254571 |
| &nbsp;&nbsp;&nbsp; Shell PLC | 136635 | 6328258 |
| &nbsp;&nbsp;&nbsp; Shell PLC ADR | 7985 | 742605 |
| &nbsp;&nbsp; †SIG PLC | 58377 | 6568 |
| &nbsp;&nbsp;&nbsp; Smith & Nephew PLC | 11135 | 176423 |
| &nbsp;&nbsp;&nbsp; Smith & Nephew PLC ADR | 3110 | 98836 |
| &nbsp;&nbsp;&nbsp; Smiths Group PLC | 8689 | 265155 |
| &nbsp;&nbsp;&nbsp; Smiths News PLC | 11631 | 9853 |
| &nbsp;&nbsp;&nbsp; Softcat PLC | 12874 | 210417 |
| &nbsp;&nbsp;&nbsp; Speedy Hire PLC | 45398 | 13610 |
| &nbsp;&nbsp;&nbsp; Spirax Group PLC | 1432 | 128470 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spire Healthcare Group <br> PLC<br>| 13483 | 26180 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; SSE PLC | 12432 | $429757 |
| &nbsp;&nbsp;&nbsp; SSP Group PLC | 47075 | 108978 |
| &nbsp;&nbsp;&nbsp; St. James's Place PLC | 42049 | 663476 |
| &nbsp;&nbsp;&nbsp; Standard Chartered PLC | 35994 | 750110 |
| &nbsp;&nbsp;&nbsp; Standard Life PLC | 8283 | 75015 |
| &nbsp;&nbsp;&nbsp; SThree PLC | 7462 | 14716 |
| &nbsp;&nbsp;&nbsp; STV Group PLC | 2471 | 3336 |
| &nbsp;&nbsp;&nbsp; Subsea 7 SA | 7831 | 242594 |
| &nbsp;&nbsp; †Synthomer PLC | 13236 | 7113 |
| &nbsp;&nbsp;&nbsp; Tate & Lyle PLC | 16470 | 78915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tatton Asset Management <br> PLC<br>| 5219 | 40204 |
| &nbsp;&nbsp;&nbsp; Taylor Wimpey PLC | 317061 | 376580 |
| &nbsp;&nbsp; †Team Internet Group PLC | 9144 | 4478 |
| &nbsp;&nbsp;&nbsp; Telecom Plus PLC | 7410 | 126718 |
| &nbsp;&nbsp;&nbsp; Tesco PLC | 253436 | 1592852 |
| &nbsp;&nbsp; †THG PLC | 61212 | 23811 |
| &nbsp;&nbsp;&nbsp; Topps Tiles PLC | 15052 | 6893 |
| &nbsp;&nbsp;&nbsp; TORM PLC Class A | 3894 | 110613 |
| &nbsp;&nbsp;&nbsp; TP ICAP Group PLC | 70026 | 253767 |
| &nbsp;&nbsp; †Trainline PLC | 18113 | 54422 |
| &nbsp;&nbsp; †TT Electronics PLC | 12612 | 19525 |
| &nbsp;&nbsp; †Tullow Oil PLC | 65046 | 11106 |
| &nbsp;&nbsp;&nbsp; Unilever PLC ADR | 26751 | 1524004 |
| &nbsp;&nbsp;&nbsp; United Utilities Group PLC | 19074 | 332577 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Vanquis Banking Group <br> PLC<br>| 16016 | 23827 |
| &nbsp;&nbsp;&nbsp; Vertu Motors PLC | 36292 | 27813 |
| &nbsp;&nbsp;&nbsp; Vesuvius PLC | 14198 | 74644 |
| &nbsp;&nbsp;&nbsp; Victrex PLC | 3374 | 25455 |
| &nbsp;&nbsp; †Vistry Group PLC | 20407 | 90975 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC | 635457 | 958492 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC ADR | 8708 | 130794 |
| &nbsp;&nbsp;&nbsp; Volex PLC | 9347 | 56044 |
| &nbsp;&nbsp;&nbsp; Volution Group PLC | 5998 | 45252 |
| &nbsp;&nbsp;&nbsp; Vp PLC | 1013 | 6034 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Watches of Switzerland <br> Group PLC<br>| 18564 | 111290 |
| &nbsp;&nbsp; †Watkin Jones PLC | 10791 | 3634 |
| &nbsp;&nbsp;&nbsp; Weir Group PLC | 9357 | 350913 |
| &nbsp;&nbsp;&nbsp; WH Smith PLC | 9159 | 70382 |
| &nbsp;&nbsp;&nbsp; Whitbread PLC | 11820 | 363409 |
| &nbsp;&nbsp; †Wise PLC Class A | 3874 | 46651 |
| &nbsp;&nbsp;&nbsp; WPP PLC | 15914 | 49771 |
| &nbsp;&nbsp;&nbsp; WPP PLC ADR | 4463 | 69400 |
| &nbsp;&nbsp; †Xaar PLC | 886 | 1351 |
| &nbsp;&nbsp;&nbsp; XPS Pensions Group PLC | 15775 | 60551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Young & Co.'s Brewery PLC <br> Class A<br>| 2151 | 21524 |
| &nbsp;&nbsp;&nbsp; Zigup PLC | 26892 | 136148 |
| &nbsp;&nbsp;&nbsp; Zotefoams PLC | 3613 | 16380 |
|  |  | **80466978** |
| **United States–0.76%** | **United States–0.76%** | **United States–0.76%** |
| &nbsp;&nbsp; †Amrize Ltd. | 20362 | 1128602 |

---

*LVIP Dimensional International Core Equity Fund–42*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; †Coeur Mining, Inc. | 48746 | $912836 |
| &nbsp;&nbsp; †Dauch Corp. | 1685 | 9546 |
| &nbsp;&nbsp;&nbsp; Diversified Energy Co. | 1389 | 25923 |
| &nbsp;&nbsp; †Frontage Holdings Corp. | 64000 | 9080 |
| &nbsp;&nbsp;&nbsp; GSK PLC Sponsored ADR | 23066 | 1273012 |
| &nbsp;&nbsp;&nbsp; International Paper Co. | 11874 | 424661 |
| &nbsp;&nbsp;&nbsp; Ovintiv, Inc. | 2048 | 121590 |
| &nbsp;&nbsp;&nbsp; Royal Gold, Inc. | 814 | 207155 |
| &nbsp;&nbsp; †SSR Mining, Inc. | 495 | 14553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunbelt Rentals Holdings, <br> Inc.<br>| 17220 | 1098487 |
| &nbsp;&nbsp;&nbsp; Sunococorp LLC | 3032 | 186923 |
| &nbsp;&nbsp; †Viemed Healthcare, Inc. | 785 | 7230 |
| &nbsp;&nbsp;&nbsp; Waste Connections, Inc. | 3027 | 491706 |
|  |  | **5911304** |
| **Total Common Stock** <br>**(Cost $504,922,502)** | **Total Common Stock** <br>**(Cost $504,922,502)** | **765698339** |
| **ΔCONVERTIBLE PREFERRED STOCK–0.02%** | **ΔCONVERTIBLE PREFERRED STOCK–0.02%** | **ΔCONVERTIBLE PREFERRED STOCK–0.02%** |
| **Germany–0.02%** | **Germany–0.02%** | **Germany–0.02%** |
| &nbsp;&nbsp;&nbsp; Dr. Ing hc F Porsche AG | 3440 | 156707 |
| **Total Convertible Preferred Stock** <br>**(Cost $290,567)** | **Total Convertible Preferred Stock** <br>**(Cost $290,567)** | **156707** |
| **ΔPREFERRED STOCKS–0.35%** | **ΔPREFERRED STOCKS–0.35%** | **ΔPREFERRED STOCKS–0.35%** |
| **Germany–0.35%** | **Germany–0.35%** | **Germany–0.35%** |
| &nbsp;&nbsp;&nbsp; Bayerische Motoren Werke <br> AG 5.52%<br>| 1391 | 128045 |
| &nbsp;&nbsp;&nbsp; Draegerwerk AG & Co. KGaA <br> 2.22%<br>| 847 | 90149 |
| &nbsp;&nbsp; Einhell Germany AG 2.27% | 192 | 14691 |
| &nbsp;&nbsp; FUCHS SE 3.22% | 6201 | 263782 |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co. KGaA <br> 3.06%<br>| 5908 | 456388 |
| &nbsp;&nbsp; Jungheinrich AG 3.06% | 3605 | 110865 |
| &nbsp;&nbsp;&nbsp; Porsche Automobil Holding <br> SE 6.10%<br>| 9894 | 362290 |
| &nbsp;&nbsp; Sartorius AG 0.35% | 104 | 26023 |
| &nbsp;&nbsp; Sixt SE 5.01% | 2063 | 130950 |
| &nbsp;&nbsp; STO SE & Co. KGaA 3.09% | 210 | 26653 |
| &nbsp;&nbsp; Villeroy & Boch AG 5.28% | 830 | 16405 |
| &nbsp;&nbsp; Volkswagen AG 7.28% | 10789 | 1103634 |
| **Total Preferred Stocks** <br>**(Cost $3,116,263)** | **Total Preferred Stocks** <br>**(Cost $3,116,263)** | **2729875** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔRIGHTS–0.00%** | **ΔRIGHTS–0.00%** | **ΔRIGHTS–0.00%** |
| **Australia–0.00%** | **Australia–0.00%** | **Australia–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Syrah Resources Ltd. <br> expiration date 4/17/26<br>| 48125 | $0 |
|  |  | **0** |
| **Italy–0.00%** | **Italy–0.00%** | **Italy–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Telecom Italia SpA <br> expiration date 4/30/26<br>| 1292475 | 1 |
|  |  | **1** |
| **United Kingdom–0.00%** | **United Kingdom–0.00%** | **United Kingdom–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Greencore Group PLC <br> expiration date 12/31/99<br>| 16224 | 4409 |
|  |  | **4409** |
| **Total Rights**<br> **(Cost $458)** | **Total Rights**<br> **(Cost $458)** | **4410** |
| **ΔWARRANTS–0.00%** | **ΔWARRANTS–0.00%** | **ΔWARRANTS–0.00%** |
| **Canada–0.00%** | **Canada–0.00%** | **Canada–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Constellation Software, Inc. <br> exp 3/31/40 exercise price <br> CAD 1.0000<br>| 300 | 0 |
|  |  | **0** |
| **Italy–0.00%** | **Italy–0.00%** | **Italy–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Webuild SpA exp 8/02/30 <br> exercise price EUR 1.0000<br>| 746 | 0 |
|  |  | **0** |
| **Total Warrants** <br>**(Cost $0)** | **Total Warrants** <br>**(Cost $0)** | **0** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUND–0.04%** | **MONEY MARKET FUND–0.04%** | **MONEY MARKET FUND–0.04%** |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 320423 | 320423 |
| **Total Money Market Fund** <br>**(Cost $320,423)** | **Total Money Market Fund** <br>**(Cost $320,423)** | **320423** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–99.27% (Cost $508,650,213)** | **768909754** |
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.73%** | **5654232** |
| **NET ASSETS APPLICABLE TO 47,512,601 SHARES OUTSTANDING–100.00%** | **$774563986** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

ΔSecurities have been classified by country of origin. <br> †Non-income producing. <br> =The value of this security was determined using significant unobservable inputs.

*LVIP Dimensional International Core Equity Fund–43*

------

**LVIP Dimensional International Core Equity Fund**

**Schedule of Investments (continued)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; πRestricted Security. These investments are in securities not registered under the Securities Act of 1933, as amended, or have certain <br> restrictions on resale which may limit their liquidity. At March 31, 2026, the aggregate value of restricted securities was $0, which <br> represented 0.00% of the Fund's net assets. The Fund has various registration rights (exercisable under a variety of circumstances) with <br> respect to these securities.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | **Restricted Securities** | **Restricted Securities** | **Restricted Securities** |
| **Investment** | **Date of Acquisition** | **Cost** | **Value** |
| Raven Property Group Ltd. | 7/26/2005 | &nbsp;&nbsp; $11879 | &nbsp;&nbsp; $0 |
| **Total** |  | &nbsp;&nbsp; $11879 | &nbsp;&nbsp; $0 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Summary of Abbreviations:** |
| ADR–American Depositary Receipt |
| CAD–Canadian Dollar |
| CDI–Chess Depository Interest |
| EUR–Euro |

---

*LVIP Dimensional International Core Equity Fund–44*

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Dimensional International Core Equity Fund

- **b. EDGAR series identifier (if any):** S000048565

- **c. LEI of Series:** 549300YPLMOSU61OL334

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $775721812.27

**Total Liabilities:** $846725.24

**Net Assets:** $774875087.03

**Cash Not Reported:** $1170651.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153124 | 5.28%                | 6.24%                | -7.97%               |
| Class ID C000153125 | 5.26%                | 6.21%                | -7.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6099806.54              | $35820143.01                               |
| Month 2  | $9635409.81              | $41125806.92                               |
| Month 3  | $4345615.97              | $-76154315.61                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DiscoverIE Group PLC                                                    | DiscoverIE Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |      5469 | NS      | $38944.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADF Group Inc                                                           | ADF Group Inc                                                           | CUSIP: 00089N103<br>LEI: 549300BUX5UGL4S84H34 | Long             | EC               | CORP              | CA        |      1700 | NS      | $11389.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGF Management Ltd                                                      | AGF Management Ltd                                                      | CUSIP: 001092105<br>LEI: 254900MZSQTEB6YEO028 | Long             | EC               | CORP              | CA        |      5000 | NS      | $72784.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ag Growth International Inc                                             | Ag Growth International Inc                                             | CUSIP: 001181106<br>LEI: 549300ZCF9VG3Z4PHL09 | Long             | EC               | CORP              | CA        |      1200 | NS      | $16389.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Speedy Hire PLC                                                         | Speedy Hire PLC                                                         | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |     45398 | NS      | $13610.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC Resources Ltd                                                       | ARC Resources Ltd                                                       | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     45153 | NS      | $939673.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                                                | ATS Corp                                                                | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |       568 | NS      | $16017.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corp                                                                | ATS Corp                                                                | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      2013 | NS      | $56739.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Timber Corp                                                     | Acadian Timber Corp                                                     | CUSIP: 004272100<br>LEI: 529900R43U08MDP0X910 | Long             | EC               | CORP              | CA        |       800 | NS      | $9845.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                         | Antofagasta PLC                                                         | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      5221 | NS      | $234132.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAEMAR PLC                                                             | BRAEMAR PLC                                                             | CUSIP: 000000000<br>LEI: 213800EV6IKTTHJ83C19 | Long             | EC               | CORP              | GB        |      3535 | NS      | $10692.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADENTRA Inc                                                             | ADENTRA Inc                                                             | CUSIP: 00686A108<br>LEI: 254900S1MZ7WZBPR5U32 | Long             | EC               | CORP              | CA        |       720 | NS      | $17416.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aecon Group Inc                                                         | Aecon Group Inc                                                         | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |      6400 | NS      | $192354.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                                               | Aegon Ltd                                                               | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     23532 | NS      | $170842.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Energy Ltd                                                    | Advantage Energy Ltd                                                    | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |     16293 | NS      | $131529.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow PLC                                                      | Barratt Redrow PLC                                                      | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |     99892 | NS      | $347432.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                  | Agnico Eagle Mines Ltd                                                  | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     12900 | NS      | $2618442.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                              | Air Canada                                                              | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |      8986 | NS      | $117048.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimia Inc                                                               | Aimia Inc                                                               | CUSIP: 00900Q103<br>LEI: 5299005QK3KSTUZ66Y90 | Long             | EC               | CORP              | CA        |      2700 | NS      | $5434.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellway PLC                                                             | Bellway PLC                                                             | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |     13066 | NS      | $321318.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AirBoss of America Corp                                                 | AirBoss of America Corp                                                 | CUSIP: 00927V200<br>LEI: 549300RG6CCG87T9MX45 | Long             | EC               | CORP              | CA        |      1300 | NS      | $7560.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balfour Beatty PLC                                                      | Balfour Beatty PLC                                                      | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |     39985 | NS      | $404834.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Boot PLC                                                          | Henry Boot PLC                                                          | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |      9398 | NS      | $22639.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                         | Alamos Gold Inc                                                         | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     12004 | NS      | $533337.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                                         | Alamos Gold Inc                                                         | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      4248 | NS      | $188993.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tullow Oil PLC                                                          | Tullow Oil PLC                                                          | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | EC               | CORP              | GB        |     65046 | NS      | $11106.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Algoma Central Corp                                                     | Algoma Central Corp                                                     | CUSIP: 015644107<br>LEI: 5493002QOPYX7P96FG25 | Long             | EC               | CORP              | CA        |      1600 | NS      | $24268.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Algoma Steel Group Inc                                                  | Algoma Steel Group Inc                                                  | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      4452 | NS      | $18386.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xaar PLC                                                                | Xaar PLC                                                                | CUSIP: 000000000<br>LEI: 213800MXEC3KAOBBPO57 | Long             | EC               | CORP              | GB        |       886 | NS      | $1351.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                        | Algonquin Power & Utilities Corp                                        | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     32441 | NS      | $199187.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corp                                        | Algonquin Power & Utilities Corp                                        | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      7188 | NS      | $44023.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                                            | Alimentation Couche-Tard Inc                                            | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     16000 | NS      | $906908.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| J D Wetherspoon PLC                                                     | J D Wetherspoon PLC                                                     | CUSIP: 000000000<br>LEI: 213800CHWARFAAN7UB85 | Long             | EC               | CORP              | GB        |      9040 | NS      | $66766.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| accesso Technology Group PLC                                            | accesso Technology Group PLC                                            | CUSIP: 000000000<br>LEI: 213800VY7MXUO7STIN73 | Long             | EC               | CORP              | GB        |      1067 | NS      | $3502.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diploma PLC                                                             | Diploma PLC                                                             | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      2859 | NS      | $228268.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistry Group PLC                                                        | Vistry Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |     20407 | NS      | $90974.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarkson PLC                                                            | Clarkson PLC                                                            | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      1580 | NS      | $97179.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altius Minerals Corp                                                    | Altius Minerals Corp                                                    | CUSIP: 020936100<br>LEI: 54930083UJGDUCMJMU61 | Long             | EC               | CORP              | CA        |      1400 | NS      | $49243.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                                             | AltaGas Ltd                                                             | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |     22334 | NS      | $774649.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Group Ltd/Canada                                                  | Altus Group Ltd/Canada                                                  | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |      1496 | NS      | $51350.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gooch & Housego PLC                                                     | Gooch & Housego PLC                                                     | CUSIP: 000000000<br>LEI: 213800DO3DOOKYOPA952 | Long             | EC               | CORP              | GB        |      1112 | NS      | $11165.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cranswick PLC                                                           | Cranswick PLC                                                           | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      3197 | NS      | $221310.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                              | Diageo PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     15003 | NS      | $279014.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elementis PLC                                                           | Elementis PLC                                                           | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |     46705 | NS      | $92480.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                                 | DCC PLC                                                                 | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      8018 | NS      | $496611.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                         | BAE Systems PLC                                                         | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     21865 | NS      | $641049.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                            | British American Tobacco PLC                                            | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     25392 | NS      | $1474229.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Amerigo Resources Ltd                                                   | Amerigo Resources Ltd                                                   | CUSIP: 03074G109<br>LEI: 5299000WW697YX8VQX13 | Long             | EC               | CORP              | CA        |     14300 | NS      | $51706.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP PLC                                                            | RS GROUP PLC                                                            | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     17867 | NS      | $133787.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| James Fisher & Sons PLC                                                 | James Fisher & Sons PLC                                                 | CUSIP: 000000000<br>LEI: 213800J975E5OYR6S216 | Long             | EC               | CORP              | GB        |      3307 | NS      | $19872.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andrew Peller Ltd                                                       | Andrew Peller Ltd                                                       | CUSIP: 03444Q100<br>LEI: 894500U51U6ZKKU8I220 | Long             | EC               | CORP              | CA        |      1500 | NS      | $5617.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstgroup PLC                                                          | Firstgroup PLC                                                          | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |     55434 | NS      | $121945.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group PLC                                                | Games Workshop Group PLC                                                | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      2520 | NS      | $595719.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodwin PLC                                                             | Goodwin PLC                                                             | CUSIP: 000000000<br>LEI: 213800N4T1NMSJ57B322 | Long             | EC               | CORP              | GB        |       187 | NS      | $28321.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group PLC                                                     | Greencore Group PLC                                                     | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |     52806 | NS      | $169493.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                        | ArcelorMittal SA                                                        | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |     16158 | NS      | $839892.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                               | Argenx SE                                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       294 | NS      | $214693.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aritzia Inc                                                             | Aritzia Inc                                                             | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      5400 | NS      | $440664.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                               | Halma PLC                                                               | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      3792 | NS      | $193508.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                  | Standard Chartered PLC                                                  | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     35994 | NS      | $750109.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hays PLC                                                                | Hays PLC                                                                | CUSIP: 000000000<br>LEI: 213800QC8AWD4BO8TH08 | Long             | EC               | CORP              | GB        |     46506 | NS      | $20648.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Headlam Group PLC                                                       | Headlam Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |      2792 | NS      | $1385.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hill & Smith PLC                                                        | Hill & Smith PLC                                                        | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |      4192 | NS      | $117510.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iomart Group PLC                                                        | iomart Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800MME6X5NGP7NC68 | Long             | EC               | CORP              | GB        |      7195 | NS      | $1126.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan African Resources PLC                                               | Pan African Resources PLC                                               | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |    187960 | NS      | $348273.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunting PLC                                                             | Hunting PLC                                                             | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     17421 | NS      | $114369.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Medical Solutions Group PLC                                    | Advanced Medical Solutions Group PLC                                    | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     13001 | NS      | $33368.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                     | Imperial Brands PLC                                                     | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     29271 | NS      | $1186874.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group PLC                                                         | Mitie Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    121809 | NS      | $272472.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                                                         | Atco Ltd/Canada                                                         | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |      5000 | NS      | $244734.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Athabasca Oil Corp                                                      | Athabasca Oil Corp                                                      | CUSIP: 04682R107<br>LEI: 549300STK2KBVO6WED71 | Long             | EC               | CORP              | CA        |     60142 | NS      | $486375.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Service Group PLC                                               | Johnson Service Group PLC                                               | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |     36041 | NS      | $60870.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AtkinsRealis Group Inc                                                  | AtkinsRealis Group Inc                                                  | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      4056 | NS      | $260953.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group PLC                                                        | Keller Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |      7639 | NS      | $194333.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Impax Asset Management Group PLC                                        | Impax Asset Management Group PLC                                        | CUSIP: 000000000<br>LEI: 213800AJDNW4S2B7E680 | Long             | EC               | CORP              | GB        |      8484 | NS      | $13889.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group PLC                                                          | Kier Group PLC                                                          | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |     29901 | NS      | $76790.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Cannabis Inc                                                     | Aurora Cannabis Inc                                                     | CUSIP: 05156X850<br>LEI: 549300F6VHCLKCUWDT34 | Long             | EC               | CORP              | CA        |      6816 | NS      | $22288.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Cannabis Inc                                                     | Aurora Cannabis Inc                                                     | CUSIP: 05156X850<br>LEI: 549300F6VHCLKCUWDT34 | Long             | EC               | CORP              | CA        |        15 | NS      | $49.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoCanada Inc                                                          | AutoCanada Inc                                                          | CUSIP: 05277B209<br>LEI: 549300BPCHUK5M1WZS45 | Long             | EC               | CORP              | CA        |      1479 | NS      | $21848.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renew Holdings PLC                                                      | Renew Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |      4013 | NS      | $45148.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                       | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    137478 | NS      | $2257744.27   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Macfarlane Group PLC                                                    | Macfarlane Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800LVRYDERSJAAZ73 | Long             | EC               | CORP              | GB        |     14596 | NS      | $12856.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                                                 | BCE Inc                                                                 | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      2401 | NS      | $60601.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                  | BP PLC                                                                  | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     49288 | NS      | $2316536.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Howden Joinery Group PLC                                                | Howden Joinery Group PLC                                                | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |     49040 | NS      | $519420.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRP Inc                                                                 | BRP Inc                                                                 | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |       190 | NS      | $13643.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                                                                 | BRP Inc                                                                 | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1551 | NS      | $111494.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                                               | Legal & General Group PLC                                               | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    211209 | NS      | $694102.86    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mears Group PLC                                                         | Mears Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |     10609 | NS      | $45917.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Infrastructure Solutions Ltd                                     | Badger Infrastructure Solutions Ltd                                     | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      3000 | NS      | $133793.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McBride PLC                                                             | McBride PLC                                                             | CUSIP: 000000000<br>LEI: 213800HX7FMPA2CIEF02 | Long             | EC               | CORP              | GB        |     15062 | NS      | $27113.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                      | Banco Bilbao Vizcaya Argentaria SA                                      | CUSIP: 05946K101<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     93763 | NS      | $2030906.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Advanced Materials PLC                                           | Morgan Advanced Materials PLC                                           | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     22119 | NS      | $58846.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                        | Bank of Montreal                                                        | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     13181 | NS      | $1783916.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                        | Bank of Montreal                                                        | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      2931 | NS      | $396994.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                 | Bank of Nova Scotia/The                                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     18476 | NS      | $1280571.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                 | Bank of Nova Scotia/The                                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      9897 | NS      | $686337.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 4imprint Group PLC                                                      | 4imprint Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |      1868 | NS      | $84384.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                            | Associated British Foods PLC                                            | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     11066 | NS      | $277008.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                             | Pearson PLC                                                             | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     12719 | NS      | $167685.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                           | Persimmon PLC                                                           | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     24381 | NS      | $348048.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                                     | Barrick Mining Corp                                                     | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     27924 | NS      | $1139019.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GB Group PLC                                                            | GB Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800RBAFZIBCV7XR29 | Long             | EC               | CORP              | GB        |     19697 | NS      | $52402.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porvair PLC                                                             | Porvair PLC                                                             | CUSIP: 000000000<br>LEI: 213800ECKHS8LAQO3C45 | Long             | EC               | CORP              | GB        |      1608 | NS      | $15356.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                                          | Prudential PLC                                                          | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     47956 | NS      | $666737.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                      | Bausch + Lomb Corp                                                      | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |      1231 | NS      | $19572.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                                                   | Bausch Health Cos Inc                                                   | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |     12220 | NS      | $65988.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                           | Rio Tinto PLC                                                           | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      7867 | NS      | $729850.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Baytex Energy Corp                                                      | Baytex Energy Corp                                                      | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |     24468 | NS      | $109403.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liontrust Asset Management PLC                                          | Liontrust Asset Management PLC                                          | CUSIP: 000000000<br>LEI: 549300XVXU6S7PLCL855 | Long             | EC               | CORP              | GB        |      5738 | NS      | $18421.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Evans Group PLC                                                      | MP Evans Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |      2058 | NS      | $40915.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                | Close Brothers Group PLC                                                | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     12123 | NS      | $64280.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St James's Place PLC                                                    | St James's Place PLC                                                    | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |     42049 | NS      | $663475.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                 | SSE PLC                                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     12432 | NS      | $429756.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Senior PLC                                                              | Senior PLC                                                              | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     18309 | NS      | $70884.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group PLC                                                         | Serco Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |     92861 | NS      | $350295.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                                  | BP PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    284253 | NS      | $2224792.59   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG PLC                                                                 | SIG PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |     58377 | NS      | $6567.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Sindall Group PLC                                                | Morgan Sindall Group PLC                                                | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |      2641 | NS      | $144544.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Walters PLC                                                      | Robert Walters PLC                                                      | CUSIP: 000000000<br>LEI: 213800LIE15BDEN3VW43 | Long             | EC               | CORP              | GB        |      3858 | NS      | $4258.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                                              | ME GROUP INTERNATIONAL PLC                                              | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |     19139 | NS      | $34758.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                | Lloyds Banking Group PLC                                                | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1059995 | NS      | $1313793.88   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TT Electronics plc                                                      | TT Electronics plc                                                      | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |     12612 | NS      | $19524.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                       | Taylor Wimpey PLC                                                       | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    317061 | NS      | $376579.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus PLC                                                        | Telecom Plus PLC                                                        | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |      7410 | NS      | $126717.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                           | BHP Group Ltd                                                           | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      6804 | NS      | $494922.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reach PLC                                                               | Reach PLC                                                               | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |     25344 | NS      | $20227.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Birchcliff Energy Ltd                                                   | Birchcliff Energy Ltd                                                   | CUSIP: 090697103<br>LEI: 5493000BBN3EF2L0XW29 | Long             | EC               | CORP              | CA        |     18053 | NS      | $99148.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Construction Inc                                                   | Bird Construction Inc                                                   | CUSIP: 09076P104<br>LEI: 549300P1WGG3QPKID017 | Long             | EC               | CORP              | CA        |      6578 | NS      | $188388.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Group Ltd                                                 | Black Diamond Group Ltd                                                 | CUSIP: 09202D207<br>LEI: 529900FJ2VM3JLXS6T37 | Long             | EC               | CORP              | CA        |      4000 | NS      | $45862.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                      | Smith & Nephew PLC                                                      | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     11135 | NS      | $176423.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackBerry Ltd                                                          | BlackBerry Ltd                                                          | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |      2334 | NS      | $7566.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vp PLC                                                                  | Vp PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TBQKKQR7UXZP80 | Long             | EC               | CORP              | GB        |      1013 | NS      | $6033.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victrex PLC                                                             | Victrex PLC                                                             | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |      3374 | NS      | $25455.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volex PLC                                                               | Volex PLC                                                               | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |      9347 | NS      | $56043.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC/The                                                      | Weir Group PLC/The                                                      | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      9357 | NS      | $350912.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IQE PLC                                                                 | IQE PLC                                                                 | CUSIP: 000000000<br>LEI: 213800Y33WHD3ESJJP16 | Long             | EC               | CORP              | GB        |     58773 | NS      | $19209.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                         | Babcock International Group PLC                                         | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | EC               | CORP              | GB        |     30221 | NS      | $469169.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                          | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      3008 | NS      | $531973.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonterra Energy Corp                                                    | Bonterra Energy Corp                                                    | CUSIP: 098546104<br>LEI: 529900VJOU2CH2WZ6949 | Long             | EC               | CORP              | CA        |      2713 | NS      | $12793.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                         | AstraZeneca PLC                                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5400 | NS      | $1055915.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Zotefoams PLC                                                           | Zotefoams PLC                                                           | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |      3613 | NS      | $16380.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boralex Inc                                                             | Boralex Inc                                                             | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |      7775 | NS      | $204784.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GROUP INC                                                          | BOYD GROUP INC                                                          | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |      1056 | NS      | $134810.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bragg Gaming Group Inc                                                  | Bragg Gaming Group Inc                                                  | CUSIP: 104833306<br>LEI: 9845000EB9E6A9887Q16 | Long             | EC               | CORP              | CA        |      1500 | NS      | $2620.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                                            | British American Tobacco PLC                                            | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      3264 | NS      | $190846.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                                                         | Brookfield Corp                                                         | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      8791 | NS      | $355771.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                                          | Brookfield Infrastructure Corp                                          | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      2008 | NS      | $79356.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                                                             | B2Gold Corp                                                             | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    129968 | NS      | $590466.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                                 | CAE Inc                                                                 | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |     11960 | NS      | $311558.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE Inc                                                                 | CAE Inc                                                                 | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |       900 | NS      | $23433.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                                      | CCL Industries Inc                                                      | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     11719 | NS      | $734259.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                                 | CGI Inc                                                                 | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      6828 | NS      | $499126.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Calfrac Well Services Ltd                                               | Calfrac Well Services Ltd                                               | CUSIP: 129584405<br>LEI: 54930072S07WJGD7TA28 | Long             | EC               | CORP              | CA        |      2200 | NS      | $10358.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calian Group Ltd                                                        | Calian Group Ltd                                                        | CUSIP: 12989J108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1300 | NS      | $68210.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                                             | Cameco Corp                                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1110 | NS      | $120557.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canaccord Genuity Group Inc                                             | Canaccord Genuity Group Inc                                             | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |      4879 | NS      | $41771.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canacol Energy Ltd                                                      | Canacol Energy Ltd                                                      | CUSIP: 134808302<br>LEI: 549300X5MNRWPMSM9N14 | Long             | EC               | CORP              | CA        |      2620 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Canada Goose Holdings Inc                                               | Canada Goose Holdings Inc                                               | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      2868 | NS      | $31461.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Packers Inc                                                      | Canada Packers Inc                                                      | CUSIP: 135180107<br>LEI: 894500HMD2RU8EFIQ237 | Long             | EC               | CORP              | CA        |       759 | NS      | $11004.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                      | Canadian Imperial Bank of Commerce                                      | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     14226 | NS      | $1347913.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                            | Canadian National Railway Co                                            | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      7337 | NS      | $754023.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                          | Canadian Natural Resources Ltd                                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     49178 | NS      | $2396443.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                        | Canadian Pacific Kansas City Ltd                                        | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8825 | NS      | $694174.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd                                                  | Canadian Tire Corp Ltd                                                  | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      5715 | NS      | $768573.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Ltd                                                  | Canadian Utilities Ltd                                                  | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |      6045 | NS      | $212320.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corp                                                             | Canfor Corp                                                             | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |      7448 | NS      | $73457.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canopy Growth Corp                                                      | Canopy Growth Corp                                                      | CUSIP: 138035704<br>LEI: 529900CSD7NH1UBC9X07 | Long             | EC               | CORP              | CA        |      7038 | NS      | $6680.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power Corp                                                      | Capital Power Corp                                                      | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |      8688 | NS      | $411510.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                                                    | Capstone Copper Corp                                                    | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     39334 | NS      | $296609.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Energy Ltd                                                     | Cardinal Energy Ltd                                                     | CUSIP: 14150G400<br>LEI: 54930032PTI7XWCLOD92 | Long             | EC               | CORP              | CA        |     13600 | NS      | $111158.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                                                            | Carnival PLC                                                            | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |      1165 | NS      | $30022.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascades Inc                                                            | Cascades Inc                                                            | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |      7059 | NS      | $59928.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavvy Energy Ltd                                                        | Cavvy Energy Ltd                                                        | CUSIP: 14966L106<br>LEI: 529900A8HZVTPA9IOQ80 | Long             | EC               | CORP              | CA        |     11200 | NS      | $10708.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                                           | Celestica Inc                                                           | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      4074 | NS      | $1147564.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                      | Cenovus Energy Inc                                                      | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    101231 | NS      | $2685658.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                                                       | Centerra Gold Inc                                                       | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     26427 | NS      | $469990.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CES Energy Solutions Corp                                               | CES Energy Solutions Corp                                               | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     29601 | NS      | $391743.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Gold International Resources Corp Ltd                             | China Gold International Resources Corp Ltd                             | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     14900 | NS      | $300227.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cineplex Inc                                                            | Cineplex Inc                                                            | CUSIP: 172454100<br>LEI: 549300WDU0AS30W35T75 | Long             | EC               | CORP              | CA        |      4200 | NS      | $31852.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                                        | Coeur Mining Inc                                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     19450 | NS      | $365076.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                                        | Coeur Mining Inc                                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     29296 | NS      | $547760.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Inc                                                              | Cogeco Inc                                                              | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |       600 | NS      | $29902.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Communications Inc                                               | Cogeco Communications Inc                                               | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      1466 | NS      | $74401.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc                                        | Colliers International Group Inc                                        | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      2014 | NS      | $215276.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd                                            | Computer Modelling Group Ltd                                            | CUSIP: 205249105<br>LEI: 254900W17JFUVTM20222 | Long             | EC               | CORP              | CA        |      4000 | NS      | $12306.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                                       | Constellation Software Inc/Canada                                       | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       326 | NS      | $572272.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                              | CONSTELLATION SOFTWARE INC                                              | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       300 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Corby Spirit and Wine Ltd                                               | Corby Spirit and Wine Ltd                                               | CUSIP: 218349108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       700 | NS      | $7256.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cronos Group Inc                                                        | Cronos Group Inc                                                        | CUSIP: 22717L101<br>LEI: 549300CWB04E8UOTWX71 | Long             | EC               | CORP              | CA        |     19611 | NS      | $49223.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp                                                 | Definity Financial Corp                                                 | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      9002 | NS      | $423794.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                         | Descartes Systems Group Inc/The                                         | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1516 | NS      | $108484.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexterra Group Inc                                                      | Dexterra Group Inc                                                      | CUSIP: 252371109<br>LEI: 254900KY2GHS3ZIGTA09 | Long             | EC               | CORP              | CA        |      2620 | NS      | $22864.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                              | Diageo PLC                                                              | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      4764 | NS      | $354679.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Docebo Inc                                                              | Docebo Inc                                                              | CUSIP: 25609L105<br>LEI: 98450059461F12KCE754 | Long             | EC               | CORP              | CA        |       900 | NS      | $15773.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                                           | Dollarama Inc                                                           | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      9345 | NS      | $1146913.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Doman Building Materials Group Ltd                                      | Doman Building Materials Group Ltd                                      | CUSIP: 25703L100<br>LEI: 529900HEUBRUITK08D78 | Long             | EC               | CORP              | CA        |      9128 | NS      | $62926.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorel Industries Inc                                                    | Dorel Industries Inc                                                    | CUSIP: 25822C205<br>LEI: 549300BB7CUPIUJSMH15 | Long             | EC               | CORP              | CA        |      1100 | NS      | $1470.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DPM Metals Inc                                                          | DPM Metals Inc                                                          | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     17845 | NS      | $628314.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM Unlimited Corp                                                    | DREAM Unlimited Corp                                                    | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |      3919 | NS      | $51639.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Ltd                                                        | Dye & Durham Ltd                                                        | CUSIP: 267488104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2000 | NS      | $5621.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynacor Group Inc                                                       | Dynacor Group Inc                                                       | CUSIP: 26780B106<br>LEI: 529900UPKS0A0VKOJK73 | Long             | EC               | CORP              | CA        |      4700 | NS      | $19798.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E-L Financial Corp Ltd                                                  | E-L Financial Corp Ltd                                                  | CUSIP: 268575107<br>LEI: 5493008YS2NMV2UCI287 | Long             | EC               | CORP              | CA        |     13900 | NS      | $158174.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQB Inc                                                                 | EQB Inc                                                                 | CUSIP: 26886R104<br>LEI: 549300QAXPCRULOPD247 | Long             | EC               | CORP              | CA        |      3312 | NS      | $265417.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                                      | Eldorado Gold Corp                                                      | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     18349 | NS      | $629921.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                                      | Eldorado Gold Corp                                                      | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |      5573 | NS      | $191375.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                           | Element Fleet Management Corp                                           | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     20569 | NS      | $446097.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                               | Emera Inc                                                               | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      7459 | NS      | $386649.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                                           | Empire Co Ltd                                                           | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     10959 | NS      | $392557.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                            | Enbridge Inc                                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13355 | NS      | $723039.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                            | Enbridge Inc                                                            | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      8043 | NS      | $436002.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                                            | Enerflex Ltd                                                            | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |      1600 | NS      | $33472.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                                            | Enerflex Ltd                                                            | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |      7900 | NS      | $165257.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enghouse Systems Ltd                                                    | Enghouse Systems Ltd                                                    | CUSIP: 292949104<br>LEI: 549300LKRHABBMOTY018 | Long             | EC               | CORP              | CA        |      3200 | NS      | $38254.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Energy Services Inc                                              | Ensign Energy Services Inc                                              | CUSIP: 293570107<br>LEI: 984500EN54370LB9D232 | Long             | EC               | CORP              | CA        |     21372 | NS      | $55769.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                                       | Equinox Gold Corp                                                       | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |     35978 | NS      | $520241.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                                       | Equinox Gold Corp                                                       | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      8993 | NS      | $129875.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                                         | ERO Copper Corp                                                         | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      2957 | NS      | $78863.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                                         | ERO Copper Corp                                                         | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      3262 | NS      | $86925.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next 15 Group PLC                                                       | Next 15 Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |      4840 | NS      | $14464.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evertz Technologies Ltd                                                 | Evertz Technologies Ltd                                                 | CUSIP: 30041N107<br>LEI: 254900ASG60X9475O884 | Long             | EC               | CORP              | CA        |      1800 | NS      | $20845.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exchange Income Corp                                                    | Exchange Income Corp                                                    | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      2708 | NS      | $203211.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exco Technologies Ltd                                                   | Exco Technologies Ltd                                                   | CUSIP: 30150P109<br>LEI: SYNTCKFOJZ0PX99NLV15 | Long             | EC               | CORP              | CA        |      2400 | NS      | $13111.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc                                                         | Extendicare Inc                                                         | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |      8400 | NS      | $158930.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagegroup PLC                                                           | Pagegroup PLC                                                           | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |     20094 | NS      | $36703.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                          | Fairfax Financial Holdings Ltd                                          | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       762 | NS      | $1298385.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                            | BT Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    464328 | NS      | $1301310.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                | ASOS PLC                                                                | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |      2441 | NS      | $6962.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                                                            | Carnival PLC                                                            | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |      1149 | NS      | $29308.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                               | Marks & Spencer Group PLC                                               | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     79304 | NS      | $357321.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                            | Barclays PLC                                                            | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    237750 | NS      | $1244260.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EKF Diagnostics Holdings PLC                                            | EKF Diagnostics Holdings PLC                                            | CUSIP: 000000000<br>LEI: 213800DXTF3EAUK1AR05 | Long             | EC               | CORP              | GB        |      5002 | NS      | $1655.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                                      | Intertek Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      7754 | NS      | $377301.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiera Capital Corp                                                      | Fiera Capital Corp                                                      | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Long             | EC               | CORP              | CA        |     10282 | NS      | $39469.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                                      | Burberry Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     16009 | NS      | $234245.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc                                               | Finning International Inc                                               | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     14844 | NS      | $918533.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Majestic Silver Corp                                              | First Majestic Silver Corp                                              | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Long             | EC               | CORP              | CA        |     26513 | NS      | $569499.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                | Next PLC                                                                | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      4244 | NS      | $717018.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloomsbury Publishing PLC                                               | Bloomsbury Publishing PLC                                               | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |      5977 | NS      | $45075.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                          | Kingfisher PLC                                                          | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    143422 | NS      | $545338.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                              | First Quantum Minerals Ltd                                              | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     24158 | NS      | $577596.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                       | FirstService Corp                                                       | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1307 | NS      | $181594.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                       | FirstService Corp                                                       | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1100 | NS      | $153024.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 5N Plus Inc                                                             | 5N Plus Inc                                                             | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |      6300 | NS      | $143472.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                                                 | ITV PLC                                                                 | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    270133 | NS      | $273202.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                       | Fortis Inc/Canada                                                       | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      8935 | NS      | $498483.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                                       | Fortis Inc/Canada                                                       | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      2294 | NS      | $127983.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp                                                     | Fortuna Mining Corp                                                     | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     23206 | NS      | $230435.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp                                                     | Fortuna Mining Corp                                                     | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     14658 | NS      | $145726.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                      | Franco-Nevada Corp                                                      | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       896 | NS      | $221356.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontera Energy Corp                                                    | Frontera Energy Corp                                                    | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |      4725 | NS      | $45854.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                                   | GFL Environmental Inc                                                   | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      2307 | NS      | $96248.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galiano Gold Inc                                                        | Galiano Gold Inc                                                        | CUSIP: 36352H100<br>LEI: 529900V13XJFM0VPGC86 | Long             | EC               | CORP              | CA        |      4900 | NS      | $12257.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy Inc                                                       | Gibson Energy Inc                                                       | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |     18672 | NS      | $398378.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                                                   | Gildan Activewear Inc                                                   | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      8853 | NS      | $492669.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                 | GSK PLC                                                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     23066 | NS      | $1273012.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGold Resources Inc                                                    | GoGold Resources Inc                                                    | CUSIP: 38045Y102<br>LEI: 549300PNCGJ26Y676N19 | Long             | EC               | CORP              | CA        |     20100 | NS      | $38434.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                                   | Great-West Lifeco Inc                                                   | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      2045 | NS      | $95774.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                             | Bouygues SA                                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     18535 | NS      | $1074227.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de Strasbourg SA                                            | Electricite de Strasbourg SA                                            | CUSIP: 000000000<br>LEI: 969500ONI3X5EA276S20 | Long             | EC               | CORP              | FR        |        55 | NS      | $13572.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                               | Airbus SE                                                               | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      7094 | NS      | $1341282.83   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alandsbanken Abp                                                        | Alandsbanken Abp                                                        | CUSIP: 000000000<br>LEI: 7437006WYM821IJ3MN73 | Long             | EC               | CORP              | FI        |       968 | NS      | $55719.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eramet SA                                                               | Eramet SA                                                               | CUSIP: 000000000<br>LEI: 549300LUH78PG2MP6N64 | Long             | EC               | CORP              | FR        |       748 | NS      | $44725.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellavision AB                                                          | Cellavision AB                                                          | CUSIP: 000000000<br>LEI: 529900IUBZBZ0HXFJ114 | Long             | EC               | CORP              | SE        |       841 | NS      | $13645.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porr Ag                                                                 | Porr Ag                                                                 | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |      1155 | NS      | $48232.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acomo NV                                                                | Acomo NV                                                                | CUSIP: 000000000<br>LEI: 7245001M40ANG7IIS437 | Long             | EC               | CORP              | NL        |      2190 | NS      | $67710.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                 | Veolia Environnement SA                                                 | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     14552 | NS      | $554227.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                               | adidas AG                                                               | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      4249 | NS      | $687729.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HLS Therapeutics Inc                                                    | HLS Therapeutics Inc                                                    | CUSIP: 40390B109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2317 | NS      | $7278.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                       | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     20204 | NS      | $1666627.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Haivision Systems Inc                                                   | Haivision Systems Inc                                                   | CUSIP: 40531F100<br>LEI: 549300G0PSED8DVJ0A55 | Long             | EC               | CORP              | CA        |      3000 | NS      | $16389.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                | Generali                                                                | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      2401 | NS      | $96595.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                              | L'Oreal SA                                                              | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2703 | NS      | $1103609.29   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia PLC                                                             | Glanbia PLC                                                             | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |      8475 | NS      | $166039.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                     | LVMH Moet Hennessy Louis Vuitton SE                                     | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      5805 | NS      | $3173299.48   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| IVU Traffic Technologies AG                                             | IVU Traffic Technologies AG                                             | CUSIP: 000000000<br>LEI: 3912003JRJW9PA9BPQ22 | Long             | EC               | CORP              | DE        |       706 | NS      | $14729.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                     | Intesa Sanpaolo SpA                                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    168838 | NS      | $1021112.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TXT e-solutions SpA                                                     | TXT e-solutions SpA                                                     | CUSIP: 000000000<br>LEI: 81560044F0823D572303 | Long             | EC               | CORP              | IT        |       355 | NS      | $12297.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arnoldo Mondadori Editore SpA                                           | Arnoldo Mondadori Editore SpA                                           | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |      9603 | NS      | $22110.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hammond Power Solutions Inc                                             | Hammond Power Solutions Inc                                             | CUSIP: 408549103<br>LEI: 549300OLI26OOKEG5V73 | Long             | EC               | CORP              | CA        |       600 | NS      | $75639.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bergman & Beving AB                                                     | Bergman & Beving AB                                                     | CUSIP: 000000000<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |      1531 | NS      | $44018.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairo Communication SpA                                                 | Cairo Communication SpA                                                 | CUSIP: 000000000<br>LEI: 8156000BA1E707067579 | Long             | EC               | CORP              | IT        |      9743 | NS      | $29057.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                  | EDP SA                                                                  | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    136985 | NS      | $724883.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza SpA                                      | Banco di Desio e della Brianza SpA                                      | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |      4685 | NS      | $47108.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                          | BPER Banca SPA                                                          | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     58565 | NS      | $767506.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABC arbitrage                                                           | ABC arbitrage                                                           | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |      1320 | NS      | $8069.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bang & Olufsen A/S                                                      | Bang & Olufsen A/S                                                      | CUSIP: 000000000<br>LEI: 52990018KGR3ILFDNJ20 | Long             | EC               | CORP              | DK        |      8549 | NS      | $11464.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                                               | Thales SA                                                               | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1496 | NS      | $438694.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                            | Capgemini SE                                                            | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      5575 | NS      | $657841.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                            | Carlsberg AS                                                            | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      5174 | NS      | $642788.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIR SpA-Compagnie Industriali                                           | CIR SpA-Compagnie Industriali                                           | CUSIP: 000000000<br>LEI: 5493003VOSQJSPCM0T38 | Long             | EC               | CORP              | IT        |     42425 | NS      | $33198.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Headwater Exploration Inc                                               | Headwater Exploration Inc                                               | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |     19954 | NS      | $184320.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lotus Bakeries NV                                                       | Lotus Bakeries NV                                                       | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |        23 | NS      | $259687.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                  | AP Moller - Maersk A/S                                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       127 | NS      | $317230.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                  | AP Moller - Maersk A/S                                                  | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        99 | NS      | $242404.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                                     | Danieli & C Officine Meccaniche SpA                                     | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |       799 | NS      | $54641.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                                     | Danieli & C Officine Meccaniche SpA                                     | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EP               | CORP              | IT        |      4253 | NS      | $210281.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                                | Draegerwerk AG & Co KGaA                                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |       351 | NS      | $27918.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanders AB                                                             | Elanders AB                                                             | CUSIP: 000000000<br>LEI: 5493009S961JPI21WN66 | Long             | EC               | CORP              | SE        |      1811 | NS      | $8503.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| High Liner Foods Inc                                                    | High Liner Foods Inc                                                    | CUSIP: 429695109<br>LEI: 5493003THCPUJ8LV6J59 | Long             | EC               | CORP              | CA        |      2452 | NS      | $26139.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie d'Entreprises CFE                                                   | Cie d'Entreprises CFE                                                   | CUSIP: 000000000<br>LEI: 5493003N7PPOYDZI1G90 | Long             | EC               | CORP              | BE        |       740 | NS      | $8681.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Energies                                                 | North Atlantic Energies                                                 | CUSIP: 000000000<br>LEI: 969500NI2T909ECQHX32 | Long             | EC               | CORP              | FR        |       331 | NS      | $25545.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FBD Holdings PLC                                                        | FBD Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 635400HNBZBITDHQJG48 | Long             | EC               | CORP              | IE        |      1875 | NS      | $35542.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABG Sundal Collier Holding ASA                                          | ABG Sundal Collier Holding ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIEMG82 | Long             | EC               | CORP              | NO        |     35090 | NS      | $29063.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alm Brand A/S                                                           | Alm Brand A/S                                                           | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |     89666 | NS      | $218298.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forbo Holding AG                                                        | Forbo Holding AG                                                        | CUSIP: 000000000<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |        47 | NS      | $43882.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                  | Fresenius SE & Co KGaA                                                  | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     14982 | NS      | $777502.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Internet AG                                                      | United Internet AG                                                      | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |      5741 | NS      | $185754.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Savencia SA                                                             | Savencia SA                                                             | CUSIP: 000000000<br>LEI: 5299006UH636V4UOZS07 | Long             | EC               | CORP              | FR        |       292 | NS      | $20385.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recticel SA                                                             | Recticel SA                                                             | CUSIP: 000000000<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |      2992 | NS      | $33144.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                      | Publicis Groupe SA                                                      | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     10545 | NS      | $872804.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Guerbet                                                                 | Guerbet                                                                 | CUSIP: 000000000<br>LEI: 969500WV1U1WQ059L135 | Long             | EC               | CORP              | FR        |       783 | NS      | $8758.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H+H International A/S                                                   | H+H International A/S                                                   | CUSIP: 000000000<br>LEI: 213800GJODT6FV8QM841 | Long             | EC               | CORP              | DK        |      1148 | NS      | $14673.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                               | Forvia SE                                                               | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |     11277 | NS      | $129076.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAL Trust                                                               | HAL Trust                                                               | CUSIP: 000000000<br>LEI: 5493000O3IE3DNOY3R07 | Long             | EC               | CORP              | BM        |      1039 | NS      | $209804.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Peab AB                                                                 | Peab AB                                                                 | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     19265 | NS      | $196920.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fielmann Group AG                                                       | Fielmann Group AG                                                       | CUSIP: 000000000<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |      2749 | NS      | $139952.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                                | UNIQA Insurance Group AG                                                | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |      8361 | NS      | $146472.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interparfums SA                                                         | Interparfums SA                                                         | CUSIP: 000000000<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | FR        |       946 | NS      | $25156.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                     | Hudbay Minerals Inc                                                     | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     30523 | NS      | $637930.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudbay Minerals Inc                                                     | Hudbay Minerals Inc                                                     | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |      2771 | NS      | $58025.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hypothekarbank Lenzburg AG                                              | Hypothekarbank Lenzburg AG                                              | CUSIP: 000000000<br>LEI: 529900K3915OW75BQR33 | Long             | EC               | CORP              | CH        |         7 | NS      | $36418.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huhtamaki Oyj                                                           | Huhtamaki Oyj                                                           | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |      8841 | NS      | $287283.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hufvudstaden AB                                                         | Hufvudstaden AB                                                         | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |      4947 | NS      | $62656.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Derichebourg SA                                                         | Derichebourg SA                                                         | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |      9326 | NS      | $89024.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trigano SA                                                              | Trigano SA                                                              | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |       519 | NS      | $85445.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Immobel SA                                                              | Immobel SA                                                              | CUSIP: 000000000<br>LEI: 549300GAV4HKKFJA8W67 | Long             | EC               | CORP              | BE        |       390 | NS      | $9282.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                                       | Indra Sistemas SA                                                       | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      5158 | NS      | $288282.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                           | Hydro One Ltd                                                           | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |      7800 | NS      | $322126.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                               | Kesko Oyj                                                               | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     27825 | NS      | $617947.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                      | Kingspan Group PLC                                                      | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      8830 | NS      | $755052.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KWS Saat SE & Co KGaA                                                   | KWS Saat SE & Co KGaA                                                   | CUSIP: 000000000<br>LEI: 529900FR2K4P9L9XLV21 | Long             | EC               | CORP              | DE        |       831 | NS      | $73185.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                            | KBC Group NV                                                            | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      6897 | NS      | $844137.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TX Group AG                                                             | TX Group AG                                                             | CUSIP: 000000000<br>LEI: 506700302V28Y6O14985 | Long             | EC               | CORP              | CH        |       202 | NS      | $33655.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GN Store Nord AS                                                        | GN Store Nord AS                                                        | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |     10242 | NS      | $163826.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                   | iA Financial Corp Inc                                                   | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      7197 | NS      | $798700.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                                            | IAMGOLD Corp                                                            | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     40514 | NS      | $762473.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                                            | IAMGOLD Corp                                                            | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     30700 | NS      | $577321.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                                       | Hannover Rueck SE                                                       | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      2300 | NS      | $723121.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenzing AG                                                              | Lenzing AG                                                              | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | EC               | CORP              | AT        |      1510 | NS      | $42067.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturenergie Holding AG                                                 | Naturenergie Holding AG                                                 | CUSIP: 000000000<br>LEI: 529900B5RUD2Z4UYFD31 | Long             | EC               | CORP              | CH        |       556 | NS      | $22600.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemira Oyj                                                              | Kemira Oyj                                                              | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |     10616 | NS      | $231449.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kabe Group AB                                                           | Kabe Group AB                                                           | CUSIP: 000000000<br>LEI: 529900KQ5CM6BA63KT70 | Long             | EC               | CORP              | SE        |       418 | NS      | $7559.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group PLC                                                         | Kerry Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      2738 | NS      | $217998.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                        | Wartsila OYJ Abp                                                        | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     18118 | NS      | $674858.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Immutep Ltd                                                             | Immutep Ltd                                                             | CUSIP: 45257L108<br>LEI: 529900OL6C5CY5P8BH38 | Long             | EC               | CORP              | AU        |      4950 | NS      | $1737.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Metals Corp                                                    | Imperial Metals Corp                                                    | CUSIP: 452892102<br>LEI: 549300WQSPLDYCC4Z755 | Long             | EC               | CORP              | CA        |      3600 | NS      | $20107.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                                        | Imperial Oil Ltd                                                        | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      4174 | NS      | $546042.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                                            | GEA Group AG                                                            | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     14099 | NS      | $1011147.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayr Melnhof Karton AG                                                  | Mayr Melnhof Karton AG                                                  | CUSIP: 000000000<br>LEI: 5299001AMHDLKUM80611 | Long             | EC               | CORP              | AT        |       589 | NS      | $59685.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Information Services Corp                                               | Information Services Corp                                               | CUSIP: 45676A105<br>LEI: 254900WAPS1D4W2P6648 | Long             | EC               | CORP              | CA        |      1000 | NS      | $32600.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKWEL SADIR                                                             | AKWEL SADIR                                                             | CUSIP: 000000000<br>LEI: 969500SVR0D7W9RQ6751 | Long             | EC               | CORP              | FR        |       593 | NS      | $4852.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InPlay Oil Corp                                                         | InPlay Oil Corp                                                         | CUSIP: 45780T404<br>LEI: 9845007DE1F040888A79 | Long             | EC               | CORP              | CA        |       950 | NS      | $12388.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                                   | Intact Financial Corp                                                   | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |      7161 | NS      | $1297638.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                       | InterContinental Hotels Group PLC                                       | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      2814 | NS      | $375556.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interfor Corp                                                           | Interfor Corp                                                           | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |      3205 | NS      | $23384.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                         | Danske Bank A/S                                                         | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     23875 | NS      | $1176621.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Miquel y Costas & Miquel SA                                             | Miquel y Costas & Miquel SA                                             | CUSIP: 000000000<br>LEI: 95980020140005204809 | Long             | EC               | CORP              | ES        |      1868 | NS      | $30983.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                              | Genmab A/S                                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1942 | NS      | $523022.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                          | Continental AG                                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     11610 | NS      | $810461.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| International Petroleum Corp                                            | International Petroleum Corp                                            | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               | CORP              | CA        |       322 | NS      | $8684.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OC Oerlikon Corp AG Pfaeffikon                                          | OC Oerlikon Corp AG Pfaeffikon                                          | CUSIP: 000000000<br>LEI: 529900I8VLAZR2FJ0M10 | Long             | EC               | CORP              | CH        |      8825 | NS      | $35072.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                        | Deutsche Post AG                                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     21649 | NS      | $1141051.74   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Olvi Oyj                                                                | Olvi Oyj                                                                | CUSIP: 000000000<br>LEI: 7437003NX7WWVRT6AJ55 | Long             | EC               | CORP              | FI        |       983 | NS      | $38828.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Borussia Dortmund GmbH & Co KGaA                                        | Borussia Dortmund GmbH & Co KGaA                                        | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |      4770 | NS      | $16847.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                                      | Telekom Austria AG                                                      | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |     10299 | NS      | $108446.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC AB                                                                  | NCC AB                                                                  | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     10538 | NS      | $232030.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deceuninck NV                                                           | Deceuninck NV                                                           | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |      7755 | NS      | $17986.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                  | OMV AG                                                                  | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     10017 | NS      | $732844.11    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Corticeira Amorim SGPS SA                                               | Corticeira Amorim SGPS SA                                               | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |       735 | NS      | $5521.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                       | Ivanhoe Mines Ltd                                                       | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |      7600 | NS      | $64958.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                                              | Verbund AG                                                              | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      1806 | NS      | $138013.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Outokumpu Oyj                                                           | Outokumpu Oyj                                                           | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |     40076 | NS      | $219369.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontron AG                                                              | Kontron AG                                                              | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |      3697 | NS      | $82502.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pricer AB                                                               | Pricer AB                                                               | CUSIP: 000000000<br>LEI: 5493000MATG2DYK19F35 | Long             | EC               | CORP              | SE        |     11063 | NS      | $3357.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                        | Pernod Ricard SA                                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      3849 | NS      | $286218.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Leroy Seafood Group ASA                                                 | Leroy Seafood Group ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |      7631 | NS      | $39014.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascom Holding AG                                                        | Ascom Holding AG                                                        | CUSIP: 000000000<br>LEI: 506700ZQR2RU51M31817 | Long             | EC               | CORP              | CH        |      1382 | NS      | $9127.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jamieson Wellness Inc                                                   | Jamieson Wellness Inc                                                   | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |      3200 | NS      | $79131.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                                              | Renault SA                                                              | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     14140 | NS      | $484774.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                             | Telenor ASA                                                             | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     13244 | NS      | $232931.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA                                                       | Remy Cointreau SA                                                       | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       889 | NS      | $38442.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                              | Merck KGaA                                                              | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |      1380 | NS      | $175334.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Leifheit AG                                                             | Leifheit AG                                                             | CUSIP: 000000000<br>LEI: 529900DBX574P554QO57 | Long             | EC               | CORP              | DE        |       726 | NS      | $12503.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rottneros AB                                                            | Rottneros AB                                                            | CUSIP: 000000000<br>LEI: 213800DM8OBVX8QWUR14 | Long             | EC               | CORP              | SE        |     13965 | NS      | $3664.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                  | RWE AG                                                                  | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     21132 | NS      | $1421735.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Iren SpA                                                                | Iren SpA                                                                | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |     40187 | NS      | $113684.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEB SA                                                                  | SEB SA                                                                  | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |      2192 | NS      | $113254.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Journey Energy Inc                                                      | Journey Energy Inc                                                      | CUSIP: 48113W102<br>LEI: 984500E9DC596CA9FF58 | Long             | EC               | CORP              | CA        |      3866 | NS      | $15146.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sipef NV                                                                | Sipef NV                                                                | CUSIP: 000000000<br>LEI: 549300NN3PC8KDD43S24 | Long             | EC               | CORP              | BE        |       408 | NS      | $46875.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                        | Skandinaviska Enskilda Banken AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     26239 | NS      | $484867.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Carbon SE                                                           | SGL Carbon SE                                                           | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |      5077 | NS      | $19675.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sogefi SpA                                                              | Sogefi SpA                                                              | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |      6494 | NS      | $14231.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                               | Solvay SA                                                               | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |      8032 | NS      | $246580.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solar A/S                                                               | Solar A/S                                                               | CUSIP: 000000000<br>LEI: 21380031XTLI9X5MTY92 | Long             | EC               | CORP              | DK        |       701 | NS      | $21807.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K-Bro Linen Inc                                                         | K-Bro Linen Inc                                                         | CUSIP: 48243M107<br>LEI: 54930093MYRY6TLVRO34 | Long             | EC               | CORP              | CA        |       800 | NS      | $19886.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                   | Schneider Electric SE                                                   | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      3142 | NS      | $855823.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi SE                                                              | Vivendi SE                                                              | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     53250 | NS      | $110469.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                  | SAP SE                                                                  | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4301 | NS      | $733245.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                             | Swedbank AB                                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     15445 | NS      | $526419.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                          | Storebrand ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     15818 | NS      | $285511.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sulzer AG                                                               | Sulzer AG                                                               | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      1772 | NS      | $371491.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kelt Exploration Ltd                                                    | Kelt Exploration Ltd                                                    | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |     13500 | NS      | $90931.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| What's Cooking BV                                                       | What's Cooking BV                                                       | CUSIP: 000000000<br>LEI: 549300EOHIZUJWKQ3G67 | Long             | EC               | CORP              | BE        |        51 | NS      | $8310.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tessenderlo Group SA                                                    | Tessenderlo Group SA                                                    | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |      1567 | NS      | $36154.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robertet SA                                                             | Robertet SA                                                             | CUSIP: 000000000<br>LEI: 969500EUEC3HIYQOCS92 | Long             | EC               | CORP              | FR        |        34 | NS      | $31769.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                           | Trelleborg AB                                                           | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |      7052 | NS      | $263741.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tubacex SA                                                              | Tubacex SA                                                              | CUSIP: 000000000<br>LEI: 95980020140005703680 | Long             | EC               | CORP              | ES        |     11128 | NS      | $36914.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp                                                             | Keyera Corp                                                             | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |     14564 | NS      | $563359.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warteck Invest AG                                                       | Warteck Invest AG                                                       | CUSIP: 000000000<br>LEI: 50670096DRU8U0S8H007 | Long             | EC               | CORP              | CH        |        10 | NS      | $25887.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                 | E.ON SE                                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     60236 | NS      | $1319256.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| voestalpine AG                                                          | voestalpine AG                                                          | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     10155 | NS      | $450597.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Indus Holding AG                                                        | Indus Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      1095 | NS      | $34082.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis Inc                                                             | Kinaxis Inc                                                             | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       239 | NS      | $24121.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogaland Sparebank                                                      | Rogaland Sparebank                                                      | CUSIP: 000000000<br>LEI: 549300G2EWXR3BRFKQ37 | Long             | EC               | CORP              | NO        |      1014 | NS      | $15565.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                                       | Kinross Gold Corp                                                       | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     41035 | NS      | $1254560.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight Therapeutics Inc                                                 | Knight Therapeutics Inc                                                 | CUSIP: 499053106<br>LEI: 549300LNW93V3HRS7610 | Long             | EC               | CORP              | CA        |      6900 | NS      | $36754.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc                                                          | K92 Mining Inc                                                          | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |     27300 | NS      | $463340.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                                     | Henkel AG & Co KGaA                                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      3863 | NS      | $277480.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                  | Koninklijke Philips NV                                                  | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     18439 | NS      | $505228.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                                         | UPM-Kymmene Oyj                                                         | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     23624 | NS      | $739425.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                                 | Puma SE                                                                 | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      7360 | NS      | $190873.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                | Bayer AG                                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     75760 | NS      | $3506036.99   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Metsa Board Oyj                                                         | Metsa Board Oyj                                                         | CUSIP: 000000000<br>LEI: 743700KKB8Q035K38488 | Long             | EC               | CORP              | FI        |      8243 | NS      | $29146.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                          | Stora Enso Oyj                                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     37529 | NS      | $440699.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V                                                | Koninklijke Heijmans N.V                                                | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |      3002 | NS      | $269084.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                     | Henkel AG & Co KGaA                                                     | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      5908 | NS      | $456387.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh AG                                                              | Vossloh AG                                                              | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |      1249 | NS      | $99758.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                                                           | Beiersdorf AG                                                           | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |      1248 | NS      | $112179.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                             | HOCHTIEF AG                                                             | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       665 | NS      | $302489.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                            | Bilfinger SE                                                            | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      2251 | NS      | $260643.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Duerr AG                                                                | Duerr AG                                                                | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |      4595 | NS      | $102190.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                 | Heidelberg Materials AG                                                 | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      7001 | NS      | $1477466.48   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                               | Fresenius Medical Care AG                                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     14806 | NS      | $670971.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrandt AG                                                            | Bertrandt AG                                                            | CUSIP: 000000000<br>LEI: 529900DRBK1K538NYX30 | Long             | EC               | CORP              | DE        |       393 | NS      | $6808.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ElringKlinger AG                                                        | ElringKlinger AG                                                        | CUSIP: 000000000<br>LEI: 529900QDISXXZ2D1Q489 | Long             | EC               | CORP              | DE        |      2669 | NS      | $15255.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                                                    | ASM International NV                                                    | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      1434 | NS      | $1086903.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co KGaA                                                | Draegerwerk AG & Co KGaA                                                | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |       847 | NS      | $90149.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                               | Orange SA                                                               | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    171915 | NS      | $3524782.89   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Lassonde Industries Inc                                                 | Lassonde Industries Inc                                                 | CUSIP: 517907101<br>LEI: 549300U3Y8OW3GQ0VE25 | Long             | EC               | CORP              | CA        |       400 | NS      | $65418.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRC Group ASA                                                           | NRC Group ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXI5D463 | Long             | EC               | CORP              | NO        |      6134 | NS      | $4808.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon Composites ASA                                                  | Hexagon Composites ASA                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJWMW49 | Long             | EC               | CORP              | NO        |     11362 | NS      | $11890.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                                               | Laurentian Bank of Canada                                               | CUSIP: 51925D106<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |      4987 | NS      | $145153.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interroll Holding AG                                                    | Interroll Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900MU4QAEI94TB543 | Long             | EC               | CORP              | CH        |        57 | NS      | $105467.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedap NV                                                                | Nedap NV                                                                | CUSIP: 000000000<br>LEI: 724500X4WAS3V33MVX37 | Long             | EC               | CORP              | NL        |       289 | NS      | $26564.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                                             | Randstad NV                                                             | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      8272 | NS      | $215897.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                              | Allianz SE                                                              | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      4219 | NS      | $1781761.38   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Incap Oyj                                                               | Incap Oyj                                                               | CUSIP: 000000000<br>LEI: 7437004GENTTQHMNQ407 | Long             | EC               | CORP              | FI        |       669 | NS      | $7314.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                | Hermes International SCA                                                | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       391 | NS      | $740691.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Subsea 7 SA                                                             | Subsea 7 SA                                                             | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |      7831 | NS      | $242594.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixt SE                                                                 | Sixt SE                                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |      1296 | NS      | $97905.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jensen-Group NV                                                         | Jensen-Group NV                                                         | CUSIP: 000000000<br>LEI: 549300VL91FV2CP8L882 | Long             | EC               | CORP              | BE        |       278 | NS      | $20466.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLSmidth & Co A/S                                                       | FLSmidth & Co A/S                                                       | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |      4638 | NS      | $351358.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atria Oyj                                                               | Atria Oyj                                                               | CUSIP: 000000000<br>LEI: 743700XLYONPSKO15Z91 | Long             | EC               | CORP              | FI        |       742 | NS      | $14399.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exel Industries SA                                                      | Exel Industries SA                                                      | CUSIP: 000000000<br>LEI: 969500M2EFP3ASV8WL56 | Long             | EC               | CORP              | FR        |        95 | NS      | $3689.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leon's Furniture Ltd                                                    | Leon's Furniture Ltd                                                    | CUSIP: 526682109<br>LEI: 549300L1VH4AT8EH7A33 | Long             | EC               | CORP              | CA        |      2194 | NS      | $41037.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixt SE                                                                 | Sixt SE                                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EP               | CORP              | DE        |      2063 | NS      | $130950.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                               | Endesa SA                                                               | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     11507 | NS      | $479877.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacquet Metals SACA                                                     | Jacquet Metals SACA                                                     | CUSIP: 000000000<br>LEI: 969500V8OL3NGL0GKZ37 | Long             | EC               | CORP              | FR        |      1315 | NS      | $31158.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Lufthansa AG                                                   | Deutsche Lufthansa AG                                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     40384 | NS      | $343901.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                     | Erste Group Bank AG                                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      7346 | NS      | $793553.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen               | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen               | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      2371 | NS      | $1497384.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe BIC SA                                                          | Societe BIC SA                                                          | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |      2741 | NS      | $171534.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightspeed Commerce Inc                                                 | Lightspeed Commerce Inc                                                 | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |      7805 | NS      | $69932.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linamar Corp                                                            | Linamar Corp                                                            | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |      2641 | NS      | $163593.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Van de Velde NV                                                         | Van de Velde NV                                                         | CUSIP: 000000000<br>LEI: 5493009LLUCOLP3YH507 | Long             | EC               | CORP              | BE        |       509 | NS      | $17903.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                          | Rheinmetall AG                                                          | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       829 | NS      | $1398345.64   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ERG SpA                                                                 | ERG SpA                                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |      2617 | NS      | $66815.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstad Offshore ASA                                                    | Solstad Offshore ASA                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHGO849 | Long             | EC               | CORP              | NO        |      4318 | NS      | $30680.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washtec AG                                                              | Washtec AG                                                              | CUSIP: 000000000<br>LEI: 391200HHWCQ0KBSG9U91 | Long             | EC               | CORP              | DE        |       765 | NS      | $39790.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTT Systems AB                                                          | CTT Systems AB                                                          | CUSIP: 000000000<br>LEI: 549300AG5CO2JWUJQ994 | Long             | EC               | CORP              | SE        |       561 | NS      | $7727.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOW IT AB                                                              | KNOW IT AB                                                              | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |      1633 | NS      | $18423.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seche Environnement SACA                                                | Seche Environnement SACA                                                | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | EC               | CORP              | FR        |       286 | NS      | $26645.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberger Druckmaschinen AG                                          | Heidelberger Druckmaschinen AG                                          | CUSIP: 000000000<br>LEI: 529900ZM98OISTG16932 | Long             | EC               | CORP              | DE        |     22239 | NS      | $35729.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obrascon Huarte Lain SA                                                 | Obrascon Huarte Lain SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005395317 | Long             | EC               | CORP              | ES        |     25168 | NS      | $12379.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                          | Loblaw Cos Ltd                                                          | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      9808 | NS      | $447144.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitron ASA                                                              | Kitron ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |      9962 | NS      | $96161.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technotrans SE                                                          | Technotrans SE                                                          | CUSIP: 000000000<br>LEI: 5299003IANGEF3R55G44 | Long             | EC               | CORP              | DE        |       604 | NS      | $19343.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabaf SpA                                                               | Sabaf SpA                                                               | CUSIP: 000000000<br>LEI: 815600DC9FA897709242 | Long             | EC               | CORP              | IT        |       510 | NS      | $8223.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raisio Oyj                                                              | Raisio Oyj                                                              | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |      7767 | NS      | $24025.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawesko Holding SE                                                      | Hawesko Holding SE                                                      | CUSIP: 000000000<br>LEI: 52990061BHKV91FGSB18 | Long             | EC               | CORP              | DE        |       179 | NS      | $4189.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cicor Technologies Ltd                                                  | Cicor Technologies Ltd                                                  | CUSIP: 000000000<br>LEI: 529900PIIUEUGLYD8P70 | Long             | EC               | CORP              | CH        |       245 | NS      | $36411.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindex Group OYJ                                                        | Lindex Group OYJ                                                        | CUSIP: 000000000<br>LEI: 743700IFQI6W89M1IY95 | Long             | EC               | CORP              | FI        |      1585 | NS      | $4203.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                           | Salzgitter AG                                                           | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      2086 | NS      | $90316.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vidrala SA                                                              | Vidrala SA                                                              | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |      2144 | NS      | $192300.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebro Foods SA                                                           | Ebro Foods SA                                                           | CUSIP: 000000000<br>LEI: 959800NW6DLQT89M3240 | Long             | EC               | CORP              | ES        |      2022 | NS      | $44199.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prevas AB                                                               | Prevas AB                                                               | CUSIP: 000000000<br>LEI: 5493007FF9DNP5DUJQ78 | Long             | EC               | CORP              | SE        |       951 | NS      | $8528.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                            | Bankinter SA                                                            | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     51043 | NS      | $808387.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                      | Barry Callebaut AG                                                      | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       188 | NS      | $330615.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                                           | TietoEVRY Oyj                                                           | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |      7552 | NS      | $165197.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emak SpA                                                                | Emak SpA                                                                | CUSIP: 000000000<br>LEI: 815600A9C09D82FF2B66 | Long             | EC               | CORP              | IT        |      9453 | NS      | $9178.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersen SA                                                               | Mersen SA                                                               | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      1140 | NS      | $29785.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PostNL NV                                                               | PostNL NV                                                               | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |     29160 | NS      | $36768.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonduelle SCA                                                           | Bonduelle SCA                                                           | CUSIP: 000000000<br>LEI: 969500QVHHN3NNVYRE94 | Long             | EC               | CORP              | FR        |      1767 | NS      | $17349.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                                              | Aurubis AG                                                              | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |      2584 | NS      | $459581.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LISI SA                                                                 | LISI SA                                                                 | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |       720 | NS      | $44022.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOL SpA                                                                 | SOL SpA                                                                 | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      2599 | NS      | $176938.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO AG                                                              | DO & CO AG                                                              | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |       520 | NS      | $97368.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucara Diamond Corp                                                     | Lucara Diamond Corp                                                     | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               | CORP              | CA        |     28465 | NS      | $4910.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                                           | Volkswagen AG                                                           | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      1478 | NS      | $154584.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                           | Volkswagen AG                                                           | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     10789 | NS      | $1103633.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                                                 | A2A SpA                                                                 | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    184125 | NS      | $521371.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfeiffer Vacuum Technology AG                                           | Pfeiffer Vacuum Technology AG                                           | CUSIP: 000000000<br>LEI: 8945004AW6QK8JHNQP69 | Long             | EC               | CORP              | DE        |       127 | NS      | $24220.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                      | Banco Bilbao Vizcaya Argentaria SA                                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    108209 | NS      | $2337266.58   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                                         | Lundin Gold Inc                                                         | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      9518 | NS      | $727380.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp                                                      | Lundin Mining Corp                                                      | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     12036 | NS      | $300142.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacyr SA                                                                | Sacyr SA                                                                | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |     18941 | NS      | $93106.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                               | Kering SA                                                               | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      2865 | NS      | $869995.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Feintool International Holding AG                                       | Feintool International Holding AG                                       | CUSIP: 000000000<br>LEI: 529900AUNJ8C37482692 | Long             | EC               | CORP              | CH        |       837 | NS      | $9316.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krones AG                                                               | Krones AG                                                               | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      1487 | NS      | $201979.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                  | Mercedes-Benz Group AG                                                  | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     12418 | NS      | $763246.22    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MDA Space Ltd                                                           | MDA Space Ltd                                                           | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4463 | NS      | $113058.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                                             | Swisscom AG                                                             | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      1527 | NS      | $1281401.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MTY Food Group Inc                                                      | MTY Food Group Inc                                                      | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |      1659 | NS      | $45902.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Belgium SA                                                       | Orange Belgium SA                                                       | CUSIP: 000000000<br>LEI: 5493007JS0ZHJVBUWP18 | Long             | EC               | CORP              | BE        |      1619 | NS      | $37800.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungheinrich AG                                                         | Jungheinrich AG                                                         | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |      3605 | NS      | $110865.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                            | Securitas AB                                                            | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     18979 | NS      | $317858.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koenig & Bauer AG                                                       | Koenig & Bauer AG                                                       | CUSIP: 000000000<br>LEI: 529900IQ90WSXBWSTD78 | Long             | EC               | CORP              | DE        |      1264 | NS      | $11880.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bavarian Nordic A/S                                                     | Bavarian Nordic A/S                                                     | CUSIP: 000000000<br>LEI: 2138006JCDVYIN6INP51 | Long             | EC               | CORP              | DK        |      9454 | NS      | $285798.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| All for One Group SE                                                    | All for One Group SE                                                    | CUSIP: 000000000<br>LEI: 529900GB6FMY3QJLBM61 | Long             | EC               | CORP              | DE        |       186 | NS      | $7288.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiskars OYJ Abp                                                         | Fiskars OYJ Abp                                                         | CUSIP: 000000000<br>LEI: 743700BKTW4EQIVKYY42 | Long             | EC               | CORP              | FI        |      1943 | NS      | $27264.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acciona SA                                                              | Acciona SA                                                              | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      1955 | NS      | $514091.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                              | Fortum Oyj                                                              | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     25122 | NS      | $642437.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bijou Brigitte AG                                                       | Bijou Brigitte AG                                                       | CUSIP: 000000000<br>LEI: 391200LXVESZEJ1YCI58 | Long             | EC               | CORP              | DE        |       197 | NS      | $10077.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Aerospace Corp                                                 | Magellan Aerospace Corp                                                 | CUSIP: 558912200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1000 | NS      | $15124.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                 | Magna International Inc                                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     19865 | NS      | $1108665.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                  | UCB SA                                                                  | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      2995 | NS      | $902383.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Infotel SA                                                              | Infotel SA                                                              | CUSIP: 000000000<br>LEI: 9695008JULKH9KJQLP04 | Long             | EC               | CORP              | FR        |       163 | NS      | $6927.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alten SA                                                                | Alten SA                                                                | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |      1490 | NS      | $92380.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Major Drilling Group International Inc                                  | Major Drilling Group International Inc                                  | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |      6566 | NS      | $75614.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainstreet Equity Corp                                                  | Mainstreet Equity Corp                                                  | CUSIP: 560915100<br>LEI: 984500FB1BA3F6U3DB35 | Long             | EC               | CORP              | CA        |       200 | NS      | $25267.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quadient SA                                                             | Quadient SA                                                             | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      3215 | NS      | $40394.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus Fire AG                                                         | Amadeus Fire AG                                                         | CUSIP: 000000000<br>LEI: 391200TJJ820ZDHNFJ33 | Long             | EC               | CORP              | DE        |       434 | NS      | $12374.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sopra Steria Group                                                      | Sopra Steria Group                                                      | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |       929 | NS      | $130087.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                           | Nemetschek SE                                                           | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |      2380 | NS      | $178166.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                         | thyssenkrupp AG                                                         | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |     34721 | NS      | $305944.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                                             | Viscofan SA                                                             | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |      3482 | NS      | $242464.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                            | Carrefour SA                                                            | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     51734 | NS      | $957898.87    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Basler AG                                                               | Basler AG                                                               | CUSIP: 000000000<br>LEI: 5299006OKY4JQTOWH448 | Long             | EC               | CORP              | DE        |       591 | NS      | $8603.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marimekko Oyj                                                           | Marimekko Oyj                                                           | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |      2270 | NS      | $26843.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maple Leaf Foods Inc                                                    | Maple Leaf Foods Inc                                                    | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |      3796 | NS      | $81863.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                 | Manulife Financial Corp                                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     16136 | NS      | $555723.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                 | Manulife Financial Corp                                                 | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      3337 | NS      | $114951.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                 | Naturgy Energy Group SA                                                 | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      5662 | NS      | $169500.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtran Networks SE                                                      | Adtran Networks SE                                                      | CUSIP: 000000000<br>LEI: 5299001QZNN0TKI9J120 | Long             | EC               | CORP              | DE        |       574 | NS      | $15126.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                               | Repsol SA                                                               | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     40511 | NS      | $1140322.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                       | Wolters Kluwer NV                                                       | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      7494 | NS      | $559713.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                               | Sanofi SA                                                               | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     13008 | NS      | $1256179.56   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Berner Kantonalbank AG                                                  | Berner Kantonalbank AG                                                  | CUSIP: 000000000<br>LEI: 4T0J6O251JXNEB0VEZ08 | Long             | EC               | CORP              | CH        |       447 | NS      | $223611.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                                                | CA Immobilien Anlagen AG                                                | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      1135 | NS      | $32165.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                               | H & M Hennes & Mauritz AB                                               | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      8999 | NS      | $168360.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGFA-Gevaert NV                                                         | AGFA-Gevaert NV                                                         | CUSIP: 000000000<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |     14619 | NS      | $7789.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eckert & Ziegler SE                                                     | Eckert & Ziegler SE                                                     | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |      3729 | NS      | $64328.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schouw & Co A/S                                                         | Schouw & Co A/S                                                         | CUSIP: 000000000<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |      1213 | NS      | $125211.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmos Semiconductor SE                                                  | Elmos Semiconductor SE                                                  | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |       625 | NS      | $107696.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                               | Kesko Oyj                                                               | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      6926 | NS      | $152819.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PVA TePla AG                                                            | PVA TePla AG                                                            | CUSIP: 000000000<br>LEI: 5299002Y7DARXV2Y4R82 | Long             | EC               | CORP              | DE        |      1815 | NS      | $62811.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                         | Wienerberger AG                                                         | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |      7225 | NS      | $192142.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palfinger AG                                                            | Palfinger AG                                                            | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |       713 | NS      | $28306.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                               | Elisa Oyj                                                               | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      7218 | NS      | $351591.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Midsona AB                                                              | Midsona AB                                                              | CUSIP: 000000000<br>LEI: 549300YMDO8YBYYI1981 | Long             | EC               | CORP              | SE        |      1338 | NS      | $1773.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                      | Banco Santander SA                                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    221924 | NS      | $2487927.99   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GFT Technologies SE                                                     | GFT Technologies SE                                                     | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |      1564 | NS      | $32336.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AF Gruppen ASA                                                          | AF Gruppen ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |      1402 | NS      | $24730.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ackermans & van Haaren NV                                               | Ackermans & van Haaren NV                                               | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      2336 | NS      | $718342.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen NV                                                  | Van Lanschot Kempen NV                                                  | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |      3690 | NS      | $245055.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MLP SE                                                                  | MLP SE                                                                  | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |      5885 | NS      | $48352.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitou BF SA                                                           | Manitou BF SA                                                           | CUSIP: 000000000<br>LEI: 9695008SHP3XTT9QCM25 | Long             | EC               | CORP              | FR        |       943 | NS      | $21412.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                              | Siemens AG                                                              | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3249 | NS      | $791567.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                | ACEA SpA                                                                | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |      4679 | NS      | $121623.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                                           | Telefonica SA                                                           | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    158332 | NS      | $692786.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Martinrea International Inc                                             | Martinrea International Inc                                             | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               | CORP              | CA        |      4900 | NS      | $32899.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1&1 AG                                                                  | 1&1 AG                                                                  | CUSIP: 000000000<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |      2936 | NS      | $80953.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                       | TAG Immobilien AG                                                       | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |     11343 | NS      | $178070.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melia Hotels International SA                                           | Melia Hotels International SA                                           | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |      5514 | NS      | $61546.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STO SE & Co KGaA                                                        | STO SE & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 5299006NYTD89XM31K74 | Long             | EP               | CORP              | DE        |       210 | NS      | $26653.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cewe Stiftung & Co KGAA                                                 | Cewe Stiftung & Co KGAA                                                 | CUSIP: 000000000<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |       635 | NS      | $68852.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amper SA                                                                | Amper SA                                                                | CUSIP: 000000000<br>LEI: 959800GZESQUFLUH5402 | Long             | EC               | CORP              | ES        |    149559 | NS      | $27509.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                        | Deutsche Bank AG                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     30675 | NS      | $912890.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                             | Bayerische Motoren Werke AG                                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      7891 | NS      | $729970.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                             | Bayerische Motoren Werke AG                                             | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1391 | NS      | $128044.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Semperit AG Holding                                                     | Semperit AG Holding                                                     | CUSIP: 000000000<br>LEI: 529900PG9O7YFYX5UM88 | Long             | EC               | CORP              | AT        |       457 | NS      | $7937.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENIT AG                                                                | CENIT AG                                                                | CUSIP: 000000000<br>LEI: 391200KYFPOLFJNEWL98 | Long             | EC               | CORP              | DE        |       409 | NS      | $2968.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicat SACA                                                              | Vicat SACA                                                              | CUSIP: 000000000<br>LEI: 9695009YI1863TOVDP79 | Long             | EC               | CORP              | FR        |      1860 | NS      | $135763.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadis NV                                                              | Arcadis NV                                                              | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |      5930 | NS      | $189711.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takkt AG                                                                | Takkt AG                                                                | CUSIP: 000000000<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |      2185 | NS      | $6233.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                       | Wuestenrot & Wuerttembergische AG                                       | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | EC               | CORP              | DE        |      1974 | NS      | $31306.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattr Corp                                                              | Mattr Corp                                                              | CUSIP: 57722Y102<br>LEI: 549300KP4U2Z1IKXOL88 | Long             | EC               | CORP              | CA        |      6434 | NS      | $42088.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANCOM SE                                                               | CANCOM SE                                                               | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |      3172 | NS      | $90118.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabasoft AG                                                             | Fabasoft AG                                                             | CUSIP: 000000000<br>LEI: 391200WHND7OZEFNNL77 | Long             | EC               | CORP              | AT        |       435 | NS      | $5430.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                               | Buzzi SpA                                                               | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |      5500 | NS      | $278063.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suedzucker AG                                                           | Suedzucker AG                                                           | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |      6024 | NS      | $91179.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surteco Group SE                                                        | Surteco Group SE                                                        | CUSIP: 000000000<br>LEI: 52990096XE56IELO5P09 | Long             | EC               | CORP              | DE        |       396 | NS      | $4792.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspo Oyj                                                                | Aspo Oyj                                                                | CUSIP: 000000000<br>LEI: 7437000TB0GHDHLPX677 | Long             | EC               | CORP              | FI        |      1168 | NS      | $8478.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assystem SA                                                             | Assystem SA                                                             | CUSIP: 000000000<br>LEI: 9695008GTTDJGF00CT88 | Long             | EC               | CORP              | FR        |       625 | NS      | $29190.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Secunet Security Networks AG                                            | Secunet Security Networks AG                                            | CUSIP: 000000000<br>LEI: 391200N3TQNVUCU8N039 | Long             | EC               | CORP              | DE        |        79 | NS      | $16356.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                    | Koninklijke Vopak NV                                                    | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |      5798 | NS      | $313817.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                               | Evotec SE                                                               | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |      3436 | NS      | $17462.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bekaert SA                                                              | Bekaert SA                                                              | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      2166 | NS      | $101992.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BayWa AG                                                                | BayWa AG                                                                | CUSIP: 000000000<br>LEI: 529900SM0FDLLYATXU36 | Long             | EC               | CORP              | DE        |      3483 | NS      | $11036.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                     | Deutsche Telekom AG                                                     | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    100237 | NS      | $3741172.21   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                            | Sartorius AG                                                            | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       104 | NS      | $26022.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Facilities Corp                                                 | Medical Facilities Corp                                                 | CUSIP: 58457V503<br>LEI: 549300KHW6BB8F1NXK22 | Long             | EC               | CORP              | CA        |      2000 | NS      | $23981.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accor SA                                                                | Accor SA                                                                | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      4023 | NS      | $192955.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts & Entertainment Ltd                                       | Melco Resorts & Entertainment Ltd                                       | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |       600 | NS      | $3408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                                | CTS Eventim AG & Co KGaA                                                | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |      4171 | NS      | $244298.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meren Energy Inc                                                        | Meren Energy Inc                                                        | CUSIP: 588914101<br>LEI: 549300071188HIDJEB11 | Long             | EC               | CORP              | CA        |      5800 | NS      | $10173.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                                | Infineon Technologies AG                                                | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     32130 | NS      | $1457613.52   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Villeroy & Boch AG                                                      | Villeroy & Boch AG                                                      | CUSIP: 000000000<br>LEI: 529900NK4WP5QSWI8X50 | Long             | EP               | CORP              | DE        |       830 | NS      | $16404.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMSI SpA                                                               | IMMSI SpA                                                               | CUSIP: 000000000<br>LEI: 815600B5D89DAB660021 | Long             | EC               | CORP              | IT        |      4790 | NS      | $2607.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Afarak Group SE                                                         | Afarak Group SE                                                         | CUSIP: 000000000<br>LEI: 743700KOUL1GQQQREP40 | Long             | EC               | CORP              | FI        |     29162 | NS      | $8595.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                               | Nokia Oyj                                                               | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    154966 | NS      | $1243139.83   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                                             | Rational AG                                                             | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |       406 | NS      | $297862.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allreal Holding AG                                                      | Allreal Holding AG                                                      | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |      1569 | NS      | $442598.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex Corp                                                           | Methanex Corp                                                           | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |      4775 | NS      | $284303.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                                                           | Methanex Corp                                                           | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       200 | NS      | $11917.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                                            | Metro Inc/CN                                                            | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     10218 | NS      | $699122.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carl Zeiss Meditec AG                                                   | Carl Zeiss Meditec AG                                                   | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |       589 | NS      | $16929.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atoss Software SE                                                       | Atoss Software SE                                                       | CUSIP: 000000000<br>LEI: 529900Q9G9280ADNOA39 | Long             | EC               | CORP              | DE        |       778 | NS      | $69110.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaisala Oyj                                                             | Vaisala Oyj                                                             | CUSIP: 000000000<br>LEI: 743700RNDD7KU11HW873 | Long             | EC               | CORP              | FI        |      1389 | NS      | $71477.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bechtle AG                                                              | Bechtle AG                                                              | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |      5464 | NS      | $188429.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                      | Koninklijke KPN NV                                                      | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    335052 | NS      | $1867454.70   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                         | Telefonaktiebolaget LM Ericsson                                         | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      2154 | NS      | $24187.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                         | Telefonaktiebolaget LM Ericsson                                         | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     66643 | NS      | $759745.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus A/S                                                            | Columbus A/S                                                            | CUSIP: 000000000<br>LEI: 213800WP2W676G7HLJ94 | Long             | EC               | CORP              | DK        |      4653 | NS      | $7084.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                  | Chocoladefabriken Lindt & Spruengli AG                                  | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |         2 | NS      | $286263.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                   | STMicroelectronics NV                                                   | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     16656 | NS      | $566780.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VIEL & Cie SA                                                           | VIEL & Cie SA                                                           | CUSIP: 000000000<br>LEI: 9695004FALTKA67E3T78 | Long             | EC               | CORP              | FR        |       790 | NS      | $13768.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoma Oyj                                                              | Sanoma Oyj                                                              | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |      6672 | NS      | $69020.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                     | Societe Generale SA                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     26214 | NS      | $1914064.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Net Insight AB                                                          | Net Insight AB                                                          | CUSIP: 000000000<br>LEI: 549300BMCT8IT2CFDH63 | Long             | EC               | CORP              | SE        |     38456 | NS      | $9627.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linedata Services                                                       | Linedata Services                                                       | CUSIP: 000000000<br>LEI: 9695003D6KVJ0H8CL506 | Long             | EC               | CORP              | FR        |        45 | NS      | $2137.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haulotte Group SA                                                       | Haulotte Group SA                                                       | CUSIP: 000000000<br>LEI: 9695005LBNQJXT452Y30 | Long             | EC               | CORP              | FR        |       610 | NS      | $1508.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energiekontor AG                                                        | Energiekontor AG                                                        | CUSIP: 000000000<br>LEI: 529900MCVP6QF0PTPQ72 | Long             | EC               | CORP              | DE        |       647 | NS      | $29147.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                           | Sonae SGPS SA                                                           | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |     92083 | NS      | $204521.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX A/S                                                                 | RTX A/S                                                                 | CUSIP: 000000000<br>LEI: 529900UW7RV30N4RYQ41 | Long             | EC               | CORP              | DK        |       299 | NS      | $4393.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                                             | Telia Co AB                                                             | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     97749 | NS      | $500794.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Komax Holding AG                                                        | Komax Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900UID9PCQXLG9479 | Long             | EC               | CORP              | CH        |       253 | NS      | $16134.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                             | Givaudan SA                                                             | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |       156 | NS      | $527514.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                               | Zurich Insurance Group AG                                               | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1911 | NS      | $1350730.09   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                  | Koninklijke Philips NV                                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     10099 | NS      | $276230.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ependion AB                                                             | Ependion AB                                                             | CUSIP: 000000000<br>LEI: 549300HBZGNQOTYZPJ54 | Long             | EC               | CORP              | SE        |      1878 | NS      | $18385.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adesso SE                                                               | Adesso SE                                                               | CUSIP: 000000000<br>LEI: 529900KOICE97ZSA1O52 | Long             | EC               | CORP              | DE        |       209 | NS      | $13983.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropole Television SA                                                 | Metropole Television SA                                                 | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |      2859 | NS      | $38365.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rieter Holding AG                                                       | Rieter Holding AG                                                       | CUSIP: 000000000<br>LEI: 529900SNR4JQCSACBN29 | Long             | EC               | CORP              | CH        |      9178 | NS      | $35023.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                                               | Television Francaise 1 SA                                               | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |      5220 | NS      | $42444.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aubay                                                                   | Aubay                                                                   | CUSIP: 000000000<br>LEI: 969500KGFSDP6UUKIA67 | Long             | EC               | CORP              | FR        |       366 | NS      | $17640.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oeneo SA                                                                | Oeneo SA                                                                | CUSIP: 000000000<br>LEI: 9695009X63IU81RJEY17 | Long             | EC               | CORP              | FR        |        52 | NS      | $555.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                                      | Teleperformance SE                                                      | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      4051 | NS      | $238048.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Synergie SE                                                             | Synergie SE                                                             | CUSIP: 000000000<br>LEI: 969500J2V41R87GPTD23 | Long             | EC               | CORP              | FR        |       615 | NS      | $18695.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd                                                               | ASMPT Ltd                                                               | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |      9100 | NS      | $117788.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sa Sa International Holdings Ltd                                        | Sa Sa International Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 529900BAE9P80ACWLV78 | Long             | EC               | CORP              | KY        |     78000 | NS      | $7460.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aica Kogyo Co Ltd                                                       | Aica Kogyo Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800I589BKZAOJD116 | Long             | EC               | CORP              | JP        |      5600 | NS      | $128446.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisan Industry Co Ltd                                                   | Aisan Industry Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $52369.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                              | Aisin Corp                                                              | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     22200 | NS      | $312755.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                        | Ajinomoto Co Inc                                                        | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     11700 | NS      | $330773.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Akebono Brake Industry Co Ltd                                           | Akebono Brake Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $5412.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akita Bank Ltd/The                                                      | Akita Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800N5LZ62LYDUOK89 | Long             | EC               | CORP              | JP        |      1500 | NS      | $47452.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport Facilities Co Ltd                                               | Airport Facilities Co Ltd                                               | CUSIP: 000000000<br>LEI: 3538003U8FJWNCO7VZ82 | Long             | EC               | CORP              | JP        |      2700 | NS      | $16593.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkane Resources Ltd                                                    | Alkane Resources Ltd                                                    | CUSIP: 000000000<br>LEI: 529900R65IIVLPW4ZS42 | Long             | EC               | CORP              | AU        |     24815 | NS      | $25126.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alinco Inc                                                              | Alinco Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $13769.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                                        | ANA Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      4300 | NS      | $77009.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEB Travel Group Ltd                                                    | WEB Travel Group Ltd                                                    | CUSIP: 000000000<br>LEI: 21380064YZG4XMO4CW38 | Long             | EC               | CORP              | AU        |     20237 | NS      | $37225.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Technology Venture Co Ltd                                     | Hong Kong Technology Venture Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     17000 | NS      | $2852.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallenstein Glasson Holdings Ltd                                        | Hallenstein Glasson Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5127 | NS      | $29403.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alps Alpine Co Ltd                                                      | Alps Alpine Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     20324 | NS      | $275654.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co Ltd                                                            | Amada Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     20300 | NS      | $286300.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corp                                                              | Amano Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $149063.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altech Corp                                                             | Altech Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1980 | NS      | $32502.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd                                                | Hang Lung Properties Ltd                                                | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |    150494 | NS      | $168401.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| G-7 Holdings Inc                                                        | G-7 Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $27311.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cresco Ltd                                                              | Cresco Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $16332.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosaido Holdings Co Ltd                                                 | Kosaido Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $15593.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirin Co Ltd                                                         | Nichirin Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800HY7V19A1YROF75 | Long             | EC               | CORP              | JP        |      1300 | NS      | $33574.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albis Co Ltd                                                            | Albis Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9797.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd                                                  | Ramsay Health Care Ltd                                                  | CUSIP: 000000000<br>LEI: 549300QBX122KF2JPI10 | Long             | EC               | CORP              | AU        |     10610 | NS      | $288579.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                                  | Zensho Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      3969 | NS      | $231721.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Happinet Corp                                                           | Happinet Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $55365.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                  | Singapore Technologies Engineering Ltd                                  | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     55300 | NS      | $469343.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansha Electric Manufacturing Co Ltd                                    | Sansha Electric Manufacturing Co Ltd                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $13898.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resorttrust Inc                                                         | Resorttrust Inc                                                         | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     17000 | NS      | $186843.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AOKI Holdings Inc                                                       | AOKI Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $30714.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aoyama Trading Co Ltd                                                   | Aoyama Trading Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |     10200 | NS      | $52186.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomy Co Ltd                                                             | Tomy Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $105154.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Araya Industrial Co Ltd                                                 | Araya Industrial Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21762.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCLANDS CORP                                                           | ARCLANDS CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4918 | NS      | $55665.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arisawa Manufacturing Co Ltd                                            | Arisawa Manufacturing Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $55741.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamakyorex Co Ltd                                                       | Hamakyorex Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $81067.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Workman Co Ltd                                                          | Workman Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $35796.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                | Asahi Group Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     39100 | NS      | $390398.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                        | Asahi Kasei Corp                                                        | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     57500 | NS      | $562607.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Diamond Industrial Co Ltd                                         | Asahi Diamond Industrial Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $17627.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADEKA Corp                                                              | ADEKA Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $210315.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                                 | AGC Inc                                                                 | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      9000 | NS      | $318847.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI YUKIZAI CORP                                                      | ASAHI YUKIZAI CORP                                                      | CUSIP: 000000000<br>LEI: 353800BBLKAGEXVVBE41 | Long             | EC               | CORP              | JP        |      1500 | NS      | $53849.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asanuma Corp                                                            | Asanuma Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $31520.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                              | Asics Corp                                                              | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     24000 | NS      | $645242.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Investments Ltd                                                    | Aura Investments Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3437 | NS      | $20958.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                                  | ANZ Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     48035 | NS      | $1207851.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Autobacs Seven Co Ltd                                                   | Autobacs Seven Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |      5600 | NS      | $55535.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azorim-Investment Development & Construction Co Ltd                     | Azorim-Investment Development & Construction Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3495 | NS      | $20966.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Awa Bank Ltd/The                                                        | Awa Bank Ltd/The                                                        | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |      2500 | NS      | $92398.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Belluna Co Ltd                                                          | Belluna Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800Q8P5LM0569VS75 | Long             | EC               | CORP              | JP        |      6100 | NS      | $33976.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bando Chemical Industries Ltd                                           | Bando Chemical Industries Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $44063.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of East Asia Ltd/The                                               | Bank of East Asia Ltd/The                                               | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |    103424 | NS      | $172390.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                        | Bank Hapoalim BM                                                        | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     33331 | NS      | $782778.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                    | Westpac Banking Corp                                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     54183 | NS      | $1497361.47   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                  | Bank of Queensland Ltd                                                  | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |     57363 | NS      | $267010.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Ryukyus Ltd                                                 | Bank of the Ryukyus Ltd                                                 | CUSIP: 000000000<br>LEI: 353800OWJBJ7G9TXED62 | Long             | EC               | CORP              | JP        |      3500 | NS      | $50346.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                 | Bank Leumi Le-Israel BM                                                 | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     58512 | NS      | $1308493.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Saga Ltd/The                                                    | Bank of Saga Ltd/The                                                    | CUSIP: 000000000<br>LEI: 353800F5W4TG8U8OOA26 | Long             | EC               | CORP              | JP        |      1500 | NS      | $45162.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Justsystems Corp                                                        | Justsystems Corp                                                        | CUSIP: 000000000<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |      2400 | NS      | $53440.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDC Soft Inc                                                            | TDC Soft Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $11730.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transport International Holdings Ltd                                    | Transport International Holdings Ltd                                    | CUSIP: 000000000<br>LEI: 529900PXKMUICLT3E812 | Long             | EC               | CORP              | BM        |     15814 | NS      | $21438.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takamatsu Construction Group Co Ltd                                     | Takamatsu Construction Group Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $25290.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Seal International Inc                                             | Fuji Seal International Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $67788.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                                 | LY Corp                                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     65200 | NS      | $157205.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashimoto Sogyo Holdings Co Ltd                                         | Hashimoto Sogyo Holdings Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $12449.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                           | Fortescue Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     64258 | NS      | $918221.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                       | Telstra Group Ltd                                                       | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     79865 | NS      | $294830.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Ltd                                                        | Beach Energy Ltd                                                        | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |    126125 | NS      | $111413.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| C Uyemura & Co Ltd                                                      | C Uyemura & Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $63818.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gav-Yam Lands Corp Ltd                                                  | Gav-Yam Lands Corp Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $6.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QAF Ltd                                                                 | QAF Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     12400 | NS      | $9741.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                                             | Bendigo & Adelaide Bank Ltd                                             | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |     37756 | NS      | $259749.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Data#3 Ltd                                                              | Data#3 Ltd                                                              | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     14663 | NS      | $68425.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Lifeline Co Ltd                                                   | Japan Lifeline Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |      6000 | NS      | $52472.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plasson Industries Ltd                                                  | Plasson Industries Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       216 | NS      | $10696.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS Transit Ltd                                                         | SBS Transit Ltd                                                         | CUSIP: 000000000<br>LEI: 254900EM62Y5RRTJ9771 | Long             | EC               | CORP              | SG        |      4800 | NS      | $14634.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rorze Corp                                                              | Rorze Corp                                                              | CUSIP: 000000000<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |      7700 | NS      | $132371.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                                                        | CLP Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     21500 | NS      | $202420.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd                            | Bezeq The Israeli Telecommunication Corp Ltd                            | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |     68119 | NS      | $162969.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belc Co Ltd                                                             | Belc Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $43024.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OM Holdings Ltd                                                         | OM Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     23197 | NS      | $4081.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrainCorp Ltd                                                           | GrainCorp Ltd                                                           | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     19403 | NS      | $89068.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bet Shemesh Engines Holdings 1997 Ltd                                   | Bet Shemesh Engines Holdings 1997 Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       666 | NS      | $149036.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Leong Asia Ltd                                                     | Hong Leong Asia Ltd                                                     | CUSIP: 000000000<br>LEI: 254900OXRICREAQ3VU73 | Long             | EC               | CORP              | SG        |     34700 | NS      | $76314.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Resources NL                                                    | Emerald Resources NL                                                    | CUSIP: 000000000<br>LEI: 529900V79JFYUE9ZQB09 | Long             | EC               | CORP              | AU        |     43531 | NS      | $167093.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saizeriya Co Ltd                                                        | Saizeriya Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $121493.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obara Group Inc                                                         | Obara Group Inc                                                         | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |       900 | NS      | $29904.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Seisakusho Co Ltd                                                 | Inaba Seisakusho Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $9772.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                                   | Lynas Rare Earths Ltd                                                   | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      6322 | NS      | $85836.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First International Bank Of Israel Ltd/The                              | First International Bank Of Israel Ltd/The                              | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |      3535 | NS      | $274487.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                                   | Trend Micro Inc/Japan                                                   | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      4300 | NS      | $143347.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Electronic Materials Corp                                         | Japan Electronic Materials Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $60233.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Trust Co Ltd                                                          | J Trust Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $26669.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Entertainment Corp                                            | Universal Entertainment Corp                                            | CUSIP: 000000000<br>LEI: 353800BBJTHSMSQ31V91 | Long             | EC               | CORP              | JP        |      2400 | NS      | $10202.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VT Holdings Co Ltd                                                      | VT Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $22311.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                                                 | ASX Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      2555 | NS      | $92701.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Jitsugyo Co Ltd                                                   | Ebara Jitsugyo Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538004CBM4WNU6CM653 | Long             | EC               | CORP              | JP        |      2400 | NS      | $37041.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Holdings Corp                                                        | ID Holdings Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $13152.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                                        | Bridgestone Corp                                                        | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     25800 | NS      | $537626.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Argo Graphics Inc                                                       | Argo Graphics Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $36815.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd                                        | Musashi Seimitsu Industry Co Ltd                                        | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |      4800 | NS      | $83331.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grange Resources Ltd                                                    | Grange Resources Ltd                                                    | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |     19800 | NS      | $2527.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nagano Keiki Co Ltd                                                     | Nagano Keiki Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $21082.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM Inc                                                                | IDOM Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $73819.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Medical Dynamic Marketing Inc                                     | Japan Medical Dynamic Marketing Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $4800.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                             | Obic Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $82522.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Austal Ltd                                                              | Austal Ltd                                                              | CUSIP: 000000000<br>LEI: 254900DJEFGICBICBU73 | Long             | EC               | CORP              | AU        |     34322 | NS      | $115149.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifestyle Communities Ltd                                               | Lifestyle Communities Ltd                                               | CUSIP: 000000000<br>LEI: 984500BDEL5B024BCA39 | Long             | EC               | CORP              | AU        |      6487 | NS      | $21112.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZERIA Pharmaceutical Co Ltd                                             | ZERIA Pharmaceutical Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $39032.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meitav Investment House Ltd                                             | Meitav Investment House Ltd                                             | CUSIP: 000000000<br>LEI: 213800ZFO2DPAZ4UAL65 | Long             | EC               | CORP              | IL        |      3316 | NS      | $117274.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                       | Oracle Corp Japan                                                       | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      1500 | NS      | $81349.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waseda Academy Co Ltd                                                   | Waseda Academy Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $14271.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSE Global Ltd                                                          | CSE Global Ltd                                                          | CUSIP: 000000000<br>LEI: 549300CNUGIB5L3RNJ48 | Long             | EC               | CORP              | SG        |     35360 | NS      | $33059.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                           | BHP Group Ltd                                                           | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    101610 | NS      | $3676506.71   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiho Kogyo Co Ltd                                                      | Taiho Kogyo Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $5954.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                                  | Brother Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     18700 | NS      | $346193.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Okinawa Cellular Telephone Co                                           | Okinawa Cellular Telephone Co                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $104847.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikun & Binui Ltd                                                      | Shikun & Binui Ltd                                                      | CUSIP: 000000000<br>LEI: 2138004NVQ51G35LN253 | Long             | EC               | CORP              | IL        |      5574 | NS      | $29328.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bull-Dog Sauce Co Ltd                                                   | Bull-Dog Sauce Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11784.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunka Shutter Co Ltd                                                    | Bunka Shutter Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |      5500 | NS      | $67076.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                      | Contact Energy Ltd                                                      | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     24356 | NS      | $129464.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teikoku Electric Manufacturing Co Ltd                                   | Teikoku Electric Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $21502.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Brain Showa-Ota Inc                                            | Business Brain Showa-Ota Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $12405.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breville Group Ltd                                                      | Breville Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900MM4WH0KSB3KW37 | Long             | EC               | CORP              | AU        |      7609 | NS      | $141949.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKR International Ltd                                                   | HKR International Ltd                                                   | CUSIP: 000000000<br>LEI: 2549008D4GKSRL4VE775 | Long             | EC               | CORP              | KY        |     50160 | NS      | $7452.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Ltd                                                          | EBOS Group Ltd                                                          | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |      5593 | NS      | $71511.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CKD Corp                                                                | CKD Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $110998.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMK Corp                                                                | CMK Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $28746.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cafe de Coral Holdings Ltd                                              | Cafe de Coral Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     34000 | NS      | $18471.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Healthcare Ltd                                                    | Ryman Healthcare Ltd                                                    | CUSIP: 000000000<br>LEI: 529900UR74KKRFG56I57 | Long             | EC               | CORP              | NZ        |     36618 | NS      | $44641.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdings Inc                                   | Coca-Cola Bottlers Japan Holdings Inc                                   | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |      8175 | NS      | $185438.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Agri-Resources Ltd                                               | Golden Agri-Resources Ltd                                               | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |    512000 | NS      | $122071.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Arrows Ltd                                                       | United Arrows Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $44685.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinwa Co Ltd/Nagoya                                                    | Shinwa Co Ltd/Nagoya                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $17680.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Del Monte Pacific Ltd                                                   | Del Monte Pacific Ltd                                                   | CUSIP: 000000000<br>LEI: 254900EKTTQ8JQ0ZKH89 | Long             | EC               | CORP              | VG        |     48800 | NS      | $3181.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daitron Co Ltd                                                          | Daitron Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27495.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co Ltd                                                              | USS Co Ltd                                                              | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |     16300 | NS      | $171456.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                               | Canon Inc                                                               | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      9800 | NS      | $271923.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                                               | Canon Marketing Japan Inc                                               | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |      6600 | NS      | $145153.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eco's Co Ltd/Japan                                                      | Eco's Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $24491.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                                              | Harvey Norman Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     45282 | NS      | $155561.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                                           | Capcom Co Ltd                                                           | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |     10400 | NS      | $219772.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiday Hidaka Corp                                                       | Hiday Hidaka Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $50557.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Relo Group Inc                                                          | Relo Group Inc                                                          | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |      8300 | NS      | $100088.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siix Corp                                                               | Siix Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $21904.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colowide Co Ltd                                                         | Colowide Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $90664.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Technology Group Ltd                                          | Macquarie Technology Group Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       972 | NS      | $40489.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                  | DBS Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     39884 | NS      | $1774842.75   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Stella Chemifa Corp                                                     | Stella Chemifa Corp                                                     | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |      1300 | NS      | $40471.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morguard Corp                                                           | Morguard Corp                                                           | CUSIP: 617577101<br>LEI: 894500JC9OPGOKN1CA34 | Long             | EC               |  | CA        |       186 | NS      | $15356.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eslead Corp                                                             | Eslead Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $15682.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Casio Computer Co Ltd                                                   | Casio Computer Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     12700 | NS      | $114023.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd                                              | Cathay Pacific Airways Ltd                                              | CUSIP: 000000000<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |    122909 | NS      | $177470.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DFI Retail Group Holdings Ltd                                           | DFI Retail Group Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | BM        |     29100 | NS      | $122254.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                                       | Computershare Ltd                                                       | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     13284 | NS      | $261993.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Natori Co Ltd                                                           | Natori Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8457.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                                    | Sigma Healthcare Ltd                                                    | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |     14967 | NS      | $27658.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Woods Properties Ltd                                              | Cedar Woods Properties Ltd                                              | CUSIP: 000000000<br>LEI: 9845005E52CDEBDEF822 | Long             | EC               | CORP              | AU        |      3865 | NS      | $19049.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                | Central Japan Railway Co                                                | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      9700 | NS      | $252211.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Automotive Products Ltd                                         | Central Automotive Products Ltd                                         | CUSIP: 000000000<br>LEI: 353800X9460YZVHWB065 | Long             | EC               | CORP              | JP        |      1200 | NS      | $14506.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Glass Co Ltd                                                    | Central Glass Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $68684.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Security Patrols Co Ltd                                         | Central Security Patrols Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $17205.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                                 | CSL Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      5240 | NS      | $514667.35    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arakawa Chemical Industries Ltd                                         | Arakawa Chemical Industries Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8132.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riso Kyoiku Group Corp                                                  | Riso Kyoiku Group Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $4036.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                                       | Champion Iron Ltd                                                       | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     26804 | NS      | $100719.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                                      | Chiba Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     21100 | NS      | $273130.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Kogyo Bank Ltd/The                                                | Chiba Kogyo Bank Ltd/The                                                | CUSIP: 000000000<br>LEI: 353800SQQ8B0KOKZ9Y27 | Long             | EC               | CORP              | JP        |      4900 | NS      | $60335.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keiyo Bank Ltd/The                                                      | Keiyo Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |     13500 | NS      | $175713.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinese Estates Holdings Ltd                                            | Chinese Estates Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900OCQEQVNKB0UF58 | Long             | EC               | CORP              | BM        |     79500 | NS      | $12150.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Rietec Co Ltd                                                    | Nippon Rietec Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11457.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chori Co Ltd                                                            | Chori Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $18846.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Sang Sang Holdings International Ltd                               | Chow Sang Sang Holdings International Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     30000 | NS      | $52493.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kose Holdings Corp                                                      | Kose Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |      1800 | NS      | $67326.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                                             | Chubu Electric Power Co Inc                                             | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     15600 | NS      | $257195.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Shiryo Co Ltd                                                     | Chubu Shiryo Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $19038.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chuetsu Pulp & Paper Co Ltd                                             | Chuetsu Pulp & Paper Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9421.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                       | Chugoku Electric Power Co Inc/The                                       | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |     14000 | NS      | $89264.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Marine Paints Ltd                                               | Chugoku Marine Paints Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $57567.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                            | Chugai Pharmaceutical Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     12500 | NS      | $689355.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Servcorp Ltd                                                            | Servcorp Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2368 | NS      | $11191.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizen Watch Co Ltd                                                    | Citizen Watch Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     22100 | NS      | $239327.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                                                   | City Developments Ltd                                                   | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |     38000 | NS      | $244091.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                           | REA Group Ltd                                                           | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      1419 | NS      | $155463.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ho Bee Land Ltd                                                         | Ho Bee Land Ltd                                                         | CUSIP: 000000000<br>LEI: 213800ZLK1VGWKHRQV31 | Long             | EC               | CORP              | SG        |     12200 | NS      | $20086.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clal Insurance Enterprises Holdings Ltd                                 | Clal Insurance Enterprises Holdings Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5502 | NS      | $392799.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                        | Transurban Group                                                        | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     37191 | NS      | $362792.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanup Corp                                                            | Cleanup Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $2927.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichibanya Co Ltd                                                        | Ichibanya Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $24408.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Gold Ltd                                                        | Pantoro Gold Ltd                                                        | CUSIP: 000000000<br>LEI: 254900ZMQXTNJJIP4K51 | Long             | EC               | CORP              | AU        |     30098 | NS      | $70237.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                                            | Cochlear Ltd                                                            | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      1570 | NS      | $184742.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yoshinoya Holdings Co Ltd                                               | Yoshinoya Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $93690.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itfor Inc                                                               | Itfor Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $21080.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                                       | Origin Energy Ltd                                                       | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     49298 | NS      | $424217.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                          | Commonwealth Bank of Australia                                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     10663 | NS      | $1248709.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Engineering & Consulting Ltd                                   | Computer Engineering & Consulting Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $22255.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakudo Co Ltd                                                           | Hakudo Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17756.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd                                                         | Delek Group Ltd                                                         | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |       768 | NS      | $258492.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                           | Rio Tinto Ltd                                                           | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     14115 | NS      | $1603655.71   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                          | CyberAgent Inc                                                          | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     21500 | NS      | $183935.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Future Corp                                                             | Future Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $40480.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qualitau Ltd                                                            | Qualitau Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       275 | NS      | $46041.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Gosei Co Ltd                                                       | Toyo Gosei Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $52138.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNeVision Holdings Ltd                                                 | SUNeVision Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     70000 | NS      | $49011.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTI Engineering Co Ltd                                                  | CTI Engineering Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $38654.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                                       | Rakuten Group Inc                                                       | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     16900 | NS      | $78999.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotel Grand Central Ltd                                                 | Hotel Grand Central Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     19945 | NS      | $11214.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Food Empire Holdings Ltd                                                | Food Empire Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     18200 | NS      | $42917.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hansen Technologies Ltd                                                 | Hansen Technologies Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14725 | NS      | $50408.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SATS Ltd                                                                | SATS Ltd                                                                | CUSIP: 000000000<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |     54211 | NS      | $149394.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIA Engineering Co Ltd                                                  | SIA Engineering Co Ltd                                                  | CUSIP: 000000000<br>LEI: 2549008BTH8VFCM3UL43 | Long             | EC               | CORP              | SG        |      9600 | NS      | $24255.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                                               | APA Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34832 | NS      | $239947.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Round One Corp                                                          | Round One Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $99909.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                               | KDDI Corp                                                               | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     76900 | NS      | $1309355.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ain Holdings Inc                                                        | Ain Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $82445.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Financial Holdings Ltd                                         | Dah Sing Financial Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     16800 | NS      | $87190.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Metal Co Ltd                                                      | Daido Metal Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3538008B818OTAF32670 | Long             | EC               | CORP              | JP        |      3800 | NS      | $21298.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                          | Daifuku Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      8500 | NS      | $300126.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Jitsugyo Co Ltd                                                 | Daiichi Jitsugyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $37417.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichiken Co Ltd                                                          | Ichiken Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $16295.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daihatsu Infinearth Mfg Co Ltd                                          | Daihatsu Infinearth Mfg Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $28064.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiho Corp                                                              | Daiho Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $24564.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exedy Corp                                                              | Exedy Corp                                                              | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |      3400 | NS      | $121407.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiki Aluminium Industry Co Ltd                                         | Daiki Aluminium Industry Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |      3000 | NS      | $27171.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd                                         | Daito Trust Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     13500 | NS      | $316361.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daicel Corp                                                             | Daicel Corp                                                             | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     27300 | NS      | $216284.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daido Steel Co Ltd                                                      | Daido Steel Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     15000 | NS      | $177945.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DKS Co Ltd                                                              | DKS Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $29531.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                                   | Daikin Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |      6200 | NS      | $743670.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Corp                                                                | DIC Corp                                                                | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |      8900 | NS      | $208861.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Toryo Co Ltd                                                 | Dai Nippon Toryo Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $15631.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                              | Dai Nippon Printing Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     11000 | NS      | $200419.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dainichiseika Color & Chemicals Manufacturing Co Ltd                    | Dainichiseika Color & Chemicals Manufacturing Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $16588.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                                  | SCREEN Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      6400 | NS      | $381289.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                             | Daiwa House Industry Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     23500 | NS      | $737264.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwabo Holdings Co Ltd                                                 | Daiwabo Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $181137.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                              | Daiwa Securities Group Inc                                              | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     34300 | NS      | $325005.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBERIDE Inc                                                           | GLOBERIDE Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $18824.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishinku Corp                                                          | Daishinku Corp                                                          | CUSIP: 000000000<br>LEI: 353800IDGT2PF2R2EL93 | Long             | EC               | CORP              | JP        |      1000 | NS      | $3768.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mullen Group Ltd                                                        | Mullen Group Ltd                                                        | CUSIP: 625284104<br>LEI: 549300KLU7H5NA3I5P62 | Long             | EC               | CORP              | CA        |     10500 | NS      | $128919.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichikosho Co Ltd                                                     | Daiichikosho Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $86779.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danel Adir Yeoshua Ltd                                                  | Danel Adir Yeoshua Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       390 | NS      | $55534.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                                  | Aristocrat Leisure Ltd                                                  | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      7117 | NS      | $226215.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagihara Industries Inc                                                 | Hagihara Industries Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $14297.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTS Corp                                                                | DTS Corp                                                                | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |      9600 | NS      | $63089.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Creek & River Co Ltd                                                    | Creek & River Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $9890.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co Ltd                                                    | Sugi Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |      7700 | NS      | $169554.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imura & Co Ltd                                                          | Imura & Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $6171.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Harvests Ltd                                                     | Select Harvests Ltd                                                     | CUSIP: 000000000<br>LEI: 549300JZYUFVKN0L4E13 | Long             | EC               | CORP              | AU        |     14731 | NS      | $39653.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Galil Ltd                                                         | Delta Galil Ltd                                                         | CUSIP: 000000000<br>LEI: 213800THWVY4MIDWYH93 | Long             | EC               | CORP              | IL        |       858 | NS      | $44558.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiseki Co Ltd                                                          | Daiseki Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $108225.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Automotive Systems Ltd                                            | Delek Automotive Systems Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1180 | NS      | $7620.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                             | Otsuka Corp                                                             | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      6800 | NS      | $130183.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilan Ltd                                                               | Hilan Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1352 | NS      | $83746.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                      | Hong Kong Exchanges & Clearing Ltd                                      | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     18743 | NS      | $945546.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| F&M Co Ltd                                                              | F&M Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $8185.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp                                 | Pan Pacific International Holdings Corp                                 | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     39500 | NS      | $240959.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                              | Disco Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $692891.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd                                           | Insurance Australia Group Ltd                                           | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    107777 | NS      | $545807.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nakanishi Inc                                                           | Nakanishi Inc                                                           | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |      3300 | NS      | $57303.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc                                                              | Cybozu Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $39577.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co Ltd                                                    | Dowa Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |      3400 | NS      | $194659.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| San-A Co Ltd                                                            | San-A Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $69626.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Giordano International Ltd                                              | Giordano International Ltd                                              | CUSIP: 000000000<br>LEI: 5299002Q4JRP5LUE6V15 | Long             | EC               | CORP              | BM        |    126000 | NS      | $23460.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Objective Corp Ltd                                                      | Objective Corp Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1940 | NS      | $15924.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezion Holdings Ltd                                                      | Ezion Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    288390 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ansell Ltd                                                              | Ansell Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |     10726 | NS      | $210494.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| a2 Milk Co Ltd/The                                                      | a2 Milk Co Ltd/The                                                      | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Long             | EC               | CORP              | NZ        |      9054 | NS      | $60093.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Fok Corp Ltd                                                       | Hong Fok Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 254900AL3H0NQC2CPU32 | Long             | EC               | CORP              | SG        |     19800 | NS      | $13457.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMADA Consulting Group Co Ltd                                          | YAMADA Consulting Group Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5226.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cawachi Ltd                                                             | Cawachi Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $22774.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                                                            | MTR Corp Ltd                                                            | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     15438 | NS      | $63264.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NFI Group Inc                                                           | NFI Group Inc                                                           | CUSIP: 62910L102<br>LEI: 549300VX6QRAVXOXZW59 | Long             | EC               | CORP              | CA        |      3300 | NS      | $45594.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC-Mart Inc                                                            | ABC-Mart Inc                                                            | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |      1800 | NS      | $28643.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Ltd                                                         | Pro Medicus Ltd                                                         | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |      1395 | NS      | $114971.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Sports Co Ltd                                                   | Central Sports Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9007.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Healthcare Ltd                                                    | Regis Healthcare Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9658 | NS      | $41243.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hard Off Corp Co Ltd                                                    | Hard Off Corp Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $26043.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electro Optic Systems Holdings Ltd                                      | Electro Optic Systems Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 391200AIL8NMTC2B3I63 | Long             | EC               | CORP              | AU        |      8726 | NS      | $49014.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOB-Kay Hian Holdings Ltd                                               | UOB-Kay Hian Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     47826 | NS      | $127445.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKUL Corp                                                              | ASKUL Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $37570.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Soken Inc                                                        | Dentsu Soken Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $67522.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagers Automotive Ltd                                                   | Eagers Automotive Ltd                                                   | CUSIP: 000000000<br>LEI: 2549009FI5JQMNR9RJ37 | Long             | EC               | CORP              | AU        |     13850 | NS      | $217696.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Holdings Corp                                                       | Geo Holdings Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $37681.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Industry Co Ltd                                                   | Eagle Industry Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $46093.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRESS Ltd                                                               | IRESS Ltd                                                               | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |     18965 | NS      | $92770.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                   | East Japan Railway Co                                                   | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |     11400 | NS      | $260734.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Ltd/Israel                                                      | Electra Ltd/Israel                                                      | CUSIP: 000000000<br>LEI: 2138005T746J61F84918 | Long             | EC               | CORP              | IL        |      2640 | NS      | $75424.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| and ST HD Co Ltd                                                        | and ST HD Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800DZZIJ399PIWU03 | Long             | EC               | CORP              | JP        |      3000 | NS      | $56332.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toei Animation Co Ltd                                                   | Toei Animation Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $41158.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| V Technology Co Ltd                                                     | V Technology Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16292.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd                                                      | Technology One Ltd                                                      | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     12834 | NS      | $243619.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Electronics Co Ltd                                                | Meiko Electronics Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |      1900 | NS      | $305952.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp                                                              | Ebara Corp                                                              | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     18000 | NS      | $509546.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagag Group Real Estate Development                                     | Hagag Group Real Estate Development                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2121 | NS      | $16799.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                                  | Singapore Exchange Ltd                                                  | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     26600 | NS      | $405786.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Strauss Group Ltd                                                       | Strauss Group Ltd                                                       | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |      1472 | NS      | $64698.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ehime Bank Ltd/The                                                      | Ehime Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800KJ5DZRX27VPX36 | Long             | EC               | CORP              | JP        |      2500 | NS      | $24940.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                                            | Eisai Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      7100 | NS      | $222278.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alrov Properties and Lodgings Ltd                                       | Alrov Properties and Lodgings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       323 | NS      | $27119.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endo Lighting Corp                                                      | Endo Lighting Corp                                                      | CUSIP: 000000000<br>LEI: 353800VDVBC225J86F59 | Long             | EC               | CORP              | JP        |      1600 | NS      | $25896.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Square Enix Holdings Co Ltd                                             | Square Enix Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |      2400 | NS      | $38246.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EM Systems Co Ltd                                                       | EM Systems Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900A0W2NTNPGSMM57 | Long             | EC               | CORP              | JP        |      1900 | NS      | $7939.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                        | SBI Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     19600 | NS      | $362920.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Denka Co Ltd                                                            | Denka Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |      9800 | NS      | $223895.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weathernews Inc                                                         | Weathernews Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $33293.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEC Co Ltd                                                              | MEC Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $66918.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy World Corp Ltd                                                   | Energy World Corp Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     57823 | NS      | $1276.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enomoto Co Ltd                                                          | Enomoto Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18276.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Holdings Ltd                                                        | EQT Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1794 | NS      | $25559.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyflux Ltd                                                              | Hyflux Ltd                                                              | CUSIP: 000000000<br>LEI: 2549005813EUSZA99J47 | Long             | EC               | CORP              | SG        |     16000 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzuki Co Ltd                                                           | Suzuki Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $46604.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ezaki Glico Co Ltd                                                      | Ezaki Glico Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      4500 | NS      | $167526.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu-Shokuhin Co Ltd                                                  | Itochu-Shokuhin Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $24625.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clinuvel Pharmaceuticals Ltd                                            | Clinuvel Pharmaceuticals Ltd                                            | CUSIP: 000000000<br>LEI: 5299004VJH3VCYLK6519 | Long             | EC               | CORP              | AU        |      1998 | NS      | $13796.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F-Tech Inc                                                              | F-Tech Inc                                                              | CUSIP: 000000000<br>LEI: 353800DSF271GYSQF294 | Long             | EC               | CORP              | JP        |      1100 | NS      | $4911.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FP Corp                                                                 | FP Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $78085.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lintec Corp                                                             | Lintec Corp                                                             | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |      4500 | NS      | $131001.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                 | National Bank of Canada                                                 | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      6323 | NS      | $818203.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Far East Consortium International Ltd                                   | Far East Consortium International Ltd                                   | CUSIP: 000000000<br>LEI: 54930031259IQB0EH527 | Long             | EC               | CORP              | KY        |    150022 | NS      | $15128.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                   | Fast Retailing Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      3400 | NS      | $1343360.88   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                      | Mitsubishi UFJ Financial Group Inc                                      | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    147800 | NS      | $2502833.40   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nufarm Ltd                                                              | Nufarm Ltd                                                              | CUSIP: 000000000<br>LEI: 529900QVU58IVMPRWJ98 | Long             | EC               | CORP              | AU        |     28808 | NS      | $41161.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Afcon Holdings Ltd                                                      | Afcon Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       294 | NS      | $38195.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soken Chemical & Engineering Co Ltd                                     | Soken Chemical & Engineering Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $46291.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                                                    | First Pacific Co Ltd                                                    | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |    254000 | NS      | $177513.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                                     | Fisher & Paykel Healthcare Corp Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      7448 | NS      | $161498.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fletcher Building Ltd                                                   | Fletcher Building Ltd                                                   | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |     77186 | NS      | $131626.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fleetwood Ltd                                                           | Fleetwood Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LT0ZUXCGI95197 | Long             | EC               | CORP              | AU        |      8185 | NS      | $9347.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kura Sushi Inc                                                          | Kura Sushi Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $25273.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Chemical Co Ltd                                                    | Fuso Chemical Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $101717.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FMS Enterprises Migun Ltd                                               | FMS Enterprises Migun Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       399 | NS      | $33129.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Formula Systems 1985 Ltd                                                | Formula Systems 1985 Ltd                                                | CUSIP: 000000000<br>LEI: 5299007HN634606FI520 | Long             | EC               | CORP              | IL        |       762 | NS      | $92196.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foster Electric Co Ltd                                                  | Foster Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $35628.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd                                          | Flight Centre Travel Group Ltd                                          | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | EC               | CORP              | AU        |     13918 | NS      | $104140.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FULLCAST Holdings Co Ltd                                                | FULLCAST Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $16858.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| en Inc/Japan                                                            | en Inc/Japan                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $26684.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMS Integration Ltd                                                     | UMS Integration Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     43163 | NS      | $52283.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mani Inc                                                                | Mani Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $54039.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrotec Corp                                                           | Ferrotec Corp                                                           | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |      3700 | NS      | $152342.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fu Yu Corp Ltd                                                          | Fu Yu Corp Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30400 | NS      | $2033.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuKoKu Co Ltd                                                           | FuKoKu Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $20595.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FALCO HOLDINGS Co Ltd                                                   | FALCO HOLDINGS Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $15021.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fudo Tetra Corp                                                         | Fudo Tetra Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1890 | NS      | $35783.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujicco Co Ltd                                                          | Fujicco Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $23983.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zacros Corp                                                             | Zacros Corp                                                             | CUSIP: 000000000<br>LEI: 353800YWT7BBFCB5RN10 | Long             | EC               | CORP              | JP        |      3600 | NS      | $29782.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galilei Co Ltd                                                          | Galilei Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $45248.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Pharma Co Ltd                                                      | Fuji Pharma Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900L1XVCEHVKHAM60 | Long             | EC               | CORP              | JP        |       700 | NS      | $10638.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujimi Inc                                                              | Fujimi Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $42201.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukui Computer Holdings Inc                                             | Fukui Computer Holdings Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $21846.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp Ltd                                                           | Fuji Corp Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $15832.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Co Ltd/Ehime                                                       | Fuji Co Ltd/Ehime                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11845.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDK Corp                                                                | FDK Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $1204.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                                    | Fuji Electric Co Ltd                                                    | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      6100 | NS      | $427317.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                             | Subaru Corp                                                             | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     24400 | NS      | $393117.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Kyuko Co Ltd                                                       | Fuji Kyuko Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3538009MO4NURA3M7859 | Long             | EC               | CORP              | JP        |      2000 | NS      | $30938.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                                  | FUJIFILM Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     13300 | NS      | $253439.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Corp/Aichi                                                         | Fuji Corp/Aichi                                                         | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |      4300 | NS      | $131300.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujibo Holdings Inc                                                     | Fujibo Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $90523.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H.U. Group Holdings Inc                                                 | H.U. Group Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $109847.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                            | Fujikura Ltd                                                            | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     28200 | NS      | $775557.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Composites Inc                                                 | Fujikura Composites Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $21419.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJI OIL CO LTD /Osaka                                                  | FUJI OIL CO LTD /Osaka                                                  | CUSIP: 000000000<br>LEI: 3538007LG6U9IRDMI062 | Long             | EC               | CORP              | JP        |      4200 | NS      | $96190.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujita Kanko Inc                                                        | Fujita Kanko Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $52302.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                              | FANUC Corp                                                              | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      3100 | NS      | $108056.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                             | Fujitsu Ltd                                                             | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     22900 | NS      | $468320.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujiya Co Ltd                                                           | Fujiya Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9364.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Corp                                                             | Fukuda Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $21220.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuda Denshi Co Ltd                                                    | Fukuda Denshi Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $86362.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukui Bank Ltd/The                                                      | Fukui Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800LB5EI9ZB9ZL464 | Long             | EC               | CORP              | JP        |      1800 | NS      | $37290.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuyama Transporting Co Ltd                                            | Fukuyama Transporting Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900Z7D20PNX4HSO85 | Long             | EC               | CORP              | JP        |      1900 | NS      | $64570.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Funai Soken Holdings Inc                                                | Funai Soken Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $52201.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd                                                | Furukawa Electric Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |      3400 | NS      | $652732.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Co Ltd                                                         | Furukawa Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Long             | EC               | CORP              | JP        |      3300 | NS      | $92172.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Furuno Electric Co Ltd                                                  | Furuno Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $99989.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Futaba Industrial Co Ltd                                                | Futaba Industrial Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $44095.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahresty Corp                                                            | Ahresty Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $9649.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuso Pharmaceutical Industries Ltd                                      | Fuso Pharmaceutical Industries Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $6012.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elders Ltd                                                              | Elders Ltd                                                              | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     24374 | NS      | $122094.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujisash Co Ltd                                                         | Fujisash Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1330 | NS      | $7445.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakken Holdings Co Ltd                                                  | Gakken Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $13853.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gakkyusha Co Ltd                                                        | Gakkyusha Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13395.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                       | National Grid PLC                                                       | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      4947 | NS      | $418516.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genki Global Dining Concepts Corp                                       | Genki Global Dining Concepts Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $25807.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Giken Ltd                                                               | Giken Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $21162.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                                        | McDonald's Holdings Co Japan Ltd                                        | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |      3600 | NS      | $188156.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige International Inc                                              | Prestige International Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $39906.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsui Securities Co Ltd                                                | Matsui Securities Co Ltd                                                | CUSIP: 000000000<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |     12400 | NS      | $74303.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glory Ltd                                                               | Glory Ltd                                                               | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |      5000 | NS      | $128025.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oenon Holdings Inc                                                      | Oenon Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $9585.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Godo Steel Ltd                                                          | Godo Steel Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $27962.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partner Communications Co Ltd                                           | Partner Communications Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     13905 | NS      | $156294.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DyDo Group Holdings Inc                                                 | DyDo Group Holdings Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $29738.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldwin Inc                                                             | Goldwin Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $42605.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ES-Con Japan Ltd                                                        | ES-Con Japan Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $26139.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Agricultural Co Ltd                                          | Australian Agricultural Co Ltd                                          | CUSIP: 000000000<br>LEI: 549300Y00F9KT5JNIE98 | Long             | EC               | CORP              | AU        |     17102 | NS      | $15929.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Eagle Holdings Ltd                                                | Great Eagle Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900V6LG3TC9XC5S67 | Long             | EC               | CORP              | BM        |     14722 | NS      | $31176.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecom Co Ltd                                                           | Elecom Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |      3600 | NS      | $36872.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                       | NatWest Group PLC                                                       | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     29201 | NS      | $435094.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                                           | Nomura Research Institute Ltd                                           | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      7420 | NS      | $203067.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GWA Group Ltd                                                           | GWA Group Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21802 | NS      | $31579.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunma Bank Ltd/The                                                      | Gunma Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |     25500 | NS      | $339838.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunze Ltd                                                               | Gunze Ltd                                                               | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |      3000 | NS      | $70685.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HIS Co Ltd                                                              | HIS Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800XDWLF35XVQNM38 | Long             | EC               | CORP              | JP        |      6400 | NS      | $42525.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hachijuni Nagano Bank Ltd                                               | Hachijuni Nagano Bank Ltd                                               | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |     26378 | NS      | $331650.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hagiwara Electric Holdings Co Ltd                                       | Hagiwara Electric Holdings Co Ltd                                       | CUSIP: 000000000<br>LEI: 254900SW4T3ALWW3KI15 | Long             | EC               | CORP              | JP        |      1200 | NS      | $27144.70     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Neo Performance Materials Inc                                           | Neo Performance Materials Inc                                           | CUSIP: 64046G106<br>LEI: 984500E2A5I396CB6D96 | Long             | EC               | CORP              | CA        |       900 | NS      | $14220.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                  | Hamamatsu Photonics KK                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $117502.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quick Co Ltd                                                            | Quick Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $11213.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                                                     | Hang Lung Group Ltd                                                     | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |     70000 | NS      | $133828.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings Inc                                             | Hankyu Hanshin Holdings Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $303607.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| H2O Retailing Corp                                                      | H2O Retailing Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $169830.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co Ltd                                                            | Hanwa Co Ltd                                                            | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     20000 | NS      | $200577.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axial Retailing Inc                                                     | Axial Retailing Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $50466.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Harima Chemicals Group Inc                                              | Harima Chemicals Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $8166.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Mining Ltd                                                     | Resolute Mining Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |    188886 | NS      | $186776.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd                    | Harel Insurance Investments & Financial Services Ltd                    | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |      4404 | NS      | $245591.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan System Techniques Co Ltd                                          | Japan System Techniques Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $25505.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries PLC                                             | James Hardie Industries PLC                                             | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      8620 | NS      | $158959.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Haseko Corp                                                             | Haseko Corp                                                             | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |     21400 | NS      | $395342.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Group Corp                                                        | Seiko Group Corp                                                        | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |      6200 | NS      | $222886.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                                        | Dentsu Group Inc                                                        | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |      5100 | NS      | $87654.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirarth Holdings Inc                                                    | Mirarth Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $25140.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mivne Real Estate KD Ltd                                                | Mivne Real Estate KD Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11443 | NS      | $47723.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intage Holdings Inc                                                     | Intage Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5335.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwa Real Estate Co Ltd                                                | Heiwa Real Estate Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $23115.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heiwado Co Ltd                                                          | Heiwado Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $61672.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourism Holdings Ltd                                                    | Tourism Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300V6QK7IM7HZ2F86 | Long             | EC               | CORP              | NZ        |      5819 | NS      | $7289.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co Ltd                                       | Henderson Land Development Co Ltd                                       | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |     49412 | NS      | $183575.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Take And Give Needs Co Ltd                                              | Take And Give Needs Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $6725.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                     | Resona Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     27991 | NS      | $319314.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PAL GROUP Holdings Co Ltd                                               | PAL GROUP Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $64221.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilot Corp                                                              | Pilot Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $68836.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon House Holdings Co Ltd                                             | Nihon House Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $5199.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air New Zealand Ltd                                                     | Air New Zealand Ltd                                                     | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Long             | EC               | CORP              | NZ        |    113751 | NS      | $28107.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hino Motors Ltd                                                         | Hino Motors Ltd                                                         | CUSIP: 000000000<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |     41500 | NS      | $101197.19    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Hioki EE Corp                                                           | Hioki EE Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $27061.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirano Tecseed Co Ltd/Kinzoku                                           | Hirano Tecseed Co Ltd/Kinzoku                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7593.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H-One Co Ltd                                                            | H-One Co Ltd                                                            | CUSIP: 000000000<br>LEI: 254900OQI60DNXO61842 | Long             | EC               | CORP              | JP        |       800 | NS      | $6045.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hirose Electric Co Ltd                                                  | Hirose Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $157096.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                             | Hitachi Ltd                                                             | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     77400 | NS      | $2270566.77   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanadevia Corp                                                          | Kanadevia Corp                                                          | CUSIP: 000000000<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |     20600 | NS      | $134913.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxell Ltd                                                              | Maxell Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $59765.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                                   | Hitachi Construction Machinery Co Ltd                                   | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |      7500 | NS      | $257529.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyazaki Bank Ltd/The                                                   | Miyazaki Bank Ltd/The                                                   | CUSIP: 000000000<br>LEI: 353800S4OVI1UXARXE24 | Long             | EC               | CORP              | JP        |      4500 | NS      | $51845.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Briscoe Group Ltd                                                       | Briscoe Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      2316 | NS      | $6188.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochiki Corp                                                            | Hochiki Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $51955.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hodogaya Chemical Co Ltd                                                | Hodogaya Chemical Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12782.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIA Corp                                                                | PIA Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10504.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkan Holdings Ltd                                                     | Hokkan Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $11265.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Coca-Cola Bottling Co Ltd                                      | Hokkaido Coca-Cola Bottling Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10484.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Electric Power Co Inc                                          | Hokkaido Electric Power Co Inc                                          | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | EC               | CORP              | JP        |      9500 | NS      | $64666.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokkaido Gas Co Ltd                                                     | Hokkaido Gas Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $22353.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                                         | Sumitomo Mitsui Trust Group Inc                                         | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     12500 | NS      | $398207.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokko Chemical Industry Co Ltd                                          | Hokko Chemical Industry Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $23043.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuto Corp                                                             | Hokuto Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $37300.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuetsu Corp                                                           | Hokuetsu Corp                                                           | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |      7400 | NS      | $43153.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electric Power Co                                              | Hokuriku Electric Power Co                                              | CUSIP: 000000000<br>LEI: 353800Z4ZNGBULYR8W57 | Long             | EC               | CORP              | JP        |     12300 | NS      | $84513.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airman Corp                                                             | Airman Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $24516.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuriku Electric Industry Co Ltd                                       | Hokuriku Electric Industry Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $22053.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                              | Hongkong Land Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     38800 | NS      | $302367.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                      | Honda Motor Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     60000 | NS      | $485614.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                               | Power Assets Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     23000 | NS      | $179445.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong & Shanghai Hotels Ltd/The                                      | Hongkong & Shanghai Hotels Ltd/The                                      | CUSIP: 000000000<br>LEI: 5299001258RHH99P1A15 | Long             | EC               | CORP              | HK        |     43044 | NS      | $32113.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co Ltd                                            | Hong Kong & China Gas Co Ltd                                            | CUSIP: 000000000<br>LEI: 254900P7BETXGC7YU827 | Long             | EC               | CORP              | HK        |    215362 | NS      | $195904.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Horiba Ltd                                                              | Horiba Ltd                                                              | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      3000 | NS      | $350868.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Fantasy Co Ltd                                                     | Aeon Fantasy Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14800.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                 | IGO Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     28661 | NS      | $160009.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hosokawa Micron Corp                                                    | Hosokawa Micron Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $44560.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| House Foods Group Inc                                                   | House Foods Group Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $126797.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howa Machinery Ltd                                                      | Howa Machinery Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $11897.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Water Inc                                                           | Air Water Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18500 | NS      | $250590.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                               | Hoya Corp                                                               | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      6200 | NS      | $1074834.17   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Co Ltd                                                              | CTS Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $15588.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA Titanium Technologies Co Ltd                                      | OSAKA Titanium Technologies Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900HGCI4F5WM6OE59 | Long             | EC               | CORP              | JP        |      2100 | NS      | $34131.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                                                | Hysan Development Co Ltd                                                | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |     34000 | NS      | $81615.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuan Sing Holdings Ltd                                                  | Tuan Sing Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 8755001UMEYVQ6IVUY87 | Long             | EC               | CORP              | SG        |     59258 | NS      | $13721.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                                | Israel Discount Bank Ltd                                                | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |     35845 | NS      | $361953.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichinen Holdings Co Ltd                                                 | Ichinen Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $33966.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                           | ICL Group Ltd                                                           | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     12701 | NS      | $65552.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ito En Ltd                                                              | Ito En Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $116289.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISB Corp                                                                | ISB Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13903.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                                           | Ibiden Co Ltd                                                           | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |     10200 | NS      | $510413.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichikoh Industries Ltd                                                  | Ichikoh Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800KP9IZ3RU1GNE32 | Long             | EC               | CORP              | JP        |      2000 | NS      | $6308.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichiyoshi Securities Co Ltd                                             | Ichiyoshi Securities Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800A8M3VE49QYFV53 | Long             | EC               | CORP              | JP        |      1200 | NS      | $11235.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idec Corp/Japan                                                         | Idec Corp/Japan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $38208.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iino Kaiun Kaisha Ltd                                                   | Iino Kaiun Kaisha Ltd                                                   | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |     10000 | NS      | $112395.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                                               | Orica Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20302 | NS      | $285335.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Issta Ltd                                                               | Issta Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       731 | NS      | $24131.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imuraya Group Co Ltd                                                    | Imuraya Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12252.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inaba Denki Sangyo Co Ltd                                               | Inaba Denki Sangyo Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $100145.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd                                                            | Infratil Ltd                                                            | CUSIP: 000000000<br>LEI: 529900ITMGRD45OLDY30 | Long             | EC               | CORP              | NZ        |     12047 | NS      | $81231.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                                                   | Phoenix Financial Ltd                                                   | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      5653 | NS      | $301836.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iriso Electronics Co Ltd                                                | Iriso Electronics Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $55631.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isras Investment Co Ltd                                                 | Isras Investment Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       128 | NS      | $32899.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inabata & Co Ltd                                                        | Inabata & Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $138709.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Imdex Ltd                                                               | Imdex Ltd                                                               | CUSIP: 000000000<br>LEI: 529900H31NX5KRKXB865 | Long             | EC               | CORP              | AU        |     54450 | NS      | $148886.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Innotech Corp                                                           | Innotech Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $34553.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Downer EDI Ltd                                                          | Downer EDI Ltd                                                          | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     63399 | NS      | $339346.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                          | Galaxy Entertainment Group Ltd                                          | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     39000 | NS      | $176275.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inui Global Logistics Co Ltd                                            | Inui Global Logistics Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800YCG0HC4CSTYR51 | Long             | EC               | CORP              | JP        |      1200 | NS      | $11242.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iseki & Co Ltd                                                          | Iseki & Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $22961.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd                                              | Ishihara Sangyo Kaisha Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $75640.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                                | IHI Corp                                                                | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     19400 | NS      | $400280.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                                        | Isuzu Motors Ltd                                                        | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     48000 | NS      | $691236.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                             | ITOCHU Corp                                                             | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     40000 | NS      | $508819.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Itochu Enex Co Ltd                                                      | Itochu Enex Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |      6000 | NS      | $76072.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoki Corp                                                              | Itoki Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $84416.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Iwate Ltd/The                                                   | Bank of Iwate Ltd/The                                                   | CUSIP: 000000000<br>LEI: 353800XFWTYT680L2359 | Long             | EC               | CORP              | JP        |      5600 | NS      | $57610.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astena Holdings Co Ltd                                                  | Astena Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $6928.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anest Iwata Corp                                                        | Anest Iwata Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $13272.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Izumi Co Ltd                                                            | Izumi Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $70958.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp                                                            | Iwatani Corp                                                            | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |     16700 | NS      | $214843.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JSP Corp                                                                | JSP Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $20499.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANOME Corp                                                             | JANOME Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8056.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Pulp & Paper Co Ltd                                               | Japan Pulp & Paper Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $53072.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                                 | Japan Aviation Electronics Industry Ltd                                 | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |      4400 | NS      | $64053.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Nohyaku Co Ltd                                                    | Nihon Nohyaku Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $15368.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organo Corp                                                             | Organo Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $144504.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeol Ltd                                                                | Jeol Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $186230.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                                                  | Nippon Shokubai Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13700 | NS      | $198276.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Steel Works Ltd/The                                               | Japan Steel Works Ltd/The                                               | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      1700 | NS      | $93642.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Wool Textile Co Ltd/The                                           | Japan Wool Textile Co Ltd/The                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $54240.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Securities Finance Co Ltd                                         | Japan Securities Finance Co Ltd                                         | CUSIP: 000000000<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |      4600 | NS      | $61309.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavelock Holdings Co Ltd                                                | Wavelock Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $9963.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co Ltd                                           | Japan Airport Terminal Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |      5100 | NS      | $168847.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JBCC Holdings Inc                                                       | JBCC Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $24533.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                       | Japan Tobacco Inc                                                       | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      4100 | NS      | $157291.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd                                                     | Regis Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |     78279 | NS      | $371024.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Financial Holdings Ltd                                           | Public Financial Holdings Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     24000 | NS      | $4442.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joshin Denki Co Ltd                                                     | Joshin Denki Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $39327.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wood One Co Ltd                                                         | Wood One Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $8540.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                                             | Aeon Co Ltd                                                             | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |     33480 | NS      | $400284.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kappa Create Co Ltd                                                     | Kappa Create Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $20916.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaga Electronics Co Ltd                                                 | Kaga Electronics Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      4000 | NS      | $95786.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kagome Co Ltd                                                           | Kagome Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300QC5KRGKXSZKO90 | Long             | EC               | CORP              | JP        |      6200 | NS      | $110037.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadoya Sesame Mills Inc                                                 | Kadoya Sesame Mills Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8851.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| As One Corp                                                             | As One Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $61948.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                             | Kajima Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $129705.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kameda Seika Co Ltd                                                     | Kameda Seika Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3538008WA35ECYUGYB62 | Long             | EC               | CORP              | JP        |      2700 | NS      | $24622.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamei Corp                                                              | Kamei Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $33792.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co Ltd                                                         | Kamigumi Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538004KUWA3850MUC05 | Long             | EC               | CORP              | JP        |      5900 | NS      | $203967.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamoto Co Ltd                                                         | Kanamoto Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $86420.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanagawa Chuo Kotsu Co Ltd                                              | Kanagawa Chuo Kotsu Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $8856.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanaden Corp                                                            | Kanaden Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $14517.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneka Corp                                                             | Kaneka Corp                                                             | CUSIP: 000000000<br>LEI: 529900FWWCF6RY313R16 | Long             | EC               | CORP              | JP        |      5000 | NS      | $153046.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaneko Seeds Co Ltd                                                     | Kaneko Seeds Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8431.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanro Inc                                                               | Kanro Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $29463.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp                                                          | Kanematsu Corp                                                          | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     17000 | NS      | $242386.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                        | Kansai Electric Power Co Inc/The                                        | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     14000 | NS      | $232764.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                                         | Kandenko Co Ltd                                                         | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |      4300 | NS      | $163312.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                                                | Kanto Denka Kogyo Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $34436.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsukuba Bank Ltd                                                        | Tsukuba Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 353800EK5SV3OYOMZE38 | Long             | EC               | CORP              | JP        |     14800 | NS      | $55168.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co Ltd                                                     | Kansai Paint Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |     14200 | NS      | $212877.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                                | Kao Corp                                                                | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      9400 | NS      | $365919.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Onward Holdings Co Ltd                                                  | Onward Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $48026.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kato Sangyo Co Ltd                                                      | Kato Sangyo Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $89312.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp                                                       | K's Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     16000 | NS      | $169938.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kato Works Co Ltd                                                       | Kato Works Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $3539.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawai Musical Instruments Manufacturing Co Ltd                          | Kawai Musical Instruments Manufacturing Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $9060.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries Ltd                                           | Kawasaki Heavy Industries Ltd                                           | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     28000 | NS      | $526600.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KYB Corp                                                                | KYB Corp                                                                | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |      4400 | NS      | $118473.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Karrie International Holdings Ltd                                       | Karrie International Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     52000 | NS      | $14615.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konishi Co Ltd                                                          | Konishi Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $43815.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                                    | Kerry Properties Ltd                                                    | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     58000 | NS      | $162620.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Energy Ltd                                                    | Peninsula Energy Ltd                                                    | CUSIP: 000000000<br>LEI: 213800XBLFMYEQENEZ77 | Long             | EC               | CORP              | AU        |     48103 | NS      | $22150.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G-Tekt Corp                                                             | G-Tekt Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $32590.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihanshin Building Co Ltd                                              | Keihanshin Building Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $19869.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keihan Holdings Co Ltd                                                  | Keihan Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |      9300 | NS      | $190043.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keikyu Corp                                                             | Keikyu Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $110527.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keio Corp                                                               | Keio Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $112857.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KU Holdings Co Ltd                                                      | KU Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $11275.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co Ltd                                          | Keisei Electric Railway Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |      9300 | NS      | $69582.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohsoku Corp                                                            | Kohsoku Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16051.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojima Co Ltd                                                           | Kojima Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $24722.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotobuki Spirits Co Ltd                                                 | Kotobuki Spirits Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $91959.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                                             | Kyoritsu Maintenance Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      7000 | NS      | $108637.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenko Mayonnaise Co Ltd                                                 | Kenko Mayonnaise Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $21145.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp                                                           | Kikkoman Corp                                                           | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Long             | EC               | CORP              | JP        |     16400 | NS      | $148891.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                            | Keyence Corp                                                            | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1000 | NS      | $355907.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecoss Corp                                                             | Gecoss Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $10072.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kowloon Development Co Ltd                                              | Kowloon Development Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38854 | NS      | $21455.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| King Jim Co Ltd                                                         | King Jim Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $9211.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp                                                             | Kinden Corp                                                             | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |       700 | NS      | $31491.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                                          | Kintetsu Group Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $163954.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KNT-CT Holdings Co Ltd                                                  | KNT-CT Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7521.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimura Unity Co Ltd                                                     | Kimura Unity Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $23166.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                   | Kirin Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     20900 | NS      | $332439.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| San Holdings Inc                                                        | San Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $15370.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitagawa Corp                                                           | Kitagawa Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $5969.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourbon Corp/Japan                                                      | Bourbon Corp/Japan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10238.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kitz Corp                                                               | Kitz Corp                                                               | CUSIP: 000000000<br>LEI: 52990071D57KBWPS6S92 | Long             | EC               | CORP              | JP        |      7400 | NS      | $85164.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kita-Nippon Bank Ltd/The                                                | Kita-Nippon Bank Ltd/The                                                | CUSIP: 000000000<br>LEI: 353800BEJYJ7JD023D06 | Long             | EC               | CORP              | JP        |       400 | NS      | $11666.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kiyo Bank Ltd/The                                                       | Kiyo Bank Ltd/The                                                       | CUSIP: 000000000<br>LEI: 3538002347FGLMNPVY63 | Long             | EC               | CORP              | JP        |      6700 | NS      | $166266.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koa Corp                                                                | Koa Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $50972.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koatsu Gas Kogyo Co Ltd                                                 | Koatsu Gas Kogyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $14030.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Electric Railway Co Ltd                                            | Kobe Electric Railway Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7717.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                                                          | Kobe Steel Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     42600 | NS      | $516999.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Achilles Corp                                                           | Achilles Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6782.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Engine Corp                                                       | Japan Engine Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $40459.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komeri Co Ltd                                                           | Komeri Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $80381.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koito Manufacturing Co Ltd                                              | Koito Manufacturing Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299001FERC6CZM94C22 | Long             | EC               | CORP              | JP        |     14300 | NS      | $225899.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kokuyo Co Ltd                                                           | Kokuyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |     12000 | NS      | $65085.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                             | Komatsu Ltd                                                             | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     35400 | NS      | $1409648.08   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoshima Chemical Co Ltd                                               | Konoshima Chemical Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16714.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                                       | Konami Group Corp                                                       | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |      1500 | NS      | $184842.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc                                                      | Konica Minolta Inc                                                      | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |     42700 | NS      | $143265.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JTEKT Corp                                                              | JTEKT Corp                                                              | CUSIP: 000000000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |     20500 | NS      | $219927.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                                             | Kubota Corp                                                             | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     32900 | NS      | $527228.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumagai Gumi Co Ltd                                                     | Kumagai Gumi Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     15200 | NS      | $150670.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumiai Chemical Industry Co Ltd                                         | Kumiai Chemical Industry Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9070 | NS      | $44942.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurabo Industries Ltd                                                   | Kurabo Industries Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $42991.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                                          | Kuraray Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     25900 | NS      | $273062.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kureha Corp                                                             | Kureha Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $107061.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurimoto Ltd                                                            | Kurimoto Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $39535.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kurita Water Industries Ltd                                             | Kurita Water Industries Ltd                                             | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |      5100 | NS      | $243990.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyodo Printing Co Ltd                                                   | Kyodo Printing Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538003A42CQ4FMGD451 | Long             | EC               | CORP              | JP        |      1600 | NS      | $16286.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Boeki Kaisha Ltd                                                | Kyokuto Boeki Kaisha Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16740.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuyo Co Ltd                                                          | Kyokuyo Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800PIEETYXIDK6K51 | Long             | EC               | CORP              | JP        |      1000 | NS      | $31549.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                                           | Kyokuto Kaihatsu Kogyo Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $67935.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyosan Electric Manufacturing Co Ltd                                    | Kyosan Electric Manufacturing Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800N0IJGXBI3EVX08 | Long             | EC               | CORP              | JP        |      4100 | NS      | $16098.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kintetsu Department Store Co Ltd                                        | Kintetsu Department Store Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $7892.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXEO Group Inc                                                          | EXEO Group Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $276737.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                                      | Kyowa Kirin Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |      9000 | NS      | $147294.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                            | Kyushu Electric Power Co Inc                                            | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     15000 | NS      | $173873.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraftia Corp                                                            | Kraftia Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $181456.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kondotec Inc                                                            | Kondotec Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $20096.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRS Corp                                                                | KRS Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $21564.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konaka Co Ltd                                                           | Konaka Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $3650.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohnan Shoji Co Ltd                                                     | Kohnan Shoji Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800Z44MNXZ33L2N11 | Long             | EC               | CORP              | JP        |      2500 | NS      | $64853.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                           | Lasertec Corp                                                           | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Long             | EC               | CORP              | JP        |      3000 | NS      | $667720.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical System Network Co Ltd                                           | Medical System Network Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $14020.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Migdal Insurance & Financial Holdings Ltd                               | Migdal Insurance & Financial Holdings Ltd                               | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     23802 | NS      | $126249.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendlease Corp Ltd                                                      | Lendlease Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |     70964 | NS      | $163383.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDION Corp                                                              | EDION Corp                                                              | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |      8500 | NS      | $116187.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J-Oil Mills Inc                                                         | J-Oil Mills Inc                                                         | CUSIP: 000000000<br>LEI: 353800RFBICAX3MSBI46 | Long             | EC               | CORP              | JP        |      1400 | NS      | $17893.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                               | Tokio Marine Holdings Inc                                               | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     43900 | NS      | $2060706.91   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Lamick Group Head Quarter & Innovation Co Ltd                    | Taisei Lamick Group Head Quarter & Innovation Co Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7917.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Corp                                                               | Life Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $90250.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arata Corp                                                              | Arata Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $41394.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                                               | Lion Corp                                                               | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     10600 | NS      | $111172.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liu Chong Hing Investment Ltd                                           | Liu Chong Hing Investment Ltd                                           | CUSIP: 000000000<br>LEI: 353800UY1YM6OQ180X49 | Long             | EC               | CORP              | HK        |     10000 | NS      | $5968.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sala Corp                                                               | Sala Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $23626.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jumbo Interactive Ltd                                                   | Jumbo Interactive Ltd                                                   | CUSIP: 000000000<br>LEI: 52990094T9F7X0NC0X54 | Long             | EC               | CORP              | AU        |      1085 | NS      | $5820.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubun Corp                                                            | Marubun Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $17156.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VSTECS Holdings Ltd                                                     | VSTECS Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     60000 | NS      | $66168.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio Alice Co Ltd                                                     | Studio Alice Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $11192.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skellerup Holdings Ltd                                                  | Skellerup Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     17661 | NS      | $52774.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantia Co Ltd                                                          | Avantia Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $7365.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                                     | BlueScope Steel Ltd                                                     | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     21188 | NS      | $383516.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                | Nova Ltd                                                                | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       178 | NS      | $78606.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Life Sciences Int'l Holdings Inc                                     | CK Life Sciences Int'l Holdings Inc                                     | CUSIP: 000000000<br>LEI: 529900VUJHPZ88D3MO15 | Long             | EC               | CORP              | KY        |    194000 | NS      | $16886.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Medical Group Ltd                                               | Thomson Medical Group Ltd                                               | CUSIP: 000000000<br>LEI: 254900AMK74BU9HIEH14 | Long             | EC               | CORP              | SG        |    181300 | NS      | $7755.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                              | BOC Hong Kong Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     61000 | NS      | $336537.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luk Fook Holdings International Ltd                                     | Luk Fook Holdings International Ltd                                     | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |     30000 | NS      | $88914.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                                                | Nice Ltd                                                                | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       256 | NS      | $28226.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Systena Corp                                                            | Systena Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25800 | NS      | $68541.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halows Co Ltd                                                           | Halows Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $21663.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Wizel Ltd                                                           | Fox Wizel Ltd                                                           | CUSIP: 000000000<br>LEI: 984500CD14C1DFBH7712 | Long             | EC               | CORP              | IL        |       537 | NS      | $46504.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cota Co Ltd                                                             | Cota Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1117 | NS      | $8337.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairwood Holdings Ltd                                                   | Fairwood Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6000 | NS      | $3121.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Arts Inc                                                        | Digital Arts Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $43209.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                                        | JFE Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     24500 | NS      | $286827.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NS Solutions Corp                                                       | NS Solutions Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $27956.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Hokkaido Corp                                                      | Aeon Hokkaido Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $23601.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP-Holdings Inc                                                         | JP-Holdings Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $18553.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSOK Co Ltd                                                            | ALSOK Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16700 | NS      | $132911.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikoku Denki Co Ltd                                                    | Daikoku Denki Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15605.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MrMax Holdings Ltd                                                      | MrMax Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $12233.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co Ltd                                                    | Mabuchi Motor Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18800 | NS      | $189397.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macmahon Holdings Ltd                                                   | Macmahon Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 52990031UMN8E6ARZC86 | Long             | EC               | CORP              | AU        |    102720 | NS      | $50673.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maezawa Industries Inc                                                  | Maezawa Industries Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $33841.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                     | Nomura Holdings Inc                                                     | CUSIP: 65535H208<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     13054 | NS      | $102996.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Makino Milling Machine Co Ltd                                           | Makino Milling Machine Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |      3000 | NS      | $217053.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp                                                             | Makita Corp                                                             | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      6000 | NS      | $197198.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvelous Inc                                                           | Marvelous Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $7233.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandom Corp                                                             | Mandom Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $109053.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiwa Estate Co Ltd                                                     | Meiwa Estate Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $10474.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                              | Worley Ltd                                                              | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     30037 | NS      | $235948.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                     | Sumitomo Mitsui Financial Group Inc                                     | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     47100 | NS      | $1548662.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                                           | Takeuchi Manufacturing Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $151934.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                                                  | Micronics Japan Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      2900 | NS      | $180613.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amiyaki Tei Co Ltd                                                      | Amiyaki Tei Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8021.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| North American Construction Group Ltd                                   | North American Construction Group Ltd                                   | CUSIP: 656811106<br>LEI: 549300DQ6060LO4XGI15 | Long             | EC               | CORP              | CA        |      1200 | NS      | $16191.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Ethical Investment Ltd                                       | Australian Ethical Investment Ltd                                       | CUSIP: 000000000<br>LEI: 261700TW5OWRLEFOCX59 | Long             | EC               | CORP              | AU        |      7408 | NS      | $23410.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTF Services Ltd                                                        | CTF Services Ltd                                                        | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | EC               | CORP              | BM        |     27560 | NS      | $27667.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marudai Food Co Ltd                                                     | Marudai Food Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800LHI69F4PWPX646 | Long             | EC               | CORP              | JP        |      1600 | NS      | $23130.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                           | Marubeni Corp                                                           | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      5600 | NS      | $204858.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marui Group Co Ltd                                                      | Marui Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |     12400 | NS      | $240336.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                                               | Maruzen Showa Unyu Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $67916.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Partners Co Ltd                                                  | Retail Partners Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $29677.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JK Holdings Co Ltd                                                      | JK Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $13601.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd                                                   | Matsuda Sangyo Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |       800 | NS      | $31894.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruwa Co Ltd/Aichi                                                     | Maruwa Co Ltd/Aichi                                                     | CUSIP: 000000000<br>LEI: 3538009BXGIG8PFXNI29 | Long             | EC               | CORP              | JP        |       400 | NS      | $141270.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                 | Panasonic Holdings Corp                                                 | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     44100 | NS      | $739616.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsuyafoods Holdings Co Ltd                                            | Matsuyafoods Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $32324.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW Ltd                                                                | PCCW Ltd                                                                | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    202444 | NS      | $150261.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Co Ltd                                                              | Max Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $53274.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meshulam Levinstein Contracting & Engineering Ltd                       | Meshulam Levinstein Contracting & Engineering Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       119 | NS      | $17989.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meidensha Corp                                                          | Meidensha Corp                                                          | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |      4000 | NS      | $198347.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEITEC Group Holdings Inc                                               | MEITEC Group Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $142858.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiwa Corp                                                              | Meiwa Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $12576.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Menora Mivtachim Holdings Ltd                                           | Menora Mivtachim Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |      1710 | NS      | $248979.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamat Group Ltd                                                         | Hamat Group Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       832 | NS      | $4355.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Parking Development Co Ltd                                       | Nippon Parking Development Co Ltd                                       | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |     28800 | NS      | $48843.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                                       | Suncorp Group Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |     39080 | NS      | $438582.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Milbon Co Ltd                                                           | Milbon Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27333.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd                                        | Yue Yuen Industrial Holdings Ltd                                        | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | BM        |     99500 | NS      | $194103.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd                                                  | Ramelius Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |    131359 | NS      | $341988.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultrafabrics Holdings Co Ltd                                            | Ultrafabrics Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $5173.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Device Ltd                                               | Tokyo Electron Device Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $50506.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                              | Mizuho Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     31670 | NS      | $1282120.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuburaya Fields Holdings Inc                                           | Tsuburaya Fields Holdings Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $37217.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mikuni Corp                                                             | Mikuni Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $3898.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp                                                             | Sojitz Corp                                                             | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |      8820 | NS      | $349244.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Miroku Jyoho Service Co Ltd                                             | Miroku Jyoho Service Co Ltd                                             | CUSIP: 000000000<br>LEI: 3538009FEB7DY7VJDQ12 | Long             | EC               | CORP              | JP        |       900 | NS      | $9951.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group Inc                                                        | MISUMI Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     11200 | NS      | $191987.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuba Corp                                                            | Mitsuba Corp                                                            | CUSIP: 000000000<br>LEI: 3538005G71818HB9EZ57 | Long             | EC               | CORP              | JP        |      2400 | NS      | $18593.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                | Mitsubishi Estate Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      8100 | NS      | $224827.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                         | Mitsubishi Corp                                                         | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     12200 | NS      | $418532.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Logistics Corp                                               | Mitsubishi Logistics Corp                                               | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |     19200 | NS      | $162115.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                                          | Mitsubishi Gas Chemical Co Inc                                          | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |     12600 | NS      | $295637.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuboshi Belting Ltd                                                  | Mitsuboshi Belting Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $15054.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                | Mitsubishi Electric Corp                                                | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      8500 | NS      | $278010.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                         | Mitsubishi Heavy Industries Ltd                                         | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     18500 | NS      | $508318.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp                                               | Mitsubishi Materials Corp                                               | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |     11400 | NS      | $359244.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Paper Mills Ltd                                              | Mitsubishi Paper Mills Ltd                                              | CUSIP: 000000000<br>LEI: 353800NBZ0Q01KOK1B77 | Long             | EC               | CORP              | JP        |      2100 | NS      | $11155.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Steel Manufacturing Co Ltd                                   | Mitsubishi Steel Manufacturing Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800SXO4E2ZXOH5H95 | Long             | EC               | CORP              | JP        |       600 | NS      | $6909.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                         | Mitsui & Co Ltd                                                         | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     25600 | NS      | $989507.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co Ltd                                                   | Mitsui Kinzoku Co Ltd                                                   | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      2500 | NS      | $474211.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals Inc                                                    | Mitsui Chemicals Inc                                                    | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     31400 | NS      | $379310.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui E&S Co Ltd                                                       | Mitsui E&S Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |      6300 | NS      | $230671.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui High-Tec Inc                                                     | Mitsui High-Tec Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13300 | NS      | $51195.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyoshi Oil & Fat Co Ltd                                                | Miyoshi Oil & Fat Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $21290.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui DM Sugar Co Ltd                                                  | Mitsui DM Sugar Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25855.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                   | Mitsui Fudosan Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     28200 | NS      | $300624.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                                             | Mitsui-Soko Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $160580.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsuuroko Group Holdings Co Ltd                                        | Mitsuuroko Group Holdings Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $44557.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midland Holdings Ltd                                                    | Midland Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007HC5HKY6RXSQ87 | Long             | EC               | CORP              | BM        |     68000 | NS      | $24405.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miura Co Ltd                                                            | Miura Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538005VS7UNWU9PHX56 | Long             | EC               | CORP              | JP        |      3500 | NS      | $70204.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuno Corp                                                             | Mizuno Corp                                                             | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |      3700 | NS      | $80182.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mochida Pharmaceutical Co Ltd                                           | Mochida Pharmaceutical Co Ltd                                           | CUSIP: 000000000<br>LEI: 3538008YGVRYRM8B7Q95 | Long             | EC               | CORP              | JP        |      1400 | NS      | $31072.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corp                                                        | Leopalace21 Corp                                                        | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |     18500 | NS      | $75213.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Motors Corp                                                  | Mitsubishi Motors Corp                                                  | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |     71900 | NS      | $144373.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulvac Inc                                                               | Ulvac Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $48487.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monadelphous Group Ltd                                                  | Monadelphous Group Ltd                                                  | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     10490 | NS      | $200925.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D HOLON Holdings Co Ltd                                               | A&D HOLON Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $42667.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mory Industries Inc                                                     | Mory Industries Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $6032.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co Ltd                                                         | DMG Mori Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |     11400 | NS      | $176109.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga & Co Ltd/Japan                                                 | Morinaga & Co Ltd/Japan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $129748.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                                           | Morinaga Milk Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |      7100 | NS      | $214407.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morita Holdings Corp                                                    | Morita Holdings Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $51749.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mainfreight Ltd                                                         | Mainfreight Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Long             | EC               | CORP              | NZ        |      2537 | NS      | $84251.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ComfortDelGro Corp Ltd                                                  | ComfortDelGro Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    130300 | NS      | $146515.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacom Co Ltd                                                            | Wacom Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800R3B771OQOQPT02 | Long             | EC               | CORP              | JP        |     11800 | NS      | $57211.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOS Food Services Inc                                                   | MOS Food Services Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $32243.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                             | Murata Manufacturing Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     13300 | NS      | $298414.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Musashino Bank Ltd/The                                                  | Musashino Bank Ltd/The                                                  | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |      6300 | NS      | $84596.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scroll Corp                                                             | Scroll Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $33967.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HABA Laboratories Inc                                                   | HABA Laboratories Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $4296.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                                        | Seiko Epson Corp                                                        | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     16700 | NS      | $206465.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nojima Corp                                                             | Nojima Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $149746.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                                      | NGK Insulators Ltd                                                      | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     18500 | NS      | $476793.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co Ltd                                                          | Niterra Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     11000 | NS      | $518667.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NHK Spring Co Ltd                                                       | NHK Spring Co Ltd                                                       | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |     15700 | NS      | $250344.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase Brothers Inc                                                     | Nagase Brothers Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $11992.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagase & Co Ltd                                                         | Nagase & Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800VMIQIB0LSK1Q36 | Long             | EC               | CORP              | JP        |     32400 | NS      | $240945.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co Ltd                                                  | Nagoya Railroad Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |      9700 | NS      | $105971.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nachi-Fujikoshi Corp                                                    | Nachi-Fujikoshi Corp                                                    | CUSIP: 000000000<br>LEI: 353800VMZ8DPGXDO5U37 | Long             | EC               | CORP              | JP        |      2400 | NS      | $69265.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nagoya Ltd/The                                                  | Bank of Nagoya Ltd/The                                                  | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |      3900 | NS      | $143887.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakabayashi Co Ltd                                                      | Nakabayashi Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800RZ8SMLW7SKV992 | Long             | EC               | CORP              | JP        |      2100 | NS      | $7823.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakamuraya Co Ltd                                                       | Nakamuraya Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $10440.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trusco Nakayama Corp                                                    | Trusco Nakayama Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $49378.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakayama Steel Works Ltd                                                | Nakayama Steel Works Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $28245.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co Ltd                                              | Namura Shipbuilding Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |      5500 | NS      | $152543.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nankai Electric Railway Co Ltd                                          | Nankai Electric Railway Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $126485.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanto Bank Ltd/The                                                      | Nanto Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |     15000 | NS      | $136259.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NAC Co Ltd                                                              | NAC Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300VIQ6NMO6MXQ083 | Long             | EC               | CORP              | JP        |      4800 | NS      | $15798.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NZX Ltd                                                                 | NZX Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900KTE7C5U39QMD43 | Long             | EC               | CORP              | NZ        |     20698 | NS      | $15581.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd                                             | National Australia Bank Ltd                                             | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     45440 | NS      | $1314381.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Air Conditioning Services Co Ltd                                 | Nippon Air Conditioning Services Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $17053.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| El Al Israel Airlines                                                   | El Al Israel Airlines                                                   | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |     30369 | NS      | $133350.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| North West Co Inc/The                                                   | North West Co Inc/The                                                   | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |      5900 | NS      | $231275.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Channel Infrastructure NZ Ltd                                           | Channel Infrastructure NZ Ltd                                           | CUSIP: 000000000<br>LEI: 984500A6695797B1E679 | Long             | EC               | CORP              | NZ        |     30155 | NS      | $50252.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                                | Renesas Electronics Corp                                                | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     12400 | NS      | $177285.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kodoshi Corp                                                     | Nippon Kodoshi Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $18005.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiden Corp                                                           | Nichiden Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19858.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Denkei Co Ltd                                                     | Nihon Denkei Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $18482.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishio Holdings Co Ltd                                                  | Nishio Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $55436.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiha Corp                                                            | Nichiha Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $53722.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichiban Co Ltd                                                         | Nichiban Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7136.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichicon Corp                                                           | Nichicon Corp                                                           | CUSIP: 000000000<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |      5500 | NS      | $61958.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichireki Group Co Ltd                                                  | Nichireki Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13466.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nifco Inc/Japan                                                         | Nifco Inc/Japan                                                         | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      8200 | NS      | $232534.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Dempa Kogyo Co Ltd                                                | Nihon Dempa Kogyo Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $38498.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                         | Nintendo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      2200 | NS      | $125588.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Plast Co Ltd                                                      | Nihon Plast Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $5062.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co Ltd                                                              | NSD Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $107245.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Avionics Co Ltd                                                  | Nippon Avionics Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $27361.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkiso Co Ltd                                                          | Nikkiso Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800FFQ5RKIIYVIY98 | Long             | EC               | CORP              | JP        |      6300 | NS      | $101114.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Kohden Corp                                                       | Nihon Kohden Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $10321.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JMS Co Ltd                                                              | JMS Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $4044.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Gas Co Ltd                                                       | Nippon Gas Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |     10500 | NS      | $196248.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikko Co Ltd/Hyogo                                                      | Nikko Co Ltd/Hyogo                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $10457.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Chemical Industrial Co Ltd                                       | Nippon Chemical Industrial Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $10983.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Chemi-Con Corp                                                   | Nippon Chemi-Con Corp                                                   | CUSIP: 000000000<br>LEI: 3538000QDJZYW8EVSQ98 | Long             | EC               | CORP              | JP        |      2100 | NS      | $19450.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Denko Co Ltd                                                     | Nippon Denko Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3538004G9RTDJWY4O927 | Long             | EC               | CORP              | JP        |     13700 | NS      | $36422.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                              | Denso Corp                                                              | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     28600 | NS      | $358589.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                                | NEC Corp                                                                | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     10000 | NS      | $248830.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Kayaku Co Ltd                                                    | Nippon Kayaku Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $177949.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp                                                                | NOF Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $171671.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                                            | Nippon Paint Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     16500 | NS      | $103463.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                              | Nippon Sanso Holdings Corp                                              | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |      7500 | NS      | $265937.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shinyaku Co Ltd                                                  | Nippon Shinyaku Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $190800.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Soda Co Ltd                                                      | Nippon Soda Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $110387.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Carbide Industries Co Inc                                        | Nippon Carbide Industries Co Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $13469.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                              | NIDEC CORP                                                              | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     28100 | NS      | $356819.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippn Corp                                                              | Nippn Corp                                                              | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |      6400 | NS      | $109405.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NH Foods Ltd                                                            | NH Foods Ltd                                                            | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |      6600 | NS      | $293104.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichirei Corp                                                           | Nichirei Corp                                                           | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |     18000 | NS      | $223376.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissui Corp                                                             | Nissui Corp                                                             | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     33300 | NS      | $283872.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group Inc                                                | Nisshin Seifun Group Inc                                                | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |     14000 | NS      | $184852.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nishimatsu Construction Co Ltd                                          | Nishimatsu Construction Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $94894.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Oillio Group Ltd/The                                            | Nisshin Oillio Group Ltd/The                                            | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |     10200 | NS      | $122906.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PILLAR Corp /Japan                                                      | PILLAR Corp /Japan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $82732.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nichias Corp                                                            | Nichias Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $240688.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Carbon Co Ltd                                                    | Nippon Carbon Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $28580.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Concrete Industries Co Ltd                                       | Nippon Concrete Industries Co Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $5198.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                                                 | NTT Inc                                                                 | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    374700 | NS      | $374874.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sheet Glass Co Ltd                                               | Nippon Sheet Glass Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800TWQ62HNEKBPW95 | Long             | EC               | CORP              | JP        |     16000 | NS      | $49863.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritake Co Ltd                                                         | Noritake Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      3800 | NS      | $75929.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd                                                                 | NSK Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     35800 | NS      | $253696.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yakin Kogyo Co Ltd                                               | Nippon Yakin Kogyo Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1540 | NS      | $46123.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp                                                    | Nissan Chemical Corp                                                    | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |      8600 | NS      | $334421.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nipro Corp                                                              | Nipro Corp                                                              | CUSIP: 000000000<br>LEI: 353800AKDDNW0E810O26 | Long             | EC               | CORP              | JP        |     15700 | NS      | $154566.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co Ltd                                            | Nissin Foods Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |      9800 | NS      | $186001.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                                        | Nitto Denko Corp                                                        | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     27900 | NS      | $558117.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Fuji Flour Milling Co Ltd                                         | Nitto Fuji Flour Milling Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $27385.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Seiko Co Ltd                                                      | Nitto Seiko Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800W03V00G1314302 | Long             | EC               | CORP              | JP        |      3100 | NS      | $15000.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissha Co Ltd                                                           | Nissha Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |      4700 | NS      | $36615.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co Ltd                                                  | Nikkon Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |      4400 | NS      | $119022.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikon Corp                                                              | Nikon Corp                                                              | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |     20500 | NS      | $250350.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Corp                                                             | Yamaha Corp                                                             | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     20200 | NS      | $143007.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                                     | MINEBEA MITSUMI Inc                                                     | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     23032 | NS      | $382448.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sharyo Ltd                                                       | Nippon Sharyo Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $19887.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Signal Co Ltd                                                    | Nippon Signal Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800WH3SH4B0OO8074 | Long             | EC               | CORP              | JP        |      3400 | NS      | $34909.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Seisen Co Ltd                                                    | Nippon Seisen Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $8019.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                                       | Nippon Steel Corp                                                       | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |    102050 | NS      | $376314.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                                            | Nippon Electric Glass Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |      6500 | NS      | $250169.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY Inc                                                             | BIPROGY Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $153060.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                     | Nissan Motor Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     89900 | NS      | $194846.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshinbo Holdings Inc                                                  | Nisshinbo Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |     19468 | NS      | $182024.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                                            | Nishi-Nippon Railroad Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800IYLMHYH4972387 | Long             | EC               | CORP              | JP        |      5000 | NS      | $96040.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                     | Nomura Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     40300 | NS      | $317323.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittoc Construction Co Ltd                                              | Nittoc Construction Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $27010.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Kogyo Corp                                                        | Nitto Kogyo Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $56925.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Thompson Co Ltd                                                  | Nippon Thompson Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800F1TL8X5AMTY686 | Long             | EC               | CORP              | JP        |      6000 | NS      | $33322.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valqua Ltd                                                              | Valqua Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $38076.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noritz Corp                                                             | Noritz Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $29417.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeon Corp                                                               | Zeon Corp                                                               | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |     15900 | NS      | $181200.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co Ltd                                                  | Nitori Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $282797.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissei ASB Machine Co Ltd                                               | Nissei ASB Machine Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $47853.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nittoku Co Ltd                                                          | Nittoku Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $6953.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissei Plastic Industrial Co Ltd                                        | Nissei Plastic Industrial Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $8052.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NSW Inc/Japan                                                           | NSW Inc/Japan                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $23353.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                              | Oriental Land Co Ltd/Japan                                              | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     13400 | NS      | $228065.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTN Corp                                                                | NTN Corp                                                                | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |     51300 | NS      | $106325.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arealink Co Ltd                                                         | Arealink Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $19212.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Shiraishi Corp                                                 | Oriental Shiraishi Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $20751.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSG Corp                                                                | OSG Corp                                                                | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |      7500 | NS      | $122171.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Odakyu Electric Railway Co Ltd                                          | Odakyu Electric Railway Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800LA6BC6E1MK6U35 | Long             | EC               | CORP              | JP        |     14500 | NS      | $151173.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                           | Obayashi Corp                                                           | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     10000 | NS      | $242204.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ogaki Kyoritsu Bank Ltd/The                                             | Ogaki Kyoritsu Bank Ltd/The                                             | CUSIP: 000000000<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      3100 | NS      | $122530.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIE Sangyo Co Ltd                                                       | OIE Sangyo Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $14292.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oiles Corp                                                              | Oiles Corp                                                              | CUSIP: 000000000<br>LEI: 3538000ZWUQJOCQWV238 | Long             | EC               | CORP              | JP        |      2600 | NS      | $39817.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oita Bank Ltd/The                                                       | Oita Bank Ltd/The                                                       | CUSIP: 000000000<br>LEI: 35380074A4QB6YEFB933 | Long             | EC               | CORP              | JP        |      7000 | NS      | $84012.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                                            | Oki Electric Industry Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |      7000 | NS      | $118689.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oji Holdings Corp                                                       | Oji Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |     61900 | NS      | $334881.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Okabe Co Ltd                                                            | Okabe Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $16776.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Industries Inc                                                  | Okamoto Industries Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $30314.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OKUMA Corp                                                              | OKUMA Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $129236.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okumura Corp                                                            | Okumura Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $153766.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamoto Machine Tool Works Ltd                                          | Okamoto Machine Tool Works Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17196.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okamura Corp                                                            | Okamura Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $75606.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okura Industrial Co Ltd                                                 | Okura Industrial Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $23994.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okasan Securities Group Inc                                             | Okasan Securities Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $74095.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Okuwa Co Ltd                                                            | Okuwa Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $10953.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okinawa Electric Power Co Inc/The                                       | Okinawa Electric Power Co Inc/The                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5348 | NS      | $36037.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                                            | Olympus Corp                                                            | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |     36900 | NS      | $351558.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Onoken Co Ltd                                                           | Onoken Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800HJJJZ8VMSWL025 | Long             | EC               | CORP              | JP        |      1400 | NS      | $12361.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omron Corp                                                              | Omron Corp                                                              | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      8700 | NS      | $250291.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyakugo Bank Ltd/The                                                    | Hyakugo Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |     23100 | NS      | $227067.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyakujushi Bank Ltd/The                                                 | Hyakujushi Bank Ltd/The                                                 | CUSIP: 000000000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      9600 | NS      | $129942.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenwan Hongyuan HK Ltd                                                 | Shenwan Hongyuan HK Ltd                                                 | CUSIP: 000000000<br>LEI: 984500F9A6AD8B63BE78 | Long             | EC               | CORP              | HK        |     50000 | NS      | $6634.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                               | Ono Pharmaceutical Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |     13500 | NS      | $216675.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiheiyo Cement Corp                                                    | Taiheiyo Cement Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $268146.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                                                      | Optex Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $65941.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp                                                 | Ohsho Food Service Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $27452.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Watch Holdings                                                 | Oriental Watch Holdings                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     24000 | NS      | $10126.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-Dan Co Ltd                                                          | Dai-Dan Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $144300.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                        | Osaka Gas Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      8800 | NS      | $356439.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OUG Holdings Inc                                                        | OUG Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $12997.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Organic Chemical Industry Ltd                                     | Osaka Organic Chemical Industry Ltd                                     | CUSIP: 000000000<br>LEI: 353800BMJFOXMOVADX91 | Long             | EC               | CORP              | JP        |      1700 | NS      | $38443.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaki Electric Co Ltd                                                   | Osaki Electric Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $45055.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Steel Co Ltd                                                      | Osaka Steel Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $19125.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Far East Orchard Ltd                                                    | Far East Orchard Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     21691 | NS      | $19625.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OUE Ltd                                                                 | OUE Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900MR17VBF15G0543 | Long             | EC               | CORP              | SG        |     20900 | NS      | $18043.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ilex Medical Ltd                                                        | Ilex Medical Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       301 | NS      | $5860.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northland Power Inc                                                     | Northland Power Inc                                                     | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |     25436 | NS      | $426767.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PS Construction Co Ltd                                                  | PS Construction Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3538004HXAQHNO9VGP65 | Long             | EC               | CORP              | JP        |       700 | NS      | $12148.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Industrial Co Ltd                                               | Pacific Industrial Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $67493.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park24 Co Ltd                                                           | Park24 Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |     12900 | NS      | $157368.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Komehyo Holdings Co Ltd                                                 | Komehyo Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $30226.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equital Ltd                                                             | Equital Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1918 | NS      | $81885.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Nice International Holdings Ltd                                   | Eagle Nice International Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4000 | NS      | $1601.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seria Co Ltd                                                            | Seria Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $102655.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta-Ocean Construction Co Ltd                                         | Penta-Ocean Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     20400 | NS      | $216972.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp Ltd                                                       | New Hope Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 254900DHRUGXZSLSNZ83 | Long             | EC               | CORP              | AU        |     58705 | NS      | $239816.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Perpetual Ltd                                                           | Perpetual Ltd                                                           | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |      9840 | NS      | $109467.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hokuhoku Financial Group Inc                                            | Hokuhoku Financial Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $364148.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Palram Industries 1990 Ltd                                              | Palram Industries 1990 Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1245 | NS      | $19861.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp                                                   | Alfresa Holdings Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $211560.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corp                                                    | COMSYS Holdings Corp                                                    | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |      9600 | NS      | $306850.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Miyaji Engineering Group Inc                                            | Miyaji Engineering Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $24325.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freightways Group Ltd                                                   | Freightways Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     14946 | NS      | $103489.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hazama Ando Corp                                                        | Hazama Ando Corp                                                        | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |      9500 | NS      | $118880.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pigeon Corp                                                             | Pigeon Corp                                                             | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |      4700 | NS      | $48360.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Buffalo Inc /Japan                                                      | Buffalo Inc /Japan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $30467.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Construction Co Ltd                                               | Tokyu Construction Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |      6200 | NS      | $55794.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                                          | Kakaku.com Inc                                                          | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      8800 | NS      | $115843.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Edge Ltd                                                        | Pacific Edge Ltd                                                        | CUSIP: 000000000<br>LEI: 9845007EDCF068FFEA12 | Long             | EC               | CORP              | NZ        |     16563 | NS      | $1656.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                             | Novartis AG                                                             | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     36937 | NS      | $5642126.75   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Investments Ltd                                                 | Premier Investments Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9919 | NS      | $86694.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Foods Industry Inc                                                | Ebara Foods Industry Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $8077.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Press Kogyo Co Ltd                                                      | Press Kogyo Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |      6300 | NS      | $33003.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORESCO Corp                                                            | MORESCO Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $8139.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                                            | JB Hi-Fi Ltd                                                            | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      4968 | NS      | $251375.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prima Meat Packers Ltd                                                  | Prima Meat Packers Ltd                                                  | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      3300 | NS      | $57314.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                             | Nutrien Ltd                                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     20512 | NS      | $1547835.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                             | Nutrien Ltd                                                             | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       215 | NS      | $16229.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissance Inc                                                         | Renaissance Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $10141.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMP Ltd                                                                 | AMP Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |    265383 | NS      | $243253.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                      | Qantas Airways Ltd                                                      | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     17537 | NS      | $103016.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Codan Ltd                                                               | Codan Ltd                                                               | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |      8979 | NS      | $197626.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nafco Co Ltd                                                            | Nafco Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |      1600 | NS      | $21523.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikokutenbussan Co Ltd                                                 | Daikokutenbussan Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12366.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeys Holdings Co Ltd                                                  | Honeys Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $21211.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBS Holdings Inc                                                        | SBS Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $37690.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| dip Corp                                                                | dip Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $42293.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Insignia Financial Ltd                                                  | Insignia Financial Ltd                                                  | CUSIP: 000000000<br>LEI: 5493000NLB9VUM2IHC87 | Long             | EC               | CORP              | AU        |     57131 | NS      | $188598.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kewpie Corp                                                             | Kewpie Corp                                                             | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |      3800 | NS      | $96517.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tocalo Co Ltd                                                           | Tocalo Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $94784.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLS Group Ltd                                                           | PLS Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     55471 | NS      | $203108.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                 | QBE Insurance Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     73538 | NS      | $1085182.07   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                             | Northern Star Resources Ltd                                             | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     47218 | NS      | $686398.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                                      | Raito Kogyo Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $88407.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcs Co Ltd                                                             | Arcs Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $85743.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rasa Industries Ltd                                                     | Rasa Industries Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $47743.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Challenger Ltd                                                          | Challenger Ltd                                                          | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     56938 | NS      | $329185.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Katitas Co Ltd                                                          | Katitas Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $98214.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosho Co Ltd                                                            | Tosho Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $8516.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd                                                               | Reece Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8182 | NS      | $76134.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGG Wrightson Ltd                                                       | PGG Wrightson Ltd                                                       | CUSIP: 000000000<br>LEI: 254900SYC5LDX3F29K39 | Long             | EC               | CORP              | NZ        |      3482 | NS      | $4322.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rengo Co Ltd                                                            | Rengo Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21800 | NS      | $176696.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Look Holdings Inc                                                       | Look Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299001O3M39KJW47L76 | Long             | EC               | CORP              | JP        |      1000 | NS      | $15904.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheon Automatic Machinery Co Ltd                                        | Rheon Automatic Machinery Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8368.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Software Service Inc                                                    | Software Service Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $14585.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rix Corp                                                                | Rix Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13059.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosei Corp                                                              | Tosei Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $62117.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                            | Ricoh Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |     33100 | NS      | $279810.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ridley Corp Ltd                                                         | Ridley Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |     43411 | NS      | $82369.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd                                                  | Sandfire Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |     47779 | NS      | $548273.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Keiki Co Ltd                                                      | Riken Keiki Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $41848.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Technos Corp                                                      | Riken Technos Corp                                                      | CUSIP: 000000000<br>LEI: 353800S7OXXKLNDX3U70 | Long             | EC               | CORP              | JP        |      2900 | NS      | $31136.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Riken Vitamin Co Ltd                                                    | Riken Vitamin Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18275.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Coke & Engineering Co Ltd                                        | Nippon Coke & Engineering Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $13404.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rinnai Corp                                                             | Rinnai Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $154227.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringer Hut Co Ltd                                                       | Ringer Hut Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $23051.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogstate Ltd                                                            | Cogstate Ltd                                                            | CUSIP: 000000000<br>LEI: 254900VP9WAWA180NC18 | Long             | EC               | CORP              | AU        |      4311 | NS      | $6454.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Canada T.R Ltd                                                   | Israel Canada T.R Ltd                                                   | CUSIP: 000000000<br>LEI: 984500FA8AEA2CE5RB18 | Long             | EC               | CORP              | IL        |      3989 | NS      | $22367.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rion Co Ltd                                                             | Rion Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800R49MNMRJHQF556 | Long             | EC               | CORP              | JP        |       500 | NS      | $8753.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                                | Japan Exchange Group Inc                                                | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     37000 | NS      | $432085.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| France Bed Holdings Co Ltd                                              | France Bed Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800EBNDTCYMRTFU33 | Long             | EC               | CORP              | JP        |      1400 | NS      | $11441.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Yuasa Corp                                                           | GS Yuasa Corp                                                           | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |     10000 | NS      | $343752.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings Inc                                                        | T&D Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     15500 | NS      | $397025.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Obsidian Energy Ltd                                                     | Obsidian Energy Ltd                                                     | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Long             | EC               | CORP              | CA        |      2900 | NS      | $27463.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                                             | Rohto Pharmaceutical Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |      7800 | NS      | $119818.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rokko Butter Co Ltd                                                     | Rokko Butter Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7312.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roland Corp                                                             | Roland Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $36827.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matrix IT Ltd                                                           | Matrix IT Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3293 | NS      | $91874.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanaGold Corp                                                         | OceanaGold Corp                                                         | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     26255 | NS      | $827794.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Hat Ltd                                                          | Yellow Hat Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $68153.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Holdings Co Ltd                                                   | Royal Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $68385.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                                   | Ryohin Keikaku Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     19000 | NS      | $405452.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryobi Ltd                                                               | Ryobi Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $54687.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RYODEN CORP                                                             | RYODEN CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $27374.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                                | SMC Corp                                                                | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       200 | NS      | $78659.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ST Corp                                                                 | ST Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11177.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&B Foods Inc                                                           | S&B Foods Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $35820.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotetsu Holdings Inc                                                    | Sotetsu Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $96765.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enlight Renewable Energy Ltd                                            | Enlight Renewable Energy Ltd                                            | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |         1 | NS      | $40.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saibu Gas Holdings Co Ltd                                               | Saibu Gas Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800SPVTXVJZ0EGD74 | Long             | EC               | CORP              | JP        |      1000 | NS      | $16235.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Moving Service Co Ltd                                             | Sakai Moving Service Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $34616.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanko Gosei Ltd                                                         | Sanko Gosei Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $20835.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Chemical Industry Co Ltd                                          | Sakai Chemical Industry Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $46802.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakai Heavy Industries Ltd                                              | Sakai Heavy Industries Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7837.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata Seed Corp                                                        | Sakata Seed Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $87326.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sakata INX Corp                                                         | Sakata INX Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $72737.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shangri-La Asia Ltd                                                     | Shangri-La Asia Ltd                                                     | CUSIP: 000000000<br>LEI: 529900FVJ8C1OTM8OL03 | Long             | EC               | CORP              | BM        |     84000 | NS      | $47440.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| San-Ai Obbli Co Ltd                                                     | San-Ai Obbli Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $66250.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| San-In Godo Bank Ltd/The                                                | San-In Godo Bank Ltd/The                                                | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     15400 | NS      | $173279.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Electric Railway Co Ltd                                           | Sanyo Electric Railway Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $7690.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK-San-Etsu Co Ltd                                                      | CK-San-Etsu Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $18603.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sano-Brunos Enterprises Ltd                                             | Sano-Brunos Enterprises Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        99 | NS      | $12056.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanford Ltd/NZ                                                          | Sanford Ltd/NZ                                                          | CUSIP: 000000000<br>LEI: 254900QDRJM2NLCZE960 | Long             | EC               | CORP              | NZ        |      3824 | NS      | $15492.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangetsu Corp                                                           | Sangetsu Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $52874.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanken Electric Co Ltd                                                  | Sanken Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900516DFVRCC25K90 | Long             | EC               | CORP              | JP        |      1900 | NS      | $88594.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                                                | Sanki Engineering Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $139022.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiznext Corp                                                           | Raiznext Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $43343.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncall Corp                                                            | Suncall Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $26134.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Tateyama Inc                                                     | Sankyo Tateyama Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $10439.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyu Inc                                                              | Sankyu Inc                                                              | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |      4700 | NS      | $262739.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                                           | Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |     16300 | NS      | $201623.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanoh Industrial Co Ltd                                                 | Sanoh Industrial Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $20968.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Satori Electric Co Ltd                                                  | Satori Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16231.37     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sanrio Co Ltd                                                           | Sanrio Co Ltd                                                           | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     31500 | NS      | $195843.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanshin Electronics Co Ltd                                              | Sanshin Electronics Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $20863.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sansei Technologies Inc                                                 | Sansei Technologies Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $23592.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                                            | Santen Pharmaceutical Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     18400 | NS      | $207007.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                              | Santos Ltd                                                              | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    247171 | NS      | $1352901.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp                                                     | Sanwa Holdings Corp                                                     | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |      8000 | NS      | $181937.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Chemical Industries Ltd                                           | Sanyo Chemical Industries Ltd                                           | CUSIP: 000000000<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |      1100 | NS      | $35251.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sapporo Holdings Ltd                                                    | Sapporo Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 353800ITDYV3AD2X5M34 | Long             | EC               | CORP              | JP        |     12600 | NS      | $135872.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Denki Co Ltd                                                      | Sanyo Denki Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $76659.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomato Bank Ltd                                                         | Tomato Bank Ltd                                                         | CUSIP: 000000000<br>LEI: 353800J2DTRHELYMU403 | Long             | EC               | CORP              | JP        |      1400 | NS      | $13840.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sato Corp                                                               | Sato Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $35730.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sato Shoji Corp                                                         | Sato Shoji Corp                                                         | CUSIP: 000000000<br>LEI: 353800UBV2EO50HJ8228 | Long             | EC               | CORP              | JP        |       700 | NS      | $10614.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scope Metals Group Ltd                                                  | Scope Metals Group Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       396 | NS      | $24650.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                                                   | Medipal Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     11700 | NS      | $219695.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GuocoLand Ltd                                                           | GuocoLand Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     27500 | NS      | $50478.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                                            | Secom Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |      7400 | NS      | $281871.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seed Co Ltd/Tokyo                                                       | Seed Co Ltd/Tokyo                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $3879.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seika Corp                                                              | Seika Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $44727.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seikitokyu Kogyo Co Ltd                                                 | Seikitokyu Kogyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $21940.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seino Holdings Co Ltd                                                   | Seino Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |      5300 | NS      | $81641.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiren Co Ltd                                                           | Seiren Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800O8K6NWOIT8Q636 | Long             | EC               | CORP              | JP        |      3400 | NS      | $67333.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Seika Chemicals Co Ltd                                         | Sumitomo Seika Chemicals Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $22693.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                                 | Sekisui Chemical Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     15100 | NS      | $253508.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Kasei Co Ltd                                                    | Sekisui Kasei Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $6980.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                                       | Sekisui House Ltd                                                       | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     22400 | NS      | $501918.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Senko Group Holdings Co Ltd                                             | Senko Group Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |     13100 | NS      | $150313.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshu Electric Co Ltd                                                  | Senshu Electric Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $45544.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corp/Japan                                                        | Sharp Corp/Japan                                                        | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |     11700 | NS      | $43434.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Bank Ltd/The                                                    | Shikoku Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: 353800WDXTE9PTGKDW46 | Long             | EC               | CORP              | JP        |      4500 | NS      | $65601.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 77 Bank Ltd/The                                                         | 77 Bank Ltd/The                                                         | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |     16800 | NS      | $332723.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Mechatronics Corp                                              | Shibaura Mechatronics Corp                                              | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |      6500 | NS      | $172892.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibuya Corp                                                            | Shibuya Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $28092.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiga Bank Ltd/The                                                      | Shiga Bank Ltd/The                                                      | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |     19500 | NS      | $234230.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibusawa Logistics Corp                                                | Shibusawa Logistics Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $23590.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikibo Ltd                                                             | Shikibo Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $10128.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shikoku Electric Power Co Inc                                           | Shikoku Electric Power Co Inc                                           | CUSIP: 000000000<br>LEI: 353800KWK6U7ZCIWXS64 | Long             | EC               | CORP              | JP        |     10700 | NS      | $120242.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp                                                           | Shimadzu Corp                                                           | CUSIP: 000000000<br>LEI: 353800Y64Z08WEH8PH97 | Long             | EC               | CORP              | JP        |      4500 | NS      | $106932.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                                            | Shimizu Corp                                                            | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      9400 | NS      | $168646.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondenko Corp                                                           | Yondenko Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $50052.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinagawa Refra Co Ltd                                                  | Shinagawa Refra Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $45840.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinmaywa Industries Ltd                                                | Shinmaywa Industries Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $97281.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Bank Ltd/The                                                    | Shimizu Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: 353800MD2DR8TRCM8E40 | Long             | EC               | CORP              | JP        |      1100 | NS      | $17401.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinanen Holdings Co Ltd                                                 | Sinanen Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $29723.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shindengen Electric Manufacturing Co Ltd                                | Shindengen Electric Manufacturing Co Ltd                                | CUSIP: 000000000<br>LEI: 353800ZRD3NQDG2I7X35 | Long             | EC               | CORP              | JP        |       800 | NS      | $15648.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                               | Shin-Etsu Chemical Co Ltd                                               | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     25600 | NS      | $1042400.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinfonia Technology Co Ltd                                              | Sinfonia Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $144681.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                                       | Shionogi & Co Ltd                                                       | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      8000 | NS      | $176967.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc                                                             | Shimano Inc                                                             | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       900 | NS      | $93962.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinko Shoji Co Ltd                                                     | Shinko Shoji Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17538.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinsho Corp                                                            | Shinsho Corp                                                            | CUSIP: 000000000<br>LEI: 353800MF9VQ3QTWAAX41 | Long             | EC               | CORP              | JP        |      2100 | NS      | $30914.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NS United Kaiun Kaisha Ltd                                              | NS United Kaiun Kaisha Ltd                                              | CUSIP: 000000000<br>LEI: 353800MK2Y7X2PZGXN23 | Long             | EC               | CORP              | JP        |      1200 | NS      | $56590.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinko Industries Ltd                                                    | Sinko Industries Ltd                                                    | CUSIP: 000000000<br>LEI: 353800RTTZK18JRDHM31 | Long             | EC               | CORP              | JP        |      1200 | NS      | $9258.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                                         | Shiseido Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      7900 | NS      | $161398.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co Ltd                                                            | Hulic Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |     21000 | NS      | $244787.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Foods Corp                                                        | Shoei Foods Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $21585.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resonac Holdings Corp                                                   | Resonac Holdings Corp                                                   | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     10100 | NS      | $657345.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWCC Corp                                                               | SWCC Corp                                                               | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |      3000 | NS      | $241682.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMK Corp                                                                | SMK Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $3742.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Showa Sangyo Co Ltd                                                     | Showa Sangyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |      1500 | NS      | $30949.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEA Consultants Inc                                                    | IDEA Consultants Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $17431.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Polymer Co Ltd                                                | Shin-Etsu Polymer Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $51002.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin Nippon Air Technologies Co Ltd                                     | Shin Nippon Air Technologies Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $46931.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shima Seiki Manufacturing Ltd                                           | Shima Seiki Manufacturing Ltd                                           | CUSIP: 000000000<br>LEI: 3538003VF74W7607DA80 | Long             | EC               | CORP              | JP        |      2800 | NS      | $16057.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shun Tak Holdings Ltd                                                   | Shun Tak Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |     92000 | NS      | $6711.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPK Corp                                                                | SPK Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $16084.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumida Corp                                                             | Sumida Corp                                                             | CUSIP: 000000000<br>LEI: 529900YR9T4HZ9236N62 | Long             | EC               | CORP              | JP        |      4700 | NS      | $32868.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                                  | Singapore Airlines Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |     94950 | NS      | $489627.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sundrug Co Ltd                                                          | Sundrug Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $120720.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Soda Nikka Co Ltd                                                       | Soda Nikka Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3538002H865ORJ3MJP13 | Long             | EC               | CORP              | JP        |      2000 | NS      | $13349.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                                    | Sonic Healthcare Ltd                                                    | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     20140 | NS      | $286164.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                         | Sony Group Corp                                                         | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    156900 | NS      | $3270222.51   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co Ltd                                    | Washington H Soul Pattinson & Co Ltd                                    | CUSIP: 000000000<br>LEI: 254900CV4BQYQLH2KI62 | Long             | EC               | CORP              | AU        |      7908 | NS      | $222237.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYCITY Entertainment Group Ltd                                         | SKYCITY Entertainment Group Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     79522 | NS      | $31988.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimojima Co Ltd                                                        | Shimojima Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $4474.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                                          | Open Text Corp                                                          | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     15573 | NS      | $346343.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S Foods Inc                                                             | S Foods Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $43605.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                                        | OR Royalties Inc                                                        | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      3402 | NS      | $129344.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starts Corp Inc                                                         | Starts Corp Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $91299.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel & Tube Holdings Ltd                                               | Steel & Tube Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      4332 | NS      | $1045.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Straits Trading Co Ltd/Singapore                                        | Straits Trading Co Ltd/Singapore                                        | CUSIP: 000000000<br>LEI: 875500UD8EBMDH2VFY72 | Long             | EC               | CORP              | SG        |     11108 | NS      | $13909.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Corp Ltd                                                      | Centurion Corp Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     27500 | NS      | $31605.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugimoto & Co Ltd                                                       | Sugimoto & Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $12867.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                                | SmarTone Telecommunications Holdings Ltd                                | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | BM        |     33500 | NS      | $21788.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suminoe Co Ltd                                                          | Suminoe Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $13872.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Bakelite Co Ltd                                                | Sumitomo Bakelite Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $119856.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Osaka Cement Co Ltd                                            | Sumitomo Osaka Cement Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299001WJ26J6HQN5D67 | Long             | EC               | CORP              | JP        |      4000 | NS      | $98156.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                                                | Sumitomo Chemical Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |    110700 | NS      | $358176.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                        | Sumitomo Electric Industries Ltd                                        | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     18300 | NS      | $1039806.89   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Heavy Industries Ltd                                           | Sumitomo Heavy Industries Ltd                                           | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |      9900 | NS      | $302781.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Forestry Co Ltd                                                | Sumitomo Forestry Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |     31200 | NS      | $283877.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                    | Sumitomo Realty & Development Co Ltd                                    | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     10900 | NS      | $309296.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                           | Sumitomo Corp                                                           | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     13800 | NS      | $516383.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                          | Sumitomo Rubber Industries Ltd                                          | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |     16800 | NS      | $221578.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                             | Sun Hung Kai Properties Ltd                                             | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     22500 | NS      | $374643.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Frontier Co Ltd                                                  | Sankyo Frontier Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13666.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shufersal Ltd                                                           | Shufersal Ltd                                                           | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     11447 | NS      | $167969.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuden Corp                                                            | Suzuden Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $8710.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organigram Global Inc                                                   | Organigram Global Inc                                                   | CUSIP: 68617J100<br>LEI: 529900J3EQ1VWW76L728 | Long             | EC               | CORP              | CA        |      1466 | NS      | $1964.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suruga Bank Ltd                                                         | Suruga Bank Ltd                                                         | CUSIP: 000000000<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |     16400 | NS      | $211538.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEC Inc                                                                 | LEC Inc                                                                 | CUSIP: 000000000<br>LEI: 353800QEG7G3CQSZEA52 | Long             | EC               | CORP              | JP        |      1800 | NS      | $12855.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                       | Suzuki Motor Corp                                                       | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     61700 | NS      | $752044.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                              | Suzuken Co Ltd/Aichi Japan                                              | CUSIP: 000000000<br>LEI: 529900LRLSX7F1Q8TN71 | Long             | EC               | CORP              | JP        |      4800 | NS      | $181620.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                       | Swire Pacific Ltd                                                       | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     16000 | NS      | $174875.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                                       | Swire Pacific Ltd                                                       | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     25000 | NS      | $40810.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THK Co Ltd                                                              | THK Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $130082.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                                | TDK Corp                                                                | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     50500 | NS      | $656008.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachi-S Co Ltd                                                          | Tachi-S Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $53554.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESPEC Corp                                                              | ESPEC Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $29022.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tadano Ltd                                                              | Tadano Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $84960.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tachibana Eletech Co Ltd                                                | Tachibana Eletech Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $14749.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                                                | Taihei Dengyo Kaisha Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $56450.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taikisha Ltd                                                            | Taikisha Ltd                                                            | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |      3400 | NS      | $72305.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                                             | Taisei Corp                                                             | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      2400 | NS      | $248643.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashima & Co Ltd                                                      | Takashima & Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $16533.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago International Corp                                             | Takasago International Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $65050.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Holdings Inc                                                     | Takara Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 3538001CXSU150WNEY98 | Long             | EC               | CORP              | JP        |     14900 | NS      | $146343.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Takashimaya Co Ltd                                                      | Takashimaya Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     25600 | NS      | $307081.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara & Co Ltd                                                         | Takara & Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $16879.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                            | Takeda Pharmaceutical Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     30223 | NS      | $1113048.61   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                          | Advantest Corp                                                          | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     13000 | NS      | $1794086.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Takasago Thermal Engineering Co Ltd                                     | Takasago Thermal Engineering Co Ltd                                     | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |      3200 | NS      | $88962.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Yuden Co Ltd                                                      | Taiyo Yuden Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |     13800 | NS      | $340319.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daio Paper Corp                                                         | Daio Paper Corp                                                         | CUSIP: 000000000<br>LEI: 353800VL9DQ781ZR1G70 | Long             | EC               | CORP              | JP        |     10600 | NS      | $69664.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Takara Standard Co Ltd                                                  | Takara Standard Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $62723.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamron Co Ltd                                                           | Tamron Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $104681.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamura Corp                                                             | Tamura Corp                                                             | CUSIP: 000000000<br>LEI: 353800W98D8AI066OC02 | Long             | EC               | CORP              | JP        |      7000 | NS      | $27306.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiyo Holdings Co Ltd                                                   | Taiyo Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $236367.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanseisha Co Ltd                                                        | Tanseisha Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $40561.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taoka Chemical Co Ltd                                                   | Taoka Chemical Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $5977.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tabcorp Holdings Ltd                                                    | Tabcorp Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 213800OCCFUN67NEY278 | Long             | EC               | CORP              | AU        |    125239 | NS      | $82805.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamatane Corp                                                           | Yamatane Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $24838.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malam - Team Ltd                                                        | Malam - Team Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1739 | NS      | $45240.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telsys Ltd                                                              | Telsys Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       266 | NS      | $22559.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teijin Ltd                                                              | Teijin Ltd                                                              | CUSIP: 000000000<br>LEI: 3538000RF6UCIMPKCO54 | Long             | EC               | CORP              | JP        |     17100 | NS      | $180028.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tayca Corp                                                              | Tayca Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $20768.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tekken Corp                                                             | Tekken Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $32304.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                                                   | Spark New Zealand Ltd                                                   | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     60070 | NS      | $71595.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                      | Teva Pharmaceutical Industries Ltd                                      | CUSIP: 000000000<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      3902 | NS      | $117069.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp                                                             | Sysmex Corp                                                             | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     23000 | NS      | $200580.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                                             | Terumo Corp                                                             | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     37200 | NS      | $499772.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deep Source Holdings Ltd                                                | Deep Source Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 254900DDY9OP9TPSE246 | Long             | EC               | CORP              | BM        |    670000 | NS      | $74698.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Development Nimrodi Group Ltd                                      | Land Development Nimrodi Group Ltd                                      | CUSIP: 000000000<br>LEI: 213800Z7833KR44LCC93 | Long             | EC               | CORP              | IL        |       991 | NS      | $10848.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takebishi Corp                                                          | TAKEBISHI CORP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12264.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomoe Engineering Co Ltd                                                | Tomoe Engineering Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $38091.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tottori Bank Ltd/The                                                    | Tottori Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: 3538006OCSOZXT8VIP96 | Long             | EC               | CORP              | JP        |       600 | NS      | $6229.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Corp                                                                | TKC Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $37747.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Bank Ltd/The                                                     | Tohoku Bank Ltd/The                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $10024.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tochigi Bank Ltd/The                                                    | Tochigi Bank Ltd/The                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $43413.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sac's Bar Holdings Inc                                                  | Sac's Bar Holdings Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $4438.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Bank Ltd/The                                                       | Toho Bank Ltd/The                                                       | CUSIP: 000000000<br>LEI: 35380078ABDFHIKLTV03 | Long             | EC               | CORP              | JP        |     28600 | NS      | $119888.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toda Corp                                                               | Toda Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $237090.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Carbon Co Ltd                                                     | Tokai Carbon Co Ltd                                                     | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |     23200 | NS      | $142556.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Rika Co Ltd                                                       | Tokai Rika Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $116286.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TBK Co Ltd                                                              | TBK Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $9079.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                                   | Tokyo Seimitsu Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $248976.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Sangyo Co Ltd                                                     | Tokyo Sangyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800F767RIJ2KRGL03 | Long             | EC               | CORP              | JP        |      2400 | NS      | $13657.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Corp/Gifu                                                         | Tokai Corp/Gifu                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $36188.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toagosei Co Ltd                                                         | Toagosei Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $24008.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toa Corp/Tokyo                                                          | Toa Corp/Tokyo                                                          | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      8300 | NS      | $165849.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOA Road Corp                                                           | TOA ROAD CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $21743.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Titanium Co Ltd                                                    | Toho Titanium Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CQ82BJ87SIZZ65 | Long             | EC               | CORP              | JP        |      3100 | NS      | $47756.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yurtec Corp                                                             | Yurtec Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $94351.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc                                      | Tokai Tokyo Financial Holdings Inc                                      | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |     23700 | NS      | $108654.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toshiba TEC Corp                                                        | Toshiba TEC Corp                                                        | CUSIP: 000000000<br>LEI: 529900BU7UO2N2ITYD43 | Long             | EC               | CORP              | JP        |      3900 | NS      | $67360.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                                                 | Tokyo Ohka Kogyo Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $161486.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Topre Corp                                                              | Topre Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $55509.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tekko Co Ltd                                                      | Tokyo Tekko Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $45616.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobu Railway Co Ltd                                                     | Tobu Railway Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $151774.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                                       | Toho Co Ltd/Tokyo                                                       | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      5500 | NS      | $57770.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Co Ltd/Kobe                                                        | Toho Co Ltd/Kobe                                                        | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |       900 | NS      | $7650.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co Ltd                                                         | Toho Gas Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |     14000 | NS      | $111403.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co Inc                                            | Tohoku Electric Power Co Inc                                            | CUSIP: 000000000<br>LEI: 353800KTF7EYIIYHY088 | Long             | EC               | CORP              | JP        |     16800 | NS      | $125996.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co Holdings Inc                                    | Tokyo Electric Power Co Holdings Inc                                    | CUSIP: 000000000<br>LEI: 5299004EMJ3R4RVR5Y75 | Long             | EC               | CORP              | JP        |     39000 | NS      | $160703.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                                   | Tokyo Tatemono Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     17400 | NS      | $401423.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                        | Tokyo Gas Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      7500 | NS      | $353220.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Holdings Co Ltd                                                    | Toho Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |      3200 | NS      | $96017.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toho Zinc Co Ltd                                                        | Toho Zinc Co Ltd                                                        | CUSIP: 000000000<br>LEI: 35380014LT36FECUB915 | Long             | EC               | CORP              | JP        |       900 | NS      | $6999.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toenec Corp                                                             | Toenec Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $64522.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                      | Tokyo Electron Ltd                                                      | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      8000 | NS      | $1987607.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokuyama Corp                                                           | Tokuyama Corp                                                           | CUSIP: 000000000<br>LEI: 529900MHGZKHNMNCQB62 | Long             | EC               | CORP              | JP        |      7500 | NS      | $182167.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Rope Manufacturing Co Ltd                                         | Tokyo Rope Manufacturing Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $14500.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Juki Corp                                                               | Juki Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $10456.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Steel Manufacturing Co Ltd                                        | Tokyo Steel Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $66075.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyotokeiba Co Ltd                                                     | Tokyotokeiba Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $61599.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tomoku Co Ltd                                                           | Tomoku Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800L6Q5CBPI6NIQ21 | Long             | EC               | CORP              | JP        |       800 | NS      | $17251.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp                                                              | Tokyu Corp                                                              | CUSIP: 000000000<br>LEI: 3538005PGNIBTZYXAE45 | Long             | EC               | CORP              | JP        |     12100 | NS      | $142829.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Torishima Pump Manufacturing Co Ltd                                     | Torishima Pump Manufacturing Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $30998.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Topy Industries Ltd                                                     | Topy Industries Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $22554.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries Inc                                                    | Toray Industries Inc                                                    | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |     53400 | NS      | $380348.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Shibaura Machine Co Ltd                                                 | Shibaura Machine Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |      3200 | NS      | $78432.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Totetsu Kogyo Co Ltd                                                    | Totetsu Kogyo Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $86259.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                                | TOTO Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $218204.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yondoshi Holdings Inc                                                   | Yondoshi Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $14813.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Bank Ltd/The                                                       | Towa Bank Ltd/The                                                       | CUSIP: 000000000<br>LEI: 3538009WQM5M1AUS0I04 | Long             | EC               | CORP              | JP        |      3300 | NS      | $21275.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Toyama Ltd/The                                                  | Bank of Toyama Ltd/The                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $7077.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Hasegawa Co Ltd                                                       | T Hasegawa Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $41585.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Towa Pharmaceutical Co Ltd                                              | Towa Pharmaceutical Co Ltd                                              | CUSIP: 000000000<br>LEI: 35380036BH1C3PNO2426 | Long             | EC               | CORP              | JP        |      2900 | NS      | $74600.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Kanetsu KK                                                         | Toyo Kanetsu KK                                                         | CUSIP: 000000000<br>LEI: 353800EG0O6LMB2WP165 | Long             | EC               | CORP              | JP        |      2400 | NS      | $42315.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Innovex Co Ltd                                                     | Toyo Innovex Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $9640.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| T RAD Co Ltd                                                            | T RAD Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $40314.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                                  | Toyo Suisan Kaisha Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $168781.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Totech Corp                                                             | Totech Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $28325.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artience Co Ltd                                                         | Artience Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $108415.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                                                          | Toyo Tire Corp                                                          | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |      9400 | NS      | $220529.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp                                                              | Lixil Corp                                                              | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |     24700 | NS      | $255060.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd                                          | Toyo Seikan Group Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |      8900 | NS      | $202496.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                              | Tosoh Corp                                                              | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     23800 | NS      | $353784.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                                                        | Mazda Motor Corp                                                        | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |     54100 | NS      | $370032.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toli Corp                                                               | Toli Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $11884.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyobo Co Ltd                                                           | Toyobo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |     10000 | NS      | $84657.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                                                     | Toyoda Gosei Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |      7300 | NS      | $191352.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                                      | Toyota Tsusho Corp                                                      | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     20000 | NS      | $775134.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp                                                     | Toyota Boshoku Corp                                                     | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |      9700 | NS      | $152069.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                       | Toyota Motor Corp                                                       | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    141405 | NS      | $2939432.86   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcosmos Inc                                                         | Transcosmos Inc                                                         | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |      1900 | NS      | $46900.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroz Hartleys Group Ltd                                                | Euroz Hartleys Group Ltd                                                | CUSIP: 000000000<br>LEI: 261700NXO99APU8DIF47 | Long             | EC               | CORP              | AU        |      6413 | NS      | $5287.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                             | Ovintiv Inc                                                             | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      2048 | NS      | $121590.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tadiran Group Ltd                                                       | Tadiran Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       222 | NS      | $14021.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsubakimoto Kogyo Co Ltd                                                | Tsubakimoto Kogyo Co Ltd                                                | CUSIP: 000000000<br>LEI: 353800Z0E9RSAQ31YH59 | Long             | EC               | CORP              | JP        |      1200 | NS      | $20749.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co                                                    | Tsubakimoto Chain Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $135241.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsugami Corp                                                            | Tsugami Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $74979.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsukishima Holdings Co Ltd                                              | Tsukishima Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800K8E7URAH6LTR26 | Long             | EC               | CORP              | JP        |      1500 | NS      | $25965.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co                                                            | Tsumura & Co                                                            | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |      3200 | NS      | $76060.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wing Tai Properties Ltd                                                 | Wing Tai Properties Ltd                                                 | CUSIP: 000000000<br>LEI: 5299002ICXRUDJG20N51 | Long             | EC               | CORP              | BM        |     16000 | NS      | $4346.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBE Corp                                                                | UBE Corp                                                                | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |     11100 | NS      | $174018.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uchida Yoko Co Ltd                                                      | Uchida Yoko Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $44124.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                                           | Unicharm Corp                                                           | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     33900 | NS      | $198758.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Land Group Ltd                                                | Singapore Land Group Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     14500 | NS      | $39585.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                | Mizrahi Tefahot Bank Ltd                                                | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      5895 | NS      | $430786.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                | United Overseas Bank Ltd                                                | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     25662 | NS      | $734593.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                                           | UOL Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |     38700 | NS      | $293847.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ushio Inc                                                               | Ushio Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $177679.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Holdings Co Ltd                                                   | Valor Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $88589.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp Ltd                                                        | Venture Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     22500 | NS      | $270917.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitasoy International Holdings Ltd                                      | Vitasoy International Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |     46000 | NS      | $36649.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turners Automotive Group Ltd                                            | Turners Automotive Group Ltd                                            | CUSIP: 000000000<br>LEI: 984500ECDC840DY8TE62 | Long             | EC               | CORP              | NZ        |      4072 | NS      | $20638.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VTech Holdings Ltd                                                      | VTech Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16900 | NS      | $127964.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacoal Holdings Corp                                                    | Wacoal Holdings Corp                                                    | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      3000 | NS      | $75814.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakachiku Construction Co Ltd                                           | Wakachiku Construction Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $26306.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wakita & Co Ltd                                                         | Wakita & Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $45614.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHX Energy Services Corp                                                | PHX Energy Services Corp                                                | CUSIP: 69338U101<br>LEI: 529900JLHUICZ9N5CY59 | Long             | EC               | CORP              | CA        |      5110 | NS      | $48524.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouse Group Ltd/The                                                 | Warehouse Group Ltd/The                                                 | CUSIP: 000000000<br>LEI: 984500B0673A86B0CF52 | Long             | EC               | CORP              | NZ        |      6110 | NS      | $2317.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                                          | Wesfarmers Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     17922 | NS      | $915025.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Iluka Resources Ltd                                                     | Iluka Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     35372 | NS      | $166288.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co                                                   | West Japan Railway Co                                                   | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     10600 | NS      | $208920.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warabeya Nichiyo Holdings Co Ltd                                        | Warabeya Nichiyo Holdings Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $24766.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wing Tai Holdings Ltd                                                   | Wing Tai Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 984500SB157F8C2A6839 | Long             | EC               | CORP              | SG        |     34200 | NS      | $43594.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                                                | Pan American Silver Corp                                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     14425 | NS      | $788037.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                                | Pan American Silver Corp                                                | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     14026 | NS      | $767291.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                                    | Woolworths Group Ltd                                                    | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     21015 | NS      | $530675.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yushin Co                                                               | Yushin Co                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $5485.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yagi & Co Ltd                                                           | Yagi & Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800UOH5ZCSIL1E574 | Long             | EC               | CORP              | JP        |       500 | NS      | $12865.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAC Holdings Co Ltd                                                     | YAC Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $20662.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xebio Holdings Co Ltd                                                   | Xebio Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $12659.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamada Holdings Co Ltd                                                  | Yamada Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     44800 | NS      | $148689.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yahagi Construction Co Ltd                                              | Yahagi Construction Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $20023.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co Ltd                                                    | Yakult Honsha Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |      5800 | NS      | $97053.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun-Wa Technos Corp                                                     | Sun-Wa Technos Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $30077.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamagata Bank Ltd/The                                                   | Yamagata Bank Ltd/The                                                   | CUSIP: 000000000<br>LEI: 353800OXF3M14RULQG45 | Long             | EC               | CORP              | JP        |      1900 | NS      | $29108.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                                                     | Yamaha Motor Co Ltd                                                     | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     41000 | NS      | $296200.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon Yamamura Glass Co Ltd                                             | Nihon Yamamura Glass Co Ltd                                             | CUSIP: 000000000<br>LEI: 35380039Q90SLMUZIX96 | Long             | EC               | CORP              | JP        |      1000 | NS      | $18038.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamanashi Chuo Bank Ltd/The                                             | Yamanashi Chuo Bank Ltd/The                                             | CUSIP: 000000000<br>LEI: 353800DUD9B4IAIADJ68 | Long             | EC               | CORP              | JP        |      2800 | NS      | $94892.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                     | Astellas Pharma Inc                                                     | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     51900 | NS      | $846064.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                                                  | Yamazaki Baking Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $154235.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp                                                              | Azbil Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20800 | NS      | $181741.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                                                  | Yamato Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $92558.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazen Corp                                                            | Yamazen Corp                                                            | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |      5500 | NS      | $50284.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaichi Electronics Co Ltd                                             | Yamaichi Electronics Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $137321.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipres Corp                                                            | Unipres Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $47175.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                                                   | Yaskawa Electric Corp                                                   | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |      3900 | NS      | $103005.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Transcity Corp                                                    | Japan Transcity Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $23743.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Bridge Holdings Corp                                           | Yokogawa Bridge Holdings Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $67950.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                                  | Yokogawa Electric Corp                                                  | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      8600 | NS      | $265772.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co Ltd/The                                              | Yokohama Rubber Co Ltd/The                                              | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |     10800 | NS      | $414377.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokorei Co Ltd                                                          | Yokorei Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $38271.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokowo Co Ltd                                                           | Yokowo Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $34449.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaya Corp                                                             | Yamaya Corp                                                             | CUSIP: 000000000<br>LEI: 5299008CQTIVL827M941 | Long             | EC               | CORP              | JP        |       400 | NS      | $5613.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yorozu Corp                                                             | Yorozu Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $5798.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One Software Technologies Ltd                                           | One Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3774 | NS      | $71220.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yotai Refractories Co Ltd                                               | Yotai Refractories Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $2299.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuasa Trading Co Ltd                                                    | Yuasa Trading Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $49304.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Starzen Co Ltd                                                          | Starzen Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $19325.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zojirushi Corp                                                          | Zojirushi Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $11648.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuiko Corp                                                              | Zuiko Corp                                                              | CUSIP: 000000000<br>LEI: 353800DN97MBCA0LVY65 | Long             | EC               | CORP              | JP        |      2100 | NS      | $11568.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zenrin Co Ltd                                                           | Zenrin Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |      1700 | NS      | $10745.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Resources Ltd                                                 | Paramount Resources Ltd                                                 | CUSIP: 699320206<br>LEI: 254900JEEOO4REQ8S656 | Long             | EC               | CORP              | CA        |      5950 | NS      | $127075.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yonex Co Ltd                                                            | Yonex Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800AI38G8HRG7UJ91 | Long             | EC               | CORP              | JP        |      6800 | NS      | $130003.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parex Resources Inc                                                     | Parex Resources Inc                                                     | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |      7512 | NS      | $147637.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Co SA/The                                                     | Navigator Co SA/The                                                     | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     16615 | NS      | $64949.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                      | Deutsche Boerse AG                                                      | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      4824 | NS      | $1413168.39   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mota-Engil SGPS SA                                                      | Mota-Engil SGPS SA                                                      | CUSIP: 000000000<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |      8785 | NS      | $45537.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pason Systems Inc                                                       | Pason Systems Inc                                                       | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |      4862 | NS      | $46274.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Galler Kantonalbank AG                                               | St Galler Kantonalbank AG                                               | CUSIP: 000000000<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |       321 | NS      | $268243.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                               | Sodexo SA                                                               | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      6397 | NS      | $328371.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                   | Pembina Pipeline Corp                                                   | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     22840 | NS      | $1022318.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupe Crit SA                                                          | Groupe Crit SA                                                          | CUSIP: 000000000<br>LEI: 969500KI179R130T7Q32 | Long             | EC               | CORP              | FR        |       390 | NS      | $25694.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                  | AXA SA                                                                  | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     20506 | NS      | $942282.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                            | Porsche Automobil Holding SE                                            | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |      9894 | NS      | $362290.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                             | Novartis AG                                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     19330 | NS      | $2967045.12   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                                 | NKT A/S                                                                 | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |      5161 | NS      | $671863.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                         | Fraport AG Frankfurt Airport Services Worldwide                         | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |      4548 | NS      | $396203.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                 | ABB Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      7995 | NS      | $650056.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                        | Roche Holding AG                                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       546 | NS      | $226241.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                         | Adecco Group AG                                                         | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |      9030 | NS      | $217191.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                               | Holcim AG                                                               | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     18040 | NS      | $1491221.24   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecan Group AG                                                          | Tecan Group AG                                                          | CUSIP: 000000000<br>LEI: 529900CSN9R3BLETSL26 | Long             | EC               | CORP              | CH        |       890 | NS      | $151488.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                             | Clariant AG                                                             | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |     13412 | NS      | $131584.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kudelski SA                                                             | Kudelski SA                                                             | CUSIP: 000000000<br>LEI: 549300FKTMFFJ0FCTP58 | Long             | EC               | CORP              | CH        |      1531 | NS      | $2489.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontobel Holding AG                                                     | Vontobel Holding AG                                                     | CUSIP: 000000000<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |      3592 | NS      | $311035.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                               | Nestle SA                                                               | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     56348 | NS      | $5527231.84   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                                               | Nexans SA                                                               | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |      3211 | NS      | $436820.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbonia AG                                                              | Arbonia AG                                                              | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |      5155 | NS      | $29186.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huber + Suhner AG                                                       | Huber + Suhner AG                                                       | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      1300 | NS      | $290377.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                             | Equinor ASA                                                             | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     29335 | NS      | $1249799.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                                    | Credito Emiliano SpA                                                    | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |      8887 | NS      | $150607.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                             | JCDecaux SE                                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |      7067 | NS      | $153124.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                              | Skanska AB                                                              | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     13330 | NS      | $360564.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Biesse SpA                                                              | Biesse SpA                                                              | CUSIP: 000000000<br>LEI: 815600C41423BF4CC386 | Long             | EC               | CORP              | IT        |      1326 | NS      | $7981.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                | Enel SpA                                                                | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    188229 | NS      | $2057875.45   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                 | Eni SpA                                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     34607 | NS      | $984007.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                              | Temenos AG                                                              | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |      4573 | NS      | $400806.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GL Events SACA                                                          | GL Events SACA                                                          | CUSIP: 000000000<br>LEI: 9695002PXZMQNBPY2P44 | Long             | EC               | CORP              | FR        |       866 | NS      | $29588.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                       | Sonova Holding AG                                                       | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1471 | NS      | $335407.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pet Valu Holdings Ltd                                                   | Pet Valu Holdings Ltd                                                   | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |      1700 | NS      | $26139.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Init Innovation in Traffic Systems SE                                   | Init Innovation in Traffic Systems SE                                   | CUSIP: 000000000<br>LEI: 391200ZOAI9BOLGC1D37 | Long             | EC               | CORP              | DE        |       792 | NS      | $36897.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petrus Resources Ltd                                                    | Petrus Resources Ltd                                                    | CUSIP: 71678F108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1100 | NS      | $1597.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| De' Longhi SpA                                                          | De' Longhi SpA                                                          | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |       701 | NS      | $24636.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peyto Exploration & Development Corp                                    | Peyto Exploration & Development Corp                                    | CUSIP: 717046106<br>LEI: 98450004AE67F646C503 | Long             | EC               | CORP              | CA        |     22795 | NS      | $445379.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                                     | Swatch Group AG/The                                                     | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      1944 | NS      | $429160.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG/The                                                     | Swatch Group AG/The                                                     | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      4025 | NS      | $178337.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orron Energy ab                                                         | Orron Energy ab                                                         | CUSIP: 000000000<br>LEI: 549300IULC8F8IGXKI15 | Long             | EC               | CORP              | SE        |     20424 | NS      | $15620.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revenio Group Oyj                                                       | Revenio Group Oyj                                                       | CUSIP: 000000000<br>LEI: 743700I27E0FWSXLKK04 | Long             | EC               | CORP              | FI        |      1322 | NS      | $29213.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                     | EssilorLuxottica SA                                                     | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1501 | NS      | $349770.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pine Cliff Energy Ltd                                                   | Pine Cliff Energy Ltd                                                   | CUSIP: 722524105<br>LEI: 9845009BFF0SED281A71 | Long             | EC               | CORP              | CA        |      9500 | NS      | $4643.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Billerud Aktiebolag                                                     | Billerud Aktiebolag                                                     | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |     18361 | NS      | $142337.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca IFIS SpA                                                          | Banca IFIS SpA                                                          | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      3214 | NS      | $78475.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                                | Snam SpA                                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     27685 | NS      | $209725.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pizza Pizza Royalty Corp                                                | Pizza Pizza Royalty Corp                                                | CUSIP: 72585V103<br>LEI: 529900EBJSGXNVSU2955 | Long             | EC               | CORP              | CA        |      3000 | NS      | $32564.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     17941 | NS      | $334856.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gefran SpA                                                              | Gefran SpA                                                              | CUSIP: 000000000<br>LEI: 815600E4FE816F540F98 | Long             | EC               | CORP              | IT        |       845 | NS      | $9669.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beneteau SACA                                                           | Beneteau SACA                                                           | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |      2509 | NS      | $19930.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                          | BNP Paribas SA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     16646 | NS      | $1585758.38   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Renewable Energy Inc                                            | Polaris Renewable Energy Inc                                            | CUSIP: 73108L101<br>LEI: 254900IRAKXV4MM4QF30 | Long             | EC               | CORP              | CA        |      2900 | NS      | $25537.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pollard Banknote Ltd                                                    | Pollard Banknote Ltd                                                    | CUSIP: 73150R105<br>LEI: 549300LSLZW9CYPJJ086 | Long             | EC               | CORP              | CA        |       800 | NS      | $10409.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                           | Alfa Laval AB                                                           | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      2620 | NS      | $143313.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                          | Lonza Group AG                                                          | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1937 | NS      | $1242621.05   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Melexis NV                                                              | Melexis NV                                                              | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |       850 | NS      | $52544.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                  | Cie de Saint-Gobain SA                                                  | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     20418 | NS      | $1690496.31   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                                               | Enagas SA                                                               | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |      8459 | NS      | $167583.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Tradition SA                                             | Cie Financiere Tradition SA                                             | CUSIP: 000000000<br>LEI: 213800WCJHNV1PPEAR30 | Long             | EC               | CORP              | CH        |       108 | NS      | $35847.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virbac SACA                                                             | Virbac SACA                                                             | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       258 | NS      | $106557.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                                 | Precision Drilling Corp                                                 | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |      1160 | NS      | $114144.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premium Brands Holdings Corp                                            | Premium Brands Holdings Corp                                            | CUSIP: 74061A108<br>LEI: 529900F5EXPGUY8WV366 | Long             | EC               | CORP              | CA        |      4539 | NS      | $267980.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                                   | Swiss Life Holding AG                                                   | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      1124 | NS      | $1224275.66   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                                          | Prudential PLC                                                          | CUSIP: 74435K204<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     29314 | NS      | $833397.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Seismic Inc                                                       | Pulse Seismic Inc                                                       | CUSIP: 74586Q109<br>LEI: 549300JH7M7P6XGSZZ53 | Long             | EC               | CORP              | CA        |      4700 | NS      | $13413.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quarterhill Inc                                                         | Quarterhill Inc                                                         | CUSIP: 747713105<br>LEI: 549300B6CK5V1TDGM851 | Long             | EC               | CORP              | CA        |     21100 | NS      | $18353.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor Inc                                                            | Quebecor Inc                                                            | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11198 | NS      | $475498.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                           | RB Global Inc                                                           | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      3019 | NS      | $289371.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valiant Holding AG                                                      | Valiant Holding AG                                                      | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |      1625 | NS      | $361537.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Real Matters Inc                                                        | Real Matters Inc                                                        | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |       544 | NS      | $2229.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBO AG                                                                  | SBO AG                                                                  | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |       676 | NS      | $28319.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Audax Renovables SA                                                     | Audax Renovables SA                                                     | CUSIP: 000000000<br>LEI: 959800MAFGMXMGJHCH48 | Long             | EC               | CORP              | ES        |      8946 | NS      | $14931.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RaySearch Laboratories AB                                               | RaySearch Laboratories AB                                               | CUSIP: 000000000<br>LEI: 549300TYFVYGS0JFWM28 | Long             | EC               | CORP              | SE        |      2208 | NS      | $45090.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                | RELX PLC                                                                | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     18617 | NS      | $617153.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hera SpA                                                                | Hera SpA                                                                | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |     78787 | NS      | $363419.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc                                     | Restaurant Brands International Inc                                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      6936 | NS      | $512570.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                                     | Restaurant Brands International Inc                                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       269 | NS      | $19905.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boiron SA                                                               | Boiron SA                                                               | CUSIP: 000000000<br>LEI: 9695000UMPNY21KKDO98 | Long             | EC               | CORP              | FR        |       814 | NS      | $25403.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richelieu Hardware Ltd                                                  | Richelieu Hardware Ltd                                                  | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |      3600 | NS      | $105689.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                                               | Telecom Italia SpA/Milano                                               | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   1084851 | NS      | $761676.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                               | Telecom Italia SpA/Milano                                               | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |    207624 | NS      | $171473.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                   | EMS-Chemie Holding AG                                                   | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |       189 | NS      | $148608.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                           | Rio Tinto PLC                                                           | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1518 | NS      | $141614.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                              | Getinge AB                                                              | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |      9911 | NS      | $200071.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                                               | Norwegian Air Shuttle ASA                                               | CUSIP: 000000000<br>LEI: 549300IEUH2FEM2Y6B51 | Long             | EC               | CORP              | NO        |     19708 | NS      | $29127.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                               | Rogers Communications Inc                                               | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     13470 | NS      | $517921.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                               | Rogers Communications Inc                                               | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      2396 | NS      | $92147.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                                  | Yara International ASA                                                  | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      2963 | NS      | $173200.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Sugar Inc                                                        | Rogers Sugar Inc                                                        | CUSIP: 77519R102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14422 | NS      | $69357.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungfraubahn Holding AG                                                 | Jungfraubahn Holding AG                                                 | CUSIP: 000000000<br>LEI: 5067009MCPE99B3E4489 | Long             | EC               | CORP              | CH        |       552 | NS      | $183596.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                             | Heineken NV                                                             | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      8037 | NS      | $618192.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                    | Royal Bank of Canada                                                    | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     20112 | NS      | $3253719.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                    | Royal Bank of Canada                                                    | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     30993 | NS      | $5010211.95   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                               | Shell PLC                                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      7985 | NS      | $742605.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                          | Royal Gold Inc                                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       814 | NS      | $207154.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals Inc                                                       | Russel Metals Inc                                                       | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |      6029 | NS      | $208031.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund              | State Street Institutional US Government Money Market Fund              | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    320423 | NS      | $320422.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                                          | SSR Mining Inc                                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |       495 | NS      | $14553.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                                          | SSR Mining Inc                                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     13025 | NS      | $382576.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saputo Inc                                                              | Saputo Inc                                                              | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     13162 | NS      | $411200.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Savaria Corp                                                            | Savaria Corp                                                            | CUSIP: 805112109<br>LEI: 549300OFRDMCLTX90G87 | Long             | EC               | CORP              | CA        |      3400 | NS      | $65379.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Waste Infrastructure Corp                                        | Secure Waste Infrastructure Corp                                        | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |     25950 | NS      | $407223.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                             | Shopify Inc                                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2058 | NS      | $244119.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                             | Shopify Inc                                                             | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       645 | NS      | $76532.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sienna Senior Living Inc                                                | Sienna Senior Living Inc                                                | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               | CORP              | CA        |      5111 | NS      | $79543.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                      | Smith & Nephew PLC                                                      | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      3110 | NS      | $98835.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow Corp                                                          | South Bow Corp                                                          | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |     10939 | NS      | $364487.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartan Delta Corp                                                      | Spartan Delta Corp                                                      | CUSIP: 84678A508<br>LEI: 894500P97DX8Q6G1OU04 | Long             | EC               | CORP              | CA        |     12630 | NS      | $118028.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spin Master Corp                                                        | Spin Master Corp                                                        | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |      2766 | NS      | $35352.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Inc                                                              | Sprott Inc                                                              | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |      1133 | NS      | $161905.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                             | Stantec Inc                                                             | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      4178 | NS      | $360979.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                                             | Stantec Inc                                                             | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1167 | NS      | $100886.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella-Jones Inc                                                        | Stella-Jones Inc                                                        | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |      5346 | NS      | $358705.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                                   | STMicroelectronics NV                                                   | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      4401 | NS      | $152054.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc                                                 | StorageVault Canada Inc                                                 | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |      8303 | NS      | $26262.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strathcona Resources Ltd                                                | Strathcona Resources Ltd                                                | CUSIP: 862952207<br>LEI: 8945002R5I3793F4AZ38 | Long             | EC               | CORP              | CA        |       508 | NS      | $15388.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                     | Sumitomo Mitsui Financial Group Inc                                     | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     10815 | NS      | $213596.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                  | Sun Life Financial Inc                                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     13182 | NS      | $824665.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                  | Sun Life Financial Inc                                                  | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      8550 | NS      | $535642.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                       | Suncor Energy Inc                                                       | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     60608 | NS      | $4006794.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunococorp LLC                                                          | Sunococorp LLC                                                          | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |      3032 | NS      | $186922.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Plus Corp                                                      | Superior Plus Corp                                                      | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |     13574 | NS      | $65474.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylogist Ltd                                                            | Sylogist Ltd                                                            | CUSIP: 87132P102<br>LEI: 254900AR8MFGXDNFTF10 | Long             | EC               | CORP              | CA        |      1458 | NS      | $3416.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                                   | TFI International Inc                                                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |       823 | NS      | $89402.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI International Inc                                                   | TFI International Inc                                                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      2357 | NS      | $256557.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                           | TMX Group Ltd                                                           | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      6345 | NS      | $225000.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamarack Valley Energy Ltd                                              | Tamarack Valley Energy Ltd                                              | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |     58860 | NS      | $486586.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taseko Mines Ltd                                                        | Taseko Mines Ltd                                                        | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |     18300 | NS      | $118527.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                          | TC Energy Corp                                                          | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      7388 | NS      | $462488.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                      | Teck Resources Ltd                                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     14698 | NS      | $760621.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                                      | Teck Resources Ltd                                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      3667 | NS      | $190058.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TerraVest Industries Inc                                                | TerraVest Industries Inc                                                | CUSIP: 88105G103<br>LEI: 254900H4S2STHU44PM25 | Long             | EC               | CORP              | CA        |      1100 | NS      | $104559.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                      | Teva Pharmaceutical Industries Ltd                                      | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     23113 | NS      | $696163.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                    | Thomson Reuters Corp                                                    | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      1240 | NS      | $111575.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Midstream and Infrastructure Ltd                              | Tidewater Midstream and Infrastructure Ltd                              | CUSIP: 886453505<br>LEI: 894500UCW805AZ41AH96 | Long             | EC               | CORP              | CA        |       909 | NS      | $5796.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilray Brands Inc                                                       | Tilray Brands Inc                                                       | CUSIP: 88688T209<br>LEI: 549300Y4V60733TO1478 | Long             | EC               | CORP              | US        |      2052 | NS      | $13276.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                                                | Torex Gold Resources Inc                                                | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |     11288 | NS      | $518107.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                                 | Toromont Industries Ltd                                                 | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      6000 | NS      | $840025.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                               | Toronto-Dominion Bank/The                                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     28345 | NS      | $2644871.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                               | Toronto-Dominion Bank/The                                               | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        80 | NS      | $7471.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Total Energy Services Inc                                               | Total Energy Services Inc                                               | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               | CORP              | CA        |      3299 | NS      | $53833.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                                                     | Tourmaline Oil Corp                                                     | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |     17585 | NS      | $841642.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAlta Corp                                                          | TransAlta Corp                                                          | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |     13252 | NS      | $173601.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAlta Corp                                                          | TransAlta Corp                                                          | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |     10446 | NS      | $137342.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc                                                    | Transcontinental Inc                                                    | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |      9400 | NS      | $35272.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trican Well Service Ltd                                                 | Trican Well Service Ltd                                                 | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |     26370 | NS      | $138569.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trisura Group Ltd                                                       | Trisura Group Ltd                                                       | CUSIP: 89679A209<br>LEI: 549300S7H452RZFP8305 | Long             | EC               | CORP              | CA        |      1500 | NS      | $46948.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triple Flag Precious Metals Corp                                        | Triple Flag Precious Metals Corp                                        | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |      2775 | NS      | $96320.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.NEWOCEAN ENERGY                                                 | UNTRADE.NEWOCEAN ENERGY                                                 | CUSIP: 000000000<br>LEI: 529900NKLAKFMEKVXS93 | Long             | EC               | CORP              | HK        |     62000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Unilever PLC                                                            | Unilever PLC                                                            | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     26751 | NS      | $1524004.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valeura Energy Inc                                                      | Valeura Energy Inc                                                      | CUSIP: 919144402<br>LEI: 2549003ZBCOPPO06GY48 | Long             | EC               | CORP              | CA        |     10600 | NS      | $112469.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc                                                    | Vermilion Energy Inc                                                    | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Long             | EC               | CORP              | CA        |      8795 | NS      | $121195.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc                                                    | Vermilion Energy Inc                                                    | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Long             | EC               | CORP              | CA        |      1528 | NS      | $21056.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VersaBank                                                               | VersaBank                                                               | CUSIP: 92512J106<br>LEI: 549300RUBSDFVNCR7415 | Long             | EC               | CORP              | CA        |       900 | NS      | $12822.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                                                   | Viemed Healthcare Inc                                                   | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       785 | NS      | $7229.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                      | Vodafone Group PLC                                                      | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      8708 | NS      | $130794.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                 | WPP PLC                                                                 | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      4463 | NS      | $69399.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                                          | WSP Global Inc                                                          | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      4104 | NS      | $638714.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wajax Corp                                                              | Wajax Corp                                                              | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2500 | NS      | $58191.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                                   | Genting Singapore Ltd                                                   | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |    405000 | NS      | $213744.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                                            | New World Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |    146769 | NS      | $152396.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EC Healthcare                                                           | EC Healthcare                                                           | CUSIP: 000000000<br>LEI: 2549005M4UVY5ECAWW87 | Long             | EC               | CORP              | KY        |     28000 | NS      | $1642.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.BURWILL                                                         | UNTRADE.BURWILL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    208000 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNTRADE.PAC ANDES INTL HLDGS                                            | UNTRADE.PAC ANDES INTL HLDGS                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    338000 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Forest Products Inc                                             | Western Forest Products Inc                                             | CUSIP: 958211708<br>LEI: 54930025VS2JPY0XAU56 | Long             | EC               | CORP              | CA        |      1140 | NS      | $12079.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEN SIXTY FOUR LIMITED                                                  | TEN SIXTY FOUR LIMITED                                                  | CUSIP: 000000000<br>LEI: 529900OG6K4JKYVRWG11 | Long             | EC               | CORP              | AU        |     34142 | NS      | $2591.19      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Karnov Group AB                                                         | Karnov Group AB                                                         | CUSIP: 000000000<br>LEI: 549300P7312749LJS754 | Long             | EC               | CORP              | SE        |      1995 | NS      | $15004.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                   | Waste Connections Inc                                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      3027 | NS      | $491705.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.GOLD FIN HLDG                                                   | UNTRADE.GOLD FIN HLDG                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     80000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Well Health Technologies Corp                                           | Well Health Technologies Corp                                           | CUSIP: 94947L102<br>LEI: 254900HK2IQLCK4I7B82 | Long             | EC               | CORP              | CA        |     23405 | NS      | $64607.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd                                                  | Wesdome Gold Mines Ltd                                                  | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     15690 | NS      | $280166.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                               | West Fraser Timber Co Ltd                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1006 | NS      | $65681.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                               | West Fraser Timber Co Ltd                                               | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      2565 | NS      | $167533.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalmar Oyj                                                              | Kalmar Oyj                                                              | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |      2504 | NS      | $126953.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYRAH RESOURCES LIMITED RHTS                                            | SYRAH RESOURCES LIMITED RHTS                                            | CUSIP: 957IRM908<br>LEI: 254900ZS2VP83B6L6Y30 | N/A              | DE               |  | AU        |     48125 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| George Weston Ltd                                                       | George Weston Ltd                                                       | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      5988 | NS      | $423046.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westshore Terminals Investment Corp                                     | Westshore Terminals Investment Corp                                     | CUSIP: 96145A200<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               | CORP              | CA        |      3878 | NS      | $93751.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                                            | Wheaton Precious Metals Corp                                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1169 | NS      | $153150.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reply SpA                                                               | Reply SpA                                                               | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |      1653 | NS      | $155562.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                  | Whitecap Resources Inc                                                  | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |     12498 | NS      | $140727.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                                  | Whitecap Resources Inc                                                  | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |    101762 | NS      | $1148489.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNTRADE.BRIGHTOIL                                                       | UNTRADE.BRIGHTOIL                                                       | CUSIP: 000000000<br>LEI: 2549005WGFMWUP2R7X75 | Long             | EC               | CORP              | HK        |    123000 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Winpak Ltd                                                              | Winpak Ltd                                                              | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |      2447 | NS      | $79403.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QT Group Oyj                                                            | QT Group Oyj                                                            | CUSIP: 000000000<br>LEI: 743700GO2XU2ZYYDKW67 | Long             | EC               | CORP              | FI        |      1937 | NS      | $43169.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                     | Flughafen Zurich AG                                                     | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      2199 | NS      | $688586.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                               | Woodside Energy Group Ltd                                               | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      9552 | NS      | $228101.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Pages Ltd/Canada                                                 | Yellow Pages Ltd/Canada                                                 | CUSIP: 985572106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1229 | NS      | $10566.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENCORE GROUP PLC                                                     | GREENCORE GROUP PLC                                                     | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | N/A              | DE               |  | GB        |     16224 | NS      | $4408.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG                             | AT&S Austria Technologie & Systemtechnik AG                             | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |      1508 | NS      | $91857.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital Ltd                                                             | Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 213800XG175G91JW8W37 | Long             | EC               | CORP              | BM        |       466 | NS      | $733.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                 | BASF SE                                                                 | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     41522 | NS      | $2557355.25   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt Group N.V                                                       | Colruyt Group N.V                                                       | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |      2749 | NS      | $115277.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                         | D'ieteren Group                                                         | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       936 | NS      | $173303.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKAI Holdings Corp                                                     | TOKAI Holdings Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $66996.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calida Holding AG                                                       | Calida Holding AG                                                       | CUSIP: 000000000<br>LEI: 5067000IPI8X0DOOM496 | Long             | EC               | CORP              | CH        |        19 | NS      | $306.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoneum Holding AG                                                     | Autoneum Holding AG                                                     | CUSIP: 000000000<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |       240 | NS      | $34799.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                             | Swiss Re AG                                                             | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     10690 | NS      | $1795675.86   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                                  | K+S AG                                                                  | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     11345 | NS      | $215712.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMITEC Corp                                                            | SEMITEC Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $17244.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                                  | BKW AG                                                                  | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      1113 | NS      | $219438.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chorus Ltd                                                              | Chorus Ltd                                                              | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | EC               | CORP              | NZ        |     26198 | NS      | $141212.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summerset Group Holdings Ltd                                            | Summerset Group Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 984500B9439EEECA6296 | Long             | EC               | CORP              | NZ        |     21546 | NS      | $109946.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                                    | Evolution Mining Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    130811 | NS      | $1177915.43   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                | Unipol Assicurazioni SpA                                                | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     26668 | NS      | $619502.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                                                  | Brunello Cucinelli SpA                                                  | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      2623 | NS      | $229234.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd                                                   | Yancoal Australia Ltd                                                   | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |     41066 | NS      | $236847.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUGO BOSS AG                                                            | HUGO BOSS AG                                                            | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |      2853 | NS      | $123494.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medios AG                                                               | Medios AG                                                               | CUSIP: 000000000<br>LEI: 391200Z7Z09IHDBT2L23 | Long             | EC               | CORP              | DE        |       155 | NS      | $2181.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takaoka Toko Co Ltd                                                     | Takaoka Toko Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $21633.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                         | ASML Holding NV                                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1273 | NS      | $1692779.38   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                           | Coloplast A/S                                                           | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      4219 | NS      | $287393.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                    | Evonik Industries AG                                                    | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     17251 | NS      | $338510.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoosiers Holdings Co Ltd                                                | Hoosiers Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $21868.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                          | Commerzbank AG                                                          | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     28131 | NS      | $1026199.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd                                                          | Mercury NZ Ltd                                                          | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |     12388 | NS      | $44539.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burkhalter Holding AG                                                   | Burkhalter Holding AG                                                   | CUSIP: 000000000<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |       416 | NS      | $83839.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rizzoli Corriere Della Sera Mediagroup SpA                              | Rizzoli Corriere Della Sera Mediagroup SpA                              | CUSIP: 000000000<br>LEI: 815600D87CFDAE412862 | Long             | EC               | CORP              | IT        |     17359 | NS      | $19231.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                                             | Suntory Beverage & Food Ltd                                             | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      5100 | NS      | $144024.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                                          | Aktia Bank Oyj                                                          | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |      3682 | NS      | $53863.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp                                             | Tokyu Fudosan Holdings Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56000 | NS      | $477962.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlit Co Ltd                                                           | Carlit Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $38588.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Hearts Holdings Co Ltd                                          | Digital Hearts Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 353800YFGI3U64VW0H08 | Long             | EC               | CORP              | JP        |      1000 | NS      | $5351.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                             | Cie Financiere Richemont SA                                             | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      7233 | NS      | $1277101.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Drilling Ltd                                                    | Odfjell Drilling Ltd                                                    | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |     10099 | NS      | $105793.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iida Group Holdings Co Ltd                                              | Iida Group Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     11700 | NS      | $179993.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corbion NV                                                              | Corbion NV                                                              | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |      4861 | NS      | $106532.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERI Holdings Co Ltd                                                     | ERI Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $22530.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                             | Moncler SpA                                                             | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      9205 | NS      | $554219.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KLN Logistics Group Ltd                                                 | KLN Logistics Group Ltd                                                 | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |     43500 | NS      | $36811.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fila SpA                                                                | Fila SpA                                                                | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |      4365 | NS      | $46691.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Property Ltd                                                    | Frasers Property Ltd                                                    | CUSIP: 000000000<br>LEI: 254900IDI7TIHU0J2Q58 | Long             | EC               | CORP              | SG        |     33300 | NS      | $25222.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                      | Vodafone Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    635457 | NS      | $958492.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                            | Gaztransport Et Technigaz SA                                            | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      3642 | NS      | $856575.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Umios Corp                                                              | Umios Corp                                                              | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     16500 | NS      | $153654.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bossard Holding AG                                                      | Bossard Holding AG                                                      | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |       439 | NS      | $80142.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinepolis Group NV                                                      | Kinepolis Group NV                                                      | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |       664 | NS      | $20153.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurelia Metals Ltd                                                      | Aurelia Metals Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005OS7G5RY15ND07 | Long             | EC               | CORP              | AU        |     90985 | NS      | $16005.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDM Group Holdings PLC                                                  | FDM Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 213800YR62D7GUZLMZ71 | Long             | EC               | CORP              | GB        |      7488 | NS      | $9871.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                                                 | IMCD NV                                                                 | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      4470 | NS      | $467767.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Scales Corp Ltd                                                         | Scales Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900IWZH7OUG9T2R86 | Long             | EC               | CORP              | NZ        |     10942 | NS      | $37412.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bystronic AG                                                            | Bystronic AG                                                            | CUSIP: 000000000<br>LEI: 529900OG85OX10GRW920 | Long             | EC               | CORP              | CH        |        97 | NS      | $25479.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                           | Industria de Diseno Textil SA                                           | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     16813 | NS      | $978664.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                                      | Aker Solutions ASA                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     18311 | NS      | $87622.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Feed One Co Ltd                                                         | Feed One Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1840 | NS      | $13925.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                                     | Tokyo Kiraboshi Financial Group Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $194103.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Inwido AB                                                               | Inwido AB                                                               | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |      5503 | NS      | $87062.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                            | UBS Group AG                                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     23071 | NS      | $899616.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RAI Way SpA                                                             | RAI Way SpA                                                             | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |     11719 | NS      | $80004.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hour Glass Ltd/The                                                      | Hour Glass Ltd/The                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     21300 | NS      | $38046.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iFAST Corp Ltd                                                          | iFAST Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 254900R8J6BPHWK23Z14 | Long             | EC               | CORP              | SG        |      6500 | NS      | $45717.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IR Japan Holdings Ltd                                                   | IR Japan Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $3636.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenon Holdings Ltd/Singapore                                            | Kenon Holdings Ltd/Singapore                                            | CUSIP: 000000000<br>LEI: 254900N5LVBX92GMVN72 | Long             | EC               | CORP              | SG        |      1146 | NS      | $94626.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Super Markets Holdings Inc                                       | United Super Markets Holdings Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5384 | NS      | $30505.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARB Corp Ltd                                                            | ARB Corp Ltd                                                            | CUSIP: 000000000<br>LEI: 98450097B6B8GE0BAE73 | Long             | EC               | CORP              | AU        |      6277 | NS      | $92021.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                                    | Macnica Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $76644.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Axfood AB                                                               | Axfood AB                                                               | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |      2905 | NS      | $98719.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobilezone Holding AG                                                   | Mobilezone Holding AG                                                   | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |      1836 | NS      | $35485.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                                        | Zehnder Group AG                                                        | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      1078 | NS      | $90831.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                           | Assa Abloy AB                                                           | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      7219 | NS      | $260951.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vend Marketplaces ASA                                                   | Vend Marketplaces ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |       550 | NS      | $13609.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plazza AG                                                               | Plazza AG                                                               | CUSIP: 000000000<br>LEI: 50670040KK2FWN321957 | Long             | EC               | CORP              | CH        |        93 | NS      | $52800.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kainos Group PLC                                                        | Kainos Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |      2612 | NS      | $25643.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avio SpA                                                                | Avio SpA                                                                | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |       695 | NS      | $26981.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEC SE                                                              | STRATEC SE                                                              | CUSIP: 000000000<br>LEI: 529900ZZJWANAFSPGV30 | Long             | EC               | CORP              | DE        |       652 | NS      | $12886.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                                            | Cosmo Energy Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |     13400 | NS      | $379082.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Financial Group Inc                                              | Kyushu Financial Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     33600 | NS      | $247468.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norcros PLC                                                             | Norcros PLC                                                             | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |      5059 | NS      | $18615.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hornbach Holding AG & Co KGaA                                           | Hornbach Holding AG & Co KGaA                                           | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      1130 | NS      | $106636.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                      | Poste Italiane SpA                                                      | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      9286 | NS      | $218580.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                        | Dometic Group AB                                                        | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     18128 | NS      | $50149.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDAG Engineering Group AG                                               | EDAG Engineering Group AG                                               | CUSIP: 000000000<br>LEI: 529900LQ2ZJ7F5Z4KN18 | Long             | EC               | CORP              | CH        |       532 | NS      | $2371.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVE Group Ltd                                                           | IVE Group Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13275 | NS      | $23905.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                              | Ferrari NV                                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      1415 | NS      | $480114.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                    | Banca Mediolanum SpA                                                    | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     12830 | NS      | $259951.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Walliser Kantonalbank                                                   | Walliser Kantonalbank                                                   | CUSIP: 000000000<br>LEI: 549300YI34DX51LRGS71 | Long             | EC               | CORP              | CH        |        94 | NS      | $18221.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanaway Waste Management Ltd                                          | Cleanaway Waste Management Ltd                                          | CUSIP: 000000000<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |    175072 | NS      | $277239.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Financial Group Inc                                            | Yokohama Financial Group Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41469 | NS      | $370160.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings Inc                                             | Itoham Yonekyu Holdings Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3080 | NS      | $111803.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORM PLC                                                                | TORM PLC                                                                | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      3894 | NS      | $110612.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell Food Group AG                                                      | Bell Food Group AG                                                      | CUSIP: 000000000<br>LEI: 50670090YSFJ2732TD58 | Long             | EC               | CORP              | CH        |       177 | NS      | $45261.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tivoli A/S                                                              | Tivoli A/S                                                              | CUSIP: 000000000<br>LEI: 213800U8GOU4PCQKDX03 | Long             | EC               | CORP              | DK        |       204 | NS      | $19689.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokmanni Group Corp                                                     | Tokmanni Group Corp                                                     | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |      3405 | NS      | $28401.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Worldwide Corp Ltd                                             | Reliance Worldwide Corp Ltd                                             | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |     65331 | NS      | $140221.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VP Bank AG                                                              | VP Bank AG                                                              | CUSIP: 000000000<br>LEI: MI3TLH1I0D58ORE24Q14 | Long             | EC               | CORP              | LI        |       349 | NS      | $37642.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSMO Pharmaceuticals NV                                                | COSMO Pharmaceuticals NV                                                | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | NL        |       627 | NS      | $66264.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                                                | Enav SpA                                                                | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |     13493 | NS      | $81141.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alleanza Holdings Co Ltd                                                | Alleanza Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $14729.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishi-Nippon Financial Holdings Inc                                     | Nishi-Nippon Financial Holdings Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $255706.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                              | Anheuser-Busch InBev SA/NV                                              | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |     24124 | NS      | $1669044.72   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co                                                       | Kyushu Railway Co                                                       | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      6600 | NS      | $156490.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kusuri no Aoki Holdings Co Ltd                                          | Kusuri no Aoki Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $97834.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravura Solutions Ltd                                                   | Bravura Solutions Ltd                                                   | CUSIP: 000000000<br>LEI: 529900RBSF446W3SB455 | Long             | EC               | CORP              | AU        |     23881 | NS      | $34108.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Offshore Ltd                                                         | BW Offshore Ltd                                                         | CUSIP: 000000000<br>LEI: 2138008LFKH8V2EOA915 | Long             | EC               | CORP              | BM        |      8430 | NS      | $45097.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPS Pensions Group PLC                                                  | XPS Pensions Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     15775 | NS      | $60551.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galenica AG                                                             | Galenica AG                                                             | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |      5476 | NS      | $623431.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilia AB                                                                | Bilia AB                                                                | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |      6930 | NS      | $91509.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enea AB                                                                 | Enea AB                                                                 | CUSIP: 000000000<br>LEI: 549300UNMLWLG6B2R803 | Long             | EC               | CORP              | SE        |      1287 | NS      | $7695.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liechtensteinische Landesbank AG                                        | Liechtensteinische Landesbank AG                                        | CUSIP: 000000000<br>LEI: 529900OE1FOAM50XLP72 | Long             | EC               | CORP              | LI        |      1193 | NS      | $147558.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                               | Essity AB                                                               | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      8578 | NS      | $221079.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alligo AB                                                               | Alligo AB                                                               | CUSIP: 000000000<br>LEI: 549300AZV2TAMUBEZS90 | Long             | EC               | CORP              | SE        |       927 | NS      | $12397.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                               | Essity AB                                                               | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       759 | NS      | $19548.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagerhult Group AB                                                      | Fagerhult Group AB                                                      | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |      5179 | NS      | $15106.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIT Hon Teng Ltd                                                        | FIT Hon Teng Ltd                                                        | CUSIP: 000000000<br>LEI: 3003001IDFNIKMGLFJ67 | Long             | EC               | CORP              | KY        |    184000 | NS      | $164893.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                                               | Rubis SCA                                                               | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      4589 | NS      | $185957.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loadstar Capital KK                                                     | Loadstar Capital KK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18114.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allgeier SE                                                             | Allgeier SE                                                             | CUSIP: 000000000<br>LEI: 529900IQAYRZIGKOJL63 | Long             | EC               | CORP              | DE        |       430 | NS      | $8382.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                              | Umicore SA                                                              | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      9322 | NS      | $177842.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Befesa SA                                                               | Befesa SA                                                               | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      1602 | NS      | $54825.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Propel Funeral Partners Ltd                                             | Propel Funeral Partners Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4499 | NS      | $12571.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genky DrugStores Co Ltd                                                 | Genky DrugStores Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $50405.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                                 | Corem Property Group AB                                                 | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |     47668 | NS      | $16797.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| San ju San Financial Group Inc                                          | San ju San Financial Group Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11360 | NS      | $105628.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co KGaA                                                | DWS Group GmbH & Co KGaA                                                | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      3439 | NS      | $221552.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                | RELX PLC                                                                | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      4305 | NS      | $143371.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                          | BE Semiconductor Industries NV                                          | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      1738 | NS      | $372268.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                                                       | Atlas Arteria Ltd                                                       | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     43963 | NS      | $130377.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KPP Group Holdings Co Ltd                                               | KPP Group Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 3538004R8XRJE52GJZ81 | Long             | EC               | CORP              | JP        |      3400 | NS      | $19151.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPS Inc                                                                 | IPS Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11147.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                 | Sika AG                                                                 | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      2260 | NS      | $374071.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                                  | AAK AB                                                                  | CUSIP: 000000000<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |      3471 | NS      | $89387.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellevue Gold Ltd                                                       | Bellevue Gold Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     45336 | NS      | $48713.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jenoptik AG                                                             | Jenoptik AG                                                             | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |      4132 | NS      | $138987.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mutares SE & Co KGaA                                                    | Mutares SE & Co KGaA                                                    | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |      1324 | NS      | $44433.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Instone Real Estate Group SE                                            | Instone Real Estate Group SE                                            | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |      2366 | NS      | $21219.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daishi Hokuetsu Financial Group Inc                                     | Daishi Hokuetsu Financial Group Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $284106.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Corp/Japan                                                       | Vertex Corp/Japan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $53097.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                         | Knorr-Bremse AG                                                         | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      5158 | NS      | $589310.70    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Coronado Global Resources Inc                                           | Coronado Global Resources Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42154 | NS      | $10657.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SkiStar AB                                                              | SkiStar AB                                                              | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |      4465 | NS      | $77449.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                | Alcon AG                                                                | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      4500 | NS      | $340155.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WingArc1st Inc                                                          | WingArc1st Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $19845.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                | Nexi SpA                                                                | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |     52890 | NS      | $197010.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                                  | Avanza Bank Holding AB                                                  | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |      5154 | NS      | $199013.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                                             | Helvetia Baloise Holding AG                                             | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |      6145 | NS      | $1590388.47   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Mica Holdings Co Ltd                                               | Star Mica Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $36192.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Troax Group AB                                                          | Troax Group AB                                                          | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      3566 | NS      | $36563.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trainline PLC                                                           | Trainline PLC                                                           | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |     18113 | NS      | $54421.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                                             | Tel Aviv Stock Exchange Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4798 | NS      | $213140.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| YAKUODO Holdings Co Ltd                                                 | YAKUODO Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13019.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OKEA ASA                                                                | OKEA ASA                                                                | CUSIP: 000000000<br>LEI: 549300H385IGBB58CN91 | Long             | EC               | CORP              | NO        |      5631 | NS      | $24280.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TeamViewer SE                                                           | TeamViewer SE                                                           | CUSIP: 000000000<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |     12516 | NS      | $64880.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zeal Network SE                                                         | Zeal Network SE                                                         | CUSIP: 000000000<br>LEI: 391200EIRBXU4TUMMQ46 | Long             | EC               | CORP              | DE        |       373 | NS      | $21323.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cementir Holding NV                                                     | Cementir Holding NV                                                     | CUSIP: 000000000<br>LEI: 8156008B101B97A43B02 | Long             | EC               | CORP              | NL        |      4464 | NS      | $79799.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perenti Ltd                                                             | Perenti Ltd                                                             | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |     80124 | NS      | $109728.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FastPartner AB                                                          | FastPartner AB                                                          | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |      2918 | NS      | $13177.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlorenzo SpA/Ameglia                                                  | Sanlorenzo SpA/Ameglia                                                  | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |      1112 | NS      | $40009.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRE Holdings Corp                                                       | SRE Holdings Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $20351.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Curves Holdings Co Ltd                                                  | Curves Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $27479.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AD Works Group Co Ltd                                                   | AD Works Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $22739.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electrolux Professional AB                                              | Electrolux Professional AB                                              | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     13262 | NS      | $71562.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cham Swiss Properties AG                                                | Cham Swiss Properties AG                                                | CUSIP: 000000000<br>LEI: 50670072J8XF8F091F46 | Long             | EC               | CORP              | CH        |       203 | NS      | $6423.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeudan A/S                                                              | Jeudan A/S                                                              | CUSIP: 000000000<br>LEI: 529900MI0WOKLZH7MS98 | Long             | EC               | CORP              | DK        |       571 | NS      | $18017.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Cantonale Vaudoise                                               | Banque Cantonale Vaudoise                                               | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      2043 | NS      | $332284.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| V-ZUG Holding AG                                                        | V-ZUG Holding AG                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       220 | NS      | $10644.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BioMarine ASA                                                      | Aker BioMarine ASA                                                      | CUSIP: 000000000<br>LEI: 549300V34T6VWDSYWE64 | Long             | EC               | CORP              | NO        |      1763 | NS      | $19190.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirogin Holdings Inc                                                    | Hirogin Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25300 | NS      | $282748.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                       | Siemens Energy AG                                                       | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2570 | NS      | $443195.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Stock Ltd                                                           | Max Stock Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5071 | NS      | $42915.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweco AB                                                                | Sweco AB                                                                | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |      7951 | NS      | $112709.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagarro SE                                                              | Nagarro SE                                                              | CUSIP: 000000000<br>LEI: 9845008396BA67DA9B37 | Long             | EC               | CORP              | DE        |       732 | NS      | $40986.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stillfront Group AB                                                     | Stillfront Group AB                                                     | CUSIP: 000000000<br>LEI: 529900SYKCO4GYBTIJ54 | Long             | EC               | CORP              | SE        |     48955 | NS      | $19826.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                                          | Dr Martens PLC                                                          | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |     29668 | NS      | $24719.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rana Gruber ASA                                                         | Rana Gruber ASA                                                         | CUSIP: 000000000<br>LEI: 5493003MBTQHX9VNKN13 | Long             | EC               | CORP              | NO        |      3511 | NS      | $28637.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASKA Pharmaceutical Holdings Co Ltd                                     | ASKA Pharmaceutical Holdings Co Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $24219.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co Ltd                                             | Sawai Group Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $164873.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LITALICO Inc                                                            | LITALICO Inc                                                            | CUSIP: 000000000<br>LEI: 3538004MOOB28U39ZZ73 | Long             | EC               | CORP              | JP        |      2400 | NS      | $17359.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aztech Global Ltd                                                       | Aztech Global Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     15800 | NS      | $9874.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                                              | Friedrich Vorwerk Group SE                                              | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       745 | NS      | $61641.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                       | Belimo Holding AG                                                       | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |       432 | NS      | $350848.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                                      | Allfunds Group Plc                                                      | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     21610 | NS      | $215693.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tess Holdings Co Ltd                                                    | Tess Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800S63KEALNVDYR95 | Long             | EC               | CORP              | JP        |      3200 | NS      | $11786.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                                              | Hexagon AB                                                              | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     22249 | NS      | $216529.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nolato AB                                                               | Nolato AB                                                               | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     12742 | NS      | $64853.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Proact IT Group AB                                                      | Proact IT Group AB                                                      | CUSIP: 000000000<br>LEI: 549300HMPIC1B86ZHC96 | Long             | EC               | CORP              | SE        |      2340 | NS      | $24480.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARO AB                                                                 | GARO AB                                                                 | CUSIP: 000000000<br>LEI: 549300RKWROUEEV6VP74 | Long             | EC               | CORP              | SE        |       962 | NS      | $1138.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiit SpA                                                                | Wiit SpA                                                                | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      1331 | NS      | $40725.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fugro NV                                                                | Fugro NV                                                                | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |      8999 | NS      | $111959.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| K-fast Holding AB                                                       | K-fast Holding AB                                                       | CUSIP: 000000000<br>LEI: 549300VT0UXKWES37P59 | Long             | EC               | CORP              | SE        |      5922 | NS      | $6293.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                                    | Endeavour Mining PLC                                                    | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     16380 | NS      | $982140.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                            | DNB Bank ASA                                                            | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     11171 | NS      | $349525.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                                | Wise PLC                                                                | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |      3874 | NS      | $46651.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEBUILD SPA                                                             | WEBUILD SPA                                                             | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | N/A              | DE               |  | IT        |       746 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Electrolux AB                                                           | Electrolux AB                                                           | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     12821 | NS      | $81381.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Systemair AB                                                            | Systemair AB                                                            | CUSIP: 000000000<br>LEI: 529900RK1R6HF8KKOI20 | Long             | EC               | CORP              | SE        |      5564 | NS      | $41876.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplex Holdings Inc                                                    | Simplex Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $71972.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNISOL Holdings Corp                                                    | UNISOL Holdings Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1261 | NS      | $17518.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okinawa Financial Group Inc                                             | Okinawa Financial Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1580 | NS      | $53554.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Juroku Financial Group Inc                                              | Juroku Financial Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15500 | NS      | $177352.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCI Group Inc                                                           | CCI Group Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27000 | NS      | $162848.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRE Holdings Corp                                                       | TRE Holdings Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $43234.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRONEER Holdings Inc                                                  | INFRONEER Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | EC               | CORP              | JP        |     20340 | NS      | $282183.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| People Dreams & Technologies Group Co Ltd                               | People Dreams & Technologies Group Co Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $10459.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamae Group Holdings Co Ltd                                             | Yamae Group Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $40388.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medmix AG                                                               | Medmix AG                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1270 | NS      | $13974.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB&Company Co Ltd                                                       | AB&Company Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $13532.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nivika Fastigheter AB                                                   | Nivika Fastigheter AB                                                   | CUSIP: 000000000<br>LEI: 549300HXIG611R7YBT33 | Long             | EC               | CORP              | SE        |      2716 | NS      | $11519.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelsian Group Ltd                                                       | Kelsian Group Ltd                                                       | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |     11385 | NS      | $30634.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavox Group AB                                                        | Dynavox Group AB                                                        | CUSIP: 000000000<br>LEI: 5493008X1XZR4R5R0P66 | Long             | EC               | CORP              | SE        |      6844 | NS      | $64019.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| baudroie inc                                                            | baudroie inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9410.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifedrink Co Inc                                                        | Lifedrink Co Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $24256.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kohoku Kogyo Co Ltd                                                     | Kohoku Kogyo Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800AGQOS2M32PDN86 | Long             | EC               | CORP              | JP        |      1000 | NS      | $24443.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solid Forsakring AB                                                     | Solid Forsakring AB                                                     | CUSIP: 000000000<br>LEI: 529900JIV2O9HEPWIN77 | Long             | EC               | CORP              | SE        |       881 | NS      | $9790.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                                | Daimler Truck Holding AG                                                | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     17991 | NS      | $885981.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                                             | NIPPON EXPRESS HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: 353800J92032K44KQX35 | Long             | EC               | CORP              | JP        |     24000 | NS      | $542421.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                          | Var Energi ASA                                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     19203 | NS      | $98862.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Procrea Holdings Inc                                                    | Procrea Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2720 | NS      | $54470.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell Technology Ltd                                                  | Odfjell Technology Ltd                                                  | CUSIP: 000000000<br>LEI: 529900ZYHGCPTAD1R169 | Long             | EC               | CORP              | BM        |      1683 | NS      | $12809.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alleima AB                                                              | Alleima AB                                                              | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     17620 | NS      | $139828.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                    | Straumann Holding AG                                                    | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      1209 | NS      | $126489.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM International AB                                                    | OEM International AB                                                    | CUSIP: 000000000<br>LEI: 549300Z7DLN54J8M4J79 | Long             | EC               | CORP              | SE        |      5867 | NS      | $79948.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioGaia AB                                                              | BioGaia AB                                                              | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |      4284 | NS      | $54355.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heba Fastighets AB                                                      | Heba Fastighets AB                                                      | CUSIP: 000000000<br>LEI: 549300B1UZTBDU27UJ88 | Long             | EC               | CORP              | SE        |      7470 | NS      | $21896.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                    | Fastighets AB Balder                                                    | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     15301 | NS      | $89612.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Trianon                                                   | Fastighets AB Trianon                                                   | CUSIP: 000000000<br>LEI: 213800SWOEKEF29R3C35 | Long             | EC               | CORP              | SE        |      1416 | NS      | $2677.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                               | Woodside Energy Group Ltd                                               | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     62603 | NS      | $1486040.28   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexatronic Group AB                                                     | Hexatronic Group AB                                                     | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |     15691 | NS      | $53344.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem SpA                                                              | Saipem SpA                                                              | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |    135361 | NS      | $619323.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pickles Holdings Co Ltd                                                 | Pickles Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $8960.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iyogin Holdings Inc                                                     | Iyogin Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $315924.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aichi Financial Group Inc                                               | Aichi Financial Group Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22490 | NS      | $198674.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugin Financial Group Inc                                              | Chugin Financial Group Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15300 | NS      | $275865.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KYORITSU CO LTD                                                         | KYORITSU CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $4793.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                                            | Shizuoka Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |     17200 | NS      | $285598.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                     | Banca Monte dei Paschi di Siena SpA                                     | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     89294 | NS      | $779137.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Flow Traders Ltd                                                        | Flow Traders Ltd                                                        | CUSIP: 000000000<br>LEI: 549300GSUZI1V3BEXQ36 | Long             | EC               | CORP              | BM        |      4363 | NS      | $138712.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                        | DSM-Firmenich AG                                                        | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       246 | NS      | $17594.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                                                  | TUI AG                                                                  | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |     44766 | NS      | $352533.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                  | SGS SA                                                                  | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |      9793 | NS      | $1032074.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DOF Group ASA                                                           | DOF Group ASA                                                           | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |      2621 | NS      | $37748.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schweiter Technologies AG                                               | Schweiter Technologies AG                                               | CUSIP: 000000000<br>LEI: 894500D6OYCP8P8P7317 | Long             | EC               | CORP              | CH        |        88 | NS      | $32237.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                              | Boliden AB                                                              | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      5778 | NS      | $302893.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                | Luzerner Kantonalbank AG                                                | CUSIP: 000000000<br>LEI: 549300C2XKS86VQDGV41 | Long             | EC               | CORP              | CH        |      1951 | NS      | $259161.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Mecano AG                                                       | Phoenix Mecano AG                                                       | CUSIP: 000000000<br>LEI: 529900SWF06EKVI1JY11 | Long             | EC               | CORP              | CH        |        34 | NS      | $17784.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romande Energie Holding SA                                              | Romande Energie Holding SA                                              | CUSIP: 000000000<br>LEI: 9676008XQ71KDFYUC315 | Long             | EC               | CORP              | CH        |       625 | NS      | $38456.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Wave Group AB                                                       | New Wave Group AB                                                       | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |      7813 | NS      | $80498.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                            | Ferrovial SE                                                            | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     12221 | NS      | $795054.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                          | Air France-KLM                                                          | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | EC               | CORP              | FR        |      4267 | NS      | $43247.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlo Gavazzi Holding AG                                                | Carlo Gavazzi Holding AG                                                | CUSIP: 000000000<br>LEI: 506700OM0D38V36KOE26 | Long             | EC               | CORP              | CH        |        46 | NS      | $8801.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                                         | Sandoz Group AG                                                         | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |     13801 | NS      | $1081320.57   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                               | Aegon Ltd                                                               | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     78841 | NS      | $576581.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisso Holdings Co Ltd                                                   | Nisso Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $8560.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group Inc                                               | Kyoto Financial Group Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $284564.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurotelesites AG                                                        | Eurotelesites AG                                                        | CUSIP: 000000000<br>LEI: 5299007TJV9W1OY91Y28 | Long             | EC               | CORP              | AT        |      3469 | NS      | $17722.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                              | Tenaris SA                                                              | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     10487 | NS      | $306559.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                               | Sampo Oyj                                                               | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     67910 | NS      | $722299.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee NV                                                               | Pluxee NV                                                               | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | EC               | CORP              | NL        |      1504 | NS      | $18493.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryoyo Ryosan Holdings Inc                                               | Ryoyo Ryosan Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1884 | NS      | $36307.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                       | Galderma Group AG                                                       | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      2522 | NS      | $495657.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Finnair Oyj                                                             | Finnair Oyj                                                             | CUSIP: 000000000<br>LEI: 213800SB6EOB8SSK9W63 | Long             | EC               | CORP              | FI        |      6784 | NS      | $21746.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intershop Holding AG                                                    | Intershop Holding AG                                                    | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |       270 | NS      | $57108.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brembo NV                                                               | Brembo NV                                                               | CUSIP: 000000000<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | NL        |      9727 | NS      | $92567.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastnine AB                                                             | Eastnine AB                                                             | CUSIP: 000000000<br>LEI: 2138009N2FO2BZTVYS76 | Long             | EC               | CORP              | SE        |      7448 | NS      | $35209.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ Group AB                                                             | AQ Group AB                                                             | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |      4710 | NS      | $93461.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bjorn Borg AB                                                           | Bjorn Borg AB                                                           | CUSIP: 000000000<br>LEI: 549300UIPGM58Z67Z634 | Long             | EC               | CORP              | SE        |      2586 | NS      | $18876.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOZO KEIKAKU ENGINEERING HOLDINGS Inc                                   | KOZO KEIKAKU ENGINEERING HOLDINGS Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18477.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                                         | Fincantieri SpA                                                         | CUSIP: 000000000<br>LEI: 8156005BDF49128B6239 | Long             | EC               | CORP              | IT        |      6244 | NS      | $96347.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstad Maritime ASA                                                    | Solstad Maritime ASA                                                    | CUSIP: 000000000<br>LEI: 636700X6XN8UWIBHQ877 | Long             | EC               | CORP              | NO        |      4536 | NS      | $13390.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Einhell Germany AG                                                      | Einhell Germany AG                                                      | CUSIP: 000000000<br>LEI: 529900WKT7CENGR4UW29 | Long             | EP               | CORP              | DE        |       192 | NS      | $14691.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOBISHIMA HOLDINGS Inc                                                  | TOBISHIMA HOLDINGS Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2080 | NS      | $27737.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| doValue SpA                                                             | doValue SpA                                                             | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | EC               | CORP              | IT        |      7178 | NS      | $16817.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Communications AG                                               | Sunrise Communications AG                                               | CUSIP: 000000000<br>LEI: 213800RS9HRGTWOGCO08 | Long             | EC               | CORP              | CH        |      2030 | NS      | $120989.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                                        | Asmodee Group AB                                                        | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | EC               | CORP              | SE        |      5670 | NS      | $63691.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capita PLC                                                              | Capita PLC                                                              | CUSIP: 000000000<br>LEI: CMIGEWPLHL4M7ZV0IZ88 | Long             | EC               | CORP              | GB        |      7023 | NS      | $24962.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siegfried Holding AG                                                    | Siegfried Holding AG                                                    | CUSIP: 000000000<br>LEI: 506700J9QD6IF3937W06 | Long             | EC               | CORP              | CH        |      2380 | NS      | $225769.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                      | Anglo American PLC                                                      | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      4750 | NS      | $203944.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                                               | Aryzta AG                                                               | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |      2700 | NS      | $212506.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                                             | Aena SME SA                                                             | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     19200 | NS      | $566348.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CECONOMY AG                                                             | CECONOMY AG                                                             | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |     18578 | NS      | $91476.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Zones Holdings Co Ltd                                              | Blue Zones Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $102244.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji United Holdings Co Ltd                                             | Fuji United Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6140.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                              | Aumovio SE                                                              | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      5805 | NS      | $227330.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPoint PLC                                                            | PayPoint PLC                                                            | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |      7154 | NS      | $53212.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L1 Group Ltd                                                            | L1 Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900P02G6ZRXQO0R61 | Long             | EC               | CORP              | AU        |     72566 | NS      | $49849.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Cantonale de Geneve                                              | Banque Cantonale de Geneve                                              | CUSIP: 000000000<br>LEI: 549300ZEFUWWFTP7BA50 | Long             | EC               | CORP              | CH        |      1990 | NS      | $86182.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tkms AG& Co KGaA                                                        | Tkms AG& Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900W81B194B0E0078 | Long             | EC               | CORP              | DE        |      1736 | NS      | $160122.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Havas NV                                                                | Havas NV                                                                | CUSIP: 000000000<br>LEI: 894500L53AVOFQK7T710 | Long             | EC               | CORP              | NL        |      5325 | NS      | $93260.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| dormakaba Holding AG                                                    | dormakaba Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |      3300 | NS      | $212154.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Energy Co                                                   | Diversified Energy Co                                                   | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |      1389 | NS      | $25922.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coffee Stain Group AB                                                   | Coffee Stain Group AB                                                   | CUSIP: 000000000<br>LEI: 636700R8GB3NJ2J6DG90 | Long             | EC               | CORP              | SE        |      5670 | NS      | $10268.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                                       | InterContinental Hotels Group PLC                                       | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       412 | NS      | $54332.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kloeckner & Co SE                                                       | Kloeckner & Co SE                                                       | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      3199 | NS      | $41782.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                        | Roche Holding AG                                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     12586 | NS      | $5022957.35   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| NORMA GROUP SE                                                          | NORMA GROUP SE                                                          | CUSIP: 000000000<br>LEI: 5299000LM9HC76W5XD46 | Long             | EC               | CORP              | DE        |      2359 | NS      | $45235.13     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| TELECOM ITALIA                                                          | TELECOM ITALIA                                                          | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |   1292475 | NS      | $1.49         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dermapharm Holding SE                                                   | Dermapharm Holding SE                                                   | CUSIP: 000000000<br>LEI: 5299009F0KNZINQQQK37 | Long             | EC               | CORP              | DE        |      1296 | NS      | $62915.24     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Proximus SADP                                                           | Proximus SADP                                                           | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     11365 | NS      | $91953.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesnara PLC                                                            | Chesnara PLC                                                            | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |     20342 | NS      | $80908.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McMillan Shakespeare Ltd                                                | McMillan Shakespeare Ltd                                                | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |      3253 | NS      | $33175.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                                       | Grafton Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |     13398 | NS      | $160260.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnora ASA                                                             | Magnora ASA                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGY5K17 | Long             | EC               | CORP              | NO        |      4688 | NS      | $11474.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karoon Energy Ltd                                                       | Karoon Energy Ltd                                                       | CUSIP: 000000000<br>LEI: 529900VXILHR2CNBWD62 | Long             | EC               | CORP              | AU        |     58285 | NS      | $81497.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MCJ Co Ltd                                                              | MCJ Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $91795.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nick Scali Ltd                                                          | Nick Scali Ltd                                                          | CUSIP: 000000000<br>LEI: 9845001BZF7580DX6460 | Long             | EC               | CORP              | AU        |      9300 | NS      | $102653.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardex Holding AG                                                       | Kardex Holding AG                                                       | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |       301 | NS      | $90563.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordic Semiconductor ASA                                                | Nordic Semiconductor ASA                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |      2012 | NS      | $32248.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                  | SES SA                                                                  | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |     37259 | NS      | $267702.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| C&C Group PLC                                                           | C&C Group PLC                                                           | CUSIP: 000000000<br>LEI: 635400LNUHA2LDXXV850 | Long             | EC               | CORP              | IE        |     30551 | NS      | $45289.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imerys SA                                                               | Imerys SA                                                               | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | EC               | CORP              | FR        |      3470 | NS      | $87001.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Systems Engineering Consultants Co Ltd                                  | Systems Engineering Consultants Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $18790.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                   | PSP Swiss Property AG                                                   | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      2891 | NS      | $574008.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Marshalls PLC                                                           | Marshalls PLC                                                           | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |     17993 | NS      | $33437.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halfords Group PLC                                                      | Halfords Group PLC                                                      | CUSIP: 000000000<br>LEI: 54930086FKBWWJIOBI79 | Long             | EC               | CORP              | GB        |     18444 | NS      | $31492.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Financial Group Ltd                                            | Magellan Financial Group Ltd                                            | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |     22431 | NS      | $154130.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                            | Techtronic Industries Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     32500 | NS      | $431607.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                         | J Sainsbury PLC                                                         | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    141619 | NS      | $635445.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                                      | Azimut Holding SpA                                                      | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |     11685 | NS      | $443993.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                                     | Asahi Intecc Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      8200 | NS      | $175103.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medistim ASA                                                            | Medistim ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJOX483 | Long             | EC               | CORP              | NO        |       229 | NS      | $4990.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                        | Terna - Rete Elettrica Nazionale                                        | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     32902 | NS      | $376313.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilat Satellite Networks Ltd                                            | Gilat Satellite Networks Ltd                                            | CUSIP: 000000000<br>LEI: 529900RVHDCYJ5YWHP12 | Long             | EC               | CORP              | IL        |      1455 | NS      | $21990.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoei Co Ltd                                                            | Shoei Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $46253.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Retail Group Ltd                                                  | Super Retail Group Ltd                                                  | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |     17575 | NS      | $157136.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Midas Holdings Ltd                                                      | Midas Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900WQVJ0ZE1ILB637 | Long             | EC               | CORP              | SG        |    143100 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| M&C Saatchi PLC                                                         | M&C Saatchi PLC                                                         | CUSIP: 000000000<br>LEI: 213800XBLFQZ1T1KBA87 | Long             | EC               | CORP              | GB        |      5989 | NS      | $9089.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                          | ACS Actividades de Construccion y Servicios SA                          | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      6489 | NS      | $791368.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Dah Sing Banking Group Ltd                                              | Dah Sing Banking Group Ltd                                              | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |     44000 | NS      | $68668.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aoyama Zaisan Networks Co Ltd                                           | Aoyama Zaisan Networks Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $10667.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tazmo Co Ltd                                                            | Tazmo Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $26315.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Note AB                                                                 | Note AB                                                                 | CUSIP: 000000000<br>LEI: 54930038JVQ3CMTEO084 | Long             | EC               | CORP              | SE        |      1549 | NS      | $27773.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike Energy Ltd                                                       | Strike Energy Ltd                                                       | CUSIP: 000000000<br>LEI: 549300OV1EXGL032Q465 | Long             | EC               | CORP              | AU        |     83707 | NS      | $6064.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC Group PLC                                                           | NCC Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     21063 | NS      | $32570.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peet Ltd                                                                | Peet Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     38309 | NS      | $49547.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxvalu Tokai Co Ltd                                                    | Maxvalu Tokai Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $11455.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBM Development AG                                                      | UBM Development AG                                                      | CUSIP: 000000000<br>LEI: 529900IWRUBPP2VNQB05 | Long             | EC               | CORP              | AT        |       240 | NS      | $4876.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Basin Shipping Ltd                                              | Pacific Basin Shipping Ltd                                              | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |    544000 | NS      | $199374.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Co Ltd                                                            | Asahi Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $16009.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APG SGA SA                                                              | APG SGA SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        98 | NS      | $24022.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acerinox SA                                                             | Acerinox SA                                                             | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     14791 | NS      | $206794.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                                      | Perseus Mining Ltd                                                      | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    165494 | NS      | $606325.56    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                       | Admiral Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     10339 | NS      | $432436.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc                                                                  | M3 Inc                                                                  | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      9500 | NS      | $97511.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                | Mowi ASA                                                                | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      3718 | NS      | $84561.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEL ASA                                                                 | NEL ASA                                                                 | CUSIP: 000000000<br>LEI: 549300G6XN5IXMRKEG37 | Long             | EC               | CORP              | NO        |     12155 | NS      | $2656.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                                        | Singapore Telecommunications Ltd                                        | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     20700 | NS      | $79534.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd                                       | Electric Power Development Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      7000 | NS      | $192787.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker ASA                                                                | Aker ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ10071 | Long             | EC               | CORP              | NO        |       362 | NS      | $40049.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sega Sammy Holdings Inc                                                 | Sega Sammy Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |      5400 | NS      | $83137.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ypsomed Holding AG                                                      | Ypsomed Holding AG                                                      | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |        67 | NS      | $23487.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YH Dimri Construction & Development Ltd                                 | YH Dimri Construction & Development Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       218 | NS      | $29497.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HS Holdings Co Ltd                                                      | HS Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300QL9Z6XV46RXT40 | Long             | EC               | CORP              | JP        |      1600 | NS      | $12389.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTG Consulting PLC                                                      | BTG Consulting PLC                                                      | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |      6705 | NS      | $10649.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsukada Global Holdings Inc                                             | Tsukada Global Holdings Inc                                             | CUSIP: 000000000<br>LEI: 353800LR8UDHJCE1T172 | Long             | EC               | CORP              | JP        |      1600 | NS      | $6342.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                            | Centrica PLC                                                            | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    228013 | NS      | $645604.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Clas Ohlson AB                                                          | Clas Ohlson AB                                                          | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |      2764 | NS      | $109217.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFI Properties Ltd                                                      | AFI Properties Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       894 | NS      | $62107.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maytronics Ltd                                                          | Maytronics Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4037 | NS      | $4102.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmos Pharmaceutical Corp                                              | Cosmos Pharmaceutical Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $112024.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexity SA                                                               | Nexity SA                                                               | CUSIP: 000000000<br>LEI: 969500JJ71T2DIPDVV84 | Long             | EC               | CORP              | FR        |      4128 | NS      | $38362.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                          | Jyske Bank A/S                                                          | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |      4190 | NS      | $574961.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilh Wilhelmsen Holding ASA                                             | Wilh Wilhelmsen Holding ASA                                             | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |       293 | NS      | $19455.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delfi Ltd                                                               | Delfi Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     22000 | NS      | $16212.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                                            | Sun Frontier Fudousan Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $36978.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LNA Sante SA                                                            | LNA Sante SA                                                            | CUSIP: 000000000<br>LEI: 969500FULTKJYIRIAT87 | Long             | EC               | CORP              | FR        |       494 | NS      | $15987.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takara Bio Inc                                                          | Takara Bio Inc                                                          | CUSIP: 000000000<br>LEI: 529900OUPLSGTCWC5447 | Long             | EC               | CORP              | JP        |      3200 | NS      | $23371.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmi AG                                                                 | Emmi AG                                                                 | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |       174 | NS      | $186022.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuriyama Holdings Corp                                                  | Kuriyama Holdings Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16668.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lycopodium Ltd                                                          | Lycopodium Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001A9OUIDKVOOI57 | Long             | EC               | CORP              | AU        |      1603 | NS      | $14516.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geox SpA                                                                | Geox SpA                                                                | CUSIP: 000000000<br>LEI: 815600AA4525479C8138 | Long             | EC               | CORP              | IT        |      1114 | NS      | $335.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Stream Ltd                                                      | Service Stream Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     54665 | NS      | $72792.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuren Pharmaceuticals Ltd                                              | Neuren Pharmaceuticals Ltd                                              | CUSIP: 000000000<br>LEI: 984500E48D0FDEE7CE63 | Long             | EC               | CORP              | NZ        |      1272 | NS      | $10615.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesoblast Ltd                                                           | Mesoblast Ltd                                                           | CUSIP: 000000000<br>LEI: 529900J5ALF3JG921927 | Long             | EC               | CORP              | AU        |     37595 | NS      | $57868.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grainger PLC                                                            | Grainger PLC                                                            | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               |  | GB        |     74491 | NS      | $159726.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Automotive ASA                                                | Kongsberg Automotive ASA                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJDCG21 | Long             | EC               | CORP              | NO        |     79968 | NS      | $15972.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                               | Safran SA                                                               | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      5498 | NS      | $1799107.13   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Etablissements Maurel et Prom SA                                        | Etablissements Maurel et Prom SA                                        | CUSIP: 000000000<br>LEI: 969500ZTYI9C1C594X25 | Long             | EC               | CORP              | FR        |      5157 | NS      | $63611.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Internet Initiative Japan Inc                                           | Internet Initiative Japan Inc                                           | CUSIP: 000000000<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |      7600 | NS      | $118054.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| World Holdings Co Ltd                                                   | World Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12890.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hakuhodo DY Holdings Inc                                                | Hakuhodo DY Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $119243.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                              | LANXESS AG                                                              | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      9388 | NS      | $207559.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc                                            | Ship Healthcare Holdings Inc                                            | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |      9300 | NS      | $143533.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TechMatrix Corp                                                         | TechMatrix Corp                                                         | CUSIP: 000000000<br>LEI: 353800BO9TATTH8LBW35 | Long             | EC               | CORP              | JP        |      3800 | NS      | $43494.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd                                                | Xinyi Glass Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 52990082YXVVZFK1QJ17 | Long             | EC               | CORP              | KY        |    154145 | NS      | $193401.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro-Ship Inc                                                            | Pro-Ship Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $28118.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EF-ON INC                                                               | EF-ON INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       960 | NS      | $2255.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                               | Nordex SE                                                               | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     10634 | NS      | $576282.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                                                 | GMO Payment Gateway Inc                                                 | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |      2800 | NS      | $146338.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Pile Holdings Corp                                                 | Asia Pile Holdings Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $15116.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVISIO AB                                                              | INVISIO AB                                                              | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | SE        |      2645 | NS      | $73115.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Traders Holdings Co Ltd                                                 | Traders Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $31398.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Sydbank                                                              | AL Sydbank                                                              | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |      6181 | NS      | $496779.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Communications Inc                                                | Japan Communications Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $6389.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                   | IG Group Holdings PLC                                                   | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     15961 | NS      | $303936.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcreate Holdings Corp                                                | Softcreate Holdings Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $16922.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eQ Oyj                                                                  | eQ Oyj                                                                  | CUSIP: 000000000<br>LEI: 743700R4FA6AVH5J3D68 | Long             | EC               | CORP              | FI        |        68 | NS      | $809.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                               | Neste Oyj                                                               | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     14201 | NS      | $461497.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                        | Raiffeisen Bank International AG                                        | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |      4575 | NS      | $195932.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Essentra PLC                                                            | Essentra PLC                                                            | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     21902 | NS      | $26206.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                               | Bunzl PLC                                                               | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      4747 | NS      | $142910.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd                                                             | Metcash Ltd                                                             | CUSIP: 000000000<br>LEI: 25490065W4SN3LZMX216 | Long             | EC               | CORP              | AU        |    118955 | NS      | $244613.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Ltd                                                                | SEEK Ltd                                                                | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |      7295 | NS      | $71685.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                          | Recordati Industria Chimica e Farmaceutica SpA                          | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      5162 | NS      | $295568.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokian Renkaat Oyj                                                      | Nokian Renkaat Oyj                                                      | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |      5552 | NS      | $59094.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Enterprises Ltd                                          | Domino's Pizza Enterprises Ltd                                          | CUSIP: 000000000<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |      4529 | NS      | $51296.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atresmedia Corp de Medios de Comunicacion SA                            | Atresmedia Corp de Medios de Comunicacion SA                            | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |      9729 | NS      | $54229.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alma Media Oyj                                                          | Alma Media Oyj                                                          | CUSIP: 000000000<br>LEI: 743700ILU1PL86IW3429 | Long             | EC               | CORP              | FI        |      1259 | NS      | $18408.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bucher Industries AG                                                    | Bucher Industries AG                                                    | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |       696 | NS      | $306779.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                    | Rentokil Initial PLC                                                    | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |     23283 | NS      | $144492.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                                     | Swiss Prime Site AG                                                     | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |      7418 | NS      | $1256001.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Odfjell SE                                                              | Odfjell SE                                                              | CUSIP: 000000000<br>LEI: 529900J8VSH14TP5VD23 | Long             | EC               | CORP              | NO        |      3481 | NS      | $43027.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frencken Group Ltd                                                      | Frencken Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     21400 | NS      | $34519.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sword Group                                                             | Sword Group                                                             | CUSIP: 000000000<br>LEI: 222100GEODKMZ0FFWK29 | Long             | EC               | CORP              | LU        |       504 | NS      | $18147.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVS Broadcast Equipment SA                                              | EVS Broadcast Equipment SA                                              | CUSIP: 000000000<br>LEI: 549300J0AJACIPKLTD62 | Long             | EC               | CORP              | BE        |      1163 | NS      | $45002.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Global Inc                                                      | Fintech Global Inc                                                      | CUSIP: 000000000<br>LEI: 3538007NR94C859THZ19 | Long             | EC               | CORP              | JP        |     20000 | NS      | $15269.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takamiya Co Ltd                                                         | Takamiya Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $6109.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprinet SpA                                                            | Esprinet SpA                                                            | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |      5374 | NS      | $30927.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBo Territoria                                                          | CBo Territoria                                                          | CUSIP: 000000000<br>LEI: 969500G118PJ7KZ4HQ90 | Long             | EC               | CORP              | FR        |      2578 | NS      | $11710.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opmobility                                                              | Opmobility                                                              | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |      5226 | NS      | $92028.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd                                                 | Sembcorp Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |     63200 | NS      | $328207.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellevue Group AG                                                       | Bellevue Group AG                                                       | CUSIP: 000000000<br>LEI: 549300K4OOI7NV0BQ816 | Long             | EC               | CORP              | CH        |       933 | NS      | $9149.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco International Development Ltd                                     | Melco International Development Ltd                                     | CUSIP: 000000000<br>LEI: 5299005YLKSGQRHYMI33 | Long             | EC               | CORP              | HK        |     52500 | NS      | $24523.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                     | MTU Aero Engines AG                                                     | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      1975 | NS      | $720517.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                                | Kone Oyj                                                                | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     11343 | NS      | $724145.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                        | Elia Group SA/NV                                                        | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      1420 | NS      | $218110.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                                             | Webuild SpA                                                             | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |     41543 | NS      | $110424.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARR SpA                                                                | MARR SpA                                                                | CUSIP: 000000000<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |      3111 | NS      | $27281.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                                             | NOS SGPS SA                                                             | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     20735 | NS      | $131096.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe                    | Vienna Insurance Group AG Wiener Versicherung Gruppe                    | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      4355 | NS      | $309443.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaudoise Assurances Holding SA                                          | Vaudoise Assurances Holding SA                                          | CUSIP: 000000000<br>LEI: 506700F7C0WFE08FR858 | Long             | EC               | CORP              | CH        |        70 | NS      | $70385.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobimo Holding AG                                                       | Mobimo Holding AG                                                       | CUSIP: 000000000<br>LEI: 50670018HN8O1GD3O385 | Long             | EC               | CORP              | CH        |       673 | NS      | $319414.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                | Engie SA                                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     95049 | NS      | $3063186.17   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Network Television Ltd                                              | SKY Network Television Ltd                                              | CUSIP: 000000000<br>LEI: 984500A70R6143A96068 | Long             | EC               | CORP              | NZ        |     10160 | NS      | $18296.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serica Energy PLC                                                       | Serica Energy PLC                                                       | CUSIP: 000000000<br>LEI: 213800EZZOKA815VC426 | Long             | EC               | CORP              | GB        |     15438 | NS      | $60075.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raven Property Group Ltd                                                | Raven Property Group Ltd                                                | CUSIP: 000000000<br>LEI: 213800YJ5HI5CBXCYJ65 | Long             | EC               | CORP              | GG        |     26309 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alstom SA                                                               | Alstom SA                                                               | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     24249 | NS      | $693478.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                            | Leonardo SpA                                                            | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      5189 | NS      | $352952.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                        | Oversea-Chinese Banking Corp Ltd                                        | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     52413 | NS      | $897716.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                               | Seven & i Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     58600 | NS      | $788148.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Helical PLC                                                             | Helical PLC                                                             | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               |  | GB        |      8725 | NS      | $20409.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arad Ltd                                                                | Arad Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       603 | NS      | $8627.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Ltd                                                              | Vector Ltd                                                              | CUSIP: 000000000<br>LEI: 98450076008579EGF176 | Long             | EC               | CORP              | NZ        |      9108 | NS      | $24825.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Create Restaurants Holdings Inc                                         | Create Restaurants Holdings Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $111129.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                   | Daiichi Sankyo Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      9500 | NS      | $169961.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                               | Bandai Namco Holdings Inc                                               | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     16800 | NS      | $414462.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dor Alon Energy in Israel 1988 Ltd                                      | Dor Alon Energy in Israel 1988 Ltd                                      | CUSIP: 000000000<br>LEI: 9845000EEC9BF5N06482 | Long             | EC               | CORP              | IL        |       819 | NS      | $54505.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meiji Electric Industries Co Ltd                                        | Meiji Electric Industries Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $14236.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                          | Mitsubishi Chemical Group Corp                                          | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     68600 | NS      | $401044.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SThree PLC                                                              | SThree PLC                                                              | CUSIP: 000000000<br>LEI: 2138003NEBX5VRP3EX50 | Long             | EC               | CORP              | GB        |      7462 | NS      | $14716.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kamada Ltd                                                              | Kamada Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       634 | NS      | $5244.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohara Inc                                                               | Ohara Inc                                                               | CUSIP: 000000000<br>LEI: 3538008QNM23GYKKDC69 | Long             | EC               | CORP              | JP        |      1600 | NS      | $10978.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                               | Hikma Pharmaceuticals PLC                                               | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      8444 | NS      | $141824.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sims Ltd                                                                | Sims Ltd                                                                | CUSIP: 000000000<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |     10907 | NS      | $138398.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                                            | Indutrade AB                                                            | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |      3453 | NS      | $79173.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEM Holding SA                                                          | LEM Holding SA                                                          | CUSIP: 000000000<br>LEI: 5067008AF2B2C5O7TJ43 | Long             | EC               | CORP              | CH        |        42 | NS      | $15480.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFG International AG                                                    | EFG International AG                                                    | CUSIP: 000000000<br>LEI: 506700PR1R98BSF81139 | Long             | EC               | CORP              | CH        |     12001 | NS      | $254751.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIV TAAM HOLDINGS 1 LTD                                                 | Tiv Taam Holdings 1 Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2570 | NS      | $10584.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James Halstead PLC                                                      | James Halstead PLC                                                      | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |     16114 | NS      | $25833.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                                              | SUMCO Corp                                                              | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     37400 | NS      | $413222.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                               | Elekta AB                                                               | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     21721 | NS      | $128477.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications SACA                                            | Eutelsat Communications SACA                                            | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |     22371 | NS      | $53567.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUB Group Ltd                                                           | AUB Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5493005X7SUBQF3OEG82 | Long             | EC               | CORP              | AU        |      8226 | NS      | $138604.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                                                    | Tsuruha Holdings Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21085 | NS      | $329550.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Services PLC                                                 | Hargreaves Services PLC                                                 | CUSIP: 000000000<br>LEI: 213800O17BER1SHMH466 | Long             | EC               | CORP              | GB        |      2415 | NS      | $23654.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safilo Group SpA                                                        | Safilo Group SpA                                                        | CUSIP: 000000000<br>LEI: 81560026FA1A26642782 | Long             | EC               | CORP              | IT        |     12675 | NS      | $25105.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp                                                               | UACJ Corp                                                               | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |     16800 | NS      | $251449.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Earth Corp                                                              | Earth Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12016.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grandy House Corp                                                       | Grandy House Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $10190.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIKE Inc                                                                | LIKE Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $22628.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd                                                 | Lancashire Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |     17047 | NS      | $132444.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO GlobalSign Holdings KK                                              | GMO GlobalSign Holdings KK                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9743.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JCU Corp                                                                | JCU Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $73076.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                | Ipsen SA                                                                | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      3454 | NS      | $645495.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                               | Avolta AG                                                               | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      8874 | NS      | $532052.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| St Marc Holdings Co Ltd                                                 | St Marc Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $16914.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                         | London Stock Exchange Group PLC                                         | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      1549 | NS      | $182917.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bastide le Confort Medical                                              | Bastide le Confort Medical                                              | CUSIP: 000000000<br>LEI: 969500RC3F6AGLE5IT57 | Long             | EC               | CORP              | FR        |       242 | NS      | $6517.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stef SA                                                                 | Stef SA                                                                 | CUSIP: 000000000<br>LEI: 9695008BIKG0E486UL47 | Long             | EC               | CORP              | FR        |       359 | NS      | $49050.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING International Singapore Co Ltd                           | COSCO SHIPPING International Singapore Co Ltd                           | CUSIP: 000000000<br>LEI: 529900PK0MEIONQKNP94 | Long             | EC               | CORP              | SG        |    243600 | NS      | $21674.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IwaiCosmo Holdings Inc                                                  | IwaiCosmo Holdings Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $45287.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toridoll Holdings Corp                                                  | Toridoll Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 3538002L9PBNUQXICM82 | Long             | EC               | CORP              | JP        |      3300 | NS      | $90596.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maruchiyo Yamaokaya Corp                                                | Maruchiyo Yamaokaya Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $44508.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Pool Inc                                                              | S-Pool Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $7640.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QinetiQ Group PLC                                                       | QinetiQ Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800S8OBDOZMCMUW34 | Long             | EC               | CORP              | GB        |     29164 | NS      | $176653.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Co Ltd                                                          | Pegasus Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $9182.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                                            | Castellum AB                                                            | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |      9893 | NS      | $114431.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rasa Corp                                                               | Rasa Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $15857.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Kochi Ltd/The                                                   | Bank of Kochi Ltd/The                                                   | CUSIP: 000000000<br>LEI: 353800WSG8UIHIZTGB65 | Long             | EC               | CORP              | JP        |       500 | NS      | $3298.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| cBrain A/S                                                              | cBrain A/S                                                              | CUSIP: 000000000<br>LEI: 529900E1K2W6SBYF8W02 | Long             | EC               | CORP              | DK        |      1143 | NS      | $11758.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| West Holdings Corp                                                      | West Holdings Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2028 | NS      | $22799.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                      | Deutsche Wohnen SE                                                      | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |      2779 | NS      | $61715.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyorin Pharmaceutical Co Ltd                                            | Kyorin Pharmaceutical Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $56640.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WDB Holdings Co Ltd                                                     | WDB Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $12648.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pico Far East Holdings Ltd                                              | Pico Far East Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 254900NL3DXVIEY4HJ17 | Long             | EC               | CORP              | KY        |     58000 | NS      | $18409.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                               | Arkema SA                                                               | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      4036 | NS      | $277103.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Temairazu Inc                                                           | Temairazu Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9944.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airport City Ltd                                                        | Airport City Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1921 | NS      | $32693.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpen Co Ltd                                                            | Alpen Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $28703.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tanso Co Ltd                                                       | Toyo Tanso Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |      1400 | NS      | $46318.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                                  | International Paper Co                                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     11874 | NS      | $424661.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                                             | Implenia AG                                                             | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      1461 | NS      | $115116.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raccoon Holdings Inc                                                    | Raccoon Holdings Inc                                                    | CUSIP: 000000000<br>LEI: 353800QDMZXWNVCHDQ90 | Long             | EC               | CORP              | JP        |       800 | NS      | $3330.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                              | Inpex Corp                                                              | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     45800 | NS      | $1354739.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aviation Oil Singapore Corp Ltd                                   | China Aviation Oil Singapore Corp Ltd                                   | CUSIP: 000000000<br>LEI: 79GWRL7CPDKLUJ3L0772 | Long             | EC               | CORP              | SG        |     34700 | NS      | $55820.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                               | Partners Group Holding AG                                               | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       663 | NS      | $714608.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| YIT Oyj                                                                 | YIT Oyj                                                                 | CUSIP: 000000000<br>LEI: 529900M13GM4VSTE6W80 | Long             | EC               | CORP              | FI        |     11776 | NS      | $35560.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                         | Norsk Hydro ASA                                                         | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     18131 | NS      | $193247.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSO Holding AG                                                         | ALSO Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |       475 | NS      | $83769.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qol Holdings Co Ltd                                                     | Qol Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $31919.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                                          | Konecranes Oyj                                                          | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     16551 | NS      | $543215.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                    | Schindler Holding AG                                                    | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       416 | NS      | $131020.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Chemie AG                                                        | Wacker Chemie AG                                                        | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      1036 | NS      | $102560.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                              | Legrand SA                                                              | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      7205 | NS      | $1119330.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Alconix Corp                                                            | Alconix Corp                                                            | CUSIP: 000000000<br>LEI: 353800I6G1YH2ATQZK47 | Long             | EC               | CORP              | JP        |      2700 | NS      | $45634.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ponsse Oyj                                                              | Ponsse Oyj                                                              | CUSIP: 000000000<br>LEI: 7437000IQJS6ZC1FR041 | Long             | EC               | CORP              | FI        |       944 | NS      | $24441.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                                            | Husqvarna AB                                                            | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     15777 | NS      | $62478.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atea ASA                                                                | Atea ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |      7568 | NS      | $110735.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                                            | Husqvarna AB                                                            | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |      1491 | NS      | $5855.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                                | Koninklijke BAM Groep NV                                                | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     31392 | NS      | $317922.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ratos AB                                                                | Ratos AB                                                                | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     24548 | NS      | $84527.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Catena AB                                                               | Catena AB                                                               | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      1654 | NS      | $77143.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dios Fastigheter AB                                                     | Dios Fastigheter AB                                                     | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |      8151 | NS      | $54341.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group PLC                                                       | Ashmore Group PLC                                                       | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |     22572 | NS      | $63158.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Savills PLC                                                             | Savills PLC                                                             | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     10749 | NS      | $117233.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakon Ltd                                                               | Rakon Ltd                                                               | CUSIP: 000000000<br>LEI: 254900MIESC8YNT6GR10 | Long             | EC               | CORP              | NZ        |      8848 | NS      | $7601.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaufman & Broad SA                                                      | Kaufman & Broad SA                                                      | CUSIP: 000000000<br>LEI: 969500CE0X343D8ALO86 | Long             | EC               | CORP              | FR        |      1136 | NS      | $37399.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLYTEC Holding AG                                                      | POLYTEC Holding AG                                                      | CUSIP: 000000000<br>LEI: 529900OVSOBJNXZACW81 | Long             | EC               | CORP              | AT        |      1389 | NS      | $5683.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumtobel Group AG                                                       | Zumtobel Group AG                                                       | CUSIP: 000000000<br>LEI: 529900IIODYNYAZ2ID26 | Long             | EC               | CORP              | AT        |      1947 | NS      | $8632.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                              | Eiffage SA                                                              | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      7454 | NS      | $1143202.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Praemium Ltd                                                            | Praemium Ltd                                                            | CUSIP: 000000000<br>LEI: 529900VN8NJ2AI2EDC32 | Long             | EC               | CORP              | AU        |     19514 | NS      | $8799.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rejlers AB                                                              | Rejlers AB                                                              | CUSIP: 000000000<br>LEI: 549300K5464VN6QLVB64 | Long             | EC               | CORP              | SE        |       587 | NS      | $9759.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altri SGPS SA                                                           | Altri SGPS SA                                                           | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |      5363 | NS      | $30543.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM AB                                                                   | JM AB                                                                   | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |      3598 | NS      | $45834.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                         | Kuehne + Nagel International AG                                         | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      1745 | NS      | $399613.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atenor                                                                  | Atenor                                                                  | CUSIP: 000000000<br>LEI: 549300ZIL1V7D7F3YH40 | Long             | EC               | CORP              | BE        |       896 | NS      | $1812.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                                            | Amplifon SpA                                                            | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |      7094 | NS      | $78266.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Datalogic SpA                                                           | Datalogic SpA                                                           | CUSIP: 000000000<br>LEI: 815600A033443037ED66 | Long             | EC               | CORP              | IT        |      1618 | NS      | $9608.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co Ltd                                                      | Kobe Bussan Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |      5800 | NS      | $125506.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMC Markets PLC                                                         | CMC Markets PLC                                                         | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |     11645 | NS      | $52944.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                                         | SBM Offshore NV                                                         | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |     17311 | NS      | $690324.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VBG Group AB                                                            | VBG Group AB                                                            | CUSIP: 000000000<br>LEI: 549300O1V2ZWY6W9GZ14 | Long             | EC               | CORP              | SE        |      1747 | NS      | $64857.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                        | TotalEnergies SE                                                        | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     47943 | NS      | $4399925.98   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE Automotive SA                                                       | CIE Automotive SA                                                       | CUSIP: 000000000<br>LEI: 95980020140005381252 | Long             | EC               | CORP              | ES        |      1997 | NS      | $62870.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Piaggio & C SpA                                                         | Piaggio & C SpA                                                         | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |     13390 | NS      | $24010.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                                 | DNO ASA                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH3K072 | Long             | EC               | CORP              | NO        |     52313 | NS      | $117233.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samse SACA                                                              | Samse SACA                                                              | CUSIP: 000000000<br>LEI: 969500OP0AFORNKIGP59 | Long             | EC               | CORP              | FR        |         6 | NS      | $832.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Food Group Ltd                                                   | Retail Food Group Ltd                                                   | CUSIP: 000000000<br>LEI: 5299002Q40Q22N4FP788 | Long             | EC               | CORP              | AU        |      5148 | NS      | $3545.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                                 | TGS ASA                                                                 | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     11440 | NS      | $154930.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                   | Aeroports de Paris SA                                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      2815 | NS      | $343900.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonheur ASA                                                             | Bonheur ASA                                                             | CUSIP: 000000000<br>LEI: 213800HOQE1B34SUA323 | Long             | EC               | CORP              | NO        |      1345 | NS      | $33539.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banyan Tree Holdings Ltd                                                | Banyan Tree Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 254900PU1R3XDPBY5390 | Long             | EC               | CORP              | SG        |     48800 | NS      | $22325.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                                                    | Tecnicas Reunidas SA                                                    | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |      4025 | NS      | $143972.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Austevoll Seafood ASA                                                   | Austevoll Seafood ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |      7454 | NS      | $80219.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 PLC                                                                | JET2 PLC                                                                | CUSIP: 000000000<br>LEI: I72RQ3PNLDPW8R7JIJ56 | Long             | EC               | CORP              | GB        |      4940 | NS      | $73639.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Burckhardt Compression Holding AG                                       | Burckhardt Compression Holding AG                                       | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |       298 | NS      | $178359.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                                            | Investec PLC                                                            | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     32603 | NS      | $251290.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                 | SSAB AB                                                                 | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     10517 | NS      | $82984.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                 | SSAB AB                                                                 | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     23870 | NS      | $188169.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                | Wilmar International Ltd                                                | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     66700 | NS      | $200391.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JDC Corp                                                                | JDC Corp                                                                | CUSIP: 000000000<br>LEI: 353800X8ONA1ZPGOL850 | Long             | EC               | CORP              | JP        |      4600 | NS      | $16944.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coltene Holding AG                                                      | Coltene Holding AG                                                      | CUSIP: 000000000<br>LEI: 894500KE52GRSIVJAP50 | Long             | EC               | CORP              | CH        |       332 | NS      | $19736.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                               | Orion Oyj                                                               | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      1949 | NS      | $157522.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                               | Orion Oyj                                                               | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     10627 | NS      | $858943.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriola Oyj                                                              | Oriola Oyj                                                              | CUSIP: 000000000<br>LEI: 549300UWB1AIR85BM957 | Long             | EC               | CORP              | FI        |     10932 | NS      | $11988.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                                        | Wacker Neuson SE                                                        | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      2330 | NS      | $49252.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ValueCommerce Co Ltd                                                    | ValueCommerce Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $3243.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths News PLC                                                         | Smiths News PLC                                                         | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |     11631 | NS      | $9852.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd                                                   | Mineral Resources Ltd                                                   | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      3171 | NS      | $121807.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                                                | Protector Forsikring ASA                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |      1317 | NS      | $64003.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                | IPSOS SA                                                                | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |      2060 | NS      | $81370.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JINS Holdings Inc                                                       | JINS Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 353800IG2NOMKC105309 | Long             | EC               | CORP              | JP        |      1500 | NS      | $48908.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amot Investments Ltd                                                    | Amot Investments Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3705 | NS      | $22818.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Topps Tiles PLC                                                         | Topps Tiles PLC                                                         | CUSIP: 000000000<br>LEI: 2138009NA4K1NTLN7Q97 | Long             | EC               | CORP              | GB        |     15052 | NS      | $6893.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infomart Corp                                                           | Infomart Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17100 | NS      | $50971.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                               | Logitech International SA                                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2148 | NS      | $199472.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bic Camera Inc                                                          | Bic Camera Inc                                                          | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |      8900 | NS      | $97508.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emeco Holdings Ltd                                                      | Emeco Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 5299005P968PATHZP480 | Long             | EC               | CORP              | AU        |     23831 | NS      | $20103.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                            | Experian PLC                                                            | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     22326 | NS      | $772356.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED Inc/Japan                                                        | UNITED Inc/Japan                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $4474.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PZ Cussons PLC                                                          | PZ Cussons PLC                                                          | CUSIP: 000000000<br>LEI: XB3CXKKKED7OMV80FY35 | Long             | EC               | CORP              | GB        |     17088 | NS      | $18280.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCM Holdings Co Ltd                                                     | DCM Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     10400 | NS      | $105863.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mayne Pharma Group Ltd                                                  | Mayne Pharma Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300VIRDEN0N4MJG59 | Long             | EC               | CORP              | AU        |     10321 | NS      | $16164.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTL Group SA                                                            | RTL Group SA                                                            | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      3893 | NS      | $166687.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                                                  | JAC Recruitment Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $28132.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                             | Swedish Orphan Biovitrum AB                                             | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      2505 | NS      | $104985.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group PLC                                                        | Dunelm Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |     12014 | NS      | $124669.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMA Group Ltd                                                           | AMA Group Ltd                                                           | CUSIP: 000000000<br>LEI: 529900GIM8S1E8UCER31 | Long             | EC               | CORP              | AU        |     18338 | NS      | $6042.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StarHub Ltd                                                             | StarHub Ltd                                                             | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |     49400 | NS      | $39191.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Furuya Metal Co Ltd                                                     | Furuya Metal Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $76886.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                                         | Nomura Real Estate Holdings Inc                                         | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |     38000 | NS      | $246383.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaguchi Financial Group Inc                                           | Yamaguchi Financial Group Inc                                           | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     16500 | NS      | $258417.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nihon M&A Center Holdings Inc                                           | Nihon M&A Center Holdings Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32200 | NS      | $130382.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mie Kotsu Group Holdings Inc                                            | Mie Kotsu Group Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $8687.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XRF Scientific Ltd                                                      | XRF Scientific Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17554 | NS      | $20363.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                                   | Idemitsu Kosan Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     35080 | NS      | $344398.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                                        | Severn Trent PLC                                                        | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      6207 | NS      | $254571.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                            | Brambles Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37143 | NS      | $582932.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                               | Metso Oyj                                                               | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     45112 | NS      | $781803.99    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitchells & Butlers PLC                                                 | Mitchells & Butlers PLC                                                 | CUSIP: 000000000<br>LEI: 213800JHYNDNB1NS2W10 | Long             | EC               | CORP              | GB        |     32436 | NS      | $109477.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G5 Entertainment AB                                                     | G5 Entertainment AB                                                     | CUSIP: 000000000<br>LEI: 549300K7QJ1N1FEG2X81 | Long             | EC               | CORP              | SE        |       477 | NS      | $2746.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbio SE                                                               | Verbio SE                                                               | CUSIP: 000000000<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |       845 | NS      | $45567.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NagaCorp Ltd                                                            | NagaCorp Ltd                                                            | CUSIP: 000000000<br>LEI: 549300MMNKN0RBJELS20 | Long             | EC               | CORP              | KY        |     81321 | NS      | $40436.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining PLC                                                   | Hochschild Mining PLC                                                   | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |     33269 | NS      | $266193.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                    | Galp Energia SGPS SA                                                    | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     34803 | NS      | $834491.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverstone Holdings Ltd                                                 | Riverstone Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     70100 | NS      | $37477.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd                                                         | Aozora Bank Ltd                                                         | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |     10600 | NS      | $169835.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                               | Mapfre SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |     89066 | NS      | $396922.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LSL Property Services PLC                                               | LSL Property Services PLC                                               | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |      6396 | NS      | $18878.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polar Capital Holdings PLC                                              | Polar Capital Holdings PLC                                              | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |      6027 | NS      | $49198.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                         | MonotaRO Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Long             | EC               | CORP              | JP        |      8900 | NS      | $96471.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertu Motors PLC                                                        | Vertu Motors PLC                                                        | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |     36292 | NS      | $27812.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vetoquinol SA                                                           | Vetoquinol SA                                                           | CUSIP: 000000000<br>LEI: 969500YP0AETQIK48R39 | Long             | EC               | CORP              | FR        |       184 | NS      | $16737.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirata Corp                                                             | Hirata Corp                                                             | CUSIP: 000000000<br>LEI: 35380029GYVBXAH9T342 | Long             | EC               | CORP              | JP        |      4200 | NS      | $65390.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoei Steel Ltd                                                         | Kyoei Steel Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $34179.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                             | Clariane SE                                                             | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |     13955 | NS      | $58346.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                                      | Banca Generali SpA                                                      | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |      6043 | NS      | $360620.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindab International AB                                                 | Lindab International AB                                                 | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |      5809 | NS      | $94912.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Net Inc                                                           | Asahi Net Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $5751.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebase Co Ltd                                                            | Ebase Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $3138.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                              | Symrise AG                                                              | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |      8224 | NS      | $702261.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Africa Israel Residences Ltd                                            | Africa Israel Residences Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       328 | NS      | $25056.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascopiave SpA                                                           | Ascopiave SpA                                                           | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |      6872 | NS      | $27116.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marston's PLC                                                           | Marston's PLC                                                           | CUSIP: 000000000<br>LEI: 213800Q6RP3ZJ2CZR962 | Long             | EC               | CORP              | GB        |     68675 | NS      | $47448.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemometec A/S                                                          | Chemometec A/S                                                          | CUSIP: 000000000<br>LEI: 213800533NBKECGONO68 | Long             | EC               | CORP              | DK        |       804 | NS      | $38353.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                           | Whitbread PLC                                                           | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     11820 | NS      | $363409.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Big Shopping Centers Ltd                                                | Big Shopping Centers Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       416 | NS      | $95540.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment SA                                                | Ubisoft Entertainment SA                                                | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      6482 | NS      | $29299.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paz Retail And Energy Ltd                                               | Paz Retail And Energy Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       978 | NS      | $240806.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd                                                       | Qube Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |     85374 | NS      | $288161.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rank Group PLC                                                          | Rank Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800TXKD6XZWOFTE12 | Long             | EC               | CORP              | GB        |      8180 | NS      | $9668.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                             | Aker BP ASA                                                             | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |     12670 | NS      | $468396.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                 | SCOR SE                                                                 | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |     13199 | NS      | $471736.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Avant Group Corp                                                        | Avant Group Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $16368.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ad-sol Nissin Corp                                                      | Ad-sol Nissin Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $23740.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Square Real Estate Ltd                                             | Blue Square Real Estate Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       300 | NS      | $37160.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Infrastructure Trust                                             | Keppel Infrastructure Trust                                             | CUSIP: 000000000<br>LEI: 254900BF7L1ZCMAZS467 | Long             | EC               | CORP              | SG        |    193846 | NS      | $77026.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Laboratories International Holdings Ltd/The                      | United Laboratories International Holdings Ltd/The                      | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |    104000 | NS      | $128904.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eidai Co Ltd                                                            | Eidai Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $4690.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Faes Farma SA                                                           | Faes Farma SA                                                           | CUSIP: 000000000<br>LEI: 959800FXZQY7U3P1G969 | Long             | EC               | CORP              | ES        |     12829 | NS      | $69317.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                                  | SKF AB                                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      1011 | NS      | $24566.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                                  | SKF AB                                                                  | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     13871 | NS      | $334373.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| eGuarantee Inc                                                          | eGuarantee Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $24705.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                | Volvo AB                                                                | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5132 | NS      | $168097.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                | Volvo AB                                                                | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     39804 | NS      | $1308727.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Frasers Group PLC                                                       | Frasers Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |      6580 | NS      | $55956.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Soliton Systems KK                                                      | Soliton Systems KK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5348.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Agri Resources Ltd                                             | Indofood Agri Resources Ltd                                             | CUSIP: 000000000<br>LEI: 529900MPG94NGTRSY421 | Long             | EC               | CORP              | SG        |     26500 | NS      | $8553.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mimaki Engineering Co Ltd                                               | MIMAKI ENGINEERING CO LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $27394.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comture Corp                                                            | Comture Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $21257.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freebit Co Ltd                                                          | Freebit Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $25797.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Power Ltd                                                            | XP Power Ltd                                                            | CUSIP: 000000000<br>LEI: 213800I7RWQ3FV72EZ26 | Long             | EC               | CORP              | SG        |      1325 | NS      | $21536.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil Refineries Ltd                                                      | Oil Refineries Ltd                                                      | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |    183266 | NS      | $78976.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                                              | Freenet AG                                                              | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     12853 | NS      | $395755.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Urbanet Corp Co Ltd                                                     | Urbanet Corp Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $18958.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                                             | Fukuoka Financial Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $264239.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ai Holdings Corp                                                        | Ai Holdings Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $34523.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokushu Tokai Paper Co Ltd                                              | Tokushu Tokai Paper Co Ltd                                              | CUSIP: 000000000<br>LEI: 353800CXHQK19KMMVO22 | Long             | EC               | CORP              | JP        |      2400 | NS      | $24519.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                                           | SKY Perfect JSAT Holdings Inc                                           | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     10200 | NS      | $193409.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UT Group Co Ltd                                                         | UT Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28500 | NS      | $35581.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Food Group PLC                                                   | Hilton Food Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |      7393 | NS      | $50003.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITmedia Inc                                                             | ITmedia Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $6085.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC Telecom International Holdings Ltd                                | CITIC Telecom International Holdings Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    159000 | NS      | $55044.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akastor ASA                                                             | Akastor ASA                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIX5468 | Long             | EC               | CORP              | NO        |      6130 | NS      | $9698.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drax Group PLC                                                          | Drax Group PLC                                                          | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     44319 | NS      | $523751.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                                | Rexel SA                                                                | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     18255 | NS      | $723372.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                              | Sandvik AB                                                              | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     12244 | NS      | $470681.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                              | Keppel Ltd                                                              | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     26800 | NS      | $246887.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                               | Orkla ASA                                                               | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      1817 | NS      | $22866.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                                   | Yangzijiang Shipbuilding Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    155900 | NS      | $463083.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sligro Food Group NV                                                    | Sligro Food Group NV                                                    | CUSIP: 000000000<br>LEI: 724500YLB8OA6WK5CH48 | Long             | EC               | CORP              | NL        |      1675 | NS      | $26374.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                                | Svenska Cellulosa AB SCA                                                | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      1121 | NS      | $12996.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                                | Svenska Cellulosa AB SCA                                                | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     18238 | NS      | $211457.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kendrion NV                                                             | Kendrion NV                                                             | CUSIP: 000000000<br>LEI: 724500IGR5FBK0RLZI29 | Long             | EC               | CORP              | NL        |      1761 | NS      | $34981.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                            | Prysmian SpA                                                            | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      4376 | NS      | $516766.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                                              | Salmar ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |       281 | NS      | $16396.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobia AB                                                                | Nobia AB                                                                | CUSIP: 000000000<br>LEI: 529900MZ8Y3QGPDF6815 | Long             | EC               | CORP              | SE        |     90693 | NS      | $18940.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ence Energia y Celulosa SA                                              | Ence Energia y Celulosa SA                                              | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |     12971 | NS      | $34534.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                                             | Aalberts NV                                                             | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |      5804 | NS      | $202133.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanosonics Ltd                                                          | Nanosonics Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XUBCM70BRANN81 | Long             | EC               | CORP              | AU        |      3177 | NS      | $8287.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH Group NV                                                            | TKH Group NV                                                            | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |      4644 | NS      | $199697.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                              | Geberit AG                                                              | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      1376 | NS      | $928841.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM Holding AG                                                          | GAM Holding AG                                                          | CUSIP: 000000000<br>LEI: 549300GGVID7ZGDMX291 | Long             | EC               | CORP              | CH        |      7109 | NS      | $942.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Textiles Holdings Ltd                                           | Pacific Textiles Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 5299009IC8ZP94KPH034 | Long             | EC               | CORP              | KY        |     82000 | NS      | $11345.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D/S Norden A/S                                                          | D/S Norden A/S                                                          | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      1734 | NS      | $79520.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wang On Group Ltd                                                       | Wang On Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |   1220000 | NS      | $3267.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                 | DSV A/S                                                                 | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      2582 | NS      | $623573.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDRITZ AG                                                              | ANDRITZ AG                                                              | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      6689 | NS      | $465273.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                        | Smiths Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |      8689 | NS      | $265155.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                             | Swissquote Group Holding SA                                             | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      1116 | NS      | $554360.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                    | Banco de Sabadell SA                                                    | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    427409 | NS      | $1531104.30   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Up Group Inc                                                       | Open Up Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $56871.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veidekke ASA                                                            | Veidekke ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |      8333 | NS      | $162840.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouvet ASA                                                              | Bouvet ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |      5428 | NS      | $28309.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                                | Vinci SA                                                                | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     18920 | NS      | $2839876.81   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd                                                     | Whitehaven Coal Ltd                                                     | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     59755 | NS      | $385565.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zignago Vetro SpA                                                       | Zignago Vetro SpA                                                       | CUSIP: 000000000<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |      1442 | NS      | $11710.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grieg Seafood ASA                                                       | Grieg Seafood ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |      6008 | NS      | $47342.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                | Jeronimo Martins SGPS SA                                                | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      7618 | NS      | $182156.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koshidaka Holdings Co Ltd                                               | Koshidaka Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $39014.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                         | Gerresheimer AG                                                         | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |      2530 | NS      | $58373.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moltiply Group SpA                                                      | Moltiply Group SpA                                                      | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |       912 | NS      | $33728.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NPC Inc/Japan                                                           | NPC Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 529900VETXGYOTEUC698 | Long             | EC               | CORP              | JP        |      3900 | NS      | $17639.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| I'll Inc                                                                | I'll Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $13675.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                               | Danone SA                                                               | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      5256 | NS      | $419991.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie des Alpes                                                           | Cie des Alpes                                                           | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |      1197 | NS      | $32859.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realia Business SA                                                      | Realia Business SA                                                      | CUSIP: 000000000<br>LEI: 959800RGBUGJA3UVZZ88 | Long             | EC               | CORP              | ES        |     11794 | NS      | $13495.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuller Smith & Turner PLC                                               | Fuller Smith & Turner PLC                                               | CUSIP: 000000000<br>LEI: 213800C7ACOFMRCQQW76 | Long             | EC               | CORP              | GB        |      2606 | NS      | $22611.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                                     | Solaria Energia y Medio Ambiente SA                                     | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |      4978 | NS      | $137960.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                          | Air Liquide SA                                                          | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      4220 | NS      | $872267.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Almirall SA                                                             | Almirall SA                                                             | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |      4378 | NS      | $62132.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanquis Banking Group PLC                                               | Vanquis Banking Group PLC                                               | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |     16016 | NS      | $23827.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daetwyler Holding AG                                                    | Daetwyler Holding AG                                                    | CUSIP: 000000000<br>LEI: 52990096G2IJ89SWI669 | Long             | EC               | CORP              | CH        |       289 | NS      | $52151.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPHE Hotel Group Ltd                                                    | PPHE Hotel Group Ltd                                                    | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |       770 | NS      | $16225.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella International Holdings Ltd                                       | Stella International Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62000 | NS      | $112595.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Critical Materials NV                                               | AMG Critical Materials NV                                               | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      2191 | NS      | $87769.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dear Life Co Ltd                                                        | Dear Life Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $15221.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONY Group PLC                                                          | MONY Group PLC                                                          | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |     35323 | NS      | $70678.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maeda Kosen Co Ltd                                                      | Maeda Kosen Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800PBX8SI9I66NP60 | Long             | EC               | CORP              | JP        |      4100 | NS      | $50628.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                               | REN - Redes Energeticas Nacionais SGPS SA                               | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     24428 | NS      | $105458.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUENORD ASA                                                            | BLUENORD ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGE3C16 | Long             | EC               | CORP              | NO        |       933 | NS      | $54526.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Minerals Ltd                                                    | Genesis Minerals Ltd                                                    | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |     39351 | NS      | $165590.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Syrah Resources Ltd                                                     | Syrah Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900ZS2VP83B6L6Y30 | Long             | EC               | CORP              | AU        |     63525 | NS      | $5767.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEKO AB                                                                 | MEKO AB                                                                 | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |      4193 | NS      | $30686.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J Front Retailing Co Ltd                                                | J Front Retailing Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24100 | NS      | $371602.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellcom Israel Ltd                                                      | Cellcom Israel Ltd                                                      | CUSIP: 000000000<br>LEI: 529900438MNY6TZ5ZY17 | Long             | EC               | CORP              | IL        |      9940 | NS      | $107579.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRW Holdings Ltd                                                        | NRW Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 5493003S2MORCH0HEL95 | Long             | EC               | CORP              | AU        |     46732 | NS      | $173137.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Micro Science Co Ltd                                             | Nomura Micro Science Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800TK9TXKBPGJ2K14 | Long             | EC               | CORP              | JP        |       900 | NS      | $18028.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                                  | MatsukiyoCocokara & Co                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16660 | NS      | $265165.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Doutor Nichires Holdings Co Ltd                                         | Doutor Nichires Holdings Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $57574.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                                                | Sony Financial Group Inc                                                | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    156900 | NS      | $143728.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Severfield PLC                                                          | Severfield PLC                                                          | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |     10593 | NS      | $3485.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fagron                                                                  | Fagron                                                                  | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |      7355 | NS      | $184767.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                            | CaixaBank SA                                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     57599 | NS      | $690476.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Group PLC                                                           | CVS Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |      4289 | NS      | $64109.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                            | Iberdrola SA                                                            | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     24340 | NS      | $557243.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JINUSHI Co Ltd                                                          | JINUSHI Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $37611.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                              | Strabag SE                                                              | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      1033 | NS      | $102253.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                       | Bureau Veritas SA                                                       | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     20722 | NS      | $620238.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluidra SA                                                              | Fluidra SA                                                              | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |      2515 | NS      | $58338.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                     | Macquarie Group Ltd                                                     | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      3936 | NS      | $559135.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| nib holdings Ltd/Australia                                              | nib holdings Ltd/Australia                                              | CUSIP: 000000000<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |     36492 | NS      | $161373.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd                                                     | First Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |     50700 | NS      | $114573.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                                              | Getlink SE                                                              | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |      6700 | NS      | $144578.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                                                | ZOZO Inc                                                                | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     15300 | NS      | $107144.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| G8 Education Ltd                                                        | G8 Education Ltd                                                        | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |     76969 | NS      | $12873.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Financial Group Ltd                                                | Bell Financial Group Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20472 | NS      | $17373.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Link And Motivation Inc                                                 | Link And Motivation Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $15563.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Laboratorios Farmaceuticos Rovi SA                                      | Laboratorios Farmaceuticos Rovi SA                                      | CUSIP: 000000000<br>LEI: 95980020140005936480 | Long             | EC               | CORP              | ES        |       530 | NS      | $50163.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                                  | VGP NV                                                                  | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |       684 | NS      | $65598.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasure Factory Co Ltd                                                 | Treasure Factory Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $29845.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perion Network Ltd                                                      | Perion Network Ltd                                                      | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |      1094 | NS      | $11177.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND Holdings Co Ltd                                                | SHO-BOND Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $125301.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mega Or Holdings Ltd                                                    | Mega Or Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | IL        |      1052 | NS      | $167977.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wee Hur Holdings Ltd                                                    | Wee Hur Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 2549003CUAHCW7JG5S36 | Long             | EC               | CORP              | SG        |     64100 | NS      | $32595.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Young & Co's Brewery PLC                                                | Young & Co's Brewery PLC                                                | CUSIP: 000000000<br>LEI: 213800JMZDORXCMKFW06 | Long             | EC               | CORP              | GB        |      2151 | NS      | $21523.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon Banking Group PLC                                               | Paragon Banking Group PLC                                               | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |      1906 | NS      | $18138.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJM Holdings Ltd                                                        | SJM Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 529900XEAB40COT5ZL30 | Long             | EC               | CORP              | HK        |    225250 | NS      | $60426.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven Bank Ltd                                                          | Seven Bank Ltd                                                          | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |     59500 | NS      | $101914.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Smith PLC                                                            | WH Smith PLC                                                            | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |      9159 | NS      | $70381.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMS Co Ltd                                                              | SMS Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $76173.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monogatari Corp/The                                                     | Monogatari Corp/The                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $110403.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                                          | Isetan Mitsukoshi Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     12600 | NS      | $232160.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                                 | TIS Inc                                                                 | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      6100 | NS      | $130426.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                                      | MS&AD Insurance Group Holdings Inc                                      | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     36600 | NS      | $955097.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                           | Fresnillo PLC                                                           | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      3670 | NS      | $162676.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CMB Tech NV                                                             | CMB Tech NV                                                             | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |      3140 | NS      | $39721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                                                       | EDP Renovaveis SA                                                       | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     20595 | NS      | $330094.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metall Zug AG                                                           | Metall Zug AG                                                           | CUSIP: 000000000<br>LEI: 529900X7CXUI05DN7K64 | Long             | EC               | CORP              | CH        |        22 | NS      | $20195.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                              | United Utilities Group PLC                                              | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     19074 | NS      | $332577.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Bros SpA                                                        | Digital Bros SpA                                                        | CUSIP: 000000000<br>LEI: 815600D581F8552C4F54 | Long             | EC               | CORP              | IT        |       331 | NS      | $3659.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMA Solar Technology AG                                                 | SMA Solar Technology AG                                                 | CUSIP: 000000000<br>LEI: 529900Q6JQHI8X451Q21 | Long             | EC               | CORP              | DE        |       531 | NS      | $29470.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neto Malinda Trading Ltd                                                | Neto Malinda Trading Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       834 | NS      | $41007.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prashkovsky Investments and Construction Ltd                            | Prashkovsky Investments and Construction Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       354 | NS      | $16554.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd                      | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       855 | NS      | $102678.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elecnor SA                                                              | Elecnor SA                                                              | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |      2925 | NS      | $114509.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STV Group PLC                                                           | STV Group PLC                                                           | CUSIP: 000000000<br>LEI: 21380075GOOTTBDNDJ58 | Long             | EC               | CORP              | GB        |      2471 | NS      | $3336.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JVCKenwood Corp                                                         | JVCKenwood Corp                                                         | CUSIP: 000000000<br>LEI: 529900GGYCEJXM5Y6961 | Long             | EC               | CORP              | JP        |     18300 | NS      | $130024.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                                                  | Persol Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |    120500 | NS      | $177822.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO Corp                                                           | YAMABIKO Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $84015.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp                                                          | Hoshizaki Corp                                                          | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |      3100 | NS      | $99795.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bodycote PLC                                                            | Bodycote PLC                                                            | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     14011 | NS      | $113217.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloetta AB                                                              | Cloetta AB                                                              | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     25436 | NS      | $142540.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX Global Technology Ltd                                               | PAX Global Technology Ltd                                               | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |     26000 | NS      | $14258.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scanfil Oyj                                                             | Scanfil Oyj                                                             | CUSIP: 000000000<br>LEI: 7437004XD6U0FFDCT507 | Long             | EC               | CORP              | FI        |      1600 | NS      | $21593.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group PLC                                                         | Ocado Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |     16195 | NS      | $38899.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                     | Amadeus IT Group SA                                                     | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     13335 | NS      | $762505.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Peach Property Group AG                                                 | Peach Property Group AG                                                 | CUSIP: 000000000<br>LEI: 506700A49L5C69NZ5J96 | Long             | EC               | CORP              | CH        |       946 | NS      | $5915.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Empresarial San Jose SA                                           | Grupo Empresarial San Jose SA                                           | CUSIP: 000000000<br>LEI: 9598002SMUBZZBE58976 | Long             | EC               | CORP              | ES        |      3554 | NS      | $32713.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anicom Holdings Inc                                                     | Anicom Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8900 | NS      | $78208.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporate Travel Management Ltd                                         | Corporate Travel Management Ltd                                         | CUSIP: 000000000<br>LEI: 529900NSAKXFXS5XED26 | Long             | EC               | CORP              | AU        |      8685 | NS      | $18036.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 74Software SA                                                           | 74Software SA                                                           | CUSIP: 000000000<br>LEI: 96950022O6SP7FQONJ77 | Long             | EC               | CORP              | FR        |       654 | NS      | $22980.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                                    | Stroeer SE & Co KGaA                                                    | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      3284 | NS      | $116766.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Calbee Inc                                                              | Calbee Inc                                                              | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |      6300 | NS      | $122657.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FINDEX Inc                                                              | FINDEX Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $7390.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWADA TECHNOLOGIES Inc                                                 | KAWADA TECHNOLOGIES Inc                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $52749.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Create SD Holdings Co Ltd                                               | Create SD Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $64690.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Guotai Junan International Holdings Ltd                                 | Guotai Junan International Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 2138006FECWIZUO67V37 | Long             | EC               | CORP              | HK        |    148000 | NS      | $44267.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| dotdigital group plc                                                    | dotdigital group plc                                                    | CUSIP: 000000000<br>LEI: 2138006LZ7HHQ6DWFD42 | Long             | EC               | CORP              | GB        |      7534 | NS      | $4672.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Research Institute Inc                                       | Mitsubishi Research Institute Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $29734.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDEA Holdings Co Ltd                                                   | FIDEA Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $21555.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hutchison Telecommunications Hong Kong Holdings Ltd                     | Hutchison Telecommunications Hong Kong Holdings Ltd                     | CUSIP: 000000000<br>LEI: 254900ZIRESZ56ME6215 | Long             | EC               | CORP              | KY        |     78000 | NS      | $11649.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dicker Data Ltd                                                         | Dicker Data Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z9AR1B5G2UQJ37 | Long             | EC               | CORP              | AU        |      8004 | NS      | $47618.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Megmilk Snow Brand Co Ltd                                               | Megmilk Snow Brand Co Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $110230.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Restar Corp                                                             | Restar Corp                                                             | CUSIP: 000000000<br>LEI: 353800609PNM9E4ZNY15 | Long             | EC               | CORP              | JP        |      1800 | NS      | $30621.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Sor-Norge ASA                                               | SpareBank 1 Sor-Norge ASA                                               | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |      6339 | NS      | $138511.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Senshu Ikeda Holdings Inc                                               | Senshu Ikeda Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29000 | NS      | $162113.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zigup PLC                                                               | Zigup PLC                                                               | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     26892 | NS      | $136148.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MyState Ltd                                                             | MyState Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     17023 | NS      | $51928.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                             | Pandora A/S                                                             | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      3491 | NS      | $249515.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Noevir Holdings Co Ltd                                                  | Noevir Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $48729.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                                                      | Chemring Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |     20014 | NS      | $136457.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Aviation Services Ltd                                          | Alliance Aviation Services Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9515 | NS      | $3796.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energix-Renewable Energies Ltd                                          | Energix-Renewable Energies Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3344 | NS      | $20220.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                          | Wynn Macau Ltd                                                          | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |     95200 | NS      | $67007.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West African Resources Ltd                                              | West African Resources Ltd                                              | CUSIP: 000000000<br>LEI: 529900XLO8GMJNTUL013 | Long             | EC               | CORP              | AU        |    136558 | NS      | $311353.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanmore Resources Ltd                                                  | Stanmore Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 52990090OHRBVS7DDA54 | Long             | EC               | CORP              | AU        |     23895 | NS      | $45882.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Material Co Ltd                                                   | Japan Material Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $39545.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                  | MGM China Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | EC               | CORP              | KY        |     41600 | NS      | $59367.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA SpA                                                               | PRADA SpA                                                               | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     11000 | NS      | $52433.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                               | Gjensidige Forsikring ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      1010 | NS      | $26420.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stolt-Nielsen Ltd                                                       | Stolt-Nielsen Ltd                                                       | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      1420 | NS      | $49197.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite Group SA                                                      | Samsonite Group SA                                                      | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |     89700 | NS      | $166859.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Property Management Center Co Ltd                                 | Japan Property Management Center  Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $12529.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                   | Julius Baer Group Ltd                                                   | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     11728 | NS      | $862641.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ID Logistics Group SACA                                                 | ID Logistics Group SACA                                                 | CUSIP: 000000000<br>LEI: 969500U1DQN70VMJ9P45 | Long             | EC               | CORP              | FR        |       292 | NS      | $109023.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                            | Glencore PLC                                                            | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    170525 | NS      | $1291534.77   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                           | AIA Group Ltd                                                           | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    203400 | NS      | $2260042.97   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                                     | HKT Trust & HKT Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    231000 | NS      | $360982.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Selvaag Bolig ASA                                                       | Selvaag Bolig ASA                                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIHPK59 | Long             | EC               | CORP              | NO        |      3629 | NS      | $12367.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiken Medical Co Ltd                                                   | Daiken Medical Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $7147.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Lithium Ltd                                                        | Core Lithium Ltd                                                        | CUSIP: 000000000<br>LEI: 529900FYS46XFGQKWI31 | Long             | EC               | CORP              | AU        |    430484 | NS      | $75252.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| grems Inc                                                               | grems Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $29831.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys PLC                                                              | Currys PLC                                                              | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |     71356 | NS      | $118167.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulten AB                                                               | Bulten AB                                                               | CUSIP: 000000000<br>LEI: 549300HUR75YN61F4108 | Long             | EC               | CORP              | SE        |       815 | NS      | $3710.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yashima Denki Co Ltd                                                    | Yashima Denki Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $24066.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                             | Brenntag SE                                                             | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |      8124 | NS      | $550305.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coats Group PLC                                                         | Coats Group PLC                                                         | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    141000 | NS      | $151255.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EAT&HOLDINGS Co Ltd                                                     | EAT&HOLDINGS Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $17585.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Myer Holdings Ltd                                                       | Myer Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    140226 | NS      | $28313.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesco SE                                                                | Gesco SE                                                                | CUSIP: 000000000<br>LEI: 894500DZXXD0LOZYIC55 | Long             | EC               | CORP              | DE        |       598 | NS      | $9503.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                                      | Nippon Light Metal Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |      7070 | NS      | $127256.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Electra Consumer Products 1970 Ltd                                      | Electra Consumer Products 1970 Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       515 | NS      | $12202.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Fund Management PLC                                             | Jupiter Fund Management PLC                                             | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |     49935 | NS      | $111560.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Smart Securities & Commodities Group Ltd                         | Bright Smart Securities & Commodities Group Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    108000 | NS      | $161736.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                                | Wallenius Wilhelmsen ASA                                                | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |      8327 | NS      | $105971.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bega Cheese Ltd                                                         | Bega Cheese Ltd                                                         | CUSIP: 000000000<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     30567 | NS      | $127141.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sesa SpA                                                                | Sesa SpA                                                                | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |       435 | NS      | $40424.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KMD Brands Ltd                                                          | KMD Brands Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005BEET865605765 | Long             | EC               | CORP              | NZ        |     50540 | NS      | $5663.35      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hutchison Port Holdings Trust                                           | Hutchison Port Holdings Trust                                           | CUSIP: 000000000<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |    545900 | NS      | $111909.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharos Energy PLC                                                       | Pharos Energy PLC                                                       | CUSIP: 000000000<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |     14884 | NS      | $5358.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APERAM SA                                                               | APERAM SA                                                               | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |      4066 | NS      | $162400.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medius Holdings Co Ltd                                                  | Medius Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $8329.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                         | Sands China Ltd                                                         | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     40800 | NS      | $86958.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Byggmax Group AB                                                        | Byggmax Group AB                                                        | CUSIP: 000000000<br>LEI: 549300MPJPYQB0KCNH03 | Long             | EC               | CORP              | SE        |      7274 | NS      | $41967.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd                                                              | NEXTDC Ltd                                                              | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |     22470 | NS      | $179647.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                  | Otsuka Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $496795.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                            | International Consolidated Airlines Group SA                            | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      7894 | NS      | $37149.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Cross Media Group Ltd                                          | Southern Cross Media Group Ltd                                          | CUSIP: 000000000<br>LEI: 529900LIF6IT4VHV0617 | Long             | EC               | CORP              | AU        |     28988 | NS      | $10600.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Azrieli Group Ltd                                                       | Azrieli Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       561 | NS      | $75253.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carasso Motors Ltd                                                      | Carasso Motors Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1579 | NS      | $15330.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruzen CHI Holdings Co Ltd                                             | Maruzen CHI Holdings Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $5668.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orior AG                                                                | Orior AG                                                                | CUSIP: 000000000<br>LEI: 50670020I84ZA17K9522 | Long             | EC               | CORP              | CH        |       492 | NS      | $6858.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salvatore Ferragamo SpA                                                 | Salvatore Ferragamo SpA                                                 | CUSIP: 000000000<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      2493 | NS      | $20188.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W-Scope Corp                                                            | W-Scope Corp                                                            | CUSIP: 000000000<br>LEI: 353800XL6337NBTWRD40 | Long             | EC               | CORP              | JP        |      9700 | NS      | $13237.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                              | Dai-ichi Life Holdings Inc                                              | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     81600 | NS      | $752514.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Wah Holdings Ltd                                                    | Man Wah Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 52990005BW6K71UPKX41 | Long             | EC               | CORP              | BM        |    167200 | NS      | $92137.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co Ltd                                                   | MEIJI Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |     14900 | NS      | $363376.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital KSK Holdings Inc                                                  | Vital KSK Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 353800RLGNMAZY8D4488 | Long             | EC               | CORP              | JP        |      4200 | NS      | $39122.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARE Holdings Inc                                                        | ARE Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |      5500 | NS      | $119965.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| I K K Holdings Inc                                                      | I K K Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $12718.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALTAC Corp                                                             | PALTAC Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $92039.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd                                               | Treasury Wine Estates Ltd                                               | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |     41410 | NS      | $106869.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                            | Inchcape PLC                                                            | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |     36515 | NS      | $362484.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                                      | SITC International Holdings Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     90000 | NS      | $394067.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                      | ENEOS Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     80750 | NS      | $727567.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Pharmaceutical Co Ltd                                             | Daito Pharmaceutical Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3520 | NS      | $32223.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                              | Edenred SE                                                              | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      5232 | NS      | $104215.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                      | Sompo Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     16700 | NS      | $650101.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GR Engineering Services Ltd                                             | GR Engineering Services Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9162 | NS      | $24728.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest PLC                                                             | EnQuest PLC                                                             | CUSIP: 000000000<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | EC               | CORP              | GB        |    185362 | NS      | $49374.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMONY Holdings Inc                                                     | TOMONY Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17900 | NS      | $94638.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                | Rolls-Royce Holdings PLC                                                | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    127492 | NS      | $1936912.82   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                            | Nexon Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      3000 | NS      | $56510.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greggs PLC                                                              | Greggs PLC                                                              | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |      5518 | NS      | $112154.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tera Probe Inc                                                          | Tera Probe Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $30801.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAIT ONE corp                                                         | MIRAIT ONE corp                                                         | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     10000 | NS      | $231212.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Costain Group PLC                                                       | Costain Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |     18094 | NS      | $43443.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearView Wealth Ltd/Australia                                          | ClearView Wealth Ltd/Australia                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34077 | NS      | $14812.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sheng Siong Group Ltd                                                   | Sheng Siong Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     46800 | NS      | $102957.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                                          | Bakkafrost P/F                                                          | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |       535 | NS      | $25092.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transaction Co Ltd                                                      | Transaction Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800P5SK25ZQ3C7789 | Long             | EC               | CORP              | JP        |      2400 | NS      | $17429.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd                                                    | Swire Properties Ltd                                                    | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     29000 | NS      | $84948.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Asia Metals PLC                                                 | Central Asia Metals PLC                                                 | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     23831 | NS      | $51532.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilh Wilhelmsen Holding ASA                                             | Wilh Wilhelmsen Holding ASA                                             | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |       900 | NS      | $67386.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collins Foods Ltd                                                       | Collins Foods Ltd                                                       | CUSIP: 000000000<br>LEI: 529900SNO1ZIFF0A2094 | Long             | EC               | CORP              | AU        |     10696 | NS      | $64572.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Secure Trust Bank PLC                                                   | Secure Trust Bank PLC                                                   | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |      1370 | NS      | $23131.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AG Barr PLC                                                             | AG Barr PLC                                                             | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |      6257 | NS      | $53997.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUSS MicroTec SE                                                        | SUSS MicroTec SE                                                        | CUSIP: 000000000<br>LEI: 529900C3KRUTSYDK7N87 | Long             | EC               | CORP              | DE        |      1510 | NS      | $89799.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DKSH Holding AG                                                         | DKSH Holding AG                                                         | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      3948 | NS      | $290520.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsys Inc                                                              | Celsys Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $20193.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pole To Win Holdings Inc                                                | Pole To Win Holdings Inc                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $2595.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| m-up Holdings Inc                                                       | m-up Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $33504.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                   | Novonesis Novozymes B                                                   | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     13192 | NS      | $783751.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Perfect Medical Health Management Ltd                                   | Perfect Medical Health Management Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     42000 | NS      | $6008.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                          | NMC Health PLC                                                          | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      2337 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Istyle Inc                                                              | Istyle Inc                                                              | CUSIP: 000000000<br>LEI: 529900SRRLS3Q7T1JY30 | Long             | EC               | CORP              | JP        |      6900 | NS      | $18628.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet PLC                                                             | easyJet PLC                                                             | CUSIP: 000000000<br>LEI: 2138001S47XKWIB7TH90 | Long             | EC               | CORP              | GB        |     15233 | NS      | $70876.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vector Inc                                                              | Vector Inc                                                              | CUSIP: 000000000<br>LEI: 3538004PSULH92CK5D85 | Long             | EC               | CORP              | JP        |      2500 | NS      | $19737.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods PLC                                                       | Premier Foods PLC                                                       | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |     57794 | NS      | $141364.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charm Care Corp KK                                                      | Charm Care Corp KK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $24750.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech Plc                                                            | Playtech Plc                                                            | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |     19897 | NS      | $88565.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubaki Nakashima Co Ltd                                                | Tsubaki Nakashima Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $10446.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanyo Trading Co Ltd                                                    | Sanyo Trading Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3538001390V7QVVOKH68 | Long             | EC               | CORP              | JP        |      2000 | NS      | $20191.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tama Home Co Ltd                                                        | Tama Home Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $35393.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| North Pacific Bank Ltd                                                  | North Pacific Bank Ltd                                                  | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     30900 | NS      | $188312.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnac Darty SA                                                           | Fnac Darty SA                                                           | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |      1823 | NS      | $74750.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EML Payments Ltd                                                        | EML Payments Ltd                                                        | CUSIP: 000000000<br>LEI: 875500XQSV9MFXDDCD17 | Long             | EC               | CORP              | AU        |     25538 | NS      | $9961.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vesuvius PLC                                                            | Vesuvius PLC                                                            | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |     14198 | NS      | $74643.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zug Estates Holding AG                                                  | Zug Estates Holding AG                                                  | CUSIP: 000000000<br>LEI: 506700683S928H292L02 | Long             | EC               | CORP              | CH        |        24 | NS      | $72636.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enero Group Ltd                                                         | Enero Group Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5128 | NS      | $1707.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                             | Ageas SA/NV                                                             | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     13927 | NS      | $1025208.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS Ltd                                                                 | ALS Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     19405 | NS      | $284857.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                                                    | Aurizon Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    182420 | NS      | $503572.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Broadcasts Ltd                                               | Television Broadcasts Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     36000 | NS      | $12739.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Borregaard ASA                                                          | Borregaard ASA                                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |      2895 | NS      | $52261.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paper Industries Co Ltd                                          | Nippon Paper Industries Co Ltd                                          | CUSIP: 000000000<br>LEI: 3538007UWR5N9X8B8S30 | Long             | EC               | CORP              | JP        |     12500 | NS      | $101807.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                                   | Japan Airlines Co Ltd                                                   | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     12400 | NS      | $202447.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Q&M Dental Group Singapore Ltd                                          | Q&M Dental Group Singapore Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30500 | NS      | $12591.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                      | Sage Group PLC/The                                                      | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     38719 | NS      | $433861.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Careerlink Co Ltd                                                       | Careerlink Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $10750.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                               | Talanx AG                                                               | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      3083 | NS      | $382560.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IBJ Inc                                                                 | IBJ Inc                                                                 | CUSIP: 000000000<br>LEI: 3538007R4USIYYLQCD79 | Long             | EC               | CORP              | JP        |      1500 | NS      | $6410.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beauty Garage Inc                                                       | Beauty Garage Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $10872.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                | Grand City Properties SA                                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |      5248 | NS      | $54986.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Premium Water Holdings Inc                                              | Premium Water Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $19077.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                 | WPP PLC                                                                 | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     15914 | NS      | $49770.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                                | Xero Ltd                                                                | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      4329 | NS      | $228786.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Geo Energy Resources Ltd                                                | Geo Energy Resources Ltd                                                | CUSIP: 000000000<br>LEI: 254900KDTNYQVU0QS743 | Long             | EC               | CORP              | SG        |    109100 | NS      | $43886.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group NV                                                       | Pharming Group NV                                                       | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | EC               | CORP              | NL        |     49651 | NS      | $83913.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crest Nicholson Holdings plc                                            | Crest Nicholson Holdings plc                                            | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     28366 | NS      | $37845.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Langham Hospitality Investments and Langham Hospitality Investments Ltd | Langham Hospitality Investments and Langham Hospitality Investments Ltd | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       981 | NS      | $72.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxley Holdings Ltd                                                      | Oxley Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 2549000TAL667VJTUW20 | Long             | EC               | CORP              | SG        |    104878 | NS      | $6688.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viva Goods Company Ltd                                                  | Viva Goods Company Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    152000 | NS      | $10855.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocMorris AG                                                            | DocMorris AG                                                            | CUSIP: 000000000<br>LEI: 50670038OH136R5Z4663 | Long             | EC               | CORP              | CH        |      4288 | NS      | $26287.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syuppin Co Ltd                                                          | Syuppin Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $23759.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Punch Industry Co Ltd                                                   | Punch Industry Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $3016.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER Ltd                                                               | TOWER Ltd                                                               | CUSIP: 000000000<br>LEI: 549300093EX23WVB0N63 | Long             | EC               | CORP              | NZ        |     21343 | NS      | $22751.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taaleri Plc                                                             | Taaleri Plc                                                             | CUSIP: 000000000<br>LEI: 743700LSJBDD7TMLAD92 | Long             | EC               | CORP              | FI        |      1347 | NS      | $11272.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                                | Tele2 AB                                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     24782 | NS      | $512924.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                        | Coca-Cola HBC AG                                                        | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      6427 | NS      | $362027.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Konoike Transport Co Ltd                                                | Konoike Transport Co Ltd                                                | CUSIP: 000000000<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |      2700 | NS      | $50289.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                       | LEG Immobilien SE                                                       | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      4698 | NS      | $306881.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sagax AB                                                                | Sagax AB                                                                | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |      4413 | NS      | $81430.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                           | KION Group AG                                                           | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      5448 | NS      | $291097.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maire SpA                                                               | Maire SpA                                                               | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |     16272 | NS      | $253302.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| bpost SA                                                                | bpost SA                                                                | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |      6706 | NS      | $14122.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming Realms PLC                                                       | Gaming Realms PLC                                                       | CUSIP: 000000000<br>LEI: 213800MJYF3DX78F6A39 | Long             | EC               | CORP              | GB        |       880 | NS      | $366.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                              | Vonovia SE                                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     16795 | NS      | $420083.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Matas A/S                                                               | Matas A/S                                                               | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |      4345 | NS      | $70835.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextage Co Ltd                                                          | Nextage Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $101718.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Developments PLC                                               | Frontier Developments PLC                                               | CUSIP: 000000000<br>LEI: 213800B9LGPWUAZ9GX18 | Long             | EC               | CORP              | GB        |       992 | NS      | $4617.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                                             | Plus500 Ltd                                                             | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      7503 | NS      | $406361.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Novavest Real Estate AG                                                 | Novavest Real Estate AG                                                 | CUSIP: 000000000<br>LEI: 50670091T3297YN83C32 | Long             | EC               | CORP              | CH        |       237 | NS      | $12777.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Team Internet Group PLC                                                 | Team Internet Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800M4IINBWMXEKV82 | Long             | EC               | CORP              | GB        |      9144 | NS      | $4478.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxtons Group PLC                                                       | Foxtons Group PLC                                                       | CUSIP: 000000000<br>LEI: 5493001HCMG6R1MYKC59 | Long             | EC               | CORP              | GB        |     30068 | NS      | $17172.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Group PLC                                                          | Just Group PLC                                                          | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |     86034 | NS      | $249385.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steadfast Group Ltd                                                     | Steadfast Group Ltd                                                     | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |     47153 | NS      | $138817.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaver Shop Group Ltd                                                   | Shaver Shop Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10483 | NS      | $9366.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDI Insurance Co Ltd                                                    | IDI Insurance Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1056 | NS      | $70401.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamakura Shinsho Ltd                                                    | Kamakura Shinsho Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $6807.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Investment Management Group Ltd                                | Pinnacle Investment Management Group Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       910 | NS      | $9185.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hollywood Bowl Group PLC                                                | Hollywood Bowl Group PLC                                                | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |     21626 | NS      | $67409.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                           | Koninklijke Ahold Delhaize NV                                           | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     34305 | NS      | $1597556.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Insource Co Ltd                                                         | Insource Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $30429.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                       | BRANICKS Group AG                                                       | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | EC               | CORP              | DE        |      2395 | NS      | $3803.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                               | Bank of Ireland Group PLC                                               | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     69296 | NS      | $1257253.31   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Accent Group Ltd                                                        | Accent Group Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46710 | NS      | $24279.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovzon AB                                                                | Ovzon AB                                                                | CUSIP: 000000000<br>LEI: 549300U82F1HQRSTYZ66 | Long             | EC               | CORP              | SE        |      3666 | NS      | $21233.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Co Ltd                                                     | Nissin Foods Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |     36000 | NS      | $33161.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nameson Holdings Ltd                                                    | Nameson Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     38000 | NS      | $4887.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                                             | Italgas SpA                                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     37951 | NS      | $442090.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Management Solutions Co Ltd                                             | Management Solutions Co Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $6508.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raffles Medical Group Ltd                                               | Raffles Medical Group Ltd                                               | CUSIP: 000000000<br>LEI: 254900BARSOMRVZFY947 | Long             | EC               | CORP              | SG        |     49313 | NS      | $38738.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                                 | Open House Group Co Ltd                                                 | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      3200 | NS      | $205093.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Convatec Group PLC                                                      | Convatec Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |     47551 | NS      | $137157.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Propnex Ltd                                                             | Propnex Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     16800 | NS      | $21939.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Change Holdings Inc                                                     | Change Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $18542.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okeanis Eco Tankers Corp                                                | Okeanis Eco Tankers Corp                                                | CUSIP: 000000000<br>LEI: 213800U35RCYXTKVEM65 | Long             | EC               | CORP              | MH        |       941 | NS      | $48882.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHG Group AB                                                            | BHG Group AB                                                            | CUSIP: 000000000<br>LEI: 549300ZLCWL2QTO3HR86 | Long             | EC               | CORP              | SE        |     16473 | NS      | $40440.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IntegraFin Holdings PLC                                                 | IntegraFin Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     10540 | NS      | $43148.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                      | Coca-Cola Europacific Partners PLC                                      | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      6225 | NS      | $571286.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 Ltd                                                               | HUB24 Ltd                                                               | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |      2110 | NS      | $123491.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greens Co Ltd                                                           | Greens Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13588.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                 | Siemens Healthineers AG                                                 | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     10633 | NS      | $453668.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                                            | SIG Group AG                                                            | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     25520 | NS      | $382553.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Strike Co Ltd                                                           | Strike Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $31105.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceania Healthcare Ltd                                                  | Oceania Healthcare Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     68674 | NS      | $27790.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QB Net Holdings Co Ltd                                                  | QB Net Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $7687.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                          | Redeia Corp SA                                                          | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     16985 | NS      | $287901.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties PLC                                                | Glenveagh Properties PLC                                                | CUSIP: 000000000<br>LEI: 635400QUQ2YYGMOAK834 | Long             | EC               | CORP              | IE        |     29794 | NS      | $66670.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                       | Compass Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     34296 | NS      | $956889.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Gestamp Automocion SA                                                   | Gestamp Automocion SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |     12435 | NS      | $42707.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| User Local inc                                                          | User Local inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9088.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Watkin Jones PLC                                                        | Watkin Jones PLC                                                        | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |     10791 | NS      | $3633.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ForFarmers NV                                                           | ForFarmers NV                                                           | CUSIP: 000000000<br>LEI: 724500YEIHQKMHTXW058 | Long             | EC               | CORP              | NL        |      2935 | NS      | $21270.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Dominion Access SA                                               | Global Dominion Access SA                                               | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |      7450 | NS      | $26661.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENOVA Inc                                                              | RENOVA Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $35111.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                     | Samhallsbyggnadsbolaget i Norden AB                                     | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     23162 | NS      | $9190.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jade Group Inc/Japan                                                    | Jade Group Inc/Japan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $8583.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co Ltd                                                            | Rakus Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $57205.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Michael Hill International Ltd                                          | Michael Hill International Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14556 | NS      | $3715.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sdiptech AB                                                             | Sdiptech AB                                                             | CUSIP: 000000000<br>LEI: 549300JBO7VTEGMRW310 | Long             | EC               | CORP              | SE        |      1862 | NS      | $39840.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vitec Software Group AB                                                 | Vitec Software Group AB                                                 | CUSIP: 000000000<br>LEI: 5493005EB5RV1QHE6H94 | Long             | EC               | CORP              | SE        |      1631 | NS      | $41482.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMEDA Holdings Co Ltd                                                  | KOMEDA Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $67389.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Solasto Corp                                                            | Solasto Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $30053.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X-Fab Silicon Foundries SE                                              | X-Fab Silicon Foundries SE                                              | CUSIP: 000000000<br>LEI: 5493003UDPENPUQBJH65 | Long             | EC               | CORP              | BE        |      4109 | NS      | $23001.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIF Holding NV                                                          | SIF Holding NV                                                          | CUSIP: 000000000<br>LEI: 724500J0BPD5CLHCK040 | Long             | EC               | CORP              | NL        |      1080 | NS      | $7990.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neinor Homes SA                                                         | Neinor Homes SA                                                         | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |      1873 | NS      | $36162.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambu A/S                                                                | Ambu A/S                                                                | CUSIP: 000000000<br>LEI: 5299008W2A69WX355710 | Long             | EC               | CORP              | DK        |     14549 | NS      | $155489.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plover Bay Technologies Ltd                                             | Plover Bay Technologies Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24000 | NS      | $22078.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westwing Group SE                                                       | Westwing Group SE                                                       | CUSIP: 000000000<br>LEI: 529900BN8B4KAHILIX84 | Long             | EC               | CORP              | DE        |        83 | NS      | $1323.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                        | ASR Nederland NV                                                        | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     16445 | NS      | $1132185.79   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                                           | Technogym SpA                                                           | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     10871 | NS      | $219589.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Basic-Fit NV                                                            | Basic-Fit NV                                                            | CUSIP: 000000000<br>LEI: 724500HUXGTQC07CAZ61 | Long             | EC               | CORP              | NL        |      2849 | NS      | $97923.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ubicom Holdings Inc                                                     | Ubicom Holdings Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $2979.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J-Lease Co Ltd                                                          | J-Lease Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $9483.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDP Education Ltd                                                       | IDP Education Ltd                                                       | CUSIP: 000000000<br>LEI: 98450014FAFE73Q0A257 | Long             | EC               | CORP              | AU        |      8769 | NS      | $25106.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Value HR Co Ltd                                                         | Value HR Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $14346.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tamar Petroleum Ltd                                                     | Tamar Petroleum Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4115 | NS      | $46141.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST Werke SE                                                           | JOST Werke SE                                                           | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      1381 | NS      | $80415.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                                                | Valeo SE                                                                | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     16467 | NS      | $201652.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investis Holding SA                                                     | Investis Holding SA                                                     | CUSIP: 000000000<br>LEI: 506700GG126O0G9S5W59 | Long             | EC               | CORP              | CH        |       307 | NS      | $59127.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Petroleum Corp                                            | International Petroleum Corp                                            | CUSIP: 46016U108<br>LEI: 54930025D80LU0SMR645 | Long             | EC               | CORP              | CA        |      7340 | NS      | $200301.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                                    | Capricorn Metals Ltd                                                    | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     40328 | NS      | $318912.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| World Co Ltd                                                            | World Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $63737.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVT Ltd                                                                 | EVT Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9381 | NS      | $86381.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosegur Cash SA                                                        | Prosegur Cash SA                                                        | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |     36519 | NS      | $26508.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                                           | AcadeMedia AB                                                           | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      8341 | NS      | $88629.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Financial Software Holdings PLC                                    | Alfa Financial Software Holdings PLC                                    | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |      4940 | NS      | $9515.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                               | Holmen AB                                                               | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |      2770 | NS      | $99331.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                       | National Grid PLC                                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     32710 | NS      | $552148.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AZOOM Co Ltd                                                            | AZOOM Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $16971.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMCP SA                                                                 | SMCP SA                                                                 | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |      2424 | NS      | $14572.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijer Alma AB                                                          | Beijer Alma AB                                                          | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |      2835 | NS      | $72509.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aquafil SpA                                                             | Aquafil SpA                                                             | CUSIP: 000000000<br>LEI: 815600C36B3D0988AB30 | Long             | EC               | CORP              | IT        |      1318 | NS      | $2102.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                                               | Ayvens SA                                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |      6728 | NS      | $79323.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crystal International Group Ltd                                         | Crystal International Group Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46500 | NS      | $34738.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strix Group PLC                                                         | Strix Group PLC                                                         | CUSIP: 000000000<br>LEI: 213800KZEW5W6BZMNT62 | Long             | EC               | CORP              | IM        |      6954 | NS      | $3345.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                                     | Wharf Real Estate Investment Co Ltd                                     | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     69000 | NS      | $200799.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                           | AIB Group PLC                                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    160528 | NS      | $1713654.45   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMerieux                                                              | BioMerieux                                                              | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      1487 | NS      | $158861.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd                                  | Japan Elevator Service Holdings Co Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $155108.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oro Co Ltd                                                              | Oro Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5964.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSB Co Ltd                                                              | JSB Co Ltd                                                              | CUSIP: 000000000<br>LEI: 35380022ZQMJUL3XRB84 | Long             | EC               | CORP              | JP        |      1100 | NS      | $34946.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agrana Beteiligungs AG                                                  | Agrana Beteiligungs AG                                                  | CUSIP: 000000000<br>LEI: 5299006C0EVA5LAYOR30 | Long             | EC               | CORP              | AT        |      1444 | NS      | $20362.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arjo AB                                                                 | Arjo AB                                                                 | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     14744 | NS      | $39228.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrow Ltd                                                               | Acrow Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     29936 | NS      | $17295.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wavestone                                                               | Wavestone                                                               | CUSIP: 000000000<br>LEI: 969500GSN25I3B3X6F94 | Long             | EC               | CORP              | FR        |       400 | NS      | $21374.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Cos Ltd                                                     | Food & Life Cos Ltd                                                     | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      4100 | NS      | $244596.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ringkjoebing Landbobank A/S                                             | Ringkjoebing Landbobank A/S                                             | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |      2298 | NS      | $552509.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MPC Container Ships ASA                                                 | MPC Container Ships ASA                                                 | CUSIP: 000000000<br>LEI: 213800MXS7CXYJ2Q1805 | Long             | EC               | CORP              | NO        |     46238 | NS      | $110009.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terveystalo Oyj                                                         | Terveystalo Oyj                                                         | CUSIP: 000000000<br>LEI: 7437001AEZHLL3UEX093 | Long             | EC               | CORP              | FI        |      8626 | NS      | $86900.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                         | Cairn Homes PLC                                                         | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     39555 | NS      | $97268.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midac Holdings Co Ltd                                                   | Midac Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9798.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Landis+Gyr Group AG                                                     | Landis+Gyr Group AG                                                     | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      1668 | NS      | $107023.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                                                  | Lion Finance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      3870 | NS      | $480342.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital PLC                                                     | Georgia Capital PLC                                                     | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |      4171 | NS      | $202287.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mines Ltd                                                       | Jupiter Mines Ltd                                                       | CUSIP: 000000000<br>LEI: 254900OFKP9ZQXBCHE19 | Long             | EC               | CORP              | AU        |     61368 | NS      | $11148.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netwealth Group Ltd                                                     | Netwealth Group Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5911 | NS      | $90036.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 2020 Bulkers Ltd                                                        | 2020 Bulkers Ltd                                                        | CUSIP: 000000000<br>LEI: 549300402C8KQEW78U64 | Long             | EC               | CORP              | BM        |      2462 | NS      | $35099.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETLINK NBN TRUST                                                       | NETLINK NBN TRUST                                                       | CUSIP: 000000000<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |    145100 | NS      | $109162.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                           | SoftBank Corp                                                           | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    522200 | NS      | $698767.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharmanutra SpA                                                         | Pharmanutra SpA                                                         | CUSIP: 000000000<br>LEI: 815600F8217BC7733697 | Long             | EC               | CORP              | IT        |       227 | NS      | $20870.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PeopleIN Ltd                                                            | PeopleIN Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6712 | NS      | $2801.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd                                               | Telix Pharmaceuticals Ltd                                               | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |      3758 | NS      | $35979.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPC Energy Ltd                                                          | OPC Energy Ltd                                                          | CUSIP: 000000000<br>LEI: 98450000955804579A79 | Long             | EC               | CORP              | IL        |         1 | NS      | $23.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lai Sun Garment International Ltd                                       | Lai Sun Garment International Ltd                                       | CUSIP: 000000000<br>LEI: 254900174PJNJZL9CU22 | Long             | EC               | CORP              | HK        |     32185 | NS      | $2503.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Group International Ltd                                           | Vista Group International Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     10648 | NS      | $10340.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nyfosa AB                                                               | Nyfosa AB                                                               | CUSIP: 000000000<br>LEI: 5493000YR2B83SILCJ50 | Long             | EC               | CORP              | SE        |      4867 | NS      | $33758.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co Ltd                                                      | SG Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $111792.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFX Group Ltd                                                           | OFX Group Ltd                                                           | CUSIP: 000000000<br>LEI: 984500745OB5K1ZB6008 | Long             | EC               | CORP              | AU        |     15689 | NS      | $5760.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                         | Nordea Bank Abp                                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     53409 | NS      | $919658.22    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabege AB                                                               | Fabege AB                                                               | CUSIP: 000000000<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |     10758 | NS      | $86083.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermador Groupe                                                        | Thermador Groupe                                                        | CUSIP: 000000000<br>LEI: 969500SSIGMAGT008F11 | Long             | EC               | CORP              | FR        |       504 | NS      | $41244.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anora Group Oyj                                                         | Anora Group Oyj                                                         | CUSIP: 000000000<br>LEI: 52990007AXNSS4PNX352 | Long             | EC               | CORP              | FI        |      1138 | NS      | $5215.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvia Oyj                                                              | Harvia Oyj                                                              | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      1547 | NS      | $59541.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRG Global Ltd                                                          | SRG Global Ltd                                                          | CUSIP: 000000000<br>LEI: 984500DDOA7EBAC95715 | Long             | EC               | CORP              | AU        |     75626 | NS      | $129908.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Moriroku Co Ltd                                                         | Moriroku Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $25895.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C-Mer Medical Holdings Ltd                                              | C-Mer Medical Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18000 | NS      | $2987.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGG Inc                                                                 | IGG Inc                                                                 | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |     89000 | NS      | $39936.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texhong International Group Ltd                                         | Texhong International Group Ltd                                         | CUSIP: 000000000<br>LEI: 213800M1HN85ACHDBK34 | Long             | EC               | CORP              | KY        |     34000 | NS      | $25322.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cembra Money Bank AG                                                    | Cembra Money Bank AG                                                    | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |      3250 | NS      | $402093.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Media Do Co Ltd                                                         | Media Do Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $2991.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIGExN Co Ltd                                                           | ZIGExN Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800CPG4PKAGE5BY88 | Long             | EC               | CORP              | JP        |      7100 | NS      | $18622.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA Technologies Co Ltd/Japan                                            | GA Technologies Co Ltd/Japan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $28231.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Innovation Inc                                                  | Bank of Innovation Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $12805.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinwa Co Ltd/Gifu                                                      | Shinwa Co Ltd/Gifu                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $18195.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Cat Syndicate Ltd                                                 | Black Cat Syndicate Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     64134 | NS      | $45384.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heartland Group Holdings Ltd                                            | Heartland Group Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 5493003WFKAUU0ZULX12 | Long             | EC               | CORP              | NZ        |     52841 | NS      | $36134.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nederman Holding AB                                                     | Nederman Holding AB                                                     | CUSIP: 000000000<br>LEI: 54930030A8V6LH0G1Z92 | Long             | EC               | CORP              | SE        |      1654 | NS      | $24250.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TomTom NV                                                               | TomTom NV                                                               | CUSIP: 000000000<br>LEI: 724500WAU923OTVC7M86 | Long             | EC               | CORP              | NL        |      3375 | NS      | $17044.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netcompany Group A/S                                                    | Netcompany Group A/S                                                    | CUSIP: 000000000<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |      4075 | NS      | $249844.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Knights Group Holdings PLC                                              | Knights Group Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800URB59EOGJKT919 | Long             | EC               | CORP              | GB        |       783 | NS      | $1680.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Better Collective A/S                                                   | Better Collective A/S                                                   | CUSIP: 000000000<br>LEI: 2549001EPXH6NK7I2R78 | Long             | EC               | CORP              | DK        |      3283 | NS      | $47719.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumo Kodit Oyj                                                          | Lumo Kodit Oyj                                                          | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      4303 | NS      | $39366.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitrolife AB                                                            | Vitrolife AB                                                            | CUSIP: 000000000<br>LEI: 5493001WDZMONMSPPR49 | Long             | EC               | CORP              | SE        |      4335 | NS      | $43612.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AJ Bell PLC                                                             | AJ Bell PLC                                                             | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |     28544 | NS      | $177494.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healius Ltd                                                             | Healius Ltd                                                             | CUSIP: 000000000<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |     57785 | NS      | $22489.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S4 Capital PLC                                                          | S4 Capital PLC                                                          | CUSIP: 000000000<br>LEI: 21380068SP9V65KPQN68 | Long             | EC               | CORP              | GB        |     20890 | NS      | $7686.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smaregi Inc                                                             | Smaregi Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $18146.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercari Inc                                                             | Mercari Inc                                                             | CUSIP: 000000000<br>LEI: 3538009SK4V5AXSTUJ26 | Long             | EC               | CORP              | JP        |      9000 | NS      | $211903.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                              | FDJ UNITED                                                              | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      5290 | NS      | $155678.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfen N.V.                                                              | Alfen N.V.                                                              | CUSIP: 000000000<br>LEI: 724500HDW6IWR9J5YT90 | Long             | EC               | CORP              | NL        |       625 | NS      | $6715.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmera Group ASA                                                        | Elmera Group ASA                                                        | CUSIP: 000000000<br>LEI: 2138006BSHJVCD9SR489 | Long             | EC               | CORP              | NO        |      7374 | NS      | $26806.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elkem ASA                                                               | Elkem ASA                                                               | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     27134 | NS      | $79406.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MECOM Power and Construction Ltd                                        | MECOM Power and Construction Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    139500 | NS      | $2904.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean PLC                                                            | Energean PLC                                                            | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | EC               | CORP              | GB        |     17683 | NS      | $203580.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fattal Holdings 1998 Ltd                                                | Fattal Holdings 1998 Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       340 | NS      | $62309.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SP Group A/S                                                            | SP Group A/S                                                            | CUSIP: 000000000<br>LEI: 549300WCUCPUNXAFH710 | Long             | EC               | CORP              | DK        |       573 | NS      | $31285.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| boohoo Group PLC                                                        | boohoo Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800SZF3KFCECWY243 | Long             | EC               | CORP              | JE        |     35966 | NS      | $8521.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSP Group Plc                                                           | SSP Group Plc                                                           | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |     47075 | NS      | $108977.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rightmove PLC                                                           | Rightmove PLC                                                           | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |     42311 | NS      | $242074.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Value SpA                                                       | Digital Value SpA                                                       | CUSIP: 000000000<br>LEI: 81560096F26ACF910809 | Long             | EC               | CORP              | IT        |       184 | NS      | $6225.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                     | Samhallsbyggnadsbolaget i Norden AB                                     | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |      8533 | NS      | $7494.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                                 | IMI PLC                                                                 | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     16348 | NS      | $556142.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Will Group Inc                                                          | Will Group Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $14075.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                                      | Nine Entertainment Co Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |    114713 | NS      | $76352.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CTT-Correios de Portugal SA                                             | CTT-Correios de Portugal SA                                             | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |      2709 | NS      | $18885.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klaveness Combination Carriers ASA                                      | Klaveness Combination Carriers ASA                                      | CUSIP: 000000000<br>LEI: 213800ZFB2MQM3JA6K52 | Long             | EC               | CORP              | NO        |      3137 | NS      | $30550.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gift Holdings Inc                                                       | Gift Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $43065.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Aqua Co Ltd                                                      | Nippon Aqua Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $9333.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTG Nordic Transport Group A/S                                          | NTG Nordic Transport Group A/S                                          | CUSIP: 000000000<br>LEI: 529900PZWXV8JX89K947 | Long             | EC               | CORP              | DK        |       319 | NS      | $7988.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                       | Standard Life PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      8283 | NS      | $75015.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMAXYZ Holdings Inc                                                   | SIGMAXYZ Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $32356.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mebuki Financial Group Inc                                              | Mebuki Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |     41490 | NS      | $323573.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Platzer Fastigheter Holding AB                                          | Platzer Fastigheter Holding AB                                          | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |      4133 | NS      | $29469.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oma Saastopankki Oyj                                                    | Oma Saastopankki Oyj                                                    | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | EC               | CORP              | FI        |       488 | NS      | $6825.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lime Technologies AB                                                    | Lime Technologies AB                                                    | CUSIP: 000000000<br>LEI: 5493008UUFYDF3ZTHC65 | Long             | EC               | CORP              | SE        |       713 | NS      | $15590.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brockhaus Technologies AG                                               | Brockhaus Technologies AG                                               | CUSIP: 000000000<br>LEI: 5299007DQ4OLATJQIX97 | Long             | EC               | CORP              | DE        |       330 | NS      | $6255.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                                                        | Unicaja Banco SA                                                        | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     77646 | NS      | $230433.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orora Ltd                                                               | Orora Ltd                                                               | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    149724 | NS      | $196649.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmet Oyj                                                              | Valmet Oyj                                                              | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      8893 | NS      | $254460.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Viaplay Group AB                                                        | Viaplay Group AB                                                        | CUSIP: 000000000<br>LEI: 5493006E0IJD0DHJSR89 | Long             | EC               | CORP              | SE        |     27828 | NS      | $3752.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isracard Ltd                                                            | Isracard Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         1 | NS      | $3.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group PLC/Jersey                                                    | Man Group PLC/Jersey                                                    | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |     70796 | NS      | $238335.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                           | Akzo Nobel NV                                                           | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     11672 | NS      | $670968.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HK Electric Investments & HK Electric Investments Ltd                   | HK Electric Investments & HK Electric Investments Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    105000 | NS      | $86683.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pets at Home Group Plc                                                  | Pets at Home Group Plc                                                  | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |     36513 | NS      | $88449.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                                         | Stadler Rail AG                                                         | CUSIP: 000000000<br>LEI: 506700781XDET0A89669 | Long             | EC               | CORP              | CH        |      2889 | NS      | $74232.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watches of Switzerland Group PLC                                        | Watches of Switzerland Group PLC                                        | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     18564 | NS      | $111290.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International PLC                                                 | Croda International PLC                                                 | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |      2984 | NS      | $112057.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tai Hing Group Holdings Ltd                                             | Tai Hing Group Holdings Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62000 | NS      | $8588.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ninety One PLC                                                          | Ninety One PLC                                                          | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |      5720 | NS      | $17253.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                  | Dr Ing hc F Porsche AG                                                  | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      3440 | NS      | $156706.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mongolian Mining Corp                                                   | Mongolian Mining Corp                                                   | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | EC               | CORP              | KY        |     60000 | NS      | $80383.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Hospice Holdings Inc                                              | Japan Hospice Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $3689.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AO World PLC                                                            | AO World PLC                                                            | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |     25690 | NS      | $29446.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewPrinces SpA                                                          | NewPrinces SpA                                                          | CUSIP: 000000000<br>LEI: 815600511D7D0F6A5955 | Long             | EC               | CORP              | IT        |      1500 | NS      | $36538.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Towers PLC                                                       | Helios Towers PLC                                                       | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |     62269 | NS      | $149910.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikyonishikawa Corp                                                    | Daikyonishikawa Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $21210.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Marine Services PLC                                                | Gulf Marine Services PLC                                                | CUSIP: 000000000<br>LEI: 213800IGS2QE89SAJF77 | Long             | EC               | CORP              | GB        |     49627 | NS      | $11757.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                                            | Evolution AB                                                            | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      3131 | NS      | $196778.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zuger Kantonalbank                                                      | Zuger Kantonalbank                                                      | CUSIP: 000000000<br>LEI: 529900PVNQ0FQUKJQ049 | Long             | EC               | CORP              | CH        |         9 | NS      | $115873.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medacta Group SA                                                        | Medacta Group SA                                                        | CUSIP: 000000000<br>LEI: 506700P2PFU3A3DROC14 | Long             | EC               | CORP              | CH        |       258 | NS      | $48757.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analogue Holdings Ltd                                                   | Analogue Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     86000 | NS      | $10638.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M Yochananof & Sons Ltd                                                 | M Yochananof & Sons Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       297 | NS      | $34193.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travis Perkins PLC                                                      | Travis Perkins PLC                                                      | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     15128 | NS      | $114070.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinnihonseiyaku Co Ltd                                                 | Shinnihonseiyaku Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10507.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORBIT ASA                                                              | NORBIT ASA                                                              | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |      1217 | NS      | $23983.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontage Holdings Corp                                                  | Frontage Holdings Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     64000 | NS      | $9079.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                                       | Airtel Africa PLC                                                       | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     85953 | NS      | $396358.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ora Banda Mining Ltd                                                    | Ora Banda Mining Ltd                                                    | CUSIP: 000000000<br>LEI: 984500DAD3BDFDHBD844 | Long             | EC               | CORP              | AU        |     34163 | NS      | $28313.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                                           | Budweiser Brewing Co APAC Ltd                                           | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |     57600 | NS      | $53243.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alzchem Group AG                                                        | Alzchem Group AG                                                        | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |       689 | NS      | $137899.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Torex Semiconductor Ltd                                                 | Torex Semiconductor Ltd                                                 | CUSIP: 000000000<br>LEI: 353800792OJSR3M9LV27 | Long             | EC               | CORP              | JP        |       900 | NS      | $8983.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                                                 | ISS A/S                                                                 | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |     15650 | NS      | $570032.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amvis Holdings Inc                                                      | Amvis Holdings Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $17306.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pareto Bank ASA                                                         | Pareto Bank ASA                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZX75J484 | Long             | EC               | CORP              | NO        |      2045 | NS      | $18036.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinch AB                                                                | Sinch AB                                                                | CUSIP: 000000000<br>LEI: 549300UXY7QM6IDCGI12 | Long             | EC               | CORP              | SE        |     56576 | NS      | $151261.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                                          | Iveco Group NV                                                          | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |     21372 | NS      | $478789.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicom Ltd                                                               | Vicom Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4200 | NS      | $5814.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LA Holdings Co Ltd/Japan                                                | LA Holdings Co Ltd/Japan                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $16950.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Financial Gate Inc                                                  | GMO Financial Gate Inc                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $10008.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZ-COM MARUWA Holdings Inc                                              | AZ-COM MARUWA Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800T8U9EBANSQUQ17 | Long             | EC               | CORP              | JP        |      6400 | NS      | $36098.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuit Group PLC                                                        | Genuit Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     18116 | NS      | $69287.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediterranean Towers Ltd                                                | Mediterranean Towers Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4876 | NS      | $25902.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEIWA Inc                                                               | KEIWA Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $7474.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duratec Ltd                                                             | Duratec Ltd                                                             | CUSIP: 000000000<br>LEI: 984500585DA5E5BD0678 | Long             | EC               | CORP              | AU        |     14417 | NS      | $25364.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norske Skog ASA                                                         | Norske Skog ASA                                                         | CUSIP: 000000000<br>LEI: 529900MYY60WXHHY3039 | Long             | EC               | CORP              | NO        |      2906 | NS      | $11554.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SATS ASA                                                                | SATS ASA                                                                | CUSIP: 000000000<br>LEI: 549300UWBMWYM7YQRF97 | Long             | EC               | CORP              | NO        |     17001 | NS      | $75578.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Joyful Honda Co Ltd                                                     | Joyful Honda Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $52309.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennge KK                                                               | Hennge KK                                                               | CUSIP: 000000000<br>LEI: 529900N5YVV2PXAYZX72 | Long             | EC               | CORP              | JP        |      1900 | NS      | $11173.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Softwareone Holding AG                                                  | Softwareone Holding AG                                                  | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |      7974 | NS      | $70016.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd                                      | Auckland International Airport Ltd                                      | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     22316 | NS      | $102206.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixstars Corp                                                           | Fixstars Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $27012.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galliford Try Holdings PLC                                              | Galliford Try Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |      9912 | NS      | $63665.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc                                                      | Seibu Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |      8400 | NS      | $234685.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Base Co Ltd                                                             | Base Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $12116.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Energy Resources Ltd                                             | Vulcan Energy Resources Ltd                                             | CUSIP: 000000000<br>LEI: 8945006OYFHQ9HE4XE54 | Long             | EC               | CORP              | AU        |     19971 | NS      | $45360.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyro Payments Ltd                                                       | Tyro Payments Ltd                                                       | CUSIP: 000000000<br>LEI: 984500UB1AC1CA69AD85 | Long             | EC               | CORP              | AU        |     63690 | NS      | $35151.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy Ltd                                                      | Genesis Energy Ltd                                                      | CUSIP: 000000000<br>LEI: 254900HM1ABRDJ7T5718 | Long             | EC               | CORP              | NZ        |     46737 | NS      | $58823.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wickes Group PLC                                                        | Wickes Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |     22473 | NS      | $62167.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                                | Lifco AB                                                                | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      3017 | NS      | $91271.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Puuilo Oyj                                                              | Puuilo Oyj                                                              | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |      6098 | NS      | $89146.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                                   | MFE-MediaForEurope NV                                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     25507 | NS      | $76801.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                                   | MFE-MediaForEurope NV                                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |      6267 | NS      | $24171.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vetropack Holding AG                                                    | Vetropack Holding AG                                                    | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |       950 | NS      | $27344.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapcor Ltd                                                              | Bapcor Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     38242 | NS      | $16050.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maas Group Holdings Ltd                                                 | Maas Group Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 9845002E61U3EB3DD061 | Long             | EC               | CORP              | AU        |      4542 | NS      | $13631.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenstam AB                                                           | Wallenstam AB                                                           | CUSIP: 000000000<br>LEI: 21380081R2P9MKFQBD25 | Long             | EC               | CORP              | SE        |     16228 | NS      | $70298.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Addnode Group AB                                                        | Addnode Group AB                                                        | CUSIP: 000000000<br>LEI: 213800CQXEA3W1YWXZ31 | Long             | EC               | CORP              | SE        |      6878 | NS      | $48403.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                          | Atlas Copco AB                                                          | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     35416 | NS      | $624979.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                          | Atlas Copco AB                                                          | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     20952 | NS      | $327527.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSB Group PLC                                                           | OSB Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |     42937 | NS      | $298706.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                  | CTP NV                                                                  | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | EC               | CORP              | NL        |      7929 | NS      | $132703.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                       | eDreams ODIGEO SA                                                       | CUSIP: 000000000<br>LEI: 959800Y8LQ5MR2YZ4N96 | Long             | EC               | CORP              | ES        |      2861 | NS      | $10222.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplitude Energy Ltd                                                    | Amplitude Energy Ltd                                                    | CUSIP: 000000000<br>LEI: 261700Y30XMDCWR50Z59 | Long             | EC               | CORP              | AU        |     32431 | NS      | $38486.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vallourec SACA                                                          | Vallourec SACA                                                          | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     15940 | NS      | $403498.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                               | Tesco PLC                                                               | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    253436 | NS      | $1592852.39   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Technology Holdings plc                                         | Ashtead Technology Holdings plc                                         | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |      5826 | NS      | $32384.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                            | WH Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    499841 | NS      | $657008.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macbee Planet Inc                                                       | Macbee Planet Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $5649.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NexTone Inc                                                             | NexTone Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $3871.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                              | AddTech AB                                                              | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |      7794 | NS      | $267450.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Shipyards Industries Ltd                                         | Israel Shipyards Industries Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       315 | NS      | $13994.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irish Continental Group PLC                                             | Irish Continental Group PLC                                             | CUSIP: 000000000<br>LEI: 635400FQKB6QXERQOC74 | Long             | EC               | CORP              | IE        |     11875 | NS      | $87021.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OVH Groupe SA                                                           | OVH Groupe SA                                                           | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | EC               | CORP              | FR        |       832 | NS      | $8810.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Group AG                                                            | SFS Group AG                                                            | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |      1646 | NS      | $246347.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Card Factory PLC                                                        | Card Factory PLC                                                        | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |     38688 | NS      | $32704.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudberry Clean Energy ASA                                             | Cloudberry Clean Energy ASA                                             | CUSIP: 000000000<br>LEI: 549300VUALPJQLAH7B56 | Long             | EC               | CORP              | NO        |     18751 | NS      | $25639.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                    | Dassault Systemes SE                                                    | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      5818 | NS      | $117781.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aussie Broadband Ltd                                                    | Aussie Broadband Ltd                                                    | CUSIP: 000000000<br>LEI: 98450090EAD3778B9832 | Long             | EC               | CORP              | AU        |     17641 | NS      | $58938.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gurit Holding AG                                                        | Gurit Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900VOD3V5IBEW8G44 | Long             | EC               | CORP              | CH        |       240 | NS      | $11825.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                                                        | Georg Fischer AG                                                        | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |      4291 | NS      | $221369.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Breedon Group PLC                                                       | Breedon Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |     17511 | NS      | $69069.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                       | NatWest Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    113322 | NS      | $839482.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                   | JD Sports Fashion PLC                                                   | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    179246 | NS      | $170007.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                                     | Storskogen Group AB                                                     | CUSIP: 000000000<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |    124752 | NS      | $116842.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ampol Ltd                                                               | Ampol Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     12059 | NS      | $279689.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tuas Ltd                                                                | Tuas Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2990 | NS      | $12717.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omni Bridgeway Ltd                                                      | Omni Bridgeway Ltd                                                      | CUSIP: 000000000<br>LEI: 529900T4EL2A89FPP865 | Long             | EC               | CORP              | AU        |     13858 | NS      | $15059.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cint Group AB                                                           | Cint Group AB                                                           | CUSIP: 000000000<br>LEI: 549300KSY3P5G8XC0A34 | Long             | EC               | CORP              | SE        |     24365 | NS      | $9941.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINK Mobility Group Holding ASA                                         | LINK Mobility Group Holding ASA                                         | CUSIP: 000000000<br>LEI: 2549006RH08XJGKC2Y14 | Long             | EC               | CORP              | NO        |     10332 | NS      | $23710.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coast Entertainment Holdings Ltd                                        | Coast Entertainment Holdings Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     56288 | NS      | $18447.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kvutzat Acro Ltd                                                        | Kvutzat Acro Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       988 | NS      | $13345.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd                                                         | TPG Telecom Ltd                                                         | CUSIP: 000000000<br>LEI: 9845008F2E58CD6F7984 | Long             | EC               | CORP              | AU        |     26527 | NS      | $74013.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barco NV                                                                | Barco NV                                                                | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |      2553 | NS      | $28467.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                      | Harbour Energy PLC                                                      | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |     20193 | NS      | $80296.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Retailors Ltd                                                           | Retailors Ltd                                                           | CUSIP: 000000000<br>LEI: 2549006QHZTQOYRBB695 | Long             | EC               | CORP              | IL        |       581 | NS      | $6395.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Store Holdings Ltd                                            | Universal Store Holdings Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2598 | NS      | $14127.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truecaller AB                                                           | Truecaller AB                                                           | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     27904 | NS      | $32695.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elopak ASA                                                              | Elopak ASA                                                              | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |      9930 | NS      | $37175.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rvrc Holding AB                                                         | Rvrc Holding AB                                                         | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |      7740 | NS      | $54297.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEXA Group Ltd                                                          | PEXA Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10825 | NS      | $114838.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                               | Epiroc AB                                                               | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      9438 | NS      | $232333.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                               | Epiroc AB                                                               | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      5498 | NS      | $117775.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RENK Group AG                                                           | RENK Group AG                                                           | CUSIP: 000000000<br>LEI: 894500H8CNSZ53EI6K63 | Long             | EC               | CORP              | DE        |      3492 | NS      | $208722.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| I-NE Co Ltd                                                             | I-NE Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $4967.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                           | Stellantis NV                                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     58534 | NS      | $423059.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Foresight Group Holdings Ltd                                            | Foresight Group Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |      7643 | NS      | $35609.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV                                                   | MFE-MediaForEurope NV                                                   | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     18947 | NS      | $55143.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veridis Environment Ltd                                                 | Veridis Environment Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1656 | NS      | $20450.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TP ICAP Group PLC                                                       | TP ICAP Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |     70026 | NS      | $253767.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Yukiguni Factory Co Ltd                                                 | Yukiguni Factory Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $7480.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoegh Autoliners ASA                                                    | Hoegh Autoliners ASA                                                    | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |     11013 | NS      | $159458.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Partners Ltd                                                      | Regal Partners Ltd                                                      | CUSIP: 000000000<br>LEI: 21380053IWTO1FZTF831 | Long             | EC               | CORP              | AU        |      4484 | NS      | $8188.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Steel Ltd                                                        | Vulcan Steel Ltd                                                        | CUSIP: 000000000<br>LEI: 98450060022AC677C824 | Long             | EC               | CORP              | NZ        |      2401 | NS      | $8836.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                                          | H Lundbeck A/S                                                          | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |      3565 | NS      | $18698.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                                          | H Lundbeck A/S                                                          | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     32365 | NS      | $202670.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytes Technology Group PLC                                              | Bytes Technology Group PLC                                              | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |     25519 | NS      | $95067.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F-Secure Oyj                                                            | F-Secure Oyj                                                            | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |      4404 | NS      | $8271.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline PLC                                                           | Frontline PLC                                                           | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | CY        |      1980 | NS      | $69568.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Doral Group Renewable Energy Resources Ltd                              | Doral Group Renewable Energy Resources Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       426 | NS      | $8022.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                         | Azelis Group NV                                                         | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |      6407 | NS      | $65335.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                             | Informa PLC                                                             | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     42519 | NS      | $427048.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Moriya Transportation Engineering & Manufacturing Co Ltd                | Moriya Transportation Engineering & Manufacturing Co Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $17449.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fenix Outdoor International AG                                          | Fenix Outdoor International AG                                          | CUSIP: 000000000<br>LEI: 549300OBIOEC0J5XEB68 | Long             | EC               | CORP              | CH        |       263 | NS      | $12446.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monash IVF Group Ltd                                                    | Monash IVF Group Ltd                                                    | CUSIP: 000000000<br>LEI: 9845000F654B75F7D091 | Long             | EC               | CORP              | AU        |     48981 | NS      | $22490.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moonpig Group PLC                                                       | Moonpig Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |     13162 | NS      | $36497.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Aviation SA                                                    | Dassault Aviation SA                                                    | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |       251 | NS      | $93422.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THG PLC                                                                 | THG PLC                                                                 | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |     61212 | NS      | $23810.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Knaus Tabbert AG                                                        | Knaus Tabbert AG                                                        | CUSIP: 000000000<br>LEI: 391200V57NOSGK8UVW09 | Long             | EC               | CORP              | DE        |       280 | NS      | $4126.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Socionext Inc                                                           | Socionext Inc                                                           | CUSIP: 000000000<br>LEI: 529900NKQHKPDKDHVO94 | Long             | EC               | CORP              | JP        |     11600 | NS      | $144027.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                                               | Loomis AB                                                               | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |      8080 | NS      | $369096.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mugen Estate Co Ltd                                                     | Mugen Estate Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $30637.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auction Technology Group PLC                                            | Auction Technology Group PLC                                            | CUSIP: 000000000<br>LEI: 213800U8Q9K2XI3WRE39 | Long             | EC               | CORP              | GB        |      5851 | NS      | $25866.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AddLife AB                                                              | AddLife AB                                                              | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |      8354 | NS      | $124590.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pharma Mar SA                                                           | Pharma Mar SA                                                           | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |       425 | NS      | $43474.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Judo Capital Holdings Ltd                                               | Judo Capital Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     44277 | NS      | $41957.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuix Ltd                                                                | Nuix Ltd                                                                | CUSIP: 000000000<br>LEI: 9845006CD6B843A8B043 | Long             | EC               | CORP              | AU        |     12142 | NS      | $10444.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondi PLC                                                               | Mondi PLC                                                               | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     25928 | NS      | $293132.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                                              | Betsson AB                                                              | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |     12884 | NS      | $137541.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Clinical Labs Ltd                                            | Australian Clinical Labs Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21006 | NS      | $30429.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lagercrantz Group AB                                                    | Lagercrantz Group AB                                                    | CUSIP: 000000000<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |     12341 | NS      | $263630.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metro Bank Holdings PLC                                                 | Metro Bank Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | EC               | CORP              | GB        |     26335 | NS      | $41061.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saga PLC                                                                | Saga PLC                                                                | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | EC               | CORP              | GB        |     13212 | NS      | $81666.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                              | Haleon PLC                                                              | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    175648 | NS      | $869280.85    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CREAL Inc                                                               | CREAL Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $11386.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                   | Lottomatica Group Spa                                                   | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |      5075 | NS      | $146539.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadeler A/S                                                             | Cadeler A/S                                                             | CUSIP: 000000000<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |      3853 | NS      | $22466.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus Alpha Consulting Co Ltd                                            | Plus Alpha Consulting Co Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $25816.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                                           | Deme Group NV                                                           | CUSIP: 000000000<br>LEI: 549300FPFPQPKI3PJV37 | Long             | EC               | CORP              | BE        |       740 | NS      | $160857.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                             | Hensoldt AG                                                             | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |      4974 | NS      | $441444.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea1 offshore Inc                                                       | Sea1 offshore Inc                                                       | CUSIP: 000000000<br>LEI: 549300NYGU1CE7UICM69 | Long             | EC               | CORP              | KY        |      8784 | NS      | $31842.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conduit Holdings Ltd                                                    | Conduit Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |      9207 | NS      | $51255.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hemnet Group AB                                                         | Hemnet Group AB                                                         | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |      3254 | NS      | $37092.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volution Group PLC                                                      | Volution Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |      5998 | NS      | $45252.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elior Group SA                                                          | Elior Group SA                                                          | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | EC               | CORP              | FR        |     18422 | NS      | $52623.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Hi-Speed Holdings Group Ltd                                    | Shandong Hi-Speed Holdings Group Ltd                                    | CUSIP: 000000000<br>LEI: 254900VU7AJZ10ON7N14 | Long             | EC               | CORP              | BM        |     22000 | NS      | $3731.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                                 | Vestas Wind Systems A/S                                                 | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     30458 | NS      | $918945.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                               | InPost SA                                                               | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |      8304 | NS      | $147013.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brunel International NV                                                 | Brunel International NV                                                 | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |      2490 | NS      | $19137.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtrom Group Ltd                                                       | Ashtrom Group Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2536 | NS      | $55552.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentrack Group Ltd                                                      | Gentrack Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      3379 | NS      | $12854.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Israel Brands Ltd                                                 | Delta Israel Brands Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       528 | NS      | $16696.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next Vision Stabilized Systems Ltd                                      | Next Vision Stabilized Systems Ltd                                      | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |      3272 | NS      | $317387.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AFRY AB                                                                 | AFRY AB                                                                 | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |      7790 | NS      | $105882.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                      | Nibe Industrier AB                                                      | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |      8525 | NS      | $35621.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Lagonda Global Holdings PLC                                | Aston Martin Lagonda Global Holdings PLC                                | CUSIP: 000000000<br>LEI: 213800167WOVOK5ZC776 | Long             | EC               | CORP              | GB        |      4044 | NS      | $1964.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corem Property Group AB                                                 | Corem Property Group AB                                                 | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |       419 | NS      | $10246.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon Purus ASA                                                       | Hexagon Purus ASA                                                       | CUSIP: 000000000<br>LEI: 549300CM3T0GK8X3FW75 | Long             | EC               | CORP              | NO        |      2131 | NS      | $231.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetPartners Group Ltd                                                 | FleetPartners Group Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23440 | NS      | $41058.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cettire Ltd                                                             | Cettire Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20920 | NS      | $3325.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                 | GSK PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     57200 | NS      | $1575601.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Inrom Construction Industries Ltd                                       | Inrom Construction Industries Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7985 | NS      | $62856.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eternal Hospitality Group Co Ltd                                        | Eternal Hospitality Group Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $21695.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Times Group MTG AB                                               | Modern Times Group MTG AB                                               | CUSIP: 000000000<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |      9134 | NS      | $89189.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SmartGroup Corp Ltd                                                     | SmartGroup Corp Ltd                                                     | CUSIP: 000000000<br>LEI: 254900GHFZAMQGOYO431 | Long             | EC               | CORP              | AU        |      6414 | NS      | $36743.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                          | Ontex Group NV                                                          | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | EC               | CORP              | BE        |      7771 | NS      | $32528.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                             | Euronext NV                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |      2631 | NS      | $422490.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Inficon Holding AG                                                      | Inficon Holding AG                                                      | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |       644 | NS      | $81505.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engcon AB                                                               | Engcon AB                                                               | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |      1349 | NS      | $9262.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dauch Corporation                                                       | Dauch Corporation                                                       | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      1685 | NS      | $9545.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Technip Energies NV                                                     | Technip Energies NV                                                     | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |     14158 | NS      | $598282.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros                | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros                | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |     21910 | NS      | $29875.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lassila & Tikanoja Oyj                                                  | Lassila & Tikanoja Oyj                                                  | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |      2818 | NS      | $24038.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luotea Plc                                                              | Luotea Plc                                                              | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |      2818 | NS      | $8133.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visional Inc                                                            | Visional Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $99136.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB publ                                                         | Nordnet AB publ                                                         | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |      4962 | NS      | $161583.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                  | Eurofins Scientific SE                                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |     11052 | NS      | $806453.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cover Corp                                                              | Cover Corp                                                              | CUSIP: 000000000<br>LEI: 52990035OHMHKGU4UZ13 | Long             | EC               | CORP              | JP        |      3500 | NS      | $29832.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arent Inc                                                               | Arent Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13151.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA/France                                                     | Worldline SA/France                                                     | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | EC               | CORP              | FR        |     89054 | NS      | $26820.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                                               | Coface SA                                                               | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     12523 | NS      | $218099.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanza AB                                                                | Hanza AB                                                                | CUSIP: 000000000<br>LEI: 549300X0C14ZL28N1L09 | Long             | EC               | CORP              | SE        |      2312 | NS      | $36116.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanofilm Technologies International Ltd                                 | Nanofilm Technologies International Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     17800 | NS      | $8136.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                             | NN Group NV                                                             | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     24224 | NS      | $1891795.22   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Annehem Fastigheter AB                                                  | Annehem Fastigheter AB                                                  | CUSIP: 000000000<br>LEI: 5493001IZXU12M8NYV95 | Long             | EC               | CORP              | SE        |      4488 | NS      | $8533.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                                  | Melrose Industries PLC                                                  | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     13008 | NS      | $88144.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                             | FinecoBank Banca Fineco SpA                                             | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     33587 | NS      | $747267.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                | FUCHS SE                                                                | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EC               | CORP              | DE        |      2760 | NS      | $95565.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                | FUCHS SE                                                                | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |      6201 | NS      | $263781.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-Abello A/S                                                          | ALK-Abello A/S                                                          | CUSIP: 000000000<br>LEI: 529900SGCREUZCZ7P020 | Long             | EC               | CORP              | DK        |      7988 | NS      | $252546.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandi Standard AB                                                      | Scandi Standard AB                                                      | CUSIP: 000000000<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |      3932 | NS      | $61771.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 7C Solarparken AG                                                       | 7C Solarparken AG                                                       | CUSIP: 000000000<br>LEI: 529900SUURYOXKCQ6Z90 | Long             | EC               | CORP              | DE        |      6043 | NS      | $12314.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voltalia SA                                                             | Voltalia SA                                                             | CUSIP: 000000000<br>LEI: 969500KE938Z79ZH1N44 | Long             | EC               | CORP              | FR        |      4227 | NS      | $34276.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Healthcare Group PLC                                              | Spire Healthcare Group PLC                                              | CUSIP: 000000000<br>LEI: 213800IBJPW3SE2RA350 | Long             | EC               | CORP              | GB        |     13483 | NS      | $26179.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olam Group Ltd                                                          | Olam Group Ltd                                                          | CUSIP: 000000000<br>LEI: 9845006F83F5EEC2A704 | Long             | EC               | CORP              | SG        |     52900 | NS      | $35846.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dalrymple Bay Infrastructure Ltd                                        | Dalrymple Bay Infrastructure Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4869 | NS      | $17079.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                                | Accelleron Industries AG                                                | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      9916 | NS      | $896269.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighetsbolaget Emilshus AB                                           | Fastighetsbolaget Emilshus AB                                           | CUSIP: 000000000<br>LEI: 5493004EO7GR5U8PRK21 | Long             | EC               | CORP              | SE        |        94 | NS      | $509.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanor Investor Group                                                   | Elanor Investor Group                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7930 | NS      | $842.58       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Argo Properties NV                                                      | Argo Properties NV                                                      | CUSIP: 000000000<br>LEI: 724500VWIAC6N6VHCK55 | Long             | EC               | CORP              | NL        |       368 | NS      | $15082.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                                        | Pennon Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |     19875 | NS      | $139293.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 29Metals Ltd                                                            | 29Metals Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    150788 | NS      | $37036.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                                    | Lottery Corp Ltd/The                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     80203 | NS      | $299522.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kibun Foods Inc                                                         | Kibun Foods Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $14522.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercos SpA                                                            | Intercos SpA                                                            | CUSIP: 000000000<br>LEI: 8156004C3711C92F7648 | Long             | EC               | CORP              | IT        |      2105 | NS      | $30170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synthomer PLC                                                           | Synthomer PLC                                                           | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | EC               | CORP              | GB        |     13236 | NS      | $7112.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventia Services Group Pty Ltd                                           | Ventia Services Group Pty Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     80878 | NS      | $294479.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Develop Global Ltd                                                      | Develop Global Ltd                                                      | CUSIP: 000000000<br>LEI: 5299008N5CYXCI98G291 | Long             | EC               | CORP              | AU        |      9081 | NS      | $27159.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                           | Endeavour Group Ltd/Australia                                           | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    130927 | NS      | $296368.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCAB Group AB                                                           | NCAB Group AB                                                           | CUSIP: 000000000<br>LEI: 549300RUPCK2N43ES354 | Long             | EC               | CORP              | SE        |      5265 | NS      | $31117.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV                                                | Universal Music Group NV                                                | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     29907 | NS      | $580518.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Seatrium Ltd                                                            | Seatrium Ltd                                                            | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |    156242 | NS      | $289615.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantium N.V.                                                           | Avantium N.V.                                                           | CUSIP: 000000000<br>LEI: 724500E5WW4731JJ4G46 | Long             | EC               | CORP              | NL        |      1351 | NS      | $10439.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings PLC                                             | Berkeley Group Holdings PLC                                             | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |      6695 | NS      | $306690.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stabilus SE                                                             | Stabilus SE                                                             | CUSIP: 000000000<br>LEI: 529900JOSL94HJN4VZ28 | Long             | EC               | CORP              | DE        |      1672 | NS      | $31401.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central New Energy Holding Group Ltd                                    | Central New Energy Holding Group Ltd                                    | CUSIP: 000000000<br>LEI: 254900X80WMZKCD79W31 | Long             | EC               | CORP              | KY        |     31000 | NS      | $31785.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beijer Ref AB                                                           | Beijer Ref AB                                                           | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |      4607 | NS      | $63867.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anycolor Inc                                                            | Anycolor Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $46518.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logista Integral SA                                                     | Logista Integral SA                                                     | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      6043 | NS      | $226149.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Savannah Energy PLC                                                     | Savannah Energy PLC                                                     | CUSIP: 000000000<br>LEI: 2138002YCJORSFH5YR43 | Long             | EC               | CORP              | GB        |     28585 | NS      | $3007.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synsam AB                                                               | Synsam AB                                                               | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |      5833 | NS      | $42461.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd                                           | Johnson Electric Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |     47496 | NS      | $144113.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentum Group AB                                                       | Momentum Group AB                                                       | CUSIP: 000000000<br>LEI: 549300QOHUWQMD9G3757 | Long             | EC               | CORP              | SE        |       927 | NS      | $12088.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARN Media Ltd                                                           | ARN Media Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22200 | NS      | $3599.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                                                         | Helia Group Ltd                                                         | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |     31524 | NS      | $115618.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                        | Novo Nordisk A/S                                                        | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     58408 | NS      | $2137409.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                               | Shell PLC                                                               | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    136635 | NS      | $6328257.94   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                                     | Corp ACCIONA Energias Renovables SA                                     | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |      2251 | NS      | $55689.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebanken More                                                        | Sparebanken More                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZX5PU005 | Long             | EC               | CORP              | NO        |      3012 | NS      | $36531.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tate & Lyle PLC                                                         | Tate & Lyle PLC                                                         | CUSIP: 000000000<br>LEI: 2138008K14474WPKZ244 | Long             | EC               | CORP              | GB        |     16470 | NS      | $78914.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                                           | Schroders PLC                                                           | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     29243 | NS      | $225158.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                            | Cie Generale des Etablissements Michelin SCA                            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     31145 | NS      | $1066993.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ariston Holding NV                                                      | Ariston Holding NV                                                      | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |      7780 | NS      | $33627.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA Systems ASA                                                       | TOMRA Systems ASA                                                       | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |      2053 | NS      | $24751.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                                | Wihlborgs Fastigheter AB                                                | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     12258 | NS      | $111422.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chrysos Corp Ltd                                                        | Chrysos Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 984500AAZB77B0753848 | Long             | EC               | CORP              | AU        |      2857 | NS      | $14015.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                               | Aviva PLC                                                               | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    113471 | NS      | $910648.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                                              | Syensqo SA                                                              | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |      4764 | NS      | $277705.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Instalco AB                                                             | Instalco AB                                                             | CUSIP: 000000000<br>LEI: 549300DZ9ONT2AXY4029 | Long             | EC               | CORP              | SE        |     24898 | NS      | $81953.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| d'Amico International Shipping SA                                       | d'Amico International Shipping SA                                       | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |      8265 | NS      | $72027.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                                 | Saab AB                                                                 | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      1385 | NS      | $90647.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Investment Adviser Co Ltd                                         | Japan Investment Adviser Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $41100.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euroapi SA                                                              | Euroapi SA                                                              | CUSIP: 000000000<br>LEI: 9695002FT7GGI3CKKJ14 | Long             | EC               | CORP              | FR        |       433 | NS      | $663.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amotiv Ltd                                                              | Amotiv Ltd                                                              | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     12973 | NS      | $60900.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hotland Holdings Co Ltd                                                 | Hotland Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $10302.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensys Gatso Group AB                                                   | Sensys Gatso Group AB                                                   | CUSIP: 000000000<br>LEI: 5493008GYHJL9PWTC395 | Long             | EC               | CORP              | SE        |      1884 | NS      | $7025.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                            | ams-OSRAM AG                                                            | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |      5969 | NS      | $63540.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Skylark Holdings Co Ltd                                                 | Skylark Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |     14500 | NS      | $312571.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                 | Recruit Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     25500 | NS      | $1111033.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gamma Communications PLC                                                | Gamma Communications PLC                                                | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |      5521 | NS      | $51883.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd                                     | Mortgage Advice Bureau Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |      3472 | NS      | $25689.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scatec ASA                                                              | Scatec ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIARK36 | Long             | EC               | CORP              | NO        |      7119 | NS      | $96018.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FP Partner Inc                                                          | FP Partner Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $19428.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                              | Zalando SE                                                              | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     14434 | NS      | $352633.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Viridien                                                                | Viridien                                                                | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |       898 | NS      | $141581.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd                                                                 | SGH Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |      6045 | NS      | $171986.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                                 | SPIE SA                                                                 | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     14328 | NS      | $717483.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                               | Sampo Oyj                                                               | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     21290 | NS      | $226629.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sectra AB                                                               | Sectra AB                                                               | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |      5273 | NS      | $126874.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashdod Refinery Ltd                                                     | Ashdod Refinery Ltd                                                     | CUSIP: 000000000<br>LEI: 549300PCINY5ZLVLX226 | Long             | EC               | CORP              | IL        |       681 | NS      | $19232.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceres Inc/Japan                                                         | Ceres Inc/Japan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9191.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Optim Corp                                                              | Optim Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $3199.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AlphaPolis Co Ltd                                                       | AlphaPolis Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $12988.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elan Corp                                                               | Elan Corp                                                               | CUSIP: 000000000<br>LEI: 529900ME30V6Y8RPTP62 | Long             | EC               | CORP              | JP        |       400 | NS      | $1838.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entra ASA                                                               | Entra ASA                                                               | CUSIP: 000000000<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |       924 | NS      | $10000.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granges AB                                                              | Granges AB                                                              | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     11410 | NS      | $178261.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                            | ROCKWOOL A/S                                                            | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      4020 | NS      | $117033.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                            | ROCKWOOL A/S                                                            | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      9387 | NS      | $260721.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT Inc                                                               | SHIFT Inc                                                               | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |     13800 | NS      | $56317.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Articore Group Ltd                                                      | Articore Group Ltd                                                      | CUSIP: 000000000<br>LEI: 254900SRSOME9Q6QGA93 | Long             | EC               | CORP              | AU        |      8524 | NS      | $1823.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fevara PLC                                                              | Fevara PLC                                                              | CUSIP: 000000000<br>LEI: 213800HTIKPQV98RA653 | Long             | EC               | CORP              | GB        |      1603 | NS      | $2641.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MJ Gleeson PLC                                                          | MJ Gleeson PLC                                                          | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |      5712 | NS      | $20261.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Bank Ltd                                                        | Rakuten Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      3000 | NS      | $109679.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                            | Volvo Car AB                                                            | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |     29294 | NS      | $66173.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canal+ SA                                                               | Canal+ SA                                                               | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |     53250 | NS      | $141683.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                        | Medibank Pvt Ltd                                                        | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     83355 | NS      | $252214.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandatum Oyj                                                            | Mandatum Oyj                                                            | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     16915 | NS      | $135677.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentixapharm Holding AG                                                 | Pentixapharm Holding AG                                                 | CUSIP: 000000000<br>LEI: 3912005VBOVXNDXEQZ36 | Long             | EC               | CORP              | DE        |       835 | NS      | $1748.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe LDC SADIR                                                       | Societe LDC SADIR                                                       | CUSIP: 000000000<br>LEI: 969500W6740M4US9ES57 | Long             | EC               | CORP              | FR        |       388 | NS      | $44533.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMB Tech NV                                                             | CMB Tech NV                                                             | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |      4155 | NS      | $52643.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IPH Ltd                                                                 | IPH Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |     11201 | NS      | $25501.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinewood Technologies Group PLC                                         | Pinewood Technologies Group PLC                                         | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |      6987 | NS      | $19282.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimadaya Corp                                                          | Shimadaya Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11436.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B-Lot Co Ltd                                                            | B-Lot Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $25771.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CrowdWorks Inc                                                          | CrowdWorks Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $8935.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vault Minerals Ltd                                                      | Vault Minerals Ltd                                                      | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |     54814 | NS      | $163556.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U-Next Holdings Co Ltd                                                  | U-Next Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 5299008NVOZT1CQ62M22 | Long             | EC               | CORP              | JP        |      3900 | NS      | $40893.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MarkLines Co Ltd                                                        | MarkLines Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $15612.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adventure Inc                                                           | Adventure Inc                                                           | CUSIP: 000000000<br>LEI: 353800LEN1MWVF1PDR02 | Long             | EC               | CORP              | JP        |       300 | NS      | $3100.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thule Group AB                                                          | Thule Group AB                                                          | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |      2446 | NS      | $53407.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd                                                          | AGL Energy Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |     27208 | NS      | $186261.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morrow Bank AB                                                          | Morrow Bank AB                                                          | CUSIP: 000000000<br>LEI: 9845009C8D6CC754F846 | Long             | EC               | CORP              | SE        |     13708 | NS      | $18317.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METAWATER Co Ltd                                                        | METAWATER Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $43825.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                   | Kongsberg Gruppen ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |      5535 | NS      | $235938.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| oOh!media Ltd                                                           | oOh!media Ltd                                                           | CUSIP: 000000000<br>LEI: 984500D581E7E7A88078 | Long             | EC               | CORP              | AU        |     48209 | NS      | $31432.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hafnia Ltd                                                              | Hafnia Ltd                                                              | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | SG        |     10717 | NS      | $82837.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webjet Group Ltd                                                        | Webjet Group Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46935 | NS      | $17302.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                             | Reckitt Benckiser Group PLC                                             | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     14115 | NS      | $949097.38    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Watahan & Co Ltd                                                        | Watahan & Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $9123.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiab Oyj                                                                | Hiab Oyj                                                                | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |      3729 | NS      | $176338.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BW LPG Ltd                                                              | BW LPG Ltd                                                              | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |      6687 | NS      | $117590.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NP3 Fastigheter AB                                                      | NP3 Fastigheter AB                                                      | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |      2360 | NS      | $61077.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovisa Holdings Ltd                                                     | Lovisa Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |      2892 | NS      | $43237.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DFS Furniture PLC                                                       | DFS Furniture PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |     17021 | NS      | $27343.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Softwareone Holding AG                                                  | Softwareone Holding AG                                                  | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |      3449 | NS      | $29920.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shapir Engineering and Industry Ltd                                     | Shapir Engineering and Industry Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3710 | NS      | $44475.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Distribuidora Internacional de Alimentacion SA                          | Distribuidora Internacional de Alimentacion SA                          | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |       883 | NS      | $41342.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embracer Group AB                                                       | Embracer Group AB                                                       | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |      5670 | NS      | $29228.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bufab AB                                                                | Bufab AB                                                                | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |      8765 | NS      | $96810.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stendorren Fastigheter AB                                               | Stendorren Fastigheter AB                                               | CUSIP: 000000000<br>LEI: 5493003YS3NSPZJ5WU39 | Long             | EC               | CORP              | SE        |       889 | NS      | $17651.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TF Bank AB                                                              | TF Bank AB                                                              | CUSIP: 000000000<br>LEI: 529900BGZZZTLLBR1X49 | Long             | EC               | CORP              | SE        |      2142 | NS      | $37658.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Appen Ltd                                                               | Appen Ltd                                                               | CUSIP: 000000000<br>LEI: 254900XDTS1IBK6ZMQ16 | Long             | EC               | CORP              | AU        |      7413 | NS      | $7478.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mycronic AB                                                             | Mycronic AB                                                             | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |      7410 | NS      | $174139.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Ljungberg AB                                                     | Atrium Ljungberg AB                                                     | CUSIP: 000000000<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |     15075 | NS      | $46514.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                           | Schaeffler AG                                                           | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |      4150 | NS      | $34663.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                               | QIAGEN NV                                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       738 | NS      | $29896.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computacenter PLC                                                       | Computacenter PLC                                                       | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |      2786 | NS      | $111669.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd                                                          | Dyno Nobel Ltd                                                          | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |    139191 | NS      | $303102.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                                              | Amrize Ltd                                                              | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |     20362 | NS      | $1128601.84   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| &Do Holdings Co Ltd                                                     | &Do Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $10405.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dustin Group AB                                                         | Dustin Group AB                                                         | CUSIP: 000000000<br>LEI: 549300C3IRYAOWOT0783 | Long             | EC               | CORP              | SE        |     57504 | NS      | $8342.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWS Holdings PLC                                                        | RWS Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |     14982 | NS      | $15110.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeePer Technical Laboratory Co Ltd                                      | KeePer Technical Laboratory Co Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $30634.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rotork PLC                                                              | Rotork PLC                                                              | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |     48856 | NS      | $203149.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| First Brothers Co Ltd                                                   | First Brothers Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $12453.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JIG-SAW Inc                                                             | JIG-SAW Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $4641.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esprit Holdings Ltd                                                     | Esprit Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900Y9K70J2INEUB08 | Long             | EC               | CORP              | BM        |     21200 | NS      | $2487.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eltel AB                                                                | Eltel AB                                                                | CUSIP: 000000000<br>LEI: 549300QPTTHTI8KCH937 | Long             | EC               | CORP              | SE        |     11132 | NS      | $9918.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elis SA                                                                 | Elis SA                                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     20316 | NS      | $575317.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                                           | B&M European Value Retail plc                                           | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | JE        |     58134 | NS      | $130542.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Financial Holdings Inc                                              | GMO Financial Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $28530.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enento Group Oyj                                                        | Enento Group Oyj                                                        | CUSIP: 000000000<br>LEI: 743700EPLUWXE25HGM03 | Long             | EC               | CORP              | FI        |       540 | NS      | $8447.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group PLC                                                    | Autotrader Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |     36660 | NS      | $229458.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NNIT A/S                                                                | NNIT A/S                                                                | CUSIP: 000000000<br>LEI: 549300KM8QVF7WR40664 | Long             | EC               | CORP              | DK        |       488 | NS      | $3460.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd                                                              | Hiscox Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     24545 | NS      | $495442.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                                           | CAR Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      4658 | NS      | $74357.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OVS SpA                                                                 | OVS SpA                                                                 | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     21746 | NS      | $112920.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc                                            | Sunbelt Rentals Holdings Inc                                            | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |     17220 | NS      | $1098486.66   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Q Beyond Ag Konv Namens Aktien                                          | Q Beyond Ag Konv Namens Aktien                                          | CUSIP: 000000000<br>LEI: 529900DGVITE7A2L5G12 | Long             | EC               | CORP              | DE        |      2200 | NS      | $8797.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                               | CK Hutchison Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     46180 | NS      | $354478.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings PLC                                        | Permanent TSB Group Holdings PLC                                        | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | EC               | CORP              | IE        |       929 | NS      | $3115.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowell e Holdings Inc                                                   | Cowell e Holdings Inc                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9000 | NS      | $30164.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                                     | Meridian Energy Ltd                                                     | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     16235 | NS      | $51969.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                        | Spirax Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      1432 | NS      | $128470.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                             | South32 Ltd                                                             | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    156051 | NS      | $472523.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiconsult ASA                                                        | Multiconsult ASA                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG9GO07 | Long             | EC               | CORP              | NO        |       618 | NS      | $10376.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Soundwill Holdings Ltd                                                  | Soundwill Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5000 | NS      | $4310.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Unibrew A/S                                                       | Royal Unibrew A/S                                                       | CUSIP: 000000000<br>LEI: 529900D69KFL8IAP8Q63 | Long             | EC               | CORP              | DK        |      3914 | NS      | $317529.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                                      | Cellnex Telecom SA                                                      | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     11647 | NS      | $374506.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexpol AB                                                               | Hexpol AB                                                               | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |     13858 | NS      | $105711.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AEM Holdings Ltd                                                        | AEM Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     41804 | NS      | $137891.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Promotora de Informaciones SA                                           | Promotora de Informaciones SA                                           | CUSIP: 000000000<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |     23606 | NS      | $8197.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                | Tryg A/S                                                                | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     20459 | NS      | $487646.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                | Svenska Handelsbanken AB                                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     23706 | NS      | $312533.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                | Svenska Handelsbanken AB                                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |       264 | NS      | $5880.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Information Technologies Corp                                   | Digital Information Technologies Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $22255.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Menicon Co Ltd                                                          | Menicon Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538000OOSRECSEX2327 | Long             | EC               | CORP              | JP        |      6400 | NS      | $69814.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| On the Beach Group PLC                                                  | On the Beach Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |     10599 | NS      | $22053.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Double Standard Inc                                                     | Double Standard Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $10452.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM Holdings Co Ltd                                                      | JM Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $15743.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                           | Banco BPM SpA                                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     61663 | NS      | $857762.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Per Aarsleff Holding A/S                                                | Per Aarsleff Holding A/S                                                | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      1428 | NS      | $165352.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                           | UniCredit SpA                                                           | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     23154 | NS      | $1661155.60   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Group PLC                                                | Domino's Pizza Group PLC                                                | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |     17047 | NS      | $39031.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BayCurrent Inc                                                          | BayCurrent Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $127363.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp                                                          | Dexerials Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $149056.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Superloop Ltd                                                           | Superloop Ltd                                                           | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |     15056 | NS      | $34141.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kid ASA                                                                 | Kid ASA                                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |      1895 | NS      | $24658.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                                                             | Beazley PLC                                                             | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     60437 | NS      | $1021166.63   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PR Times Corp                                                           | PR Times Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9075.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honma Golf Ltd                                                          | Honma Golf Ltd                                                          | CUSIP: 000000000<br>LEI: 2138004YAWWM4FWJ3U62 | Long             | EC               | CORP              | KY        |     17500 | NS      | $6716.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gofore Oyj                                                              | Gofore Oyj                                                              | CUSIP: 000000000<br>LEI: 743700JIW1LAUZDH9012 | Long             | EC               | CORP              | FI        |       497 | NS      | $7880.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viva Energy Group Ltd                                                   | Viva Energy Group Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     78946 | NS      | $139971.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Medicover AB                                                            | Medicover AB                                                            | CUSIP: 000000000<br>LEI: 5493000E9BUOYMOW2K53 | Long             | EC               | CORP              | SE        |      4332 | NS      | $86121.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                        | ABN AMRO Bank NV                                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     19386 | NS      | $614551.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LU-VE SpA                                                               | LU-VE SpA                                                               | CUSIP: 000000000<br>LEI: 815600E90F75EE920594 | Long             | EC               | CORP              | IT        |       721 | NS      | $32793.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baby Bunting Group Ltd                                                  | Baby Bunting Group Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5130 | NS      | $4955.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dfds A/S                                                                | Dfds A/S                                                                | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |      2231 | NS      | $36525.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandic Hotels Group AB                                                 | Scandic Hotels Group AB                                                 | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     18966 | NS      | $171044.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Midwich Group PLC                                                       | Midwich Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800TUH2ZU68PZZN12 | Long             | EC               | CORP              | GB        |      1944 | NS      | $4039.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                               | Orsted AS                                                               | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     12078 | NS      | $299522.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group PLC                                                      | TBC Bank Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |      3641 | NS      | $198784.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                              | Japan Post Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |     31700 | NS      | $366022.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co Ltd                                             | Japan Post Insurance Co Ltd                                             | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     21600 | NS      | $217848.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                              | Scout24 SE                                                              | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1969 | NS      | $151924.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regina Miracle International Holdings Ltd                               | Regina Miracle International Holdings Ltd                               | CUSIP: 000000000<br>LEI: 529900VP8D9D3OQYUC82 | Long             | EC               | CORP              | KY        |     29000 | NS      | $7359.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Econocom Group SA/NV                                                    | Econocom Group SA/NV                                                    | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |      6908 | NS      | $11178.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lai Sun Development Co Ltd                                              | Lai Sun Development Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900703QFF6V3H5059 | Long             | EC               | CORP              | HK        |     45450 | NS      | $3635.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Integral Diagnostics Ltd                                                | Integral Diagnostics Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27556 | NS      | $44868.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Asia Ltd                                                            | BRC Asia Ltd                                                            | CUSIP: 000000000<br>LEI: 25490023Q985DSFBME10 | Long             | EC               | CORP              | SG        |      5600 | NS      | $20440.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gulf Keystone Petroleum Ltd                                             | Gulf Keystone Petroleum Ltd                                             | CUSIP: 000000000<br>LEI: 213800QTAQOSSTNTPO15 | Long             | EC               | CORP              | BM        |     21757 | NS      | $61338.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgold Resources Ltd                                                  | Westgold Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     61075 | NS      | $256943.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO SE                                                         | flatexDEGIRO SE                                                         | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      8369 | NS      | $288607.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Workplace Group PLC                                       | International Workplace Group PLC                                       | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |     52010 | NS      | $120720.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                                          | CK Infrastructure Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |     16500 | NS      | $132316.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HelloFresh SE                                                           | HelloFresh SE                                                           | CUSIP: 000000000<br>LEI: 391200ZAF4V6XD2M9G57 | Long             | EC               | CORP              | DE        |      9987 | NS      | $45898.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Camurus AB                                                              | Camurus AB                                                              | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |       488 | NS      | $24379.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                         | Coles Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     44974 | NS      | $682019.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre Insurance Group PLC                                               | Sabre Insurance Group PLC                                               | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |     19055 | NS      | $39445.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Base Co Ltd                                                       | Tokyo Base Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $4616.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tatton Asset Management PLC                                             | Tatton Asset Management PLC                                             | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |      5219 | NS      | $40203.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yoshimura Food Holdings KK                                              | Yoshimura Food Holdings KK                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $7118.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modern Dental Group Ltd                                                 | Modern Dental Group Ltd                                                 | CUSIP: 000000000<br>LEI: 529900XE24B45NN0S512 | Long             | EC               | CORP              | KY        |     35000 | NS      | $27431.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SJF Bank A/S                                                            | SJF Bank A/S                                                            | CUSIP: 000000000<br>LEI: 5493002DPKDEC2JN1Y86 | Long             | EC               | CORP              | DK        |      1222 | NS      | $58310.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA                           | Construcciones y Auxiliar de Ferrocarriles SA                           | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |      2140 | NS      | $145318.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Bank of Toyama Ltd/The                                            | First Bank of Toyama Ltd/The                                            | CUSIP: 000000000<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |      6200 | NS      | $94237.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwaki Co Ltd                                                            | Iwaki Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $22432.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibstock PLC                                                             | Ibstock PLC                                                             | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |     37628 | NS      | $50302.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambea AB                                                                | Ambea AB                                                                | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     10557 | NS      | $149427.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                              | Grifols SA                                                              | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     13475 | NS      | $140975.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siltronic AG                                                            | Siltronic AG                                                            | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      1210 | NS      | $75990.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                                              | Signify NV                                                              | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |      8400 | NS      | $178913.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Maisons du Monde SA                                                     | Maisons du Monde SA                                                     | CUSIP: 000000000<br>LEI: 9695009DV2698O4ZBU71 | Long             | EC               | CORP              | FR        |      3382 | NS      | $5472.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Medy Co Ltd                                                      | Mizuho Medy Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $19544.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Furyu Corp                                                              | Furyu Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $21196.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamami Co                                                               | Yamami Co                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $13469.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hostelworld Group Plc                                                   | Hostelworld Group Plc                                                   | CUSIP: 000000000<br>LEI: 213800OC94PF2D675H41 | Long             | EC               | CORP              | GB        |      9886 | NS      | $13352.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adairs Ltd                                                              | Adairs Ltd                                                              | CUSIP: 000000000<br>LEI: 529900HLMXKO4QLZNW81 | Long             | EC               | CORP              | AU        |     16558 | NS      | $15080.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forterra PLC                                                            | Forterra PLC                                                            | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |     15583 | NS      | $31928.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kogan.com Ltd                                                           | Kogan.com Ltd                                                           | CUSIP: 000000000<br>LEI: 529900EOAC36USKQV388 | Long             | EC               | CORP              | AU        |     10179 | NS      | $24538.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell System24 Holdings Inc                                              | Bell System24 Holdings Inc                                              | CUSIP: 000000000<br>LEI: 353800JZJDPUWIH3M649 | Long             | EC               | CORP              | JP        |      5100 | NS      | $46962.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ki-Star Real Estate Co Ltd                                              | Ki-Star Real Estate Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $58792.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vision Inc/Tokyo Japan                                                  | Vision Inc/Tokyo Japan                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $15906.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI Magnesita NV                                                        | RHI Magnesita NV                                                        | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |       752 | NS      | $23828.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                | Sartorius Stedim Biotech                                                | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       151 | NS      | $29409.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonix Ltd                                                             | Novonix Ltd                                                             | CUSIP: 000000000<br>LEI: 222100J5P8E39WB5ER62 | Long             | EC               | CORP              | AU        |      3822 | NS      | $733.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aucnet Inc                                                              | Aucnet Inc                                                              | CUSIP: 000000000<br>LEI: 2138008S9UYI8TYJ8H39 | Long             | EC               | CORP              | JP        |      4800 | NS      | $36811.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsero SpA                                                              | Orsero SpA                                                              | CUSIP: 000000000<br>LEI: 8156001895E0F4E7A803 | Long             | EC               | CORP              | IT        |       801 | NS      | $13850.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCredit Holding AG                                                    | ProCredit Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900LIN8L1K9MLTR09 | Long             | EC               | CORP              | DE        |      1188 | NS      | $10204.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Softcat PLC                                                             | Softcat PLC                                                             | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     12874 | NS      | $210416.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coor Service Management Holding AB                                      | Coor Service Management Holding AB                                      | CUSIP: 000000000<br>LEI: 529900TMO6717OKBSU69 | Long             | EC               | CORP              | SE        |     11679 | NS      | $73333.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                          | Scandinavian Tobacco Group A/S                                          | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |      5273 | NS      | $55542.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nakamoto Packs Co Ltd                                                   | Nakamoto Packs Co Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9130.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harworth Group PLC                                                      | Harworth Group PLC                                                      | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     15020 | NS      | $29135.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana AB                                                               | Humana AB                                                               | CUSIP: 000000000<br>LEI: 549300A5X3MXUDS67N81 | Long             | EC               | CORP              | SE        |      3911 | NS      | $19830.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Future PLC                                                              | Future PLC                                                              | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |      9735 | NS      | $38243.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                                   | CK Asset Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     65780 | NS      | $376379.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                               | Amundi SA                                                               | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      3603 | NS      | $309633.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hapag-Lloyd AG                                                          | Hapag-Lloyd AG                                                          | CUSIP: 000000000<br>LEI: HD52L5PJVBXJUUX8I539 | Long             | EC               | CORP              | DE        |       917 | NS      | $129878.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATALAYA MINING COPPER SA                                                | ATALAYA MINING COPPER SA                                                | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |      5531 | NS      | $52648.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanamic Network Co Ltd                                                  | Kanamic Network Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3538001SM1K7IUCP3C05 | Long             | EC               | CORP              | JP        |      1800 | NS      | $5882.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                            | VAT Group AG                                                            | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      1119 | NS      | $698078.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Volati AB                                                               | Volati AB                                                               | CUSIP: 000000000<br>LEI: 529900R2YHW43H9B4342 | Long             | EC               | CORP              | SE        |       837 | NS      | $7082.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Demant A/S                                                              | Demant A/S                                                              | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      7201 | NS      | $218215.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nilfisk Holding A/S                                                     | Nilfisk Holding A/S                                                     | CUSIP: 000000000<br>LEI: 529900FSU45YYVLKB451 | Long             | EC               | CORP              | DK        |      1443 | NS      | $31225.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lacto Japan Co Ltd                                                      | Lacto Japan Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $25019.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Munters Group AB                                                        | Munters Group AB                                                        | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      5335 | NS      | $96228.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italmobiliare SpA                                                       | Italmobiliare SpA                                                       | CUSIP: 000000000<br>LEI: 815600E546497667D288 | Long             | EC               | CORP              | IT        |       465 | NS      | $14162.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                                            | Europris ASA                                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     16557 | NS      | $156473.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimak Group AB                                                         | Alimak Group AB                                                         | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |      2910 | NS      | $33243.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparebank 1 Oestlandet                                                  | Sparebank 1 Oestlandet                                                  | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |      1833 | NS      | $37640.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medcap AB                                                               | Medcap AB                                                               | CUSIP: 000000000<br>LEI: 549300NGO5XAJ6TL8719 | Long             | EC               | CORP              | SE        |       820 | NS      | $40696.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PWR Holdings Ltd                                                        | PWR Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      5986 | NS      | $35870.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Matching Service Japan Co Ltd                                           | Matching Service Japan Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $5609.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bravida Holding AB                                                      | Bravida Holding AB                                                      | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     20331 | NS      | $211328.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                                          | BAWAG Group AG                                                          | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      7025 | NS      | $1067993.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                | Adyen NV                                                                | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       225 | NS      | $225191.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Attendo AB                                                              | Attendo AB                                                              | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |     13630 | NS      | $146791.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA                                                  | Grenergy Renovables SA                                                  | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |       713 | NS      | $94894.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boozt AB                                                                | Boozt AB                                                                | CUSIP: 000000000<br>LEI: 549300HOEUKTVLRKQQ57 | Long             | EC               | CORP              | SE        |      4107 | NS      | $40737.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HMS Networks AB                                                         | HMS Networks AB                                                         | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |       577 | NS      | $25923.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                     | Johnson Matthey PLC                                                     | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     12854 | NS      | $324742.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FSE Lifestyle Services Ltd                                              | FSE Lifestyle Services Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22000 | NS      | $15788.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                            | ING Groep NV                                                            | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     48473 | NS      | $1258197.75   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                                         | Pirelli & C SpA                                                         | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     43304 | NS      | $299639.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Megaport Ltd                                                            | Megaport Ltd                                                            | CUSIP: 000000000<br>LEI: 894500C1KRF5V774HH90 | Long             | EC               | CORP              | AU        |      5140 | NS      | $26662.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOITEC                                                                  | SOITEC                                                                  | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |      1460 | NS      | $89553.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd                                                   | Nickel Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | EC               | CORP              | AU        |    170602 | NS      | $107032.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WiseTech Global Ltd                                                     | WiseTech Global Ltd                                                     | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      2789 | NS      | $75248.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Audinate Group Ltd                                                      | Audinate Group Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3066 | NS      | $5517.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gym Group PLC                                                           | Gym Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |     10516 | NS      | $24535.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bonava AB                                                               | Bonava AB                                                               | CUSIP: 000000000<br>LEI: 213800SLYJ6HYXWP8L95 | Long             | EC               | CORP              | SE        |     20526 | NS      | $20396.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luceco PLC                                                              | Luceco PLC                                                              | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |     14452 | NS      | $33447.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Tauranga Ltd                                                    | Port of Tauranga Ltd                                                    | CUSIP: 000000000<br>LEI: 254900G6SDK8Q9NVJD26 | Long             | EC               | CORP              | NZ        |      7617 | NS      | $34053.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inghams Group Ltd                                                       | Inghams Group Ltd                                                       | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |     35938 | NS      | $49373.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                            | Banco Comercial Portugues SA                                            | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |    548698 | NS      | $534414.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KH Neochem Co Ltd                                                       | KH Neochem Co Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $57486.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Foraco International SA                                                 | Foraco International SA                                                 | CUSIP: 000000000<br>LEI: 9695007X7FEAWKE0E728 | Long             | EC               | CORP              | FR        |     11100 | NS      | $20825.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                         | AstraZeneca PLC                                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     18587 | NS      | $3665728.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                | Alcon AG                                                                | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     12751 | NS      | $960787.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                            | UBS Group AG                                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     29905 | NS      | $1168388.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                               | Logitech International SA                                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2313 | NS      | $210760.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                                                          | AudioCodes Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |      1429 | NS      | $12017.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                                       | Elbit Systems Ltd                                                       | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        59 | NS      | $50096.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enlight Renewable Energy Ltd                                            | Enlight Renewable Energy Ltd                                            | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |       976 | NS      | $66621.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MATRIX IT LTD                                                    | CONTRA MATRIX IT LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       508 | NS      | $14078.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                                                 | Tower Semiconductor Ltd                                                 | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       375 | NS      | $65805.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                                                | Nexxen International Ltd                                                | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      1693 | NS      | $11038.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                         | ASML Holding NV                                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      6106 | NS      | $8064987.98   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                              | Magnum Ice Cream Co NV/The                                              | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      6019 | NS      | $89984.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                               | QIAGEN NV                                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3258 | NS      | $130450.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                                           | Stellantis NV                                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      9882 | NS      | $70063.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkane Resources Ltd                                                    | Alkane Resources Ltd                                                    | CUSIP: 000000000<br>LEI: 529900R65IIVLPW4ZS42 | Long             | EC               | CORP              | AU        |     40950 | NS      | $40917.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westgold Resources Ltd                                                  | Westgold Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     22211 | NS      | $92765.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP