# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-033019
**Filing Date:** 2026-3
**Character Count:** 2847365
**Document Hash:** c3d4598b05fdff6a79d9887e2af6ac94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033019.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033019

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT DIMENSIONS GROUP INC
- **CENTRAL INDEX KEY:** 0000355437

**ORGANIZATION NAME:**
- **EIN:** 363129984
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 26803900

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA SMALL CO FUND INC
- **DATE OF NAME CHANGE:** 19830621

## Series and Classes Contracts Data

### U.S. Social Core Equity 2 Portfolio (Series ID: S000018154)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000050178 | U.S. Social Core Equity 2 Portfolio Shares |  |

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

**January 31, 2026**<br>**(UNAUDITED)**

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2045 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-783_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2050 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-784_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2055 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-785_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2060 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-786_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2065 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-1471_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2070 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-1851_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2010 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-776_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2015 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-777_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2020 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-778_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2025 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-779_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2030 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-780_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2035 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-781_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional 2040 Target Date Retirement Income Fund](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-782_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Short-Duration Real Return Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-735_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Municipal Real Return Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-736_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Municipal Bond Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-737_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[World Core Equity Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-695_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA LTIP Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-721_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Social Core Equity 2 Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-764_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Sustainability Core 1 Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-765_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Sustainability Targeted Value Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-1493_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Sustainability Core 1 Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-767_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Social Core Equity Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-768_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Global Social Core Equity Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-1470_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Social Core Equity Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-766_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA U.S. Targeted Value Portfolio](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_SOI-TOC-ScheduleofInvestments-751_1) |
| [Notes to Financial Statements](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Organization](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Security Valuation](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Financial Instruments](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Federal Tax Cost](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Other](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Subsequent Event Evaluations](#xx_c3cd2bc7-c5b0-4f8c-9c67-45e2dab747db_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules</u> <u>of Investments</u>** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| BAM | Build America Mutual |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| OAT | Obligations Assimilables du Tresor |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan Program |
| RB | Revenue Bond |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| SOFR | Secured Overnight Financing Rate |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NZD | New Zealand Dollars |
| USD | United States Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Security Valuation Note within the Notes to Schedules of Investments. |
| Ɏ | Represents 7 Day subsidized yield as of 1/31/26. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of January 31, 2026. |
| Ω | &nbsp;&nbsp;Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br>investors. This security has been deemed liquid based upon the Fund's Liquidity <br>Guidelines. The liquidity determination is unaudited.<br>|
| # | Total or Partial Securities on Loan. |
| Δ | Zero Coupon Security. |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ¤ | &nbsp;&nbsp;Pre-refunded bonds are collateralized by U.S. Government or other eligible securities <br>that are held in escrow and used to pay principal and interest and retire the bonds at <br>the earliest refunding date (payment date) and/or whose interest rates vary with <br>changes in a designated base rate (such as the prime interest rate).<br>|
| \* | Non-Income Producing Securities. |

---

------

**CONTINUED**

» Securities have generally been fair valued. See Security Valuation Note within the Notes to Schedules of Investments. <br> †† Security valued using significant unobservable inputs (Level 3).

------

**Dimensional 2045 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (53.6%) | DOMESTIC EQUITIES — (53.6%) | DOMESTIC EQUITIES — (53.6%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1339558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61700048 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1208527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61465694 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123165742 |
| INTERNATIONAL EQUITIES — (22.4%) | INTERNATIONAL EQUITIES — (22.4%) | INTERNATIONAL EQUITIES — (22.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;640406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23265962 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;530187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16589546 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;544303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11626300 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51481808 |
| FIXED INCOME (DOMESTIC) — (3.9%) | FIXED INCOME (DOMESTIC) — (3.9%) | FIXED INCOME (DOMESTIC) — (3.9%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1780091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9114065 |
| FIXED INCOME (INTERNATIONAL) — (20.0%) | FIXED INCOME (INTERNATIONAL) — (20.0%) | FIXED INCOME (INTERNATIONAL) — (20.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2190296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22954304 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2346206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22945895 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45900199 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $147,441,786) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $147,441,786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$229661814 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $154,404) | &nbsp;&nbsp;&nbsp;&nbsp;154404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154404 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $147,596,190)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $147,596,190)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$229816218 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$229661814 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$229661814 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;154404 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;154404 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$229816218 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$229816218 |

---

------

**Dimensional 2050 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (62.9%) | DOMESTIC EQUITIES — (62.9%) | DOMESTIC EQUITIES — (62.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1369509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$63079567 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1240076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63070263 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126149830 |
| INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) | INTERNATIONAL EQUITIES — (26.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;656111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23836497 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;543953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17020292 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;559281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11946252 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52803041 |
| FIXED INCOME (INTERNATIONAL) — (10.6%) | FIXED INCOME (INTERNATIONAL) — (10.6%) | FIXED INCOME (INTERNATIONAL) — (10.6%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1089138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10651772 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1015357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10640941 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21292713 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $119,861,403) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $119,861,403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200245584 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $220,311) | &nbsp;&nbsp;&nbsp;&nbsp;220311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220311 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $120,081,714)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $120,081,714)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200465895 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$200245584 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$200245584 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;220311 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;220311 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$200465895 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$200465895 |

---

------

**Dimensional 2055 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (66.9%) | DOMESTIC EQUITIES — (66.9%) | DOMESTIC EQUITIES — (66.9%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;952225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$48430177 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1050611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48391157 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96821334 |
| INTERNATIONAL EQUITIES — (28.0%) | INTERNATIONAL EQUITIES — (28.0%) | INTERNATIONAL EQUITIES — (28.0%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;504081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18313258 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;417682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13069288 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;427215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125305 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40507851 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;372047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638618 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;347116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637775 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276393 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $92,082,412) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $92,082,412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144605578 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $133,262) | &nbsp;&nbsp;&nbsp;&nbsp;133262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133262 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $92,215,674)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $92,215,674)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144738840 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$144605578 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$144605578 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;133262 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;133262 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$144738840 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$144738840 |

---

------

**Dimensional 2060 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) | AFFILIATED INVESTMENT COMPANIES — (99.8%) |
| DOMESTIC EQUITIES — (66.9%) | DOMESTIC EQUITIES — (66.9%) | DOMESTIC EQUITIES — (66.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;867780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39969956 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;785255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39938088 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79908044 |
| INTERNATIONAL EQUITIES — (27.9%) | INTERNATIONAL EQUITIES — (27.9%) | INTERNATIONAL EQUITIES — (27.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;414779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15068916 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;345133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10799207 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;351524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7508555 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33376678 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;307190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004313 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;286378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001245 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005558 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $76,396,149) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $76,396,149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$119290280 |
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $210,942) | &nbsp;&nbsp;&nbsp;&nbsp;210942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210942 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $76,607,091)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $76,607,091)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$119501222 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$119290280 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$119290280 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;210942 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;210942 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$119501222 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$119501222 |

---

------

**Dimensional 2065 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) | AFFILIATED INVESTMENT COMPANIES — (99.7%) |
| DOMESTIC EQUITIES — (66.8%) | DOMESTIC EQUITIES — (66.8%) | DOMESTIC EQUITIES — (66.8%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;323957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14921473 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;293150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14909590 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29831063 |
| INTERNATIONAL EQUITIES — (27.9%) | INTERNATIONAL EQUITIES — (27.9%) | INTERNATIONAL EQUITIES — (27.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;154528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5613986 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;129071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038639 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;130778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793423 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12446048 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;114701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121776 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;106930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120631 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242407 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $33,379,538) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $33,379,538) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44519518 |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $121,330) | &nbsp;&nbsp;&nbsp;&nbsp;121330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121330 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $33,500,868)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $33,500,868)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44640848 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$44519518 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$44519518 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;121330 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;121330 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$44640848 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$44640848 |

---

------

**Dimensional 2070 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (92.4%) | AFFILIATED INVESTMENT COMPANIES — (92.4%) | AFFILIATED INVESTMENT COMPANIES — (92.4%) |
| DOMESTIC EQUITIES — (61.7%) | DOMESTIC EQUITIES — (61.7%) | DOMESTIC EQUITIES — (61.7%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;6173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$284318 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282852 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567170 |
| INTERNATIONAL EQUITIES — (25.6%) | INTERNATIONAL EQUITIES — (25.6%) | INTERNATIONAL EQUITIES — (25.6%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106601 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76180 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52993 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235774 |
| FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27317 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19846 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47163 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $808,808) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $808,808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$850107 |
| TEMPORARY CASH INVESTMENTS — (7.6%) | TEMPORARY CASH INVESTMENTS — (7.6%) | TEMPORARY CASH INVESTMENTS — (7.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $70,044) | &nbsp;&nbsp;&nbsp;&nbsp;70044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70044 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $878,852)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $878,852)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$920151 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$850107 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$850107 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;70044 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;70044 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$920151 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$920151 |

---

------

**Dimensional 2010 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

------

**Dimensional 2015 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (16.9%) | DOMESTIC EQUITIES — (16.9%) | DOMESTIC EQUITIES — (16.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;40773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1878015 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;36816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872435 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750450 |
| INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;19480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707700 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;16085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503298 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;16524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352962 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563960 |
| FIXED INCOME (DOMESTIC) — (76.0%) | FIXED INCOME (DOMESTIC) — (76.0%) | FIXED INCOME (DOMESTIC) — (76.0%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1506921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16832314 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28276 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16860590 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $18,923,092) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $18,923,092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22175000 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $5,400) | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $18,928,492)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $18,928,492)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22180400 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$22175000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$22175000 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5400 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$22180400 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$22180400 |

---

------

**Dimensional 2020 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;110396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5084842 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;99897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080759 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165601 |
| INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;52585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910402 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;44024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377512 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;44591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952454 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240368 |
| FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;3408210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38069709 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1052169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387105 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43456814 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $50,442,300)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $50,442,300)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$57862783 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$57862783 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$57862783 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$57862783 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$57862783 |

---

------

**Dimensional 2025 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;200786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10211997 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;221295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10192830 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20404827 |
| INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;106261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860451 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;88067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755632 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;90051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923497 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8539580 |
| FIXED INCOME (DOMESTIC) — (75.0%) | FIXED INCOME (DOMESTIC) — (75.0%) | FIXED INCOME (DOMESTIC) — (75.0%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;5917018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66093087 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;4113811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21062712 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87155799 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $102,461,112) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $102,461,112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$116100206 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $73,958) | &nbsp;&nbsp;&nbsp;&nbsp;73958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73958 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $102,535,070)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $102,535,070)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$116174164 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$116100206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$116100206 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;73958 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73958 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$116174164 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$116174164 |

---

------

**Dimensional 2030 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (25.0%) | DOMESTIC EQUITIES — (25.0%) | DOMESTIC EQUITIES — (25.0%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;421708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19423860 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;381602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19408276 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38832136 |
| INTERNATIONAL EQUITIES — (10.4%) | INTERNATIONAL EQUITIES — (10.4%) | INTERNATIONAL EQUITIES — (10.4%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;200855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7297069 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;168100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259846 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;170299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637591 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16194506 |
| FIXED INCOME (DOMESTIC) — (60.4%) | FIXED INCOME (DOMESTIC) — (60.4%) | FIXED INCOME (DOMESTIC) — (60.4%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;4303728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48072638 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;8888464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45508937 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93581575 |
| FIXED INCOME (INTERNATIONAL) — (4.2%) | FIXED INCOME (INTERNATIONAL) — (4.2%) | FIXED INCOME (INTERNATIONAL) — (4.2%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;331073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237894 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;308642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234566 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472460 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $130,018,518)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $130,018,518)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$155080677 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$155080677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$155080677 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$155080677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$155080677 |

---

------

**Dimensional 2035 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (34.6%) | DOMESTIC EQUITIES — (34.6%) | DOMESTIC EQUITIES — (34.6%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;721099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$33213840 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;652519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33187096 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66400936 |
| INTERNATIONAL EQUITIES — (14.5%) | INTERNATIONAL EQUITIES — (14.5%) | INTERNATIONAL EQUITIES — (14.5%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;344700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12522944 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;288854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038250 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;293947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278705 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27839899 |
| FIXED INCOME (DOMESTIC) — (41.4%) | FIXED INCOME (DOMESTIC) — (41.4%) | FIXED INCOME (DOMESTIC) — (41.4%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;12088324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61892217 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1559737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17422264 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79314481 |
| FIXED INCOME (INTERNATIONAL) — (9.5%) | FIXED INCOME (INTERNATIONAL) — (9.5%) | FIXED INCOME (INTERNATIONAL) — (9.5%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;868570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9102611 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;930059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095984 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18198595 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $153,690,210)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $153,690,210)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$191753911 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$191753911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$191753911 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$191753911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$191753911 |

---

------

**Dimensional 2040 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (44.1%) | DOMESTIC EQUITIES — (44.1%) | DOMESTIC EQUITIES — (44.1%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;957572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44105749 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;867016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44096463 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88202212 |
| INTERNATIONAL EQUITIES — (18.5%) | INTERNATIONAL EQUITIES — (18.5%) | INTERNATIONAL EQUITIES — (18.5%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;458279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16649284 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;380574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11908152 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;391241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356901 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36914337 |
| FIXED INCOME (DOMESTIC) — (22.5%) | FIXED INCOME (DOMESTIC) — (22.5%) | FIXED INCOME (DOMESTIC) — (22.5%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;8770873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44906873 |
| FIXED INCOME (INTERNATIONAL) — (14.9%) | FIXED INCOME (INTERNATIONAL) — (14.9%) | FIXED INCOME (INTERNATIONAL) — (14.9%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1518669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14852584 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1416912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14849233 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29701817 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $134,582,691)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $134,582,691)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$199725239 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$199725239 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$199725239 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$199725239 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$199725239 |

---

------

**DFA Short-Duration Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) | AGENCY OBLIGATIONS — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp. |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.220%, <br>FRN, 3.870%, <br>07/07/28 <br>|  | 5000 | &nbsp;&nbsp;$5009530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association |  |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.260%, <br>FRN, 3.910%, <br>11/05/27 <br>|  | 2100 | &nbsp;&nbsp;2106668 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;7116198 |
| BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) |
| AUSTRALIA — (7.1%) | AUSTRALIA — (7.1%) | AUSTRALIA — (7.1%) | AUSTRALIA — (7.1%) | AUSTRALIA — (7.1%) |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |
|  | 0.750%, 03/15/29 | EUR | 600 | &nbsp;&nbsp;665968 |
|  | 2.000%, 07/15/30 | EUR | 600 | &nbsp;&nbsp;677479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 4401 | &nbsp;&nbsp;4403201 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 6000 | &nbsp;&nbsp;6031284 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 1700 | &nbsp;&nbsp;1708864 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.324%, <br>09/30/27<br>|  | 8176 | &nbsp;&nbsp;8207730 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.292%, <br>12/08/28<br>|  | 11000 | &nbsp;&nbsp;11032780 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 500 | &nbsp;&nbsp;505809 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.382%, <br>12/08/30<br>|  | 1861 | &nbsp;&nbsp;1867048 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | &nbsp;&nbsp;223624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.429%, <br>03/13/26<br>|  | 1100 | &nbsp;&nbsp;1100738 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.199%, <br>06/15/26<br>|  | 1050 | &nbsp;&nbsp;$1051205 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 2400 | &nbsp;&nbsp;2411296 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 33 | &nbsp;&nbsp;33155 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 2500 | &nbsp;&nbsp;1759259 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 1778 | &nbsp;&nbsp;1794941 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 3942 | &nbsp;&nbsp;3979099 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 2400 | &nbsp;&nbsp;2422587 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 1.625%, 04/27/26 |  | 1748 | &nbsp;&nbsp;1737808 |
| Ω | 4.000%, 03/27/27 |  | 2000 | &nbsp;&nbsp;2000857 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.060%, <br>FRN, 4.735%, <br>04/04/27<br>|  | 5000 | &nbsp;&nbsp;5023753 |
| Ω | 5.371%, 04/04/29 |  | 800 | &nbsp;&nbsp;827585 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.200%, <br>FRN, 4.902%, <br>12/07/26<br>|  | 12620 | &nbsp;&nbsp;12715844 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.920%, <br>FRN, 4.588%, <br>07/02/27<br>|  | 3440 | &nbsp;&nbsp;3464802 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.480%, <br>FRN, 4.136%, <br>02/03/28<br>|  | 800 | &nbsp;&nbsp;800459 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>06/12/28<br>|  | 4385 | &nbsp;&nbsp;4408442 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 340 | &nbsp;&nbsp;429198 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 1800 | &nbsp;&nbsp;1265739 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.329%, <br>06/13/28<br>|  | 2400 | &nbsp;&nbsp;2412511 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.183%, <br>12/13/28<br>|  | 6300 | &nbsp;&nbsp;$6303805 |
|  | 4.901%, 01/14/30 |  | 8900 | &nbsp;&nbsp;9159770 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>01/13/31<br>|  | 10095 | &nbsp;&nbsp;10133714 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2250 | &nbsp;&nbsp;2482313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN |  |  |  |
| (r) | 4.524%, 03/14/28 |  | 3400 | &nbsp;&nbsp;3427769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd. |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 150 | &nbsp;&nbsp;181267 |
| Vicinity Centres Trust | Vicinity Centres Trust |  |  |  |
|  | 1.125%, 11/07/29 | EUR | 2000 | &nbsp;&nbsp;2210148 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.395%, <br>08/10/26<br>| AUD | 1400 | &nbsp;&nbsp;976986 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 14300 | &nbsp;&nbsp;10056191 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.658%, <br>09/19/28<br>| AUD | 4200 | &nbsp;&nbsp;2952192 |
|  | 1.953%, 11/20/28 |  | 235 | &nbsp;&nbsp;223595 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>04/16/29<br>|  | 9000 | &nbsp;&nbsp;9078119 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.488%, <br>07/01/30<br>|  | 4681 | &nbsp;&nbsp;4726621 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;146875555 |
| BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) | BELGIUM — (0.5%) |
| Belfius Bank SA | Belfius Bank SA | Belfius Bank SA |  |  |
|  | 3.750%, 01/22/29 | EUR | 1000 | &nbsp;&nbsp;1216407 |
|  | 3.375%, 05/28/30 | EUR | 6700 | &nbsp;&nbsp;8038311 |
| KBC Group NV | KBC Group NV |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 400 | &nbsp;&nbsp;437817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 1500 | &nbsp;&nbsp;1601509 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;11294044 |
| CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) | CANADA — (3.0%) |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.304%, <br>09/15/26<br>|  | 690 | &nbsp;&nbsp;691564 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.760%, <br>FRN, 4.473%, <br>06/04/27<br>|  | 7000 | &nbsp;&nbsp;$7032947 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 5.450%, 08/01/29 |  | 400 | &nbsp;&nbsp;416749 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp;101703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.220%, <br>FRN, 4.895%, <br>10/02/26<br>|  | 2000 | &nbsp;&nbsp;2012550 |
|  | 3.807%, 07/09/29 | EUR | 351 | &nbsp;&nbsp;429172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. |  |  |  |
|  | 5.000%, 12/15/29 |  | 7930 | &nbsp;&nbsp;8145260 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN |  |  |  |
| (r) | 4.956%, 03/11/26 |  | 1485 | &nbsp;&nbsp;1486825 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 630 | &nbsp;&nbsp;605036 |
| Export Development Canada | Export Development Canada | Export Development Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 3.996%, <br>08/01/28<br>|  | 5040 | &nbsp;&nbsp;5049840 |
|  | 3.875%, 08/08/30 | NZD | 4500 | &nbsp;&nbsp;2690216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec |  |  |
| Ω | 5.250%, 04/26/29 |  | 1160 | &nbsp;&nbsp;1196802 |
|  | 3.467%, 09/05/29 | EUR | 1200 | &nbsp;&nbsp;1451445 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 3.750%, 05/02/29 | EUR | 300 | &nbsp;&nbsp;366584 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 4.500%, 04/03/29 |  | 5000 | &nbsp;&nbsp;5108425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 1300 | &nbsp;&nbsp;952079 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.237%, <br>04/27/26<br>|  | 4583 | &nbsp;&nbsp;4587872 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/20/26<br>|  | 2000 | &nbsp;&nbsp;2008266 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.376%, <br>01/21/27<br>|  | 500 | &nbsp;&nbsp;501893 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/17/26<br>|  | 4963 | &nbsp;&nbsp;4981810 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.730%, <br>FRN, 4.405%, <br>04/05/27<br>|  | 5000 | &nbsp;&nbsp;5021489 |
|  | 4.994%, 04/05/29 |  | 930 | &nbsp;&nbsp;954841 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | 4.783%, 12/17/29 |  | 800 | &nbsp;&nbsp;$819402 |
|  | 1.952%, 04/08/30 | EUR | 4600 | &nbsp;&nbsp;5229064 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;61841834 |
| DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2200 | &nbsp;&nbsp;2626668 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 210 | &nbsp;&nbsp;254473 |
| Kommunekredit | Kommunekredit |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 600 | &nbsp;&nbsp;648051 |
| Nykredit Realkredit AS | Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |
|  | 3.875%, 07/09/29 | EUR | 2280 | &nbsp;&nbsp;2786344 |
|  | 3.375%, 01/10/30 | EUR | 3070 | &nbsp;&nbsp;3683417 |
|  | 3.625%, 07/24/30 | EUR | 6290 | &nbsp;&nbsp;7600708 |
| Orsted AS | Orsted AS |  |  |  |
|  | 3.750%, 03/01/30 | EUR | 3000 | &nbsp;&nbsp;3624455 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;21224116 |
| FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 380 | &nbsp;&nbsp;450002 |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 1700 | &nbsp;&nbsp;2063182 |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>03/19/27<br>|  | 3900 | &nbsp;&nbsp;3914708 |
|  | 2.750%, 05/02/30 | EUR | 8700 | &nbsp;&nbsp;10289053 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.830%, <br>FRN, 4.575%, <br>08/28/30<br>|  | 4660 | &nbsp;&nbsp;4681648 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 4709 | &nbsp;&nbsp;5126076 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 1920 | &nbsp;&nbsp;2361753 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 600 | &nbsp;&nbsp;756225 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;29642647 |
| FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) | FRANCE — (5.5%) |
| Abertis France SAS | Abertis France SAS | Abertis France SAS |  |  |
|  | 3.375%, 04/21/29 | EUR | 2100 | &nbsp;&nbsp;2526854 |
|  | 1.625%, 09/18/29 | EUR | 300 | &nbsp;&nbsp;339752 |
|  | 4.250%, 03/18/30 | EUR | 300 | &nbsp;&nbsp;371272 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | &nbsp;&nbsp;471483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 900 | &nbsp;&nbsp;966540 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 800 | &nbsp;&nbsp;877392 |
| APRR SA | APRR SA |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 500 | &nbsp;&nbsp;599339 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ayvens SA | Ayvens SA | Ayvens SA |  |  |
|  | 3.875%, 07/16/29 | EUR | 3800 | &nbsp;&nbsp;$4654942 |
|  | 3.250%, 02/19/30 | EUR | 2200 | &nbsp;&nbsp;2638503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.400%, <br>FRN, 5.066%, <br>07/13/26<br>|  | 3800 | &nbsp;&nbsp;3819391 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.400%, <br>FRN, 5.066%, <br>07/13/26<br>|  | 870 | &nbsp;&nbsp;874440 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.130%, <br>FRN, 4.796%, <br>01/23/27<br>|  | 900 | &nbsp;&nbsp;906289 |
|  | 2.625%, 11/06/29 | EUR | 2600 | &nbsp;&nbsp;3043105 |
| #Ω | 5.538%, 01/22/30 |  | 250 | &nbsp;&nbsp;260097 |
|  | 4.375%, 05/02/30 | EUR | 1000 | &nbsp;&nbsp;1243717 |
|  | 1.250%, 06/03/30 | EUR | 2000 | &nbsp;&nbsp;2195063 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |  |  |
|  | 1.375%, 05/28/29 | EUR | 1100 | &nbsp;&nbsp;1242339 |
|  | 3.625%, 09/01/29 | EUR | 1000 | &nbsp;&nbsp;1214894 |
| BPCE SA | BPCE SA |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1300 | &nbsp;&nbsp;1586871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale |  |  |
|  | 0.600%, 11/25/29 | EUR | 3700 | &nbsp;&nbsp;4076696 |
|  | 3.125%, 03/01/30 | EUR | 400 | &nbsp;&nbsp;483424 |
|  | 2.875%, 05/25/30 | EUR | 5000 | &nbsp;&nbsp;5984046 |
| Cie de Saint-Gobain SA | Cie de Saint-Gobain SA |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 600 | &nbsp;&nbsp;723303 |
| Covivio SA | Covivio SA |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 800 | &nbsp;&nbsp;893270 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.870%, <br>FRN, 4.560%, <br>03/11/27<br>|  | 6321 | &nbsp;&nbsp;6348479 |
| # | 5.301%, 07/12/28 |  | 250 | &nbsp;&nbsp;257373 |
|  | 4.125%, 03/07/30 | EUR | 2500 | &nbsp;&nbsp;3113341 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |
|  | 1.125%, 05/23/29 | EUR | 800 | &nbsp;&nbsp;899800 |
|  | 0.750%, 01/18/30 | EUR | 200 | &nbsp;&nbsp;217814 |
| Edenred SE | Edenred SE |  |  |  |
|  | 3.250%, 08/27/30 | EUR | 1700 | &nbsp;&nbsp;2019515 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 700 | &nbsp;&nbsp;886632 |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | &nbsp;&nbsp;365401 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT |  |  |
|  | 2.750%, 02/25/30 | EUR | 800 | &nbsp;&nbsp;955394 |
|  | 2.500%, 05/25/30 | EUR | 7700 | &nbsp;&nbsp;9097939 |
| Gecina SA | Gecina SA |  |  |  |
|  | 1.625%, 03/14/30 | EUR | 600 | &nbsp;&nbsp;676951 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 3100 | &nbsp;&nbsp;3369063 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 2000 | &nbsp;&nbsp;$2249063 |
| Kering SA | Kering SA | Kering SA |  |  |
|  | 3.125%, 11/27/29 | EUR | 400 | &nbsp;&nbsp;477279 |
|  | 1.875%, 05/05/30 | EUR | 400 | &nbsp;&nbsp;455327 |
| Klepierre SA | Klepierre SA |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 300 | &nbsp;&nbsp;347207 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 5300 | &nbsp;&nbsp;6595063 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |  |
|  | 3.375%, 02/05/30 | EUR | 100 | &nbsp;&nbsp;121637 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 1.750%, 04/08/30 | EUR | 900 | &nbsp;&nbsp;1018764 |
| Praemia Healthcare SACA | Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |
|  | 0.875%, 11/04/29 | EUR | 2700 | &nbsp;&nbsp;2934652 |
|  | 1.375%, 09/17/30 | EUR | 700 | &nbsp;&nbsp;755863 |
| RCI Banque SA | RCI Banque SA | RCI Banque SA |  |  |
|  | 3.375%, 07/26/29 | EUR | 1346 | &nbsp;&nbsp;1617997 |
|  | 4.875%, 10/02/29 | EUR | 2390 | &nbsp;&nbsp;3007923 |
|  | 3.375%, 06/06/30 | EUR | 6300 | &nbsp;&nbsp;7525096 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |  |  |
|  | 1.750%, 03/22/29 | EUR | 500 | &nbsp;&nbsp;572716 |
|  | 0.875%, 09/24/29 | EUR | 3000 | &nbsp;&nbsp;3303515 |
|  | 1.250%, 06/12/30 | EUR | 2800 | &nbsp;&nbsp;3078767 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 4800 | &nbsp;&nbsp;5530636 |
| Terega SA | Terega SA |  |  |  |
|  | 0.875%, 09/17/30 | EUR | 900 | &nbsp;&nbsp;961454 |
| &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>Canada Ltd. |  |  |  |
|  | 2.125%, 09/18/29 | EUR | 300 | &nbsp;&nbsp;347739 |
| Unibail-Rodamco-Westfield SE | Unibail-Rodamco-Westfield SE | Unibail-Rodamco-Westfield SE |  |  |
|  | 3.500%, 09/11/29 | EUR | 300 | &nbsp;&nbsp;362991 |
|  | 1.375%, 04/15/30 | EUR | 3000 | &nbsp;&nbsp;3329038 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;114793451 |
| GERMANY — (4.4%) | GERMANY — (4.4%) | GERMANY — (4.4%) | GERMANY — (4.4%) | GERMANY — (4.4%) |
| Amprion GmbH | Amprion GmbH |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 900 | &nbsp;&nbsp;1070365 |
| Bayer AG | Bayer AG | Bayer AG |  |  |
|  | 4.250%, 08/26/29 | EUR | 330 | &nbsp;&nbsp;408942 |
|  | 1.125%, 01/06/30 | EUR | 5800 | &nbsp;&nbsp;6413777 |
| Bayer Capital Corp. BV | Bayer Capital Corp. BV |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 800 | &nbsp;&nbsp;922179 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV | &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 9700 | &nbsp;&nbsp;11582193 |
| BMW U.S. Capital LLC | BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.550%, <br>FRN, 4.225%, <br>04/02/26<br>|  | 4000 | &nbsp;&nbsp;4002551 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.800%, <br>FRN, 4.594%, <br>08/13/26<br>|  | 1800 | &nbsp;&nbsp;1805434 |
| Ω | 4.900%, 04/02/29 |  | 400 | &nbsp;&nbsp;408196 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Ω | 5.050%, 03/21/30 |  | 500 | &nbsp;&nbsp;$512971 |
| Ω | 4.500%, 08/11/30 |  | 1000 | &nbsp;&nbsp;1003984 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1227 | &nbsp;&nbsp;1482540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 4.506%, 01/13/28 |  | 4830 | &nbsp;&nbsp;4835441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 700 | &nbsp;&nbsp;858561 |
| Deutsche Bahn AG | Deutsche Bahn AG |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | &nbsp;&nbsp;115324 |
| Deutsche Boerse AG | Deutsche Boerse AG |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | &nbsp;&nbsp;122866 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |
|  | 3.500%, 07/14/29 | EUR | 1200 | &nbsp;&nbsp;1446921 |
|  | 4.000%, 05/21/30 | EUR | 1000 | &nbsp;&nbsp;1234614 |
| Deutsche Post AG | Deutsche Post AG |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 2500 | &nbsp;&nbsp;2993292 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 520 | &nbsp;&nbsp;622798 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1300 | &nbsp;&nbsp;1558121 |
| Fresenius Medical Care AG | Fresenius Medical Care AG | Fresenius Medical Care AG |  |  |
|  | 1.250%, 11/29/29 | EUR | 333 | &nbsp;&nbsp;370951 |
|  | 1.500%, 05/29/30 | EUR | 1110 | &nbsp;&nbsp;1233971 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 1300 | &nbsp;&nbsp;1649752 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 900 | &nbsp;&nbsp;1109924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 2403 | &nbsp;&nbsp;2887691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 7553 | &nbsp;&nbsp;8977565 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 2920 | &nbsp;&nbsp;3625899 |
| &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH | &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | &nbsp;&nbsp;3051412 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | &nbsp;&nbsp;1540143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 3800 | &nbsp;&nbsp;4135974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank | &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank |  |  |  |
|  | 4.875%, 03/09/26 |  | 360 | &nbsp;&nbsp;360309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North <br>America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North <br>America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North <br>America LLC |  |  |
| #Ω | 1.450%, 03/02/26 |  | 480 | &nbsp;&nbsp;479112 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.630%, <br>FRN, 4.297%, <br>07/31/26<br>|  | 3200 | &nbsp;&nbsp;$3206264 |
| Ω | 4.850%, 01/11/29 |  | 400 | &nbsp;&nbsp;407703 |
| Ω | 4.300%, 02/22/29 |  | 200 | &nbsp;&nbsp;200859 |
| Ω | 5.100%, 11/15/29 |  | 400 | &nbsp;&nbsp;412352 |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 580 | &nbsp;&nbsp;401951 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 700 | &nbsp;&nbsp;837576 |
| State of Lower Saxony | State of Lower Saxony |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 381 | &nbsp;&nbsp;411808 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | &nbsp;&nbsp;2150909 |
| State of Saxony-Anhalt | State of Saxony-Anhalt |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 211 | &nbsp;&nbsp;249309 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 1400 | &nbsp;&nbsp;1505946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 500 | &nbsp;&nbsp;605053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC |  |  |
| Ω | 5.250%, 03/22/29 |  | 500 | &nbsp;&nbsp;511636 |
|  | 4.950%, 08/15/29 |  | 4000 | &nbsp;&nbsp;4062502 |
| Ω | 4.950%, 08/15/29 |  | 2900 | &nbsp;&nbsp;2945314 |
| Vonovia SE | Vonovia SE | Vonovia SE |  |  |
|  | 2.125%, 03/22/30 | EUR | 500 | &nbsp;&nbsp;575007 |
|  | 1.000%, 07/09/30 | EUR | 600 | &nbsp;&nbsp;651951 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;91959913 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust |  |  |
|  | 4.450%, 04/03/26 |  | 150 | &nbsp;&nbsp;150001 |
|  | 4.625%, 09/10/29 |  | 350 | &nbsp;&nbsp;353612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1620 | &nbsp;&nbsp;1956572 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp;2460185 |
| ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) | ITALY — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA | &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3400 | &nbsp;&nbsp;4076550 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1080 | &nbsp;&nbsp;1237412 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 2160 | &nbsp;&nbsp;2597341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti <br>SpA | &nbsp;&nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti <br>SpA |  |  |  |
|  | 3.625%, 01/13/30 | EUR | 400 | &nbsp;&nbsp;488042 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| Eni SpA | Eni SpA |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 1600 | &nbsp;&nbsp;$1740444 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 3100 | &nbsp;&nbsp;3836774 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 800 | &nbsp;&nbsp;961472 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 4760 | &nbsp;&nbsp;6136441 |
| Italgas SpA | Italgas SpA | Italgas SpA |  |  |
|  | 2.875%, 03/06/30 | EUR | 400 | &nbsp;&nbsp;472153 |
|  | 0.875%, 04/24/30 | EUR | 300 | &nbsp;&nbsp;326336 |
| Snam SpA | Snam SpA |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 900 | &nbsp;&nbsp;1108648 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;22981613 |
| JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 360000 | &nbsp;&nbsp;2313924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 360000 | &nbsp;&nbsp;2322786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. |  |  |
|  | 3.741%, 03/07/29 |  | 1600 | &nbsp;&nbsp;1587723 |
|  | 3.195%, 07/18/29 |  | 800 | &nbsp;&nbsp;775390 |
|  | 2.559%, 02/25/30 |  | 500 | &nbsp;&nbsp;467712 |
|  | 2.048%, 07/17/30 |  | 1000 | &nbsp;&nbsp;909955 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |  |  |
|  | 0.402%, 09/06/29 | EUR | 1900 | &nbsp;&nbsp;2071813 |
|  | 0.797%, 04/15/30 | EUR | 5000 | &nbsp;&nbsp;5425705 |
|  | 4.608%, 08/28/30 | EUR | 300 | &nbsp;&nbsp;379861 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |
|  | 1.653%, 07/14/26 |  | 5528 | &nbsp;&nbsp;5470802 |
|  | 2.329%, 01/22/27 |  | 2000 | &nbsp;&nbsp;1969184 |
|  | 5.605%, 07/06/29 |  | 400 | &nbsp;&nbsp;416116 |
|  | 3.103%, 01/16/30 |  | 800 | &nbsp;&nbsp;760885 |
|  | 3.459%, 05/28/30 | EUR | 3500 | &nbsp;&nbsp;4216571 |
|  | 4.904%, 07/01/30 |  | 680 | &nbsp;&nbsp;690197 |
| NTT Finance Corp. | NTT Finance Corp. | NTT Finance Corp. |  |  |
| #Ω | 4.876%, 07/16/30 |  | 1000 | &nbsp;&nbsp;1019659 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.310%, <br>FRN, 4.968%, <br>07/16/30<br>|  | 2672 | &nbsp;&nbsp;2717509 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 4.650%, 09/10/29 |  | 800 | &nbsp;&nbsp;814062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |
|  | 1.902%, 09/17/28 |  | 800 | &nbsp;&nbsp;757479 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.170%, <br>FRN, 4.832%, <br>07/09/29<br>|  | 6200 | &nbsp;&nbsp;6274287 |
|  | 5.316%, 07/09/29 |  | 800 | &nbsp;&nbsp;828194 |
|  | 0.632%, 10/23/29 | EUR | 5400 | &nbsp;&nbsp;5912441 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN |  |  |  |
| (r)Ω | 4.686%, 09/10/27 |  | 3000 | &nbsp;&nbsp;$3028140 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;51130395 |
| LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2860 | &nbsp;&nbsp;3420207 |
| Eurofins Scientific SE | Eurofins Scientific SE | Eurofins Scientific SE |  |  |
|  | 4.000%, 07/06/29 | EUR | 2470 | &nbsp;&nbsp;3033320 |
|  | 4.750%, 09/06/30 | EUR | 400 | &nbsp;&nbsp;504070 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp;61383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prologis International <br>Funding II SA | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International <br>Funding II SA |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 130 | &nbsp;&nbsp;157111 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 560 | &nbsp;&nbsp;620632 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;7796723 |
| NETHERLANDS — (2.9%) | NETHERLANDS — (2.9%) | NETHERLANDS — (2.9%) | NETHERLANDS — (2.9%) | NETHERLANDS — (2.9%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.416%, <br>07/07/28<br>|  | 500 | &nbsp;&nbsp;502274 |
|  | 0.500%, 09/23/29 | EUR | 3300 | &nbsp;&nbsp;3593566 |
|  | 4.250%, 02/21/30 | EUR | 7600 | &nbsp;&nbsp;9448344 |
| ASN Bank NV | ASN Bank NV |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 1500 | &nbsp;&nbsp;1892247 |
| &nbsp;&nbsp;&nbsp;&nbsp;BNG Bank NV, SOFR + <br>1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;BNG Bank NV, SOFR + <br>1.000%, FRN |  |  |  |
| (r) | 4.849%, 08/05/26 |  | 8200 | &nbsp;&nbsp;8232809 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.419%, <br>03/05/27<br>|  | 3000 | &nbsp;&nbsp;3015131 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.410%, <br>FRN, 4.076%, <br>01/14/28<br>|  | 10000 | &nbsp;&nbsp;10005900 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.180%, <br>FRN, 4.907%, <br>01/19/28<br>| AUD | 4300 | &nbsp;&nbsp;3032244 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.804%, <br>11/21/28<br>| AUD | 3950 | &nbsp;&nbsp;2792860 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.700%, <br>FRN, 4.366%, <br>01/14/31<br>|  | 2000 | &nbsp;&nbsp;2006868 |
| ING Groep NV | ING Groep NV |  |  |  |
|  | 4.550%, 10/02/28 |  | 800 | &nbsp;&nbsp;810379 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 990 | &nbsp;&nbsp;1219263 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 700 | &nbsp;&nbsp;$837679 |
| NIBC Bank NV | NIBC Bank NV |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 5500 | &nbsp;&nbsp;6628273 |
| Sandoz Finance BV | Sandoz Finance BV | Sandoz Finance BV |  |  |
|  | 3.250%, 09/12/29 | EUR | 800 | &nbsp;&nbsp;960453 |
|  | 4.220%, 04/17/30 | EUR | 2200 | &nbsp;&nbsp;2735662 |
| Stedin Holding NV | Stedin Holding NV | Stedin Holding NV |  |  |
|  | 0.500%, 11/14/29 | EUR | 1440 | &nbsp;&nbsp;1570495 |
|  | 2.375%, 06/03/30 | EUR | 1200 | &nbsp;&nbsp;1391657 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;60676104 |
| NEW ZEALAND — (2.3%) | NEW ZEALAND — (2.3%) | NEW ZEALAND — (2.3%) | NEW ZEALAND — (2.3%) | NEW ZEALAND — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 71900 | &nbsp;&nbsp;44365464 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds |  |  |
|  | 1.500%, 04/20/29 | NZD | 500 | &nbsp;&nbsp;280623 |
|  | 4.500%, 05/15/30 | NZD | 3100 | &nbsp;&nbsp;1899893 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;46545980 |
| NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2600 | &nbsp;&nbsp;2518183 |
| Equinor ASA | Equinor ASA | Equinor ASA |  |  |
|  | 3.625%, 09/10/28 |  | 400 | &nbsp;&nbsp;399337 |
| Ω | 6.500%, 12/01/28 |  | 3300 | &nbsp;&nbsp;3527575 |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 4000 | &nbsp;&nbsp;4012614 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.400%, <br>FRN, 4.147%, <br>03/03/28<br>|  | 13200 | &nbsp;&nbsp;13239954 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 2500 | &nbsp;&nbsp;2772220 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA |  |  |
|  | 5.500%, 05/04/29 | EUR | 210 | &nbsp;&nbsp;265527 |
| Ω | 5.875%, 05/22/30 |  | 2960 | &nbsp;&nbsp;3078690 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;29814100 |
| SINGAPORE — (1.4%) | SINGAPORE — (1.4%) | SINGAPORE — (1.4%) | SINGAPORE — (1.4%) | SINGAPORE — (1.4%) |
| DBS Group Holdings Ltd. | DBS Group Holdings Ltd. | DBS Group Holdings Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.278%, <br>03/21/28<br>|  | 20000 | &nbsp;&nbsp;20065912 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.328%, <br>03/21/30<br>|  | 5000 | &nbsp;&nbsp;5017843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 3210 | &nbsp;&nbsp;3212232 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;28295987 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (1.4%) | SPAIN — (1.4%) | SPAIN — (1.4%) | SPAIN — (1.4%) | SPAIN — (1.4%) |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 4600 | &nbsp;&nbsp;$5455004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA | &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 7700 | &nbsp;&nbsp;9262134 |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 400 | &nbsp;&nbsp;480271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA |  |  |
|  | 3.625%, 06/07/30 | EUR | 1000 | &nbsp;&nbsp;1223200 |
|  | 3.125%, 07/15/30 | EUR | 200 | &nbsp;&nbsp;238640 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.565%, 01/17/30 |  | 1000 | &nbsp;&nbsp;1040876 |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 1100 | &nbsp;&nbsp;1261748 |
| Colonial SFL Socimi SA | Colonial SFL Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 900 | &nbsp;&nbsp;1074546 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 1400 | &nbsp;&nbsp;1694480 |
| Naturgy Finance Iberia SA | Naturgy Finance Iberia SA |  |  |  |
|  | 3.250%, 10/02/30 | EUR | 500 | &nbsp;&nbsp;596642 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 4.103%, 03/08/27 |  | 3339 | &nbsp;&nbsp;3340064 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2900 | &nbsp;&nbsp;3572939 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;29240544 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.8%) |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.690%, <br>06/16/26<br>|  | 269 | &nbsp;&nbsp;269791 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 3.983%, <br>06/20/28<br>|  | 20230 | &nbsp;&nbsp;20226224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank |  |  |
|  | 1.000%, 05/06/26 | AUD | 12500 | &nbsp;&nbsp;8636484 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.422%, <br>08/16/27<br>|  | 2000 | &nbsp;&nbsp;2010706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | &nbsp;&nbsp;215374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial | &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial | &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial |  |  |
|  | 3.350%, 05/21/29 | AUD | 2500 | &nbsp;&nbsp;1663354 |
|  | 0.100%, 05/20/30 | EUR | 176 | &nbsp;&nbsp;187164 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.190%, <br>FRN, 3.856%, <br>04/14/26<br>|  | 378 | &nbsp;&nbsp;$377977 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 10460 | &nbsp;&nbsp;10469094 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.086%, <br>02/16/29<br>|  | 17200 | &nbsp;&nbsp;17184923 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.320%, <br>FRN, 4.124%, <br>08/14/29<br>|  | 2600 | &nbsp;&nbsp;2601714 |
|  | 4.000%, 04/15/30 | EUR | 700 | &nbsp;&nbsp;881476 |
| European Union | European Union | European Union |  |  |
|  | 2.875%, 10/05/29 | EUR | 1000 | &nbsp;&nbsp;1204782 |
|  | 1.625%, 12/04/29 | EUR | 1300 | &nbsp;&nbsp;1497037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.170%, <br>FRN, 3.860%, <br>09/16/26<br>|  | 11600 | &nbsp;&nbsp;11600456 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.946%, <br>04/12/27<br>|  | 16900 | &nbsp;&nbsp;16912232 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 4000 | &nbsp;&nbsp;4005932 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/05/28<br>|  | 3000 | &nbsp;&nbsp;3002362 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.102%, <br>02/15/29<br>|  | 20000 | &nbsp;&nbsp;20001400 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 2600 | &nbsp;&nbsp;2600483 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>01/12/27<br>|  | 1400 | &nbsp;&nbsp;1401559 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 4.052%, <br>02/23/27<br>|  | 9600 | &nbsp;&nbsp;9613152 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 19525 | &nbsp;&nbsp;19611300 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.970%, <br>03/16/26<br>|  | 23700 | &nbsp;&nbsp;$23702133 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.360%, <br>FRN, 4.121%, <br>08/28/29<br>|  | 2430 | &nbsp;&nbsp;2428766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN |  |  |  |
| (r) | 3.970%, 10/04/27 |  | 300 | &nbsp;&nbsp;300495 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;182606370 |
| SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 2230 | &nbsp;&nbsp;2706562 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 2200 | &nbsp;&nbsp;2530261 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | &nbsp;&nbsp;359904 |
| Molnlycke Holding AB | Molnlycke Holding AB |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 870 | &nbsp;&nbsp;960273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 2695 | &nbsp;&nbsp;3296332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 3.375%, 03/19/30 | EUR | 5000 | &nbsp;&nbsp;6029635 |
| Svensk Exportkredit AB | Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.863%, <br>08/03/26<br>|  | 6000 | &nbsp;&nbsp;6024451 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.849%, <br>05/05/27<br>|  | 9750 | &nbsp;&nbsp;9840551 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.934%, <br>06/15/26<br>|  | 5585 | &nbsp;&nbsp;5607301 |
|  | 0.500%, 02/18/30 | EUR | 10300 | &nbsp;&nbsp;11083353 |
| Swedbank AB | Swedbank AB | Swedbank AB |  |  |
|  | 2.875%, 04/30/29 | EUR | 1200 | &nbsp;&nbsp;1426960 |
|  | 3.250%, 09/24/29 | EUR | 6107 | &nbsp;&nbsp;7338733 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 310 | &nbsp;&nbsp;376860 |
| Volvo Treasury AB | Volvo Treasury AB | Volvo Treasury AB |  |  |
|  | 3.125%, 08/26/29 | EUR | 4318 | &nbsp;&nbsp;5173491 |
|  | 3.000%, 05/20/30 | EUR | 2800 | &nbsp;&nbsp;3332632 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;66087299 |
| SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) | SWITZERLAND — (0.5%) |
| ABB Finance BV | ABB Finance BV |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1140 | &nbsp;&nbsp;1216730 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1410 | &nbsp;&nbsp;$1590322 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2057 | &nbsp;&nbsp;2515339 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 4.125%, 04/15/26 |  | 5000 | &nbsp;&nbsp;5002986 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;10325377 |
| UNITED KINGDOM — (2.7%) | UNITED KINGDOM — (2.7%) | UNITED KINGDOM — (2.7%) | UNITED KINGDOM — (2.7%) | UNITED KINGDOM — (2.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 3900 | &nbsp;&nbsp;4479119 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 2600 | &nbsp;&nbsp;2804185 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | &nbsp;&nbsp;984468 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA | &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 400 | &nbsp;&nbsp;455726 |
| Diageo Capital PLC | Diageo Capital PLC |  |  |  |
|  | 2.000%, 04/29/30 |  | 500 | &nbsp;&nbsp;457667 |
| &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 120 | &nbsp;&nbsp;135924 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 4.950%, 03/31/30 |  | 4000 | &nbsp;&nbsp;4094752 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 2600 | &nbsp;&nbsp;3105217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 2755 | &nbsp;&nbsp;2858664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 500 | &nbsp;&nbsp;600725 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC |  |  |  |
|  | 3.750%, 01/11/27 |  | 1070 | &nbsp;&nbsp;1069383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 6340 | &nbsp;&nbsp;7787498 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 1800 | &nbsp;&nbsp;1965462 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |  |  |
| # | 1.500%, 10/13/26 |  | 1000 | &nbsp;&nbsp;983662 |
| Ω | 5.127%, 07/29/29 |  | 400 | &nbsp;&nbsp;411565 |
|  | 3.250%, 09/05/29 | EUR | 700 | &nbsp;&nbsp;842467 |
|  | 3.000%, 03/03/30 | EUR | 9089 | &nbsp;&nbsp;10811555 |
| NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.140%, <br>FRN, 4.926%, <br>05/17/29<br>|  | 3000 | &nbsp;&nbsp;3029634 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.140%, <br>FRN, 4.926%, <br>05/17/29<br>|  | 1000 | &nbsp;&nbsp;1009878 |
|  | 3.125%, 01/10/30 | EUR | 3300 | &nbsp;&nbsp;3949687 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 2000 | &nbsp;&nbsp;$2439272 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 700 | &nbsp;&nbsp;843384 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 400 | &nbsp;&nbsp;479635 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;55599529 |
| UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) |
| 3M Co. | 3M Co. | 3M Co. |  |  |
|  | 2.375%, 08/26/29 |  | 1400 | &nbsp;&nbsp;1322408 |
|  | 1.750%, 05/15/30 | EUR | 150 | &nbsp;&nbsp;169266 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 500 | &nbsp;&nbsp;499645 |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |  |
| # | 4.050%, 10/04/29 |  | 15525 | &nbsp;&nbsp;15577198 |
| AES Corp. | AES Corp. |  |  |  |
| Ω | 3.950%, 07/15/30 |  | 4500 | &nbsp;&nbsp;4397464 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |  |  |
|  | 4.250%, 06/15/26 |  | 1930 | &nbsp;&nbsp;1929579 |
| Ω | 5.950%, 02/15/29 |  | 400 | &nbsp;&nbsp;416916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Albemarle New Holding <br>GmbH | &nbsp;&nbsp;&nbsp;&nbsp;Albemarle New Holding <br>GmbH |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 700 | &nbsp;&nbsp;808487 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.050%, 06/24/29 |  | 600 | &nbsp;&nbsp;618633 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 2.200%, 11/02/28 |  | 640 | &nbsp;&nbsp;606805 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.324%, <br>11/15/28<br>|  | 11525 | &nbsp;&nbsp;11616028 |
|  | 1.100%, 08/15/30 |  | 2000 | &nbsp;&nbsp;1764220 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power <br>Co., Inc. |  |  |  |
|  | 2.300%, 03/01/30 |  | 200 | &nbsp;&nbsp;185054 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.485%, 11/04/26 |  | 9290 | &nbsp;&nbsp;9316068 |
| American Honda Finance Corp. | American Honda Finance Corp. | American Honda Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.770%, <br>FRN, 4.457%, <br>03/12/27<br>|  | 1000 | &nbsp;&nbsp;1001965 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.720%, <br>FRN, 4.386%, <br>10/22/27<br>|  | 2190 | &nbsp;&nbsp;2198852 |
|  | 4.900%, 03/13/29 |  | 170 | &nbsp;&nbsp;173780 |
|  | 4.400%, 09/05/29 |  | 400 | &nbsp;&nbsp;403688 |
|  | 4.500%, 09/04/30 |  | 500 | &nbsp;&nbsp;502006 |
|  | 5.850%, 10/04/30 |  | 500 | &nbsp;&nbsp;530200 |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 8150 | &nbsp;&nbsp;8434368 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |  |  |
|  | 5.200%, 02/15/29 |  | 7000 | &nbsp;&nbsp;$7198613 |
|  | 0.875%, 05/21/29 | EUR | 250 | &nbsp;&nbsp;278329 |
|  | 3.800%, 08/15/29 |  | 360 | &nbsp;&nbsp;354987 |
|  | 2.900%, 01/15/30 |  | 400 | &nbsp;&nbsp;379862 |
|  | 3.900%, 05/16/30 | EUR | 1300 | &nbsp;&nbsp;1592290 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital <br>Corp. |  |  |  |
|  | 3.450%, 06/01/29 |  | 326 | &nbsp;&nbsp;320119 |
| Apple, Inc. | Apple, Inc. |  |  |  |
| # | 4.200%, 05/12/30 |  | 10000 | &nbsp;&nbsp;10104231 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 5400 | &nbsp;&nbsp;5524343 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |  |
|  | 2.600%, 12/17/29 | EUR | 1200 | &nbsp;&nbsp;1407757 |
|  | 3.150%, 06/01/30 | EUR | 2797 | &nbsp;&nbsp;3337190 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 2.850%, 01/15/30 |  | 400 | &nbsp;&nbsp;379182 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |
| Ω | 5.375%, 07/15/29 |  | 930 | &nbsp;&nbsp;955725 |
| Ω | 4.800%, 10/24/30 |  | 1600 | &nbsp;&nbsp;1603926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon <br>Corp. |  |  |  |
|  | 3.850%, 04/26/29 |  | 355 | &nbsp;&nbsp;355058 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |  |
|  | 1.950%, 10/01/30 |  | 3000 | &nbsp;&nbsp;2698356 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | &nbsp;&nbsp;1158691 |
| BlackRock Funding, Inc. | BlackRock Funding, Inc. |  |  |  |
|  | 4.700%, 03/14/29 |  | 400 | &nbsp;&nbsp;409331 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 1033 | &nbsp;&nbsp;1034856 |
| Boeing Co. | Boeing Co. | Boeing Co. |  |  |
|  | 3.200%, 03/01/29 |  | 400 | &nbsp;&nbsp;388731 |
|  | 2.950%, 02/01/30 |  | 200 | &nbsp;&nbsp;189805 |
| BorgWarner, Inc. | BorgWarner, Inc. |  |  |  |
|  | 4.950%, 08/15/29 |  | 400 | &nbsp;&nbsp;409195 |
| Boston Properties LP | Boston Properties LP | Boston Properties LP |  |  |
|  | 4.500%, 12/01/28 |  | 400 | &nbsp;&nbsp;402702 |
|  | 3.400%, 06/21/29 |  | 10600 | &nbsp;&nbsp;10294827 |
| &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. |  |  |  |
|  | 1.749%, 08/10/30 |  | 500 | &nbsp;&nbsp;449675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.257%, 02/20/26 |  | 6500 | &nbsp;&nbsp;6500821 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
|  | 4.600%, 07/15/30 |  | 1000 | &nbsp;&nbsp;1013994 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
| # | 5.850%, 03/18/29 |  | 4600 | &nbsp;&nbsp;4785746 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |  |  |  |
|  | 4.550%, 08/04/30 |  | 10000 | &nbsp;&nbsp;10077908 |
| Camden Property Trust | Camden Property Trust |  |  |  |
|  | 3.150%, 07/01/29 |  | 800 | &nbsp;&nbsp;774388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |  |
|  | 3.750%, 03/09/27 |  | 5000 | &nbsp;&nbsp;4990185 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Capital One NA | Capital One NA | Capital One NA |  |  |
|  | 3.450%, 07/27/26 |  | 910 | &nbsp;&nbsp;$908073 |
|  | 2.700%, 02/06/30 |  | 6700 | &nbsp;&nbsp;6314610 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 4.500%, 09/15/30 |  | 1120 | &nbsp;&nbsp;1128621 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 400 | &nbsp;&nbsp;491662 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 2.722%, 02/15/30 |  | 800 | &nbsp;&nbsp;754095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.460%, <br>FRN, 4.206%, <br>02/27/26<br>|  | 4700 | &nbsp;&nbsp;4701115 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.690%, <br>FRN, 4.356%, <br>10/16/26<br>|  | 2000 | &nbsp;&nbsp;2007554 |
| Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.314%, <br>05/13/26<br>|  | 12867 | &nbsp;&nbsp;12874945 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.050%, <br>FRN, 4.769%, <br>03/03/27<br>|  | 4094 | &nbsp;&nbsp;4125580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron Phillips Chemical <br>Co. LLC/Chevron Phillips <br>Chemical Co. LP | &nbsp;&nbsp;&nbsp;&nbsp;Chevron Phillips Chemical <br>Co. LLC/Chevron Phillips <br>Chemical Co. LP |  |  |  |
| Ω | 4.750%, 05/15/30 |  | 9000 | &nbsp;&nbsp;9115479 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.364%, <br>08/13/28<br>|  | 3200 | &nbsp;&nbsp;3222528 |
|  | 4.687%, 04/15/30 |  | 15000 | &nbsp;&nbsp;15335304 |
| # | 4.300%, 10/15/30 |  | 7000 | &nbsp;&nbsp;7071236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 800 | &nbsp;&nbsp;780779 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 1500 | &nbsp;&nbsp;1654275 |
| Cigna Group | Cigna Group | Cigna Group |  |  |
|  | 5.000%, 05/15/29 |  | 6900 | &nbsp;&nbsp;7087138 |
|  | 4.500%, 09/15/30 |  | 7000 | &nbsp;&nbsp;7046442 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 4.750%, 02/24/30 |  | 3000 | &nbsp;&nbsp;3079977 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 800 | &nbsp;&nbsp;905734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 400 | &nbsp;&nbsp;372927 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 3740 | &nbsp;&nbsp;3806666 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 4.200%, 05/01/30 |  | 3460 | &nbsp;&nbsp;3489669 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. |  |  |
| # | 4.550%, 01/15/29 |  | 4100 | &nbsp;&nbsp;4168403 |
|  | 2.650%, 02/01/30 |  | 5000 | &nbsp;&nbsp;4715446 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.400%, 04/01/30 |  | 1000 | &nbsp;&nbsp;$968903 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
| # | 5.000%, 08/01/30 |  | 5000 | &nbsp;&nbsp;5053610 |
|  | 8.250%, 09/15/30 |  | 2878 | &nbsp;&nbsp;3288795 |
| ConocoPhillips Co. | ConocoPhillips Co. |  |  |  |
|  | 4.700%, 01/15/30 |  | 600 | &nbsp;&nbsp;611214 |
| &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP |  |  |  |
|  | 2.250%, 03/15/26 |  | 3400 | &nbsp;&nbsp;3392619 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |  |  |
|  | 2.900%, 03/15/27 |  | 8000 | &nbsp;&nbsp;7901024 |
|  | 4.900%, 09/01/29 |  | 800 | &nbsp;&nbsp;813654 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |  |
|  | 2.875%, 06/01/26 |  | 2239 | &nbsp;&nbsp;2230710 |
|  | 5.400%, 06/01/29 |  | 2800 | &nbsp;&nbsp;2899346 |
|  | 5.125%, 02/21/30 |  | 800 | &nbsp;&nbsp;820743 |
|  | 1.750%, 08/21/30 |  | 5000 | &nbsp;&nbsp;4443928 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 3500 | &nbsp;&nbsp;4105749 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. |  |  |  |
|  | 4.550%, 10/15/29 |  | 2000 | &nbsp;&nbsp;2019410 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 3.500%, 04/03/30 |  | 1300 | &nbsp;&nbsp;1255302 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 8611 | &nbsp;&nbsp;8491088 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 485 | &nbsp;&nbsp;525545 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.150%, 06/15/29 |  | 400 | &nbsp;&nbsp;412228 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.196%, <br>10/15/28<br>|  | 7120 | &nbsp;&nbsp;7168004 |
|  | 4.750%, 02/12/30 |  | 3000 | &nbsp;&nbsp;3079875 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1500 | &nbsp;&nbsp;1733518 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 4.150%, 09/15/29 |  | 200 | &nbsp;&nbsp;199198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC |  |  |  |
|  | 3.125%, 07/31/29 |  | 800 | &nbsp;&nbsp;776349 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 2400 | &nbsp;&nbsp;2333549 |
| Estee Lauder Cos., Inc. | Estee Lauder Cos., Inc. |  |  |  |
|  | 2.375%, 12/01/29 |  | 3400 | &nbsp;&nbsp;3190868 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 4.250%, 04/01/29 |  | 400 | &nbsp;&nbsp;400224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 1750 | &nbsp;&nbsp;1987093 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 3.500%, 07/01/29 |  | 800 | &nbsp;&nbsp;777437 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |  |  |
|  | 3.750%, 02/01/26 |  | 7612 | &nbsp;&nbsp;7612000 |
|  | 4.875%, 06/15/29 |  | 375 | &nbsp;&nbsp;380752 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 1200 | &nbsp;&nbsp;$1458450 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.850%, 03/30/27 |  | 850 | &nbsp;&nbsp;848272 |
| General Electric Co. | General Electric Co. | General Electric Co. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;TSFR3M + 0.642%, <br>FRN, 4.542%, <br>05/05/26<br>|  | 1400 | &nbsp;&nbsp;1401456 |
|  | 1.500%, 05/17/29 | EUR | 120 | &nbsp;&nbsp;136931 |
| General Mills, Inc. | General Mills, Inc. |  |  |  |
|  | 4.875%, 01/30/30 |  | 200 | &nbsp;&nbsp;204440 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.040%, <br>FRN, 4.789%, <br>02/26/27<br>|  | 3000 | &nbsp;&nbsp;3006905 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.350%, <br>FRN, 5.159%, <br>05/08/27<br>|  | 1600 | &nbsp;&nbsp;1610750 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.050%, <br>FRN, 4.716%, <br>07/15/27<br>|  | 528 | &nbsp;&nbsp;529126 |
|  | 5.800%, 01/07/29 |  | 320 | &nbsp;&nbsp;333673 |
|  | 4.300%, 04/06/29 |  | 310 | &nbsp;&nbsp;310382 |
|  | 4.900%, 10/06/29 |  | 310 | &nbsp;&nbsp;314990 |
|  | 5.350%, 01/07/30 |  | 310 | &nbsp;&nbsp;320406 |
|  | 4.000%, 07/10/30 | EUR | 5420 | &nbsp;&nbsp;6657546 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 2.150%, 01/15/27 |  | 5000 | &nbsp;&nbsp;4912464 |
|  | 3.200%, 08/15/29 |  | 2120 | &nbsp;&nbsp;2026598 |
|  | 5.300%, 08/15/29 |  | 200 | &nbsp;&nbsp;204783 |
| Globe Life, Inc. | Globe Life, Inc. |  |  |  |
|  | 2.150%, 08/15/30 |  | 500 | &nbsp;&nbsp;453527 |
| &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. |  |  |  |
|  | 5.300%, 01/15/29 |  | 2685 | &nbsp;&nbsp;2736278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 830 | &nbsp;&nbsp;942464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 4400 | &nbsp;&nbsp;5339929 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.870%, <br>FRN, 4.612%, <br>03/01/28<br>|  | 1500 | &nbsp;&nbsp;1506013 |
|  | 5.250%, 03/01/30 |  | 1400 | &nbsp;&nbsp;1445223 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |  |  |
|  | 3.100%, 02/15/30 |  | 200 | &nbsp;&nbsp;189666 |
|  | 2.400%, 03/15/30 |  | 1100 | &nbsp;&nbsp;1005908 |
| Highwoods Realty LP | Highwoods Realty LP | Highwoods Realty LP |  |  |
|  | 4.200%, 04/15/29 |  | 5522 | &nbsp;&nbsp;5443061 |
|  | 3.050%, 02/15/30 |  | 400 | &nbsp;&nbsp;373736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 2500 | &nbsp;&nbsp;3019875 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 3.375%, 12/15/29 |  | 1000 | &nbsp;&nbsp;$962562 |
| HSBC USA, Inc. | HSBC USA, Inc. | HSBC USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.960%, <br>FRN, 4.673%, <br>03/04/27<br>|  | 1844 | &nbsp;&nbsp;1853589 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.970%, <br>FRN, 4.689%, <br>06/03/28<br>|  | 4600 | &nbsp;&nbsp;4636490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares, <br>Inc. |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | &nbsp;&nbsp;186569 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 6400 | &nbsp;&nbsp;6598562 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4800 | &nbsp;&nbsp;5519754 |
| Intel Corp. | Intel Corp. | Intel Corp. |  |  |
|  | 4.875%, 02/10/26 |  | 100 | &nbsp;&nbsp;100006 |
|  | 4.000%, 08/05/29 |  | 730 | &nbsp;&nbsp;724884 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 2840 | &nbsp;&nbsp;3374556 |
| Jabil, Inc. | Jabil, Inc. | Jabil, Inc. |  |  |
|  | 4.250%, 05/15/27 |  | 5000 | &nbsp;&nbsp;5013546 |
|  | 3.600%, 01/15/30 |  | 200 | &nbsp;&nbsp;193632 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |  |  |
| # | 6.450%, 06/08/27 |  | 5000 | &nbsp;&nbsp;5156560 |
|  | 4.000%, 04/16/29 | EUR | 1900 | &nbsp;&nbsp;2320604 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 500 | &nbsp;&nbsp;605103 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.317%, <br>03/03/26<br>|  | 600 | &nbsp;&nbsp;600219 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.440%, <br>FRN, 4.159%, <br>03/06/26<br>|  | 3700 | &nbsp;&nbsp;3701091 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.790%, <br>FRN, 4.508%, <br>06/08/26<br>|  | 9784 | &nbsp;&nbsp;9802025 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.345%, <br>07/15/27<br>|  | 2075 | &nbsp;&nbsp;2088905 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN |  |  |  |
| (r) | 4.706%, 12/08/26 |  | 27240 | &nbsp;&nbsp;27384697 |
| Keurig Dr. Pepper, Inc. | Keurig Dr. Pepper, Inc. | Keurig Dr. Pepper, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.880%, <br>FRN, 4.564%, <br>03/15/27<br>|  | 514 | &nbsp;&nbsp;514846 |
|  | 3.200%, 05/01/30 |  | 2000 | &nbsp;&nbsp;1903038 |
| KeyCorp | KeyCorp |  |  |  |
|  | 2.550%, 10/01/29 |  | 6100 | &nbsp;&nbsp;5776014 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.100%, 08/01/29 |  | 1400 | &nbsp;&nbsp;1442046 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Lear Corp. | Lear Corp. |  |  |  |
| # | 4.250%, 05/15/29 |  | 400 | &nbsp;&nbsp;$399018 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 7000 | &nbsp;&nbsp;7007120 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |
|  | 6.750%, 11/17/28 |  | 200 | &nbsp;&nbsp;212737 |
|  | 5.200%, 03/15/30 |  | 1200 | &nbsp;&nbsp;1226825 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 2130 | &nbsp;&nbsp;2192761 |
| Markel Group, Inc. | Markel Group, Inc. |  |  |  |
|  | 3.350%, 09/17/29 |  | 1925 | &nbsp;&nbsp;1864710 |
| Mastercard, Inc. | Mastercard, Inc. | Mastercard, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.440%, <br>FRN, 4.124%, <br>03/15/28<br>|  | 1550 | &nbsp;&nbsp;1553186 |
|  | 2.950%, 06/01/29 |  | 5000 | &nbsp;&nbsp;4848907 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 800 | &nbsp;&nbsp;989032 |
| McKesson Corp. | McKesson Corp. |  |  |  |
|  | 4.650%, 05/30/30 |  | 250 | &nbsp;&nbsp;254013 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 350 | &nbsp;&nbsp;427773 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |
| # | 4.300%, 08/15/29 |  | 200 | &nbsp;&nbsp;202351 |
|  | 4.800%, 05/15/30 |  | 4300 | &nbsp;&nbsp;4418161 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |  |  |
|  | 5.327%, 02/06/29 |  | 400 | &nbsp;&nbsp;412583 |
|  | 4.663%, 02/15/30 |  | 3000 | &nbsp;&nbsp;3028843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN |  |  |  |
| (r) | 4.831%, 10/30/26 |  | 300 | &nbsp;&nbsp;302179 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 2558 | &nbsp;&nbsp;2553302 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1400 | &nbsp;&nbsp;1533756 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. |  |  |
|  | 3.247%, 11/25/29 | EUR | 5200 | &nbsp;&nbsp;6235709 |
|  | 3.150%, 06/03/30 | EUR | 1000 | &nbsp;&nbsp;1189560 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.800%, <br>FRN, 4.619%, <br>02/05/27<br>|  | 300 | &nbsp;&nbsp;301346 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.504%, <br>09/16/27<br>|  | 1100 | &nbsp;&nbsp;1107120 |
|  | 5.150%, 06/15/29 |  | 71 | &nbsp;&nbsp;73303 |
| Netflix, Inc. | Netflix, Inc. |  |  |  |
|  | 3.625%, 06/15/30 | EUR | 2500 | &nbsp;&nbsp;3040293 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |
|  | 4.900%, 03/15/29 |  | 400 | &nbsp;&nbsp;409814 |
|  | 3.500%, 04/01/29 |  | 800 | &nbsp;&nbsp;786229 |
|  | 2.750%, 11/01/29 |  | 450 | &nbsp;&nbsp;428921 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.600%, 12/01/29 |  | 200 | &nbsp;&nbsp;$195570 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.339%, <br>11/05/28<br>|  | 7981 | &nbsp;&nbsp;8023647 |
|  | 3.800%, 09/18/29 |  | 498 | &nbsp;&nbsp;496451 |
|  | 2.200%, 08/14/30 |  | 7000 | &nbsp;&nbsp;6477726 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc. |  |  |  |
|  | 5.200%, 07/01/30 |  | 1300 | &nbsp;&nbsp;1321841 |
| Omnicom Group, Inc. | Omnicom Group, Inc. |  |  |  |
|  | 2.450%, 04/30/30 |  | 670 | &nbsp;&nbsp;620360 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 2.950%, 04/01/30 |  | 5000 | &nbsp;&nbsp;4619868 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 5360 | &nbsp;&nbsp;6346042 |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.400%, <br>FRN, 4.194%, <br>02/13/26<br>|  | 1506 | &nbsp;&nbsp;1506154 |
|  | 2.625%, 07/29/29 |  | 910 | &nbsp;&nbsp;870393 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |  |
|  | 1.700%, 05/28/30 |  | 250 | &nbsp;&nbsp;226567 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 4.875%, 02/13/29 |  | 600 | &nbsp;&nbsp;614271 |
|  | 4.625%, 11/01/29 |  | 200 | &nbsp;&nbsp;203533 |
|  | 5.625%, 11/17/29 |  | 1600 | &nbsp;&nbsp;1682968 |
|  | 5.125%, 02/15/30 |  | 5000 | &nbsp;&nbsp;5161473 |
|  | 4.375%, 04/30/30 |  | 250 | &nbsp;&nbsp;251480 |
|  | 2.100%, 05/01/30 |  | 250 | &nbsp;&nbsp;229194 |
|  | 5.500%, 09/07/30 |  | 6000 | &nbsp;&nbsp;6299013 |
|  | 1.750%, 11/01/30 |  | 6000 | &nbsp;&nbsp;5350493 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 3.150%, 12/15/29 |  | 800 | &nbsp;&nbsp;770283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |
|  | 3.550%, 12/15/29 |  | 8400 | &nbsp;&nbsp;8182100 |
|  | 3.800%, 09/15/30 |  | 360 | &nbsp;&nbsp;350598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |  |
|  | 3.700%, 05/15/29 |  | 600 | &nbsp;&nbsp;591685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN |  |  |  |
| (r) | 4.366%, 04/16/27 |  | 10100 | &nbsp;&nbsp;10134842 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 5.500%, 06/13/30 |  | 3500 | &nbsp;&nbsp;3557316 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 1411 | &nbsp;&nbsp;1481640 |
| Ralph Lauren Corp. | Ralph Lauren Corp. |  |  |  |
|  | 2.950%, 06/15/30 |  | 250 | &nbsp;&nbsp;237266 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |  |  |
|  | 1.875%, 01/14/27 | GBP | 1700 | &nbsp;&nbsp;2275488 |
|  | 3.200%, 01/15/27 |  | 10000 | &nbsp;&nbsp;9938738 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.750%, 02/15/29 |  | 800 | &nbsp;&nbsp;$815167 |
|  | 3.100%, 12/15/29 |  | 3388 | &nbsp;&nbsp;3270507 |
|  | 4.875%, 07/06/30 | EUR | 2600 | &nbsp;&nbsp;3291274 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 400 | &nbsp;&nbsp;386234 |
| Roche Holdings, Inc. | Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.529%, <br>11/13/26<br>|  | 3600 | &nbsp;&nbsp;3617331 |
| Ω | 5.338%, 11/13/28 |  | 1600 | &nbsp;&nbsp;1662200 |
|  | 1.930%, 12/13/28 |  | 3000 | &nbsp;&nbsp;2849408 |
| Ω | 4.203%, 09/09/29 |  | 5000 | &nbsp;&nbsp;5033986 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 2000 | &nbsp;&nbsp;1819277 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 5660 | &nbsp;&nbsp;6490129 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 4.300%, 06/15/27 |  | 2140 | &nbsp;&nbsp;2147384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. |  |  |  |
| Ω | 4.300%, 05/01/29 |  | 2400 | &nbsp;&nbsp;2423732 |
| Sempra | Sempra |  |  |  |
| # | 3.700%, 04/01/29 |  | 239 | &nbsp;&nbsp;235473 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |
| Ω | 3.875%, 11/13/28 |  | 6000 | &nbsp;&nbsp;6018448 |
|  | 2.375%, 11/07/29 |  | 7400 | &nbsp;&nbsp;6992649 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |  |
|  | 4.500%, 08/15/30 |  | 760 | &nbsp;&nbsp;766644 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.450%, 09/13/29 |  | 6200 | &nbsp;&nbsp;5865266 |
| Southern Co. | Southern Co. |  |  |  |
| # | 3.700%, 04/30/30 |  | 1200 | &nbsp;&nbsp;1171229 |
| State Street Corp. | State Street Corp. | State Street Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.845%, <br>FRN, 4.664%, <br>08/03/26<br>|  | 5500 | &nbsp;&nbsp;5513765 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.306%, <br>10/22/27<br>|  | 1810 | &nbsp;&nbsp;1818861 |
| Store Capital LLC | Store Capital LLC | Store Capital LLC |  |  |
|  | 4.625%, 03/15/29 |  | 400 | &nbsp;&nbsp;399080 |
| Ω | 5.400%, 04/30/30 |  | 5000 | &nbsp;&nbsp;5092096 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 5.150%, 03/19/29 |  | 4000 | &nbsp;&nbsp;4060517 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.100%, 03/11/30 |  | 1000 | &nbsp;&nbsp;1025170 |
| Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |
|  | 4.600%, 02/08/29 |  | 400 | &nbsp;&nbsp;408912 |
|  | 4.500%, 05/23/30 |  | 7000 | &nbsp;&nbsp;7110305 |
| Timken Co. | Timken Co. |  |  |  |
|  | 4.500%, 12/15/28 |  | 400 | &nbsp;&nbsp;403023 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 2.400%, 03/15/29 |  | 2700 | &nbsp;&nbsp;2562832 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.672%, <br>05/18/26<br>|  | 5030 | &nbsp;&nbsp;5040817 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.332%, <br>03/19/27<br>|  | 2000 | &nbsp;&nbsp;$2008444 |
|  | 4.950%, 01/09/30 |  | 400 | &nbsp;&nbsp;411998 |
|  | 4.800%, 05/15/30 |  | 410 | &nbsp;&nbsp;419696 |
|  | 3.850%, 07/24/30 | EUR | 3100 | &nbsp;&nbsp;3814735 |
| Truist Financial Corp. | Truist Financial Corp. |  |  |  |
|  | 1.950%, 06/05/30 |  | 13559 | &nbsp;&nbsp;12333710 |
| UDR, Inc. | UDR, Inc. |  |  |  |
|  | 3.200%, 01/15/30 |  | 400 | &nbsp;&nbsp;384753 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.500%, <br>FRN, 4.166%, <br>07/15/26<br>|  | 4332 | &nbsp;&nbsp;4338876 |
| # | 2.875%, 08/15/29 |  | 3300 | &nbsp;&nbsp;3171852 |
|  | 4.800%, 01/15/30 |  | 400 | &nbsp;&nbsp;409044 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 6286 | &nbsp;&nbsp;6280020 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 5.150%, 02/15/30 |  | 600 | &nbsp;&nbsp;617952 |
| Ventas Realty LP | Ventas Realty LP | Ventas Realty LP |  |  |
| # | 4.400%, 01/15/29 |  | 2900 | &nbsp;&nbsp;2915650 |
|  | 3.000%, 01/15/30 |  | 400 | &nbsp;&nbsp;380710 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |  |  |
|  | 3.875%, 02/08/29 |  | 400 | &nbsp;&nbsp;398689 |
|  | 1.875%, 10/26/29 | EUR | 410 | &nbsp;&nbsp;469840 |
|  | 4.016%, 12/03/29 |  | 800 | &nbsp;&nbsp;795328 |
| # | 3.150%, 03/22/30 |  | 1000 | &nbsp;&nbsp;958632 |
|  | 1.250%, 04/08/30 | EUR | 5700 | &nbsp;&nbsp;6296812 |
| # | 1.500%, 09/18/30 |  | 3000 | &nbsp;&nbsp;2650140 |
|  | 1.680%, 10/30/30 |  | 9000 | &nbsp;&nbsp;7976740 |
| VMware LLC | VMware LLC |  |  |  |
|  | 1.400%, 08/15/26 |  | 1760 | &nbsp;&nbsp;1736963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.096%, 04/28/27 |  | 2000 | &nbsp;&nbsp;2008820 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  | 3.875%, 01/15/29 |  | 445 | &nbsp;&nbsp;444369 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |  |
|  | 4.150%, 01/24/29 |  | 171 | &nbsp;&nbsp;171709 |
|  | 0.625%, 03/25/30 | EUR | 100 | &nbsp;&nbsp;108021 |
|  | 0.625%, 08/14/30 | EUR | 112 | &nbsp;&nbsp;119805 |
| Wells Fargo Bank NA | Wells Fargo Bank NA | Wells Fargo Bank NA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.060%, <br>FRN, 4.870%, <br>08/07/26<br>|  | 500 | &nbsp;&nbsp;501815 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.070%, <br>FRN, 4.760%, <br>12/11/26<br>|  | 2600 | &nbsp;&nbsp;2616959 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 3.100%, 01/15/30 |  | 250 | &nbsp;&nbsp;239706 |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 1.350%, 03/15/26 |  | 11347 | &nbsp;&nbsp;11308980 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4087 | &nbsp;&nbsp;4627506 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 1200 | &nbsp;&nbsp;$1159266 |
| WPC Eurobond BV | WPC Eurobond BV |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 1950 | &nbsp;&nbsp;2113339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings, <br>Inc. |  |  |  |
|  | 5.050%, 02/19/30 |  | 200 | &nbsp;&nbsp;206011 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;770771754 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;1841963520 |
| U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) | U.S. TREASURY OBLIGATIONS — (5.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes |  |  |
|  | 0.375%, 01/15/27  |  | 16104 | &nbsp;&nbsp;16033541 |
|  | 0.125%, 04/15/27  |  | 15500 | &nbsp;&nbsp;15341166 |
|  | 0.375%, 07/15/27  |  | 9939 | &nbsp;&nbsp;9907584 |
|  | 1.625%, 10/15/27  |  | 6566 | &nbsp;&nbsp;6668596 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.160%, FRN, <br>3.773%, 04/30/27 <br>|  | 48000 | &nbsp;&nbsp;48060174 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.190%, FRN, <br>3.803%, 10/31/27 <br>|  | 9500 | &nbsp;&nbsp;9516107 |
|  | 4.375%, 11/30/30  |  | 10000 | &nbsp;&nbsp;10251953 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;115779121 |
| COMMERCIAL PAPER — (4.1%) | COMMERCIAL PAPER — (4.1%) | COMMERCIAL PAPER — (4.1%) | COMMERCIAL PAPER — (4.1%) | COMMERCIAL PAPER — (4.1%) |
| CANADA — (0.3%) | CANADA — (0.3%) | CANADA — (0.3%) | CANADA — (0.3%) | CANADA — (0.3%) |
| Province of Alberta | Province of Alberta |  |  |  |
| Ω | 3.857%, 04/15/26 |  | 3000 | &nbsp;&nbsp;2977203 |
| Province of Quebec | Province of Quebec |  |  |  |
| Ω | 3.760%, 02/24/26 |  | 3000 | &nbsp;&nbsp;2992419 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;5969622 |
| FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
| Ω | 3.780%, 07/27/26 |  | 8000 | &nbsp;&nbsp;7854327 |
| FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) | FRANCE — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |  |
| Ω | 4.069%, 02/10/26 |  | 5000 | &nbsp;&nbsp;4994413 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |  |
| Ω | 4.018%, 02/02/26 |  | 6000 | &nbsp;&nbsp;5998173 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;10992586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) | GERMANY — (2.2%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 3.736%, 05/28/26 | 9000 | &nbsp;&nbsp;$8891175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |
| Ω | 3.848%, 03/17/26 | 13000 | &nbsp;&nbsp;12940033 |
| Ω | 3.766%, 07/22/26 | 13000 | &nbsp;&nbsp;12775100 |
| Ω | 3.769%, 07/27/26 | 4000 | &nbsp;&nbsp;3928800 |
| NRW Bank | NRW Bank |  |  |
| Ω | 3.733%, 04/07/26 | 7000 | &nbsp;&nbsp;6952410 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;45487518 |
| NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.798%, 07/14/26 | 4000 | &nbsp;&nbsp;3932939 |
| UNITED STATES — (0.5%) | UNITED STATES — (0.5%) | UNITED STATES — (0.5%) | UNITED STATES — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |
| Ω | 3.875%, 02/11/26 | 3500 | &nbsp;&nbsp;3495434 |
| HCA, Inc. | HCA, Inc. |  |  |
| Ω | 4.350%, 04/22/26 | 6000 | &nbsp;&nbsp;5944042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG |  |  |
|  | 3.830%, 03/30/26 | 2000 | &nbsp;&nbsp;1987872 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;11427348 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $85,676,276) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $85,676,276) |  | &nbsp;&nbsp;85664340 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,019,534,181) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,019,534,181) |  | &nbsp;&nbsp;2050523179 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 1967650 | &nbsp;&nbsp;22759809 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,042,293,990)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,042,293,990)^^ |  | &nbsp;&nbsp;$2073282988 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

As of January 31, 2026, DFA Short-Duration Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 18843 | USD | 25296 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$488 |
| AUD | 3686974 | USD | 2451552 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115655 |
| USD | 962621 | CAD | 1300308 | Citibank, N.A. | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5122 |
| USD | 24818486 | EUR | 20708285 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199037 |
| USD | 63915447 | EUR | 53140251 | Bank of New York Mellon | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671093 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$991395** |
| USD | 24391699 | EUR | 20708285 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(154858)<br>|
| CAD | 1300308 | USD | 960052 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5102)<br>|
| USD | 950327 | CAD | 1300308 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4623)<br>|
| EUR | 20708285 | USD | 24743916 | UBS AG | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197359)<br>|
| USD | 981984 | GBP | 729166 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15765)<br>|
| USD | 69456727 | EUR | 59359229 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(924449)<br>|
| USD | 5778193 | NZD | 9945704 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211461)<br>|
| USD | 4592706 | JPY | 716948785 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42296)<br>|
| USD | 1581434 | NZD | 2721954 | Royal Bank of Canada | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57823)<br>|
| USD | 85037086 | EUR | 72744035 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1222329)<br>|
| USD | 67575753 | EUR | 57953725 | Australia and New Zealand Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1148657)<br>|
| USD | 12350873 | AUD | 18262040 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(365485)<br>|
| USD | 19409726 | NZD | 33083811 | UBS AG | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524862)<br>|
| USD | 1277921 | GBP | 951518 | Citibank, N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24058)<br>|
| USD | 4520718 | NZD | 7722891 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(133386)<br>|
| USD | 8567109 | NZD | 14751725 | Royal Bank of Canada | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323823)<br>|
| USD | 8654542 | NZD | 14965240 | Australia and New Zealand Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(367402)<br>|
| USD | 22426594 | AUD | 33665917 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1014683)<br>|
| USD | 69862365 | EUR | 59872588 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268171)<br>|
| USD | 82862306 | EUR | 70579894 | Royal Bank of Canada | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1004610)<br>|
| USD | 76380804 | EUR | 64882640 | Australia and New Zealand Bank | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(738063)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(9749265)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(8757870)**<br>|

---

As of January 31, 2026, DFA Short-Duration Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Bank of America <br>Corp.<br>| 2.495% | Fixed | CPI | Maturity | USD | 43000000 | 03/16/26 |  |  | $4849640 | $4849640 |
| Citibank, N.A. | 2.638% | Fixed | CPI | Maturity | USD | 70000000 | 01/24/27 |  |  | 81339 | 81339 |
| Citibank, N.A. | 2.589% | Fixed | CPI | Maturity | USD | 57000000 | 06/30/28 |  |  | 18033 | 18033 |
| Citibank, N.A. | 2.554% | Fixed | CPI | Maturity | USD | 47000000 | 01/30/27 |  |  | 32706 | 32706 |
| Deutsche Bank <br>AG<br>| 2.423% | Fixed | CPI | Maturity | USD | 45000000 | 03/08/26 |  |  | 5258468 | 5258468 |
| Deutsche Bank <br>AG<br>| 2.325% | Fixed | CPI | Maturity | USD | 42000000 | 03/02/26 |  |  | 5121829 | 5121829 |
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.624% | Fixed | CPI | Maturity | USD | 50000000 | 02/04/26 |  |  | 52408 | 52408 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.564% | Fixed | CPI | Maturity | USD | 39000000 | 03/12/28 |  |  | 20739 | 20739 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.384% | Fixed | CPI | Maturity | USD | 40000000 | 01/20/27 |  |  | 48282 | 48282 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.310% | Fixed | CPI | Maturity | USD | 42000000 | 01/09/27 |  |  | $27415 | $27415 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$15510859** | **$15510859** |
| Bank of America <br>Corp.<br>| 2.812% | Fixed | CPI | Maturity | USD | 60000000 | 07/28/28 |  |  | (332378)<br>| (332378)<br>|
| Bank of America <br>Corp.<br>| 2.726% | Fixed | CPI | Maturity | USD | 64000000 | 10/06/28 |  |  | (299342)<br>| (299342)<br>|
| Bank of America <br>Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 38000000 | 06/02/28 |  |  | (80001)<br>| (80001)<br>|
| Citibank, N.A. | 2.979% | Fixed | CPI | Maturity | USD | 24000000 | 03/06/26 |  |  | (79044)<br>| (79044)<br>|
| Citibank, N.A. | 2.783% | Fixed | CPI | Maturity | USD | 47000000 | 09/26/28 |  |  | (287413)<br>| (287413)<br>|
| Citibank, N.A. | 2.759% | Fixed | CPI | Maturity | USD | 39000000 | 09/09/28 |  |  | (206835)<br>| (206835)<br>|
| Citibank, N.A. | 2.750% | Fixed | CPI | Maturity | USD | 49000000 | 11/10/26 |  |  | (104316)<br>| (104316)<br>|
| Citibank, N.A. | 2.738% | Fixed | CPI | Maturity | USD | 22000000 | 02/07/26 |  |  | (3602)<br>| (3602)<br>|
| Citibank, N.A. | 2.694% | Fixed | CPI | Maturity | USD | 23000000 | 11/19/26 |  |  | (40190)<br>| (40190)<br>|
| Citibank, N.A. | 2.688% | Fixed | CPI | Maturity | USD | 23000000 | 10/15/28 |  |  | (88144)<br>| (88144)<br>|
| Citibank, N.A. | 2.668% | Fixed | CPI | Maturity | USD | 25000000 | 06/25/28 |  |  | (48077)<br>| (48077)<br>|
| Citibank, N.A. | 2.653% | Fixed | CPI | Maturity | USD | 54000000 | 11/07/27 |  |  | (130697)<br>| (130697)<br>|
| Citibank, N.A. | 2.639% | Fixed | CPI | Maturity | USD | 73000000 | 12/03/26 |  |  | (110785)<br>| (110785)<br>|
| Citibank, N.A. | 2.624% | Fixed | CPI | Maturity | USD | 70000000 | 10/23/28 |  |  | (163509)<br>| (163509)<br>|
| Citibank, N.A. | 2.610% | Fixed | CPI | Maturity | USD | 65000000 | 10/29/28 |  |  | (136523)<br>| (136523)<br>|
| Citibank, N.A. | 2.509% | Fixed | CPI | Maturity | USD | 34000000 | 12/11/26 |  |  | (27195)<br>| (27195)<br>|
| Citibank, N.A. | 2.750% | Fixed | CPI | Maturity | USD | 49000000 | 11/10/26 |  |  | (30906)<br>| (30906)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.877% | Fixed | CPI | Maturity | USD | 55000000 | 09/02/28 |  |  | (476848)<br>| (476848)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.805% | Fixed | CPI | Maturity | USD | 23000000 | 07/17/28 |  |  | (127785)<br>| (127785)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.777% | Fixed | CPI | Maturity | USD | 33000000 | 07/15/28 |  |  | (152443)<br>| (152443)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.767% | Fixed | CPI | Maturity | USD | 43000000 | 08/11/28 |  |  | (198431)<br>| (198431)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.707% | Fixed | CPI | Maturity | USD | 27000000 | 05/12/28 |  |  | (135521)<br>| (135521)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.649% | Fixed | CPI | Maturity | USD | 82000000 | 05/23/29 |  |  | (349854)<br>| (349854)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.642% | Fixed | CPI | Maturity | USD | 48000000 | 01/16/28 |  |  | (4974)<br>| (4974)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.580% | Fixed | CPI | Maturity | USD | 35000000 | 10/30/28 |  |  | (46470)<br>| (46470)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.528% | Fixed | CPI | Maturity | USD | 34000000 | 05/07/29 |  |  | (16195)<br>| (16195)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.925% | Fixed | CPI | Maturity | USD | 34000000 | 03/04/26 |  |  | (89909)<br>| (89909)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.789% | Fixed | CPI | Maturity | USD | 34000000 | 08/04/28 |  |  | (166779)<br>| (166779)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.758% | Fixed | CPI | Maturity | USD | 58000000 | 11/17/26 |  |  | (135447)<br>| (135447)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.748% | Fixed | CPI | Maturity | USD | 30000000 | 10/10/28 |  |  | (163271)<br>| (163271)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.747% | Fixed | CPI | Maturity | USD | 60000000 | 07/02/27 |  |  | (114679)<br>| (114679)<br>|

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.747% | Fixed | CPI | Maturity | USD | 56000000 | 10/03/28 |  |  | $(289919)<br>| $(289919)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.713% | Fixed | CPI | Maturity | USD | 27000000 | 02/21/28 |  |  | (71353)<br>| (71353)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.629% | Fixed | CPI | Maturity | USD | 65000000 | 06/12/28 |  |  | (71315)<br>| (71315)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.614% | Fixed | CPI | Maturity | USD | 50000000 | 06/18/28 |  |  | (17126)<br>| (17126)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.575% | Fixed | CPI | Maturity | USD | 55000000 | 03/24/28 |  |  | (56827)<br>| (56827)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.520% | Fixed | CPI | Maturity | USD | 71000000 | 11/28/26 |  |  | (6636)<br>| (6636)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(4860739)**<br>| **$(4860739)**<br>|
| **Total Appreciation** <br>**(Depreciation)** | **Total Appreciation** <br>**(Depreciation)** |  |  |  |  |  |  |  |  | **$10650120** | **$10650120** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $316,981,337 or 14.8% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7116198 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7116198 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;146875555 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;146875555 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11294044 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11294044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;61841834 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;61841834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21224116 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21224116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29642647 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29642647 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114793451 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114793451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91959913 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91959913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2460185 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2460185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22981613 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22981613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51130395 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51130395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7796723 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7796723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60676104 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60676104 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46545980 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46545980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29814100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29814100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28295987 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28295987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29240544 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29240544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182606370 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182606370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;66087299 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;66087299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10325377 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10325377 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55599529 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55599529 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;770771754 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;770771754 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;115779121 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;115779121 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$85664340 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$85664340 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22759809 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22759809 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2073282988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2073282988 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;991395 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;991395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15510859 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15510859 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9749265) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9749265) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4860739) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4860739) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1892250 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1892250 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) | MUNICIPAL BONDS — (99.6%) |
| ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alabama Federal Aid <br>Highway Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Federal Aid <br>Highway Finance <br>Authority (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/32 <br>(Pre-refunded @ <br>$100, 9/1/26)<br>| 1220 | &nbsp;&nbsp;$1239146 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/33 <br>(Pre-refunded @ <br>$100, 9/1/26)<br>| 2605 | &nbsp;&nbsp;2645883 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/34 <br>(Pre-refunded @ <br>$100, 9/1/26)<br>| 4780 | &nbsp;&nbsp;4855017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa City Board of <br>Education (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa City Board of <br>Education (RB) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/35 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 780 | &nbsp;&nbsp;790112 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/41 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 1035 | &nbsp;&nbsp;1048417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa County Board <br>of Education (ST) | &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa County Board <br>of Education (ST) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/43 <br>(Pre-refunded @ <br>$100, 2/1/27)<br>| 1160 | &nbsp;&nbsp;1191290 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | &nbsp;&nbsp;11769865 |
| ARIZONA — (3.2%) | ARIZONA — (3.2%) | ARIZONA — (3.2%) | ARIZONA — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series A |  |  |
|  | 5.000%, 07/01/27  | 6540 | &nbsp;&nbsp;6792312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series B |  |  |
|  | 5.000%, 06/01/27  | 1000 | &nbsp;&nbsp;1033249 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) |  |  |
|  | 5.000%, 07/01/27  | 835 | &nbsp;&nbsp;866443 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) |  |  |
|  | 4.000%, 07/01/31  | 1610 | &nbsp;&nbsp;1617416 |
| City of Phoenix (GO) | City of Phoenix (GO) |  |  |
|  | 5.000%, 07/01/27  | 1730 | &nbsp;&nbsp;1797358 |
| City of Scottsdale (GO) | City of Scottsdale (GO) |  |  |
|  | 5.000%, 07/01/27  | 1525 | &nbsp;&nbsp;1583292 |
| City of Tempe (GO) | City of Tempe (GO) |  |  |
|  | 5.000%, 07/01/26  | 1770 | &nbsp;&nbsp;1789274 |
|  | 5.000%, 07/01/27  | 975 | &nbsp;&nbsp;1011576 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tucson (GO) Series <br>2018-B |  |  |
| 5.000%, 07/01/26  | 4160 | &nbsp;&nbsp;$4205993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Coconino County Unified <br>School District No. <br>1-Flagstaff (GO) Series <br>B |  |  |
| 4.000%, 07/01/27  | 1000 | &nbsp;&nbsp;1023683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Coconino County Unified <br>School District No. <br>1-Flagstaff (GO) Series <br>C |  |  |
| 5.000%, 07/01/28  | 1250 | &nbsp;&nbsp;1330490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County School <br>District No. 3 Tempe <br>Elementary (GO) Series <br>B |  |  |
| 5.000%, 07/01/26  | 985 | &nbsp;&nbsp;996218 |
| 5.000%, 07/01/27  | 150 | &nbsp;&nbsp;155606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) |  |  |
| 5.000%, 07/01/26  | 1350 | &nbsp;&nbsp;1365207 |
| 5.000%, 07/01/27  | 2940 | &nbsp;&nbsp;3049040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series A |  |  |
| 5.000%, 07/01/26  | 660 | &nbsp;&nbsp;667434 |
| 5.000%, 07/01/27  | 2285 | &nbsp;&nbsp;2369747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series B |  |  |
| 5.000%, 07/01/27  | 850 | &nbsp;&nbsp;881646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series A |  |  |
| 5.000%, 01/01/31  | 6115 | &nbsp;&nbsp;6261418 |
| 5.000%, 01/01/34  | 2670 | &nbsp;&nbsp;2728311 |
| 5.000%, 01/01/38  | 13785 | &nbsp;&nbsp;14027048 |
| Town of Gilbert (GO) |  |  |
| 5.000%, 07/15/27  | 1535 | &nbsp;&nbsp;1595280 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;57148041 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B |  |  |
| 5.000%, 05/01/28  | 1185 | &nbsp;&nbsp;$1261336 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
| 5.000%, 04/01/27  | 940 | &nbsp;&nbsp;956413 |
| 5.000%, 05/01/28  | 2235 | &nbsp;&nbsp;2378975 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A |  |  |
| 4.000%, 11/01/36  | 120 | &nbsp;&nbsp;120062 |
| County of Riverside (RN) |  |  |
| 5.000%, 06/30/26  | 4000 | &nbsp;&nbsp;4049614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series A |  |  |
| 5.000%, 07/01/26  | 1065 | &nbsp;&nbsp;1078284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series C |  |  |
| 5.000%, 07/01/26  | 1110 | &nbsp;&nbsp;1123845 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 4.000%, 07/01/38  | 2160 | &nbsp;&nbsp;2176869 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) |  |  |
| 5.000%, 06/15/28  | 5390 | &nbsp;&nbsp;5750588 |
| State of California (GO) |  |  |
| 5.000%, 12/01/26  | 5535 | &nbsp;&nbsp;5675854 |
| 5.000%, 04/01/27  | 7000 | &nbsp;&nbsp;7241086 |
| 5.000%, 08/01/27  | 5000 | &nbsp;&nbsp;5221111 |
| 5.000%, 03/01/28  | 1000 | &nbsp;&nbsp;1060133 |
| 5.000%, 08/01/29  | 1000 | &nbsp;&nbsp;1014599 |
| 5.000%, 10/01/29  | 1020 | &nbsp;&nbsp;1024914 |
| 5.000%, 08/01/30  | 1570 | &nbsp;&nbsp;1592451 |
| 5.000%, 09/01/31  | 2900 | &nbsp;&nbsp;2946493 |
| 4.000%, 09/01/32  | 1000 | &nbsp;&nbsp;1007467 |
| 5.000%, 08/01/33  | 1420 | &nbsp;&nbsp;1437829 |
| 4.000%, 08/01/35  | 725 | &nbsp;&nbsp;728448 |
| 5.000%, 08/01/35  | 375 | &nbsp;&nbsp;375706 |
| 5.000%, 09/01/35  | 2315 | &nbsp;&nbsp;2345517 |
| 4.000%, 08/01/37  | 3000 | &nbsp;&nbsp;3009726 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1895 | &nbsp;&nbsp;1923236 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | &nbsp;&nbsp;2128554 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BZ |  |  |
| 5.000%, 05/15/28  | 2110 | &nbsp;&nbsp;2255045 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp;59884155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (2.9%) | COLORADO — (2.9%) | COLORADO — (2.9%) | COLORADO — (2.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Adams & Arapahoe <br>Counties Joint School <br>District 28J Aurora (GO) <br>(ST AID WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Adams & Arapahoe <br>Counties Joint School <br>District 28J Aurora (GO) <br>(ST AID WITHHLDG) |  |  |
|  | 5.500%, 12/01/26  | 1585 | &nbsp;&nbsp;$1628251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/15/26  | 7655 | &nbsp;&nbsp;7837573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) Series B |  |  |
|  | 5.000%, 12/15/30  | 1865 | &nbsp;&nbsp;1907002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/15/27  | 7830 | &nbsp;&nbsp;8231487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Water <br>Commissioners City & <br>County of Denver (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Board of Water <br>Commissioners City & <br>County of Denver (RB) <br>Series A |  |  |
|  | 5.000%, 12/15/26  | 3310 | &nbsp;&nbsp;3389233 |
|  | 5.000%, 12/15/27  | 3450 | &nbsp;&nbsp;3626900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boulder Larimer & Weld <br>Counties St. Vrain Valley <br>School District Re1J <br>(GO) (ST AID <br>WITHHLDG) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Boulder Larimer & Weld <br>Counties St. Vrain Valley <br>School District Re1J <br>(GO) (ST AID <br>WITHHLDG) Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/29 <br>(Pre-refunded @ <br>$100, 12/15/26)<br>| 3045 | &nbsp;&nbsp;3116533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boulder Valley School <br>District No. Re-2 Boulder <br>(GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Boulder Valley School <br>District No. Re-2 Boulder <br>(GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/01/35  | 1815 | &nbsp;&nbsp;1818472 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of <br>Broomfield Water <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City & County of <br>Broomfield Water <br>Revenue (RB) |  |  |
|  | 5.000%, 12/01/26  | 270 | &nbsp;&nbsp;276015 |
|  | 5.000%, 12/01/27  | 170 | &nbsp;&nbsp;178287 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Colorado Springs <br>Utilities System Revenue <br>(RB) Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;City of Colorado Springs <br>Utilities System Revenue <br>(RB) Series A-1 |  |  |
|  | 5.000%, 11/15/26  | 3365 | &nbsp;&nbsp;3438349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver City & County <br>School District No. 1 <br>(GO) (ST AID <br>WITHHLDG) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Denver City & County <br>School District No. 1 <br>(GO) (ST AID <br>WITHHLDG) Series B |  |  |
|  | 5.000%, 12/01/26  | 3175 | &nbsp;&nbsp;3248384 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver City & County <br>School District No. 1 <br>(GO) (ST AID <br>WITHHLDG) Series D |  |  |
| 5.000%, 12/01/26  | 3635 | &nbsp;&nbsp;$3719017 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County School <br>District No. 2 Harrison <br>(GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/01/26  | 485 | &nbsp;&nbsp;496007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Collins-Loveland <br>Water District (RB) |  |  |
| 5.000%, 12/01/26  | 400 | &nbsp;&nbsp;408678 |
| 5.000%, 12/01/27  | 455 | &nbsp;&nbsp;477013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metro Wastewater <br>Reclamation District <br>(RB) Series A |  |  |
| 5.000%, 04/01/27  | 2665 | &nbsp;&nbsp;2749630 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-2 |  |  |
| 5.000%, 06/01/27  | 4810 | &nbsp;&nbsp;4982127 |
| TOTAL COLORADO |  | &nbsp;&nbsp;51528958 |
| CONNECTICUT — (2.4%) | CONNECTICUT — (2.4%) | CONNECTICUT — (2.4%) |
| City of Danbury (GO) |  |  |
| 4.000%, 02/23/26  | 15000 | &nbsp;&nbsp;15013224 |
| Town of Cheshire (GO) |  |  |
| 4.000%, 04/14/26  | 10000 | &nbsp;&nbsp;10033355 |
| Town of Greenwich (GO) |  |  |
| 4.000%, 02/05/26  | 17550 | &nbsp;&nbsp;17552334 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp;42598913 |
| DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) | DISTRICT OF COLUMBIA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series A |  |  |
| 5.000%, 06/01/34  | 2810 | &nbsp;&nbsp;2895802 |
| 5.000%, 06/01/36  | 1000 | &nbsp;&nbsp;1027046 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series D |  |  |
| 5.000%, 06/01/35  | 5335 | &nbsp;&nbsp;5488831 |
| 5.000%, 06/01/38  | 3965 | &nbsp;&nbsp;4058136 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series E |  |  |
| 5.000%, 06/01/26  | 2455 | &nbsp;&nbsp;2477543 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia <br>Income Tax Revenue <br>(RB) Series A |  |  |
| 5.000%, 06/01/28  | 1015 | &nbsp;&nbsp;1078553 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL DISTRICT OF <br>COLUMBIA |  | &nbsp;&nbsp;17025911 |
| FLORIDA — (4.5%) | FLORIDA — (4.5%) | FLORIDA — (4.5%) |
| City of Jacksonville (RB) |  |  |
| 5.000%, 10/01/27  | 3690 | &nbsp;&nbsp;3860721 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pembroke Pines <br>(GO) |  |  |
| 5.000%, 09/01/27  | 1750 | &nbsp;&nbsp;$1824478 |
| City of Port St. Lucie (GO) |  |  |
| 5.000%, 07/01/27  | 1615 | &nbsp;&nbsp;1675654 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Energy <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/27  | 455 | &nbsp;&nbsp;475137 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Utility <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/26  | 180 | &nbsp;&nbsp;183208 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series A |  |  |
| 5.000%, 07/01/26  | 2445 | &nbsp;&nbsp;2471859 |
| 5.000%, 07/01/27  | 1060 | &nbsp;&nbsp;1099660 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Transit System (RB) |  |  |
| 5.000%, 07/01/27  | 1340 | &nbsp;&nbsp;1390897 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Water & Sewer System <br>Revenue (RB) Series B |  |  |
| 5.000%, 10/01/26  | 1310 | &nbsp;&nbsp;1333084 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Seminole Water <br>& Sewer Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/27  | 715 | &nbsp;&nbsp;745807 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (RN) |  |  |
| 4.000%, 06/25/26  | 18990 | &nbsp;&nbsp;19113940 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (GO) (AG) |  |  |
| 5.000%, 07/01/27  | 2000 | &nbsp;&nbsp;2072560 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 5.000%, 06/01/26  | 8175 | &nbsp;&nbsp;8248565 |
| 5.000%, 07/01/26  | 1135 | &nbsp;&nbsp;1147917 |
| 5.000%, 07/01/27  | 1210 | &nbsp;&nbsp;1223149 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series B |  |  |
| 5.000%, 07/01/27  | 1455 | &nbsp;&nbsp;1511403 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series C |  |  |
| 4.000%, 06/01/31  | 1275 | &nbsp;&nbsp;1280420 |
| 4.000%, 06/01/32  | 2565 | &nbsp;&nbsp;2612767 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/35  | 1498 | &nbsp;&nbsp;1579585 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series C |  |  |
| 5.000%, 07/01/26  | 1128 | &nbsp;&nbsp;$1140978 |
| 5.000%, 07/01/27  | 634 | &nbsp;&nbsp;658667 |
| 5.000%, 07/01/28  | 2505 | &nbsp;&nbsp;2668128 |
| 4.000%, 07/01/35  | 6726 | &nbsp;&nbsp;6758715 |
| 4.000%, 07/01/36  | 6261 | &nbsp;&nbsp;6288029 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/27  | 3970 | &nbsp;&nbsp;4124460 |
| Tampa Bay Water (RB) |  |  |
| 5.000%, 10/01/27  | 3000 | &nbsp;&nbsp;3129761 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;78619549 |
| GEORGIA — (2.7%) | GEORGIA — (2.7%) | GEORGIA — (2.7%) |
| City of Brookhaven (GO) |  |  |
| 5.000%, 07/01/27  | 1600 | &nbsp;&nbsp;1660773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clarke County School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 09/01/27  | 3555 | &nbsp;&nbsp;3704602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gwinnett County School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 25385 | &nbsp;&nbsp;26436335 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Georgia (GO) <br>Series A |  |  |
| 5.000%, 07/01/26  | 1310 | &nbsp;&nbsp;1325072 |
| 5.000%, 07/01/27  | 8410 | &nbsp;&nbsp;8739601 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Georgia (GO) <br>Series C |  |  |
| 4.000%, 07/01/29  | 4020 | &nbsp;&nbsp;4259808 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Georgia (GO) <br>Series F |  |  |
| 5.000%, 01/01/27  | 1660 | &nbsp;&nbsp;1702204 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;47828395 |
| HAWAII — (2.1%) | HAWAII — (2.1%) | HAWAII — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County Honolulu <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/36  | 3000 | &nbsp;&nbsp;3121187 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series A |  |  |
| 5.000%, 07/01/26  | 110 | &nbsp;&nbsp;111266 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series B |  |  |
| 5.000%, 07/01/26  | 110 | &nbsp;&nbsp;111267 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) | HAWAII — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series E | &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series E |  |  |
|  | 5.000%, 07/01/27  | 6490 | &nbsp;&nbsp;$6744537 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series F | &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series F |  |  |
|  | 5.000%, 07/01/27  | 7100 | &nbsp;&nbsp;7378461 |
| County of Hawaii (GO) | County of Hawaii (GO) |  |  |
|  | 5.000%, 09/01/27  | 195 | &nbsp;&nbsp;203321 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hawaii (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Hawaii (GO) <br>Series A |  |  |
|  | 5.000%, 09/01/31  | 1130 | &nbsp;&nbsp;1161084 |
| County of Maui (GO) | County of Maui (GO) |  |  |
|  | 5.000%, 09/01/27  | 2480 | &nbsp;&nbsp;2581885 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FG | &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FG |  |  |
|  | 5.000%, 10/01/28  | 3085 | &nbsp;&nbsp;3140409 |
|  | 4.000%, 10/01/32  | 1740 | &nbsp;&nbsp;1752600 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FH | &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FH |  |  |
|  | 5.000%, 10/01/26  | 2025 | &nbsp;&nbsp;2062237 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FK | &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FK |  |  |
|  | 4.000%, 05/01/32  | 7620 | &nbsp;&nbsp;7746389 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FN | &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FN |  |  |
|  | 5.000%, 10/01/29  | 945 | &nbsp;&nbsp;986538 |
| TOTAL HAWAII | TOTAL HAWAII |  | &nbsp;&nbsp;37101181 |
| ILLINOIS — (0.3%) | ILLINOIS — (0.3%) | ILLINOIS — (0.3%) | ILLINOIS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) |  |  |
|  | 3.150%, 08/01/43  | 4705 | &nbsp;&nbsp;4705000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/36 <br>(Pre-refunded @ <br>$100, 2/15/27)<br>| 1130 | &nbsp;&nbsp;1148974 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | &nbsp;&nbsp;5853974 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Sioux City (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Sioux City (GO) <br>Series A |  |  |
|  | 3.000%, 06/01/27  | 1325 | &nbsp;&nbsp;1332819 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Urbandale (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Urbandale (GO) <br>Series A |  |  |
|  | 5.000%, 06/01/27  | 1040 | &nbsp;&nbsp;1074967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Iowa Valley Community <br>College District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Iowa Valley Community <br>College District (GO) |  |  |
|  | 4.000%, 06/01/28  | 2890 | &nbsp;&nbsp;3000275 |
| TOTAL IOWA | TOTAL IOWA |  | &nbsp;&nbsp;5408061 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (0.6%) | KANSAS — (0.6%) | KANSAS — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lawrence (GO) <br>Series I |  |  |
| 4.000%, 05/01/26  | 2000 | &nbsp;&nbsp;$2008208 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Olathe (GO) Series <br>A |  |  |
| 5.000%, 09/01/26  | 5000 | &nbsp;&nbsp;5077320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson County Unified <br>School District No. 229 <br>Blue Valley (GO) Series <br>A |  |  |
| 5.000%, 10/01/26  | 1525 | &nbsp;&nbsp;1552686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kansas Development <br>Finance Authority (RB) <br>Series D |  |  |
| 5.000%, 05/01/28  | 2000 | &nbsp;&nbsp;2116828 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Kansas <br>Department of <br>Transportation (RB) <br>Series A |  |  |
| 5.000%, 09/01/28  | 600 | &nbsp;&nbsp;642007 |
| TOTAL KANSAS |  | &nbsp;&nbsp;11397049 |
| KENTUCKY — (1.7%) | KENTUCKY — (1.7%) | KENTUCKY — (1.7%) |
| Louisville Water Co. (RB) |  |  |
| 5.000%, 11/15/27 | 11075 | &nbsp;&nbsp;11608507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (GO) Series <br>A |  |  |
| 5.000%, 04/01/28  | 7885 | &nbsp;&nbsp;8347327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (RB) Series <br>C |  |  |
| 3.150%, 10/01/53  | 10195 | &nbsp;&nbsp;10195000 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp;30150834 |
| LOUISIANA — (0.2%) | LOUISIANA — (0.2%) | LOUISIANA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Tammany Parish Wide <br>School District No. 12 <br>(GO) Series A |  |  |
| 5.000%, 03/01/28  | 1175 | &nbsp;&nbsp;1237899 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Louisiana <br>Gasoline & Fuels Tax <br>Revenue (RB) Series B |  |  |
| 5.000%, 05/01/27  | 2320 | &nbsp;&nbsp;2396065 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp;3633964 |
| MAINE — (0.3%) | MAINE — (0.3%) | MAINE — (0.3%) |
| City of Portland (GO) |  |  |
| 5.000%, 05/01/27  | 1015 | &nbsp;&nbsp;1049169 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland (GO) <br>Series B |  |  |
| 5.000%, 08/01/27  | 1095 | &nbsp;&nbsp;1139032 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MAINE — (Continued) | MAINE — (Continued) | MAINE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maine Turnpike Authority <br>(RB) |  |  |
| 5.000%, 07/01/27  | 2235 | &nbsp;&nbsp;$2319733 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maine (GO) Series <br>D |  |  |
| 5.000%, 06/01/28  | 865 | &nbsp;&nbsp;918958 |
| TOTAL MAINE |  | &nbsp;&nbsp;5426892 |
| MARYLAND — (5.3%) | MARYLAND — (5.3%) | MARYLAND — (5.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Baltimore (GO) <br>Series A |  |  |
| 5.000%, 10/15/26  | 800 | &nbsp;&nbsp;814812 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Anne Arundel <br>(GO) |  |  |
| 5.000%, 04/01/26 | 6685 | &nbsp;&nbsp;6715591 |
| 5.000%, 10/01/32  | 1925 | &nbsp;&nbsp;1958212 |
| 5.000%, 10/01/27 | 5095 | &nbsp;&nbsp;5328162 |
| County of Baltimore (GO) |  |  |
| 5.000%, 07/01/26  | 1310 | &nbsp;&nbsp;1324936 |
| 5.000%, 08/01/26  | 3850 | &nbsp;&nbsp;3857972 |
| County of Calvert (GO) |  |  |
| 5.000%, 07/01/27  | 930 | &nbsp;&nbsp;965456 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Howard (GO) <br>Series A |  |  |
| 5.000%, 02/15/27  | 2435 | &nbsp;&nbsp;2504542 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
| 5.000%, 10/01/26  | 7855 | &nbsp;&nbsp;7999179 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series C |  |  |
| 5.000%, 10/01/26  | 5640 | &nbsp;&nbsp;5743523 |
| 5.000%, 10/01/27  | 6840 | &nbsp;&nbsp;7153018 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A |  |  |
| 5.000%, 08/01/27 | 4095 | &nbsp;&nbsp;4263364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 3.150%, 06/01/48  | 3275 | &nbsp;&nbsp;3275000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series 2ND |  |  |
| 5.000%, 08/01/26  | 1075 | &nbsp;&nbsp;1090050 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A |  |  |
| 5.000%, 03/15/26  | 1245 | &nbsp;&nbsp;1249140 |
| 5.000%, 03/15/27  | 780 | &nbsp;&nbsp;804346 |
| 5.000%, 08/01/27  | 1765 | &nbsp;&nbsp;1838232 |
| 5.000%, 03/15/28  | 8110 | &nbsp;&nbsp;8578353 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 1140 | &nbsp;&nbsp;1155960 |
| 5.000%, 08/01/27  | 15165 | &nbsp;&nbsp;15794211 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland <br>Department of <br>Transportation (RB) |  |  |
| 5.000%, 10/01/29  | 9000 | &nbsp;&nbsp;$9155749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Suburban <br>Sanitary Commission <br>(RB) |  |  |
| 3.000%, 06/01/26  | 2160 | &nbsp;&nbsp;2163710 |
| TOTAL MARYLAND |  | &nbsp;&nbsp;93733518 |
| MASSACHUSETTS — (5.3%) | MASSACHUSETTS — (5.3%) | MASSACHUSETTS — (5.3%) |
| City of Peabody (GO) |  |  |
| 4.000%, 07/10/26  | 5055 | &nbsp;&nbsp;5092125 |
| City of Quincy (GO) |  |  |
| 5.000%, 07/24/26  | 4729 | &nbsp;&nbsp;4787652 |
| City of Revere (GO) |  |  |
| 4.000%, 07/10/26  | 1377 | &nbsp;&nbsp;1386759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A |  |  |
| 5.000%, 07/01/27  | 6215 | &nbsp;&nbsp;6278660 |
| 5.000%, 07/01/28  | 1000 | &nbsp;&nbsp;1066923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series B |  |  |
| 5.000%, 06/01/27  | 565 | &nbsp;&nbsp;585695 |
| 5.000%, 07/01/32  | 800 | &nbsp;&nbsp;808140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series D |  |  |
| 5.000%, 07/01/26  | 780 | &nbsp;&nbsp;788974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series E |  |  |
| 5.000%, 11/01/27  | 1030 | &nbsp;&nbsp;1079367 |
| 5.000%, 11/01/30  | 4250 | &nbsp;&nbsp;4448135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series I |  |  |
| 5.000%, 12/01/31  | 1520 | &nbsp;&nbsp;1551547 |
| 5.000%, 12/01/35  | 16550 | &nbsp;&nbsp;16841738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 5375 | &nbsp;&nbsp;5376356 |
| Town of Easton (GO) |  |  |
| 4.000%, 03/05/26  | 2019 | &nbsp;&nbsp;2021964 |
| Town of Hingham (GO) |  |  |
| 4.000%, 02/13/26  | 8870 | &nbsp;&nbsp;8874203 |
| 4.000%, 02/12/27  | 2500 | &nbsp;&nbsp;2542803 |
| Town of Lexington (GO) |  |  |
| 4.000%, 02/15/27  | 1000 | &nbsp;&nbsp;1019510 |
| Town of Swampscott (GO) |  |  |
| 4.000%, 03/05/26  | 1584 | &nbsp;&nbsp;1586498 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Westborough (GO) |  |  |
| 4.000%, 03/27/26  | 16500 | &nbsp;&nbsp;$16541926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of Winchester (GO) <br>Series B |  |  |
| 4.000%, 03/26/26  | 10500 | &nbsp;&nbsp;10527009 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;93205984 |
| MICHIGAN — (0.1%) | MICHIGAN — (0.1%) | MICHIGAN — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan State University <br>(RB) Series A |  |  |
| 5.000%, 02/15/27  | 530 | &nbsp;&nbsp;544762 |
| 5.000%, 08/15/27  | 750 | &nbsp;&nbsp;780832 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;1325594 |
| MINNESOTA — (2.6%) | MINNESOTA — (2.6%) | MINNESOTA — (2.6%) |
| City of Minneapolis (GO) |  |  |
| 5.000%, 12/01/27  | 6185 | &nbsp;&nbsp;6489120 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of St. Paul (GO) <br>Series A |  |  |
| 5.000%, 09/01/27  | 775 | &nbsp;&nbsp;808106 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series A |  |  |
| 5.000%, 12/01/31 | 4435 | &nbsp;&nbsp;4560546 |
| 5.000%, 12/01/32  | 1185 | &nbsp;&nbsp;1208527 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series C |  |  |
| 5.000%, 12/01/31  | 1045 | &nbsp;&nbsp;1065921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Council (GO) <br>Series B |  |  |
| 5.000%, 03/01/27  | 4360 | &nbsp;&nbsp;4489769 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Louis Park Independent <br>School District No. 283 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/28  | 2610 | &nbsp;&nbsp;2741528 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 14360 | &nbsp;&nbsp;14957974 |
| 5.000%, 08/01/28  | 6120 | &nbsp;&nbsp;6534967 |
| 5.000%, 08/01/33  | 1065 | &nbsp;&nbsp;1078263 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series B |  |  |
| 5.000%, 08/01/27  | 1950 | &nbsp;&nbsp;2031201 |
| &nbsp;&nbsp;&nbsp;&nbsp;White Bear Lake <br>Independent School <br>District No. 624 (GO) <br>(SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/28  | 530 | &nbsp;&nbsp;558409 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp;46524331 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series A |  |  |
|  | 5.000%, 10/01/29  | 5415 | &nbsp;&nbsp;$5652284 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/01/33 <br>(Pre-refunded @ <br>$100, 11/1/26)<br>| 4700 | &nbsp;&nbsp;4797739 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | &nbsp;&nbsp;10450023 |
| MISSOURI — (0.6%) | MISSOURI — (0.6%) | MISSOURI — (0.6%) | MISSOURI — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (GO) <br>Series A |  |  |
|  | 4.000%, 02/01/27  | 1110 | &nbsp;&nbsp;1129089 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City Water <br>Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City Water <br>Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/29  | 1835 | &nbsp;&nbsp;1873095 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lees Summit (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Lees Summit (GO) <br>Series A |  |  |
|  | 5.000%, 04/01/28  | 5000 | &nbsp;&nbsp;5294150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan St. Louis <br>Sewer District (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan St. Louis <br>Sewer District (RB) <br>Series B |  |  |
|  | 5.000%, 05/01/29  | 150 | &nbsp;&nbsp;162589 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Kansas City School <br>District No. 74 (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;North Kansas City School <br>District No. 74 (GO) <br>Series B |  |  |
|  | 4.000%, 03/01/26  | 2230 | &nbsp;&nbsp;2232954 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp;10691877 |
| NEBRASKA — (0.8%) | NEBRASKA — (0.8%) | NEBRASKA — (0.8%) | NEBRASKA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B | &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B |  |  |
|  | 5.000%, 04/15/26  | 315 | &nbsp;&nbsp;316760 |
|  | 5.000%, 04/15/27  | 235 | &nbsp;&nbsp;242775 |
| County of Sarpy (GO) | County of Sarpy (GO) |  |  |
|  | 5.000%, 06/01/26  | 1110 | &nbsp;&nbsp;1120044 |
|  | 5.000%, 06/01/27  | 2535 | &nbsp;&nbsp;2595683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Douglas County School <br>District No. 17 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Douglas County School <br>District No. 17 (GO) |  |  |
|  | 4.000%, 12/15/26  | 3060 | &nbsp;&nbsp;3104481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Utilities <br>District of Omaha Water <br>System Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Utilities <br>District of Omaha Water <br>System Revenue (RB) |  |  |
|  | 4.250%, 12/01/40  | 3700 | &nbsp;&nbsp;3853665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1000 | &nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series C |  |  |
|  | 5.000%, 02/01/27  | 1210 | &nbsp;&nbsp;1243038 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | &nbsp;&nbsp;13476446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEVADA — (1.1%) | NEVADA — (1.1%) | NEVADA — (1.1%) | NEVADA — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Water <br>Reclamation District <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Clark County Water <br>Reclamation District <br>(GO) |  |  |
|  | 4.000%, 07/01/34  | 1800 | &nbsp;&nbsp;$1807916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Valley Water <br>District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Valley Water <br>District (GO) Series A |  |  |
|  | 5.000%, 06/01/27  | 11710 | &nbsp;&nbsp;12136096 |
|  | 5.000%, 06/01/33  | 1475 | &nbsp;&nbsp;1487408 |
|  | 5.000%, 06/01/37  | 1045 | &nbsp;&nbsp;1052399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series B |  |  |
|  | 5.000%, 10/01/39  | 2160 | &nbsp;&nbsp;2486892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series C |  |  |
|  | 4.000%, 10/01/33  | 1190 | &nbsp;&nbsp;1210088 |
| TOTAL NEVADA | TOTAL NEVADA |  | &nbsp;&nbsp;20180799 |
| NEW HAMPSHIRE — (0.8%) | NEW HAMPSHIRE — (0.8%) | NEW HAMPSHIRE — (0.8%) | NEW HAMPSHIRE — (0.8%) |
| City of Manchester (GO) | City of Manchester (GO) |  |  |
|  | 4.000%, 11/12/26  | 13400 | &nbsp;&nbsp;13580221 |
| NEW JERSEY — (3.8%) | NEW JERSEY — (3.8%) | NEW JERSEY — (3.8%) | NEW JERSEY — (3.8%) |
| City of Hoboken (GO) | City of Hoboken (GO) |  |  |
|  | 3.000%, 02/01/27  | 1000 | &nbsp;&nbsp;1006602 |
| City of Summit (GO) | City of Summit (GO) |  |  |
|  | 4.000%, 07/16/26  | 1790 | &nbsp;&nbsp;1804290 |
| County of Hudson (GO) | County of Hudson (GO) |  |  |
|  | 4.000%, 02/26/26  | 10000 | &nbsp;&nbsp;10010908 |
| County of Mercer (GO) | County of Mercer (GO) |  |  |
|  | 4.000%, 02/01/27  | 3430 | &nbsp;&nbsp;3492397 |
|  | 4.000%, 02/01/28  | 3290 | &nbsp;&nbsp;3405704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monmouth County <br>Improvement Authority <br>(RN) | &nbsp;&nbsp;&nbsp;&nbsp;Monmouth County <br>Improvement Authority <br>(RN) |  |  |
|  | 4.000%, 03/13/26  | 13545 | &nbsp;&nbsp;13570448 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Economic <br>Development Authority <br>(RB) Series BBB | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Economic <br>Development Authority <br>(RB) Series BBB |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/30 <br>(Pre-refunded @ <br>$100, 12/15/26)<br>| 6075 | &nbsp;&nbsp;6249031 |
| Princeton (GO) | Princeton (GO) |  |  |
|  | 4.000%, 02/19/26  | 13010 | &nbsp;&nbsp;13020491 |
| Township of Ewing (GO) | Township of Ewing (GO) |  |  |
|  | 4.000%, 12/22/26  | 5030 | &nbsp;&nbsp;5107996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Toms River <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Township of Toms River <br>(GO) |  |  |
|  | 4.000%, 06/01/27  | 865 | &nbsp;&nbsp;884775 |
|  | 4.000%, 06/01/28  | 1255 | &nbsp;&nbsp;1304019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Woodbridge <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Township of Woodbridge <br>(GO) |  |  |
|  | 4.000%, 03/13/26  | 6640 | &nbsp;&nbsp;6652242 |
| TOTAL NEW JERSEY | TOTAL NEW JERSEY |  | &nbsp;&nbsp;66508903 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Central New Mexico <br>Community College <br>(GO) |  |  |
| 5.000%, 08/15/28  | 3370 | &nbsp;&nbsp;$3594404 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albuquerque (GO) <br>Series A |  |  |
| 5.000%, 07/01/27  | 730 | &nbsp;&nbsp;757385 |
| State of New Mexico (GO) |  |  |
| 5.000%, 03/01/27  | 7205 | &nbsp;&nbsp;7407487 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Mexico <br>Severance Tax <br>Permanent Fund (RB) <br>Series D |  |  |
| 5.000%, 07/01/26  | 5580 | &nbsp;&nbsp;5643272 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp;17402548 |
| NEW YORK — (9.5%) | NEW YORK — (9.5%) | NEW YORK — (9.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series 1 |  |  |
| 5.000%, 08/01/29  | 550 | &nbsp;&nbsp;570936 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-1 |  |  |
| 5.000%, 09/01/27  | 1580 | &nbsp;&nbsp;1647167 |
| 5.000%, 08/01/38  | 1885 | &nbsp;&nbsp;1903145 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series B-1 |  |  |
| 5.000%, 08/01/27  | 8610 | &nbsp;&nbsp;8957129 |
| 5.000%, 10/01/35  | 2600 | &nbsp;&nbsp;2688385 |
| 5.000%, 12/01/38  | 1610 | &nbsp;&nbsp;1635296 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series C |  |  |
| 5.000%, 08/01/26 | 4710 | &nbsp;&nbsp;4773406 |
| 5.000%, 08/01/27  | 615 | &nbsp;&nbsp;639795 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series D |  |  |
| 5.000%, 10/01/27  | 5900 | &nbsp;&nbsp;6163777 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series E |  |  |
| 5.000%, 08/01/26  | 4080 | &nbsp;&nbsp;4134924 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F |  |  |
| 5.000%, 09/01/27  | 2920 | &nbsp;&nbsp;3044132 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | &nbsp;&nbsp;5010 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-5 |  |  |
| 3.200%, 06/01/44  | 3785 | &nbsp;&nbsp;3785000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series H |  |  |
| 5.000%, 01/01/27  | 1525 | &nbsp;&nbsp;1562680 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rochester (GO) <br>Series I |  |  |
| 4.000%, 02/26/26  | 4920 | &nbsp;&nbsp;4925400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning City School District <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Corning City School District <br>(GO) Series A |  |  |
|  | 4.000%, 06/18/26  | 4845 | &nbsp;&nbsp;$4875281 |
| County of Suffolk (GO) | County of Suffolk (GO) |  |  |
|  | 4.000%, 07/24/26  | 15000 | &nbsp;&nbsp;15129610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/26 <br>(Pre-refunded @ <br>$100, 3/15/26)<br>| 1365 | &nbsp;&nbsp;1369657 |
|  | 5.000%, 03/15/26  | 1000 | &nbsp;&nbsp;1003412 |
|  | 5.000%, 03/15/32  | 2145 | &nbsp;&nbsp;2204024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harborfields Central School <br>District (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Harborfields Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
|  | 4.000%, 09/03/26  | 6710 | &nbsp;&nbsp;6779265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority Dedicated Tax <br>Fund (ST) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority Dedicated Tax <br>Fund (ST) Series A |  |  |
|  | 5.000%, 11/15/26  | 255 | &nbsp;&nbsp;260516 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/26  | 1010 | &nbsp;&nbsp;1013138 |
|  | 5.000%, 03/15/28  | 1820 | &nbsp;&nbsp;1926349 |
|  | 5.000%, 02/15/30  | 1370 | &nbsp;&nbsp;1407303 |
|  | 5.000%, 02/15/31  | 865 | &nbsp;&nbsp;888463 |
|  | 5.000%, 03/15/32  | 7495 | &nbsp;&nbsp;7984779 |
|  | 5.000%, 02/15/33  | 4970 | &nbsp;&nbsp;5032927 |
|  | 5.000%, 03/15/35 | 5660 | &nbsp;&nbsp;5737591 |
|  | 5.000%, 03/15/36  | 4395 | &nbsp;&nbsp;4453983 |
|  | 5.000%, 02/15/37  | 2895 | &nbsp;&nbsp;2958247 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series B |  |  |
|  | 5.000%, 02/15/32  | 1500 | &nbsp;&nbsp;1558660 |
|  | 5.000%, 02/15/33  | 570 | &nbsp;&nbsp;591677 |
|  | 5.000%, 02/15/34  | 4105 | &nbsp;&nbsp;4256069 |
|  | 5.000%, 02/15/37  | 1790 | &nbsp;&nbsp;1847659 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C |  |  |
|  | 5.000%, 03/15/27 | 9505 | &nbsp;&nbsp;9802184 |
|  | 5.000%, 03/15/37  | 9300 | &nbsp;&nbsp;9738545 |
|  | 5.000%, 03/15/38  | 4000 | &nbsp;&nbsp;4182131 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series E | &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series E |  |  |
|  | 5.000%, 03/15/27  | 7035 | &nbsp;&nbsp;7254721 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Thruway <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;New York State Thruway <br>Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/27  | 7970 | &nbsp;&nbsp;8224153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York <br>& New Jersey (RB) <br>Series 248 | &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York <br>& New Jersey (RB) <br>Series 248 |  |  |
|  | 5.000%, 01/15/28  | 1000 | &nbsp;&nbsp;1055015 |
| Town of Tonawanda (GO) | Town of Tonawanda (GO) |  |  |
|  | 4.000%, 08/21/26  | 3915 | &nbsp;&nbsp;3951088 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series A |  |  |
| 5.000%, 11/15/36  | 1160 | &nbsp;&nbsp;$1165692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series B |  |  |
| 5.000%, 11/15/29  | 2530 | &nbsp;&nbsp;2620032 |
| 5.000%, 11/15/30  | 1425 | &nbsp;&nbsp;1475253 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;167183606 |
| NORTH CAROLINA — (1.5%) | NORTH CAROLINA — (1.5%) | NORTH CAROLINA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cape Fear Public Utility <br>Authority (RB) |  |  |
| 5.000%, 04/01/27  | 275 | &nbsp;&nbsp;283389 |
| 5.000%, 04/01/28  | 300 | &nbsp;&nbsp;317407 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Water & <br>Sewer System Revenue <br>(RB) |  |  |
| 5.000%, 07/01/27 | 17105 | &nbsp;&nbsp;17769286 |
| County of Gaston (GO) |  |  |
| 5.000%, 02/01/26  | 2500 | &nbsp;&nbsp;2500000 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Wake (GO) <br>Series A |  |  |
| 5.000%, 04/01/27  | 2625 | &nbsp;&nbsp;2709373 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North Carolina <br>(GO) Series C |  |  |
| 5.000%, 06/01/27  | 1450 | &nbsp;&nbsp;1503888 |
| Town of Holly Springs (GO) |  |  |
| 5.000%, 02/01/27  | 1405 | &nbsp;&nbsp;1443785 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;26527128 |
| OHIO — (2.1%) | OHIO — (2.1%) | OHIO — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 4445 | &nbsp;&nbsp;4536574 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series A |  |  |
| 5.000%, 04/01/27  | 2265 | &nbsp;&nbsp;2337537 |
| 5.000%, 10/01/27  | 3360 | &nbsp;&nbsp;3513200 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series B |  |  |
| 5.000%, 10/01/27  | 1195 | &nbsp;&nbsp;1249486 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A |  |  |
| 5.000%, 09/01/28  | 2540 | &nbsp;&nbsp;2717105 |
| 5.000%, 02/01/32  | 1920 | &nbsp;&nbsp;1920000 |
| 5.000%, 05/01/32  | 1080 | &nbsp;&nbsp;1113910 |
| 5.000%, 02/01/33  | 1850 | &nbsp;&nbsp;1850000 |
| 5.000%, 05/01/35  | 2630 | &nbsp;&nbsp;2704050 |
| 5.000%, 02/01/36  | 2690 | &nbsp;&nbsp;2690000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>B |  |  |
| 5.000%, 09/01/27  | 1215 | &nbsp;&nbsp;1267771 |
| 5.000%, 09/15/27  | 6645 | &nbsp;&nbsp;6940576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>V | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>V |  |  |
|  | 5.000%, 05/01/34  | 2000 | &nbsp;&nbsp;$2107232 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>X | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>X |  |  |
|  | 5.000%, 05/01/29  | 665 | &nbsp;&nbsp;722332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Arlington City <br>School District (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Upper Arlington City <br>School District (GO) <br>Series A |  |  |
|  | 5.000%, 12/01/26  | 1585 | &nbsp;&nbsp;1620483 |
| TOTAL OHIO | TOTAL OHIO |  | &nbsp;&nbsp;37290256 |
| OKLAHOMA — (0.1%) | OKLAHOMA — (0.1%) | OKLAHOMA — (0.1%) | OKLAHOMA — (0.1%) |
| City of Bixby (GO) Series A | City of Bixby (GO) Series A |  |  |
|  | 4.000%, 06/01/26  | 790 | &nbsp;&nbsp;794094 |
|  | 4.000%, 06/01/28  | 1790 | &nbsp;&nbsp;1853388 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | &nbsp;&nbsp;2647482 |
| OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) |
| City of Hillsboro (GO) | City of Hillsboro (GO) |  |  |
|  | 5.000%, 06/01/36  | 4330 | &nbsp;&nbsp;5191691 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Water <br>System Revenue (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Water <br>System Revenue (RB) <br>Series A |  |  |
|  | 5.000%, 04/01/27  | 780 | &nbsp;&nbsp;805318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas Community <br>College District (GO) <br>(SCH BD GTY) | &nbsp;&nbsp;&nbsp;&nbsp;Clackamas Community <br>College District (GO) <br>(SCH BD GTY) |  |  |
|  | 5.000%, 06/15/28  | 500 | &nbsp;&nbsp;531728 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) |  |  |
|  | 5.000%, 06/01/27  | 4110 | &nbsp;&nbsp;4257353 |
|  | 5.000%, 06/01/28  | 3755 | &nbsp;&nbsp;3993818 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County <br>Administrative School <br>District No. 1 Bend-La <br>Pine (GO) (SCH BD <br>GTY) | &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County <br>Administrative School <br>District No. 1 Bend-La <br>Pine (GO) (SCH BD <br>GTY) |  |  |
|  | 5.000%, 06/15/27  | 970 | &nbsp;&nbsp;1005119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lane & Douglas Counties <br>School District No. 28J <br>Fern Ridge (GO) (SCH <br>BD GTY) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Lane & Douglas Counties <br>School District No. 28J <br>Fern Ridge (GO) (SCH <br>BD GTY) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/33 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 2205 | &nbsp;&nbsp;2227127 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/36 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 1065 | &nbsp;&nbsp;1075687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Hood Community <br>College District (GO) <br>(SCH BD GTY) | &nbsp;&nbsp;&nbsp;&nbsp;Mount Hood Community <br>College District (GO) <br>(SCH BD GTY) |  |  |
|  | 5.000%, 06/15/27  | 590 | &nbsp;&nbsp;611361 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Portland Community <br>College District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Portland Community <br>College District (GO) |  |  |
|  | 5.000%, 06/15/27  | 1375 | &nbsp;&nbsp;$1386034 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series A |  |  |
|  | 5.000%, 05/01/27  | 695 | &nbsp;&nbsp;718876 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series F | &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series F |  |  |
|  | 5.000%, 05/01/29  | 1075 | &nbsp;&nbsp;1082343 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon <br>Department of <br>Transportation (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon <br>Department of <br>Transportation (RB) <br>Series A |  |  |
|  | 5.000%, 11/15/26  | 2025 | &nbsp;&nbsp;2068948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District <br>No. 23J Tigard-Tualatin <br>(GO) (SCH BD GTY) | &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District <br>No. 23J Tigard-Tualatin <br>(GO) (SCH BD GTY) |  |  |
|  | 5.000%, 06/15/27  | 635 | &nbsp;&nbsp;658951 |
| TOTAL OREGON | TOTAL OREGON |  | &nbsp;&nbsp;25614354 |
| PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) | PENNSYLVANIA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Chester (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Chester (GO) <br>Series A |  |  |
|  | 4.000%, 07/15/28  | 5330 | &nbsp;&nbsp;5372205 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) |  |  |
|  | 5.000%, 07/01/28  | 5925 | &nbsp;&nbsp;6306090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Exeter Township School <br>District (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Exeter Township School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/28 <br>(Pre-refunded @ <br>$100, 5/15/27)<br>| 3090 | &nbsp;&nbsp;3156190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>1 | &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>1 |  |  |
|  | 5.000%, 12/01/27  | 1430 | &nbsp;&nbsp;1501763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>A-1 | &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>A-1 |  |  |
|  | 5.000%, 12/01/31  | 685 | &nbsp;&nbsp;690880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>B | &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>B |  |  |
|  | 5.000%, 12/01/27  | 1000 | &nbsp;&nbsp;1050184 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;18077312 |
| RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) | RHODE ISLAND — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series A |  |  |
|  | 5.000%, 04/01/27  | 1145 | &nbsp;&nbsp;1180531 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (Continued) | RHODE ISLAND — (Continued) | RHODE ISLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series C |  |  |
| 5.000%, 08/01/27  | 2455 | &nbsp;&nbsp;$2552428 |
| TOTAL RHODE ISLAND |  | &nbsp;&nbsp;3732959 |
| SOUTH CAROLINA — (2.5%) | SOUTH CAROLINA — (2.5%) | SOUTH CAROLINA — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aiken County Consolidated <br>School District (GO) |  |  |
| 5.000%, 04/01/26  | 3520 | &nbsp;&nbsp;3535462 |
| 5.000%, 04/01/27  | 2800 | &nbsp;&nbsp;2887377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 4000 | &nbsp;&nbsp;4008948 |
| 5.000%, 03/01/38  | 2540 | &nbsp;&nbsp;2935283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series B |  |  |
| 5.000%, 03/01/28  | 3000 | &nbsp;&nbsp;3165608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series C |  |  |
| 5.000%, 03/01/27  | 8300 | &nbsp;&nbsp;8541631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charleston County School <br>District (GO) Series A |  |  |
| 5.000%, 02/01/27  | 1670 | &nbsp;&nbsp;1716267 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Beaufort (GO) <br>(ST AID WITHHLDG) |  |  |
| 5.000%, 03/01/26  | 1475 | &nbsp;&nbsp;1478238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Horry County School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 2905 | &nbsp;&nbsp;2911424 |
| 5.000%, 03/01/27  | 7775 | &nbsp;&nbsp;8008101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richland County School <br>District No. 2 (GO) |  |  |
| 5.000%, 03/01/27  | 4075 | &nbsp;&nbsp;4196287 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;43384626 |
| TENNESSEE — (1.8%) | TENNESSEE — (1.8%) | TENNESSEE — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Knoxville Electric <br>System Revenue (RB) <br>Series NN |  |  |
| 5.000%, 07/01/27  | 885 | &nbsp;&nbsp;918363 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series A |  |  |
| 5.000%, 04/01/26  | 1310 | &nbsp;&nbsp;1315776 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pigeon Forge (GO) <br>Series B |  |  |
| 5.000%, 06/01/27  | 1835 | &nbsp;&nbsp;1898410 |
| City of Sevierville (GO) |  |  |
| 5.000%, 06/01/29  | 3135 | &nbsp;&nbsp;3405603 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Knox (GO) <br>Series C |  |  |
| 5.000%, 06/01/26  | 125 | &nbsp;&nbsp;126135 |
| County of Rutherford (GO) |  |  |
| 5.000%, 04/01/26  | 3570 | &nbsp;&nbsp;3585920 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series A |  |  |
| 5.000%, 04/01/26  | 2115 | &nbsp;&nbsp;$2124431 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series B |  |  |
| 5.000%, 04/01/27  | 1735 | &nbsp;&nbsp;1789346 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) Series A |  |  |
| 4.000%, 06/01/26  | 1945 | &nbsp;&nbsp;1955402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) Series B |  |  |
| 4.000%, 01/01/38  | 5975 | &nbsp;&nbsp;6159479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) |  |  |
| 5.000%, 07/01/27  | 390 | &nbsp;&nbsp;404980 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Tennessee (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 2510 | &nbsp;&nbsp;2526694 |
| 5.000%, 09/01/27  | 1910 | &nbsp;&nbsp;1992957 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Tennessee (GO) <br>Series B |  |  |
| 5.000%, 08/01/30  | 3440 | &nbsp;&nbsp;3484077 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp;31687573 |
| TEXAS — (18.5%) | TEXAS — (18.5%) | TEXAS — (18.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alamo Community College <br>District (GO) |  |  |
| 5.000%, 08/15/27  | 500 | &nbsp;&nbsp;520748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
| 5.000%, 02/15/27  | 190 | &nbsp;&nbsp;195440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alvin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 805 | &nbsp;&nbsp;827212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1025 | &nbsp;&nbsp;1026010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/26  | 2400 | &nbsp;&nbsp;2432787 |
| 5.000%, 08/01/27  | 280 | &nbsp;&nbsp;291457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Birdville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 1395 | &nbsp;&nbsp;1434652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 9870 | &nbsp;&nbsp;10015542 |
| 5.000%, 08/15/27  | 530 | &nbsp;&nbsp;551529 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 08/15/28  | 2625 | &nbsp;&nbsp;$2801638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 585 | &nbsp;&nbsp;609410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boerne Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/27  | 385 | &nbsp;&nbsp;395000 |
| City of Anna (GO) |  |  |
| 4.000%, 02/15/28  | 1350 | &nbsp;&nbsp;1388503 |
| City of Austin (GO) |  |  |
| 5.000%, 09/01/27  | 5565 | &nbsp;&nbsp;5805112 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/15/26  | 530 | &nbsp;&nbsp;541092 |
| 5.000%, 11/15/27  | 460 | &nbsp;&nbsp;481886 |
| 5.000%, 11/15/32  | 530 | &nbsp;&nbsp;539851 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 11/15/27  | 1360 | &nbsp;&nbsp;1423487 |
| 5.000%, 11/15/31  | 940 | &nbsp;&nbsp;958246 |
| City of Carrollton (GO) |  |  |
| 5.000%, 08/15/26  | 1420 | &nbsp;&nbsp;1441054 |
| City of Cedar Park (GO) |  |  |
| 5.000%, 02/15/26  | 680 | &nbsp;&nbsp;680607 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of College Station <br>(GO) |  |  |
| 5.000%, 02/15/28  | 530 | &nbsp;&nbsp;557942 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Corpus Christi (GO) <br>Series A |  |  |
| 5.000%, 03/01/26  | 1960 | &nbsp;&nbsp;1963991 |
| City of Dallas (GO) |  |  |
| 5.000%, 08/15/27  | 3340 | &nbsp;&nbsp;3478595 |
| 5.000%, 02/15/39  | 10395 | &nbsp;&nbsp;11882840 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 1275 | &nbsp;&nbsp;1297952 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1350 | &nbsp;&nbsp;1352675 |
| City of Denton (GO) |  |  |
| 5.000%, 02/15/28  | 2155 | &nbsp;&nbsp;2268613 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/26 | 930 | &nbsp;&nbsp;931901 |
| 5.000%, 03/01/27 | 770 | &nbsp;&nbsp;791390 |
| City of Fort Worth (GO) |  |  |
| 5.000%, 03/01/27 | 5325 | &nbsp;&nbsp;5477539 |
| 5.000%, 03/01/28  | 5015 | &nbsp;&nbsp;5294463 |
| City of Frisco (GO) |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp;1501462 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Houston (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 5800 | &nbsp;&nbsp;$5968662 |
| City of Irving (GO) |  |  |
| 5.000%, 09/15/27 | 5075 | &nbsp;&nbsp;5291816 |
| City of Leander (GO) |  |  |
| 5.000%, 08/15/27  | 390 | &nbsp;&nbsp;405943 |
| City of Lewisville (GO) |  |  |
| 5.000%, 02/15/27  | 815 | &nbsp;&nbsp;838335 |
| 5.000%, 02/15/28  | 745 | &nbsp;&nbsp;784277 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lewisville <br>Waterworks & Sewer <br>System Revenue (RB) |  |  |
| 4.000%, 02/15/27  | 1120 | &nbsp;&nbsp;1140658 |
| City of Pflugerville (GO) |  |  |
| 5.000%, 08/01/26 | 1235 | &nbsp;&nbsp;1250580 |
| City of Plano (GO) |  |  |
| 5.000%, 09/01/27  | 1535 | &nbsp;&nbsp;1600498 |
| 5.000%, 09/01/28  | 2680 | &nbsp;&nbsp;2859695 |
| City of Richardson (GO) |  |  |
| 5.000%, 02/15/27  | 1920 | &nbsp;&nbsp;1972977 |
| 5.000%, 02/15/28  | 2000 | &nbsp;&nbsp;2105441 |
| City of San Angelo (GO) |  |  |
| 3.000%, 02/15/28  | 1165 | &nbsp;&nbsp;1175951 |
| City of San Antonio (GO) |  |  |
| 5.000%, 02/01/26  | 3175 | &nbsp;&nbsp;3175000 |
| 5.000%, 02/01/27 | 5030 | &nbsp;&nbsp;5169205 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) |  |  |
| 5.000%, 02/01/26  | 3355 | &nbsp;&nbsp;3355000 |
| 4.000%, 02/01/27  | 1975 | &nbsp;&nbsp;2009495 |
| 4.000%, 02/01/28  | 1450 | &nbsp;&nbsp;1461515 |
| 4.000%, 02/01/36  | 2775 | &nbsp;&nbsp;2775000 |
| City of Temple (GO) |  |  |
| 5.000%, 08/01/27  | 635 | &nbsp;&nbsp;660410 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple (GO) Series <br>A |  |  |
| 5.000%, 08/01/28  | 210 | &nbsp;&nbsp;223594 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple (GO) Series <br>B |  |  |
| 5.000%, 08/01/27  | 230 | &nbsp;&nbsp;239204 |
| 5.000%, 08/01/28  | 165 | &nbsp;&nbsp;175681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/32  | 1025 | &nbsp;&nbsp;1025976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 8710 | &nbsp;&nbsp;8718521 |
| 5.000%, 02/15/29  | 895 | &nbsp;&nbsp;967181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corpus Christi Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/28  | 1525 | &nbsp;&nbsp;1627715 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Collin (GO) | County of Collin (GO) |  |  |
|  | 5.000%, 02/15/27  | 1220 | &nbsp;&nbsp;$1254170 |
|  | 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp;1052721 |
| County of Denton (GO) | County of Denton (GO) |  |  |
|  | 5.000%, 07/15/27 | 4605 | &nbsp;&nbsp;4783825 |
|  | 5.000%, 07/15/28  | 515 | &nbsp;&nbsp;547889 |
| County of Fort Bend (GO) | County of Fort Bend (GO) |  |  |
|  | 5.000%, 03/01/27 | 7310 | &nbsp;&nbsp;7513854 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
|  | 5.000%, 09/15/27  | 7115 | &nbsp;&nbsp;7429394 |
|  | 5.000%, 10/01/27  | 2500 | &nbsp;&nbsp;2613444 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
|  | 5.000%, 03/01/26  | 965 | &nbsp;&nbsp;967068 |
|  | 5.000%, 03/01/27  | 1925 | &nbsp;&nbsp;1979100 |
| County of Tarrant (GO) | County of Tarrant (GO) |  |  |
|  | 5.000%, 07/15/28  | 750 | &nbsp;&nbsp;797896 |
|  | 5.000%, 07/15/29  | 395 | &nbsp;&nbsp;429814 |
| County of Travis (GO) | County of Travis (GO) |  |  |
|  | 5.000%, 03/01/28  | 16330 | &nbsp;&nbsp;17219503 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Travis (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Travis (GO) <br>Series A |  |  |
|  | 5.000%, 03/01/26  | 1500 | &nbsp;&nbsp;1503240 |
| County of Williamson (GO) | County of Williamson (GO) |  |  |
|  | 5.000%, 02/15/27 | 9090 | &nbsp;&nbsp;9345538 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/36 <br>(Pre-refunded @ <br>$100, 8/15/26)<br>| 2915 | &nbsp;&nbsp;2939489 |
| &nbsp;&nbsp;&nbsp;&nbsp;Del Valle Independent <br>School District (GO) <br>(PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Del Valle Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
|  | 5.000%, 06/15/27  | 2390 | &nbsp;&nbsp;2478173 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) Series C |  |  |
|  | 5.000%, 08/15/27  | 400 | &nbsp;&nbsp;415735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dripping Springs <br>Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Dripping Springs <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/27  | 580 | &nbsp;&nbsp;596607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
|  | 5.000%, 08/15/27 | 1865 | &nbsp;&nbsp;1942966 |
|  | 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp;1067354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Worth Independent <br>School District (GO) <br>(PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Fort Worth Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/27  | 165 | &nbsp;&nbsp;169621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/27  | 1065 | &nbsp;&nbsp;1095604 |
|  | 4.000%, 02/15/28  | 2085 | &nbsp;&nbsp;2147399 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/27  | 250 | &nbsp;&nbsp;$257184 |
| 5.000%, 02/15/28  | 1625 | &nbsp;&nbsp;1714661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) Series A |  |  |
| 5.000%, 02/15/28  | 1075 | &nbsp;&nbsp;1131675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Galveston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/26  | 405 | &nbsp;&nbsp;405000 |
| 5.000%, 02/01/27  | 320 | &nbsp;&nbsp;328504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Garland Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 2010 | &nbsp;&nbsp;2011922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goose Creek Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 3075 | &nbsp;&nbsp;3161764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goose Creek Consolidated <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
| 5.000%, 02/15/28  | 2000 | &nbsp;&nbsp;2002536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greenville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 95 | &nbsp;&nbsp;97661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1205 | &nbsp;&nbsp;1206201 |
| 5.000%, 02/15/27  | 1660 | &nbsp;&nbsp;1708048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1915 | &nbsp;&nbsp;1916909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 02/15/27  | 2200 | &nbsp;&nbsp;2263678 |
| 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp;1055176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 4000 | &nbsp;&nbsp;4112448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/27  | 150 | &nbsp;&nbsp;154217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hutto Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/28  | 150 | &nbsp;&nbsp;159952 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Katy Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/29  | 375 | &nbsp;&nbsp;$404441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Klein Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/36  | 1925 | &nbsp;&nbsp;1940156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Leander Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27  | 795 | &nbsp;&nbsp;827253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lewisville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/27  | 645 | &nbsp;&nbsp;672063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Little Elm Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 2255 | &nbsp;&nbsp;2286010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lone Star College System <br>(GO) Series A |  |  |
| 5.000%, 02/15/26  | 7515 | &nbsp;&nbsp;7522533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mansfield Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/39  | 2880 | &nbsp;&nbsp;2933311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Midland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 8605 | &nbsp;&nbsp;8613482 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Caney Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 2600 | &nbsp;&nbsp;2602467 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Water <br>System Revenue (RB) |  |  |
| 5.000%, 09/01/27  | 1080 | &nbsp;&nbsp;1127114 |
| 5.000%, 09/01/31  | 2300 | &nbsp;&nbsp;2329506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pearland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 300 | &nbsp;&nbsp;316553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- Texas A&M University <br>System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 15820 | &nbsp;&nbsp;16000505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 07/01/27  | 8055 | &nbsp;&nbsp;8365760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pflugerville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp;1501479 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Prosper Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/29  | 605 | &nbsp;&nbsp;$652499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richardson Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 235 | &nbsp;&nbsp;241680 |
| 5.000%, 02/15/30  | 2500 | &nbsp;&nbsp;2505218 |
| 5.000%, 02/15/31  | 2000 | &nbsp;&nbsp;2004157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Round Rock Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/01/26  | 4125 | &nbsp;&nbsp;4182587 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Antonio Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 08/15/28  | 2210 | &nbsp;&nbsp;2358853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Branch Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/28  | 660 | &nbsp;&nbsp;695735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 900 | &nbsp;&nbsp;913344 |
| State of Texas (GO) |  |  |
| 5.000%, 10/01/27  | 2055 | &nbsp;&nbsp;2150248 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/26 | 4985 | &nbsp;&nbsp;5001248 |
| 5.000%, 04/01/27  | 1480 | &nbsp;&nbsp;1486208 |
| 5.000%, 10/01/31  | 3775 | &nbsp;&nbsp;3939373 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>B |  |  |
| 5.000%, 08/01/29  | 1435 | &nbsp;&nbsp;1493287 |
| 5.000%, 10/01/29  | 1535 | &nbsp;&nbsp;1604086 |
| 5.000%, 10/01/31  | 3260 | &nbsp;&nbsp;3401948 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>C |  |  |
| 5.000%, 08/01/27  | 420 | &nbsp;&nbsp;437553 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>E |  |  |
| 5.000%, 02/01/27  | 1260 | &nbsp;&nbsp;1295224 |
| 5.000%, 08/01/27  | 3290 | &nbsp;&nbsp;3427497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County College <br>District (GO) |  |  |
| 5.000%, 08/15/28  | 1065 | &nbsp;&nbsp;1133068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series B |  |  |
| 2.650%, 08/01/50  | 620 | &nbsp;&nbsp;620000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Temple Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/28  | 570 | &nbsp;&nbsp;$600862 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas A&M University (RB) <br>Series A |  |  |
| 5.000%, 05/15/26  | 1065 | &nbsp;&nbsp;1073365 |
| 5.000%, 05/15/27  | 1120 | &nbsp;&nbsp;1159621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
| 5.000%, 02/15/27  | 675 | &nbsp;&nbsp;693519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Central Regional <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 08/01/27  | 525 | &nbsp;&nbsp;546166 |
| 5.000%, 08/01/28  | 840 | &nbsp;&nbsp;896340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Denton Creek <br>Wastewater Treatment <br>System Revenue (RB) |  |  |
| 5.000%, 02/01/26  | 230 | &nbsp;&nbsp;230000 |
| 5.000%, 02/01/27  | 700 | &nbsp;&nbsp;718602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waco Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/27  | 390 | &nbsp;&nbsp;405882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wylie Independent School <br>District/Collin County <br>(GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 1045 | &nbsp;&nbsp;1059932 |
| TOTAL TEXAS |  | &nbsp;&nbsp;326487631 |
| UTAH — (0.9%) | UTAH — (0.9%) | UTAH — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alpine School District (GO) <br>(SCH BD GTY) |  |  |
| 4.000%, 03/15/31  | 1600 | &nbsp;&nbsp;1625910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canyons School District <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/27  | 2205 | &nbsp;&nbsp;2288778 |
| City of American Fork (GO) |  |  |
| 5.000%, 05/01/26  | 1165 | &nbsp;&nbsp;1172471 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Salt Lake City <br>Public Utilities Revenue <br>(RB) |  |  |
| 5.000%, 02/01/29  | 1500 | &nbsp;&nbsp;1622224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Davis School District (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/01/27  | 3040 | &nbsp;&nbsp;3149397 |
| State of Utah (GO) |  |  |
| 5.000%, 07/01/26  | 2325 | &nbsp;&nbsp;2351944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tooele County School <br>District (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 06/01/27  | 1275 | &nbsp;&nbsp;1320882 |
| 5.000%, 06/01/28  | 1890 | &nbsp;&nbsp;2007985 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) |
| Utah Transit Authority (RB) |  |  |
| 5.000%, 12/15/27  | 325 | &nbsp;&nbsp;$341359 |
| TOTAL UTAH |  | &nbsp;&nbsp;15880950 |
| VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Vermont (GO) <br>Series A |  |  |
| 5.000%, 08/15/27  | 1270 | &nbsp;&nbsp;1322856 |
| VIRGINIA — (2.6%) | VIRGINIA — (2.6%) | VIRGINIA — (2.6%) |
| City of Alexandria (GO) |  |  |
| 5.000%, 12/15/27  | 3975 | &nbsp;&nbsp;4178296 |
| City of Lynchburg (GO) |  |  |
| 5.000%, 02/01/26  | 1930 | &nbsp;&nbsp;1930000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Newport News (GO) <br>Series A |  |  |
| 5.000%, 08/01/29  | 985 | &nbsp;&nbsp;1024490 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Norfolk (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 09/01/27  | 1500 | &nbsp;&nbsp;1563838 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Roanoke (GO) (ST <br>AID WITHHLDG) |  |  |
| 5.000%, 04/01/27  | 205 | &nbsp;&nbsp;211397 |
| 5.000%, 04/01/28  | 750 | &nbsp;&nbsp;793338 |
| County of Arlington (GO) |  |  |
| 5.000%, 08/15/27 | 7935 | &nbsp;&nbsp;8270765 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fairfax (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 10/01/26  | 5710 | &nbsp;&nbsp;5811380 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Henrico (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 3635 | &nbsp;&nbsp;3784451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hampton Roads <br>Transportation <br>Accountability <br>Commission (RB) Series <br>A |  |  |
| 5.000%, 07/01/26  | 17500 | &nbsp;&nbsp;17704412 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;45272367 |
| WASHINGTON — (5.9%) | WASHINGTON — (5.9%) | WASHINGTON — (5.9%) |
| City of Seattle (GO) |  |  |
| 5.000%, 06/01/27  | 5240 | &nbsp;&nbsp;5432073 |
| 4.000%, 12/01/34  | 1165 | &nbsp;&nbsp;1165488 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 05/01/27  | 685 | &nbsp;&nbsp;708550 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/27  | 1670 | &nbsp;&nbsp;1716050 |
| 5.000%, 07/01/28  | 6195 | &nbsp;&nbsp;6590898 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District No. 114 <br>Evergreen (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/26  | 1580 | &nbsp;&nbsp;$1615200 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King (GO) <br>Series A |  |  |
| 5.000%, 12/01/26  | 5945 | &nbsp;&nbsp;6081911 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/26  | 4485 | &nbsp;&nbsp;4536267 |
| County of Spokane (GO) |  |  |
| 5.000%, 12/01/26 | 4345 | &nbsp;&nbsp;4442887 |
| 5.000%, 12/01/27  | 225 | &nbsp;&nbsp;236051 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/26  | 1485 | &nbsp;&nbsp;1501975 |
| 5.000%, 07/01/28 | 6870 | &nbsp;&nbsp;7314041 |
| &nbsp;&nbsp;&nbsp;&nbsp;King & Snohomish <br>Counties School District <br>No. 417 Northshore <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 2370 | &nbsp;&nbsp;2424184 |
| 5.000%, 12/01/27  | 2180 | &nbsp;&nbsp;2289080 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 409 Tahoma (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 585 | &nbsp;&nbsp;598375 |
| 5.000%, 12/01/27  | 320 | &nbsp;&nbsp;336012 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Thurston Public <br>Schools (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 12/01/27  | 2510 | &nbsp;&nbsp;2635592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County Public <br>Utility District No. 1 <br>Electric System Revenue <br>(RB) Series A |  |  |
| 5.000%, 12/01/27  | 505 | &nbsp;&nbsp;529896 |
| 5.000%, 12/01/28  | 590 | &nbsp;&nbsp;634422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 201 <br>Snohomish (GO) (SCH <br>BD GTY) |  |  |
| 4.000%, 12/01/26  | 340 | &nbsp;&nbsp;344992 |
| 5.000%, 12/01/26  | 790 | &nbsp;&nbsp;808061 |
| 5.000%, 12/01/27  | 870 | &nbsp;&nbsp;913532 |
| 5.000%, 12/01/29  | 3030 | &nbsp;&nbsp;3320897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spokane County School <br>District No. 81 Spokane <br>(GO) (SCH BD GTY) <br>Series B |  |  |
| 4.000%, 12/01/30  | 6060 | &nbsp;&nbsp;6225427 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 02/01/35  | 1095 | &nbsp;&nbsp;1095000 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series 2017-A |  |  |
| 5.000%, 08/01/26  | 1810 | &nbsp;&nbsp;$1834889 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 3930 | &nbsp;&nbsp;3984041 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 1115 | &nbsp;&nbsp;1130107 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series C |  |  |
| 5.000%, 06/01/38  | 2000 | &nbsp;&nbsp;2012366 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 06/01/26  | 2485 | &nbsp;&nbsp;2507611 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1090 | &nbsp;&nbsp;1104989 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2018C |  |  |
| 5.000%, 08/01/27  | 2640 | &nbsp;&nbsp;2748741 |
| 5.000%, 08/01/31  | 2955 | &nbsp;&nbsp;3071470 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2018D |  |  |
| 5.000%, 08/01/31  | 1000 | &nbsp;&nbsp;1039415 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2022C |  |  |
| 4.000%, 07/01/27  | 4855 | &nbsp;&nbsp;4976681 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025A |  |  |
| 4.000%, 07/01/26  | 3075 | &nbsp;&nbsp;3097536 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025B |  |  |
| 5.000%, 07/01/27  | 4180 | &nbsp;&nbsp;4342631 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025C |  |  |
| 5.000%, 07/01/27  | 4005 | &nbsp;&nbsp;4160822 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2026A |  |  |
| 5.000%, 07/01/26  | 4000 | &nbsp;&nbsp;4045689 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Washington <br>(RB) |  |  |
| 5.000%, 12/01/39  | 1000 | &nbsp;&nbsp;1147839 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;104701688 |
| WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of West Virginia (GO) <br>Series B |  |  |
| 5.000%, 06/01/33  | 1605 | &nbsp;&nbsp;1697556 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (3.1%) | WISCONSIN — (3.1%) | WISCONSIN — (3.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series D |  |  |
| 5.000%, 10/01/27  | 5545 | &nbsp;&nbsp;$5788547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germantown School <br>District (GO) Series A |  |  |
| 5.000%, 04/01/27  | 2215 | &nbsp;&nbsp;2287155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series A |  |  |
| 5.000%, 10/01/27  | 995 | &nbsp;&nbsp;1040367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series H |  |  |
| 5.000%, 10/01/27  | 8225 | &nbsp;&nbsp;8600021 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 1 |  |  |
| 5.000%, 05/01/26  | 5070 | &nbsp;&nbsp;5104522 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 |  |  |
| 5.000%, 11/01/26  | 4355 | &nbsp;&nbsp;4445172 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series A |  |  |
| 5.000%, 05/01/37  | 7000 | &nbsp;&nbsp;8235641 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
| 5.000%, 05/01/26  | 4140 | &nbsp;&nbsp;4168190 |
| 5.000%, 05/01/27  | 7140 | &nbsp;&nbsp;7386183 |
| 5.000%, 05/01/28  | 7325 | &nbsp;&nbsp;7768945 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp;54824743 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $1,751,723,193) |  | &nbsp;&nbsp;1758789073 |
| COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) | COMMERCIAL PAPER — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System |  |  |
| 2.700%, 03/03/26 | 6000 | &nbsp;&nbsp;6001204 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $843,765)<br>| 843681 | &nbsp;&nbsp;843765 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,758,566,958)^^ |  | &nbsp;&nbsp;$1765634042 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

As of January 31, 2026, DFA Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Bank of America <br>Corp.<br>| 3.272% | Fixed | CPI | Maturity | USD | 15000000 | 11/15/26 |  |  | $575554 | $575554 |
| Bank of America <br>Corp.<br>| 3.150% | Fixed | CPI | Maturity | USD | 20000000 | 11/23/27 |  |  | 743716 | 743716 |
| Bank of America <br>Corp.<br>| 3.063% | Fixed | CPI | Maturity | USD | 9000000 | 11/08/26 |  |  | 451055 | 451055 |
| Bank of America <br>Corp.<br>| 3.050% | Fixed | CPI | Maturity | USD | 16000000 | 02/15/26 |  |  | 582947 | 582947 |
| Bank of America <br>Corp.<br>| 2.975% | Fixed | CPI | Maturity | USD | 8000000 | 10/25/29 |  |  | 306937 | 306937 |
| Bank of America <br>Corp.<br>| 2.966% | Fixed | CPI | Maturity | USD | 31000000 | 12/13/26 |  |  | 1580638 | 1580638 |
| Bank of America <br>Corp.<br>| 2.956% | Fixed | CPI | Maturity | USD | 17000000 | 01/14/27 |  |  | 729924 | 729924 |
| Bank of America <br>Corp.<br>| 2.955% | Fixed | CPI | Maturity | USD | 8000000 | 11/02/28 |  |  | 367388 | 367388 |
| Bank of America <br>Corp.<br>| 2.929% | Fixed | CPI | Maturity | USD | 23000000 | 02/02/27 |  |  | 922337 | 922337 |
| Bank of America <br>Corp.<br>| 2.920% | Fixed | CPI | Maturity | USD | 19000000 | 12/30/26 |  |  | 918304 | 918304 |
| Bank of America <br>Corp.<br>| 2.909% | Fixed | CPI | Maturity | USD | 23000000 | 12/03/26 |  |  | 1314353 | 1314353 |
| Bank of America <br>Corp.<br>| 2.874% | Fixed | CPI | Maturity | USD | 18000000 | 10/14/26 |  |  | 1105607 | 1105607 |
| Bank of America <br>Corp.<br>| 2.860% | Fixed | CPI | Maturity | USD | 9000000 | 12/17/26 |  |  | 499760 | 499760 |
| Bank of America <br>Corp.<br>| 2.826% | Fixed | CPI | Maturity | USD | 13000000 | 01/25/27 |  |  | 616892 | 616892 |
| Bank of America <br>Corp.<br>| 2.817% | Fixed | CPI | Maturity | USD | 10000000 | 05/19/26 |  |  | 914330 | 914330 |
| Bank of America <br>Corp.<br>| 2.746% | Fixed | CPI | Maturity | USD | 12000000 | 08/13/26 |  |  | 947260 | 947260 |
| Bank of America <br>Corp.<br>| 2.736% | Fixed | CPI | Maturity | USD | 12000000 | 07/29/26 |  |  | 998508 | 998508 |
| Bank of America <br>Corp.<br>| 2.717% | Fixed | CPI | Maturity | USD | 8000000 | 05/25/26 |  |  | 770956 | 770956 |
| Bank of America <br>Corp.<br>| 2.679% | Fixed | CPI | Maturity | USD | 13000000 | 07/19/26 |  |  | 1150085 | 1150085 |
| Bank of America <br>Corp.<br>| 2.585% | Fixed | CPI | Maturity | USD | 31000000 | 06/17/28 |  |  | 18808 | 18808 |
| Bank of America <br>Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 10000000 | 06/10/29 |  |  | 985424 | 985424 |
| Bank of America <br>Corp.<br>| 2.545% | Fixed | CPI | Maturity | USD | 8000000 | 07/01/28 |  |  | 777881 | 777881 |
| Bank of America <br>Corp.<br>| 2.498% | Fixed | CPI | Maturity | USD | 10000000 | 06/24/29 |  |  | 1007085 | 1007085 |
| Bank of America <br>Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 9000000 | 06/16/31 |  |  | 897857 | 897857 |
| Bank of America <br>Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 17000000 | 06/30/31 |  |  | 1651247 | 1651247 |
| Bank of America <br>Corp.<br>| 2.373% | Fixed | CPI | Maturity | USD | 18000000 | 07/13/26 |  |  | 1932721 | 1932721 |
| Bank of America <br>Corp.<br>| 2.350% | Fixed | CPI | Maturity | USD | 14000000 | 09/20/26 |  |  | 1539998 | 1539998 |
| Bank of America <br>Corp.<br>| 2.349% | Fixed | CPI | Maturity | USD | 14000000 | 08/13/27 |  |  | 1531320 | 1531320 |
| Bank of America <br>Corp.<br>| 2.244% | Fixed | CPI | Maturity | USD | 15000000 | 11/01/27 |  |  | 1837063 | 1837063 |
| Bank of America <br>Corp.<br>| 2.177% | Fixed | CPI | Maturity | USD | 11000000 | 09/20/27 |  |  | 1539438 | 1539438 |
| Bank of America <br>Corp.<br>| 2.149% | Fixed | CPI | Maturity | USD | 14000000 | 08/10/27 |  |  | 1978073 | 1978073 |
| Citibank, N.A. | 2.403% | Fixed | CPI | Maturity | USD | 67000000 | 01/14/27 |  |  | 24939 | 24939 |
| Citibank, N.A. | 2.368% | Fixed | CPI | Maturity | USD | 10000000 | 05/04/28 |  |  | 1084074 | 1084074 |
| Citibank, N.A. | 2.141% | Fixed | CPI | Maturity | USD | 17000000 | 04/16/28 |  |  | 2368831 | 2368831 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 11000000 | 11/21/26 |  |  | 1544445 | 1544445 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.550% | Fixed | CPI | Maturity | USD | 10000000 | 03/04/26 |  |  | $121192 | $121192 |
| Morgan Stanley <br>and Co. <br>International<br>| 3.090% | Fixed | CPI | Maturity | USD | 11000000 | 02/25/27 |  |  | 311467 | 311467 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.847% | Fixed | CPI | Maturity | USD | 51000000 | 07/18/26 |  |  | 848761 | 848761 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.464% | Fixed | CPI | Maturity | USD | 68000000 | 01/27/27 |  |  | 81636 | 81636 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.382% | Fixed | CPI | Maturity | USD | 70000000 | 01/20/27 |  |  | 85880 | 85880 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.254% | Fixed | CPI | Maturity | USD | 38000000 | 12/23/26 |  |  | 32601 | 32601 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.230% | Fixed | CPI | Maturity | USD | 32000000 | 12/30/26 |  |  | 19696 | 19696 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$37716988** | **$37716988** |
| Bank of America <br>Corp.<br>| 2.861% | Fixed | CPI | Maturity | USD | 37000000 | 08/27/28 |  |  | (297339)<br>| (297339)<br>|
| Bank of America <br>Corp.<br>| 2.734% | Fixed | CPI | Maturity | USD | 78000000 | 04/07/28 |  |  | (511073)<br>| (511073)<br>|
| Bank of America <br>Corp.<br>| 2.659% | Fixed | CPI | Maturity | USD | 31000000 | 06/02/28 |  |  | (65336)<br>| (65336)<br>|
| Citibank, N.A. | 3.320% | Fixed | CPI | Maturity | USD | 56000000 | 09/15/26 |  |  | (295432)<br>| (295432)<br>|
| Citibank, N.A. | 3.272% | Fixed | CPI | Maturity | USD | 38000000 | 10/01/26 |  |  | (200202)<br>| (200202)<br>|
| Citibank, N.A. | 2.772% | Fixed | CPI | Maturity | USD | 42000000 | 02/25/27 |  |  | (85507)<br>| (85507)<br>|
| Citibank, N.A. | 2.736% | Fixed | CPI | Maturity | USD | 30000000 | 06/30/27 |  |  | (53215)<br>| (53215)<br>|
| Citibank, N.A. | 2.721% | Fixed | CPI | Maturity | USD | 30000000 | 03/07/27 |  |  | (49084)<br>| (49084)<br>|
| Citibank, N.A. | 2.628% | Fixed | CPI | Maturity | USD | 61000000 | 11/24/26 |  |  | (72947)<br>| (72947)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.235% | Fixed | CPI | Maturity | USD | 53000000 | 10/08/26 |  |  | (281513)<br>| (281513)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.212% | Fixed | CPI | Maturity | USD | 30000000 | 10/14/26 |  |  | (162740)<br>| (162740)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.210% | Fixed | CPI | Maturity | USD | 34000000 | 10/06/26 |  |  | (168465)<br>| (168465)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.115% | Fixed | CPI | Maturity | USD | 30000000 | 10/21/26 |  |  | (146159)<br>| (146159)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 3.102% | Fixed | CPI | Maturity | USD | 48000000 | 10/24/26 |  |  | (232598)<br>| (232598)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.865% | Fixed | CPI | Maturity | USD | 27000000 | 02/13/26 |  |  | (41731)<br>| (41731)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.857% | Fixed | CPI | Maturity | USD | 51000000 | 07/21/28 |  |  | (358310)<br>| (358310)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.844% | Fixed | CPI | Maturity | USD | 33000000 | 08/01/28 |  |  | (211033)<br>| (211033)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.800% | Fixed | CPI | Maturity | USD | 38000000 | 08/18/28 |  |  | (225370)<br>| (225370)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.732% | Fixed | CPI | Maturity | USD | 77000000 | 11/18/26 |  |  | (162188)<br>| (162188)<br>|

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.709% | Fixed | CPI | Maturity | USD | 44000000 | 05/29/28 |  |  | $(162616)<br>| $(162616)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.648% | Fixed | CPI | Maturity | USD | 29000000 | 05/09/28 |  |  | (102396)<br>| (102396)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.639% | Fixed | CPI | Maturity | USD | 30000000 | 12/03/26 |  |  | (45543)<br>| (45543)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(3930797)**<br>| **$(3930797)**<br>|
| **Total Appreciation** <br>**(Depreciation)** | **Total Appreciation** <br>**(Depreciation)** |  |  |  |  |  |  |  |  | **$33786191** | **$33786191** |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1758789073 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1758789073 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6001204 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6001204 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$843765 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;843765 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$843765 | &nbsp;&nbsp;&nbsp;$1764790277 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1765634042 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37716988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37716988 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3930797) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3930797) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$33786191 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$33786191 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.3%) | MUNICIPAL BONDS — (99.3%) | MUNICIPAL BONDS — (99.3%) |
| ALASKA — (0.1%) | ALASKA — (0.1%) | ALASKA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipality of Anchorage <br>(GO) Series A |  |  |
| 5.000%, 09/01/33  | 315 | &nbsp;&nbsp;$332654 |
| ARIZONA — (1.5%) | ARIZONA — (1.5%) | ARIZONA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 07/01/26  | 635 | &nbsp;&nbsp;642020 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) |  |  |
| 4.000%, 07/01/31  | 470 | &nbsp;&nbsp;472165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County High <br>School District No. 214 <br>Tolleson Union High <br>School (GO) Series B |  |  |
| 5.000%, 07/01/38  | 150 | &nbsp;&nbsp;168727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series B |  |  |
| 5.000%, 07/01/35  | 70 | &nbsp;&nbsp;83621 |
| 5.000%, 07/01/36  | 85 | &nbsp;&nbsp;100136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 80 <br>Chandler (GO) Series C |  |  |
| 5.000%, 07/01/38  | 400 | &nbsp;&nbsp;451350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Union <br>High School District No. <br>210-Phoenix (GO) <br>Series A |  |  |
| 5.000%, 07/01/38  | 350 | &nbsp;&nbsp;394828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series A |  |  |
| 5.000%, 01/01/31  | 1060 | &nbsp;&nbsp;1085380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series B |  |  |
| 5.000%, 01/01/37  | 500 | &nbsp;&nbsp;587997 |
| 5.000%, 05/01/39  | 2670 | &nbsp;&nbsp;3064538 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;7050762 |
| CALIFORNIA — (1.7%) | CALIFORNIA — (1.7%) | CALIFORNIA — (1.7%) |
| State of California (GO) |  |  |
| 5.000%, 08/01/27  | 270 | &nbsp;&nbsp;281940 |
| 4.000%, 09/01/32  | 1000 | &nbsp;&nbsp;1007468 |
| 5.000%, 08/01/35  | 2000 | &nbsp;&nbsp;2022726 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 4.000%, 09/01/35  | 1820 | &nbsp;&nbsp;$1829942 |
| 5.000%, 09/01/35  | 600 | &nbsp;&nbsp;607909 |
| 4.000%, 10/01/36  | 1000 | &nbsp;&nbsp;1034418 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>(BAM) |  |  |
| 5.000%, 09/01/35  | 445 | &nbsp;&nbsp;451021 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AY |  |  |
| 4.000%, 05/15/35  | 575 | &nbsp;&nbsp;583568 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp;7818992 |
| COLORADO — (1.7%) | COLORADO — (1.7%) | COLORADO — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.250%, 12/15/39  | 800 | &nbsp;&nbsp;931153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Water <br>Commissioners City & <br>County of Denver (RB) <br>Series B |  |  |
| 5.000%, 09/15/26  | 350 | &nbsp;&nbsp;355968 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of <br>Broomfield Water <br>Revenue (RB) |  |  |
| 5.000%, 12/01/36  | 205 | &nbsp;&nbsp;242470 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Colorado Springs <br>Utilities System Revenue <br>(RB) Series B |  |  |
| 5.000%, 11/15/37  | 200 | &nbsp;&nbsp;228600 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County School <br>District No. 2 Harrison <br>(GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/01/26  | 200 | &nbsp;&nbsp;204539 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-2 |  |  |
| 5.000%, 06/01/26  | 1410 | &nbsp;&nbsp;1422909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Weld County School <br>District No. 6 Greeley <br>(GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/01/36  | 1090 | &nbsp;&nbsp;1174333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Weld County School <br>District No. RE-4 (GO) <br>(ST AID WITHHLDG) |  |  |
| 5.000%, 12/01/29  | 690 | &nbsp;&nbsp;757572 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Weld County School <br>District No. RE-7 Platte <br>Valley (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/01/38  | 2500 | &nbsp;&nbsp;$2877495 |
| TOTAL COLORADO |  | &nbsp;&nbsp;8195039 |
| CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) | CONNECTICUT — (0.4%) |
| City of Danbury (GO) |  |  |
| 4.000%, 02/23/26  | 2000 | &nbsp;&nbsp;2001763 |
| DISTRICT OF COLUMBIA — (0.2%) | DISTRICT OF COLUMBIA — (0.2%) | DISTRICT OF COLUMBIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series B |  |  |
| 5.000%, 06/01/27  | 590 | &nbsp;&nbsp;611808 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series D |  |  |
| 5.000%, 06/01/26  | 425 | &nbsp;&nbsp;428903 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL DISTRICT OF <br>COLUMBIA |  | &nbsp;&nbsp;1040711 |
| FLORIDA — (8.7%) | FLORIDA — (8.7%) | FLORIDA — (8.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>(GO) Series A |  |  |
| 5.000%, 07/01/27  | 495 | &nbsp;&nbsp;514224 |
| 5.000%, 07/01/28  | 435 | &nbsp;&nbsp;462905 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series A |  |  |
| 5.000%, 09/01/26  | 785 | &nbsp;&nbsp;797333 |
| 5.000%, 09/01/38  | 100 | &nbsp;&nbsp;113234 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series B |  |  |
| 5.000%, 09/01/38  | 115 | &nbsp;&nbsp;130219 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Gainesville Utilities <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/31  | 1095 | &nbsp;&nbsp;1141445 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Energy <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 255 | &nbsp;&nbsp;259545 |
| 5.000%, 10/01/27  | 120 | &nbsp;&nbsp;125311 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Utility <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/38  | 1500 | &nbsp;&nbsp;1707623 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series 2016-A |  |  |
| 5.000%, 07/01/28  | 10385 | &nbsp;&nbsp;11036062 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series A |  |  |
| 5.000%, 07/01/26  | 255 | &nbsp;&nbsp;257801 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sarasota Utility <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/36 | 400 | &nbsp;&nbsp;$475379 |
| 5.000%, 10/01/37 | 255 | &nbsp;&nbsp;303295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) |  |  |
| 5.000%, 07/01/30  | 65 | &nbsp;&nbsp;69185 |
| &nbsp;&nbsp;&nbsp;&nbsp;JEA Water & Sewer <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/38  | 125 | &nbsp;&nbsp;140626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orlando Utilities <br>Commission (RB) Series <br>A |  |  |
| 4.000%, 10/01/31  | 4290 | &nbsp;&nbsp;4337875 |
| 5.000%, 10/01/36  | 290 | &nbsp;&nbsp;332148 |
| 5.000%, 10/01/39  | 200 | &nbsp;&nbsp;228072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orlando Utilities <br>Commission (RB) Series <br>B |  |  |
| 5.000%, 10/01/38  | 1000 | &nbsp;&nbsp;1149860 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (RN) |  |  |
| 4.000%, 06/25/26  | 4750 | &nbsp;&nbsp;4781001 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (GO) (AG) |  |  |
| 5.000%, 07/01/26  | 1260 | &nbsp;&nbsp;1273474 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 5.000%, 06/01/29  | 1255 | &nbsp;&nbsp;1300075 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series B |  |  |
| 5.000%, 06/01/29  | 2543 | &nbsp;&nbsp;2767880 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/35  | 392 | &nbsp;&nbsp;413349 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series C |  |  |
| 4.000%, 07/01/35  | 2034 | &nbsp;&nbsp;2043893 |
| 4.000%, 07/01/36  | 1894 | &nbsp;&nbsp;1902177 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/36  | 1310 | &nbsp;&nbsp;1543267 |
| 5.000%, 07/01/37  | 465 | &nbsp;&nbsp;541987 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Tampa Bay Water (RB) |  |  |
| 5.000%, 10/01/26  | 980 | &nbsp;&nbsp;$997008 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;41146253 |
| GEORGIA — (0.6%) | GEORGIA — (0.6%) | GEORGIA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Effingham County School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 09/01/39  | 500 | &nbsp;&nbsp;573670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gwinnett County School <br>District (GO) |  |  |
| 4.000%, 02/01/37  | 2185 | &nbsp;&nbsp;2274878 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;2848548 |
| HAWAII — (1.8%) | HAWAII — (1.8%) | HAWAII — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hawaii (GO) <br>Series D |  |  |
| 4.000%, 09/01/27  | 1100 | &nbsp;&nbsp;1118219 |
| County of Maui (GO) |  |  |
| 5.000%, 03/01/26  | 200 | &nbsp;&nbsp;200416 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series EY |  |  |
| 5.000%, 10/01/27  | 3220 | &nbsp;&nbsp;3225822 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FH |  |  |
| 4.000%, 10/01/30  | 4000 | &nbsp;&nbsp;4033459 |
| TOTAL HAWAII |  | &nbsp;&nbsp;8577916 |
| IOWA — (0.7%) | IOWA — (0.7%) | IOWA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Des Moines (GO) <br>Series A |  |  |
| 4.000%, 06/01/39  | 2610 | &nbsp;&nbsp;2693441 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Sioux City (GO) <br>Series A |  |  |
| 3.000%, 06/01/26  | 155 | &nbsp;&nbsp;155189 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Urbandale (GO) <br>Series A |  |  |
| 5.000%, 06/01/26  | 605 | &nbsp;&nbsp;610172 |
| TOTAL IOWA |  | &nbsp;&nbsp;3458802 |
| KANSAS — (1.0%) | KANSAS — (1.0%) | KANSAS — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Leawood (GO) <br>Series A |  |  |
| 4.000%, 09/01/26  | 1135 | &nbsp;&nbsp;1146195 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Olathe (GO) Series <br>A |  |  |
| 5.000%, 09/01/26  | 2000 | &nbsp;&nbsp;2030928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson County Unified <br>School District No. 229 <br>Blue Valley (GO) Series <br>A |  |  |
| 5.000%, 10/01/26  | 225 | &nbsp;&nbsp;229085 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Kansas <br>Department of <br>Transportation (RB) <br>Series A |  |  |
| 5.000%, 09/01/26  | 1080 | &nbsp;&nbsp;$1097315 |
| TOTAL KANSAS |  | &nbsp;&nbsp;4503523 |
| KENTUCKY — (0.3%) | KENTUCKY — (0.3%) | KENTUCKY — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (GO) Series <br>A |  |  |
| 4.000%, 04/01/36  | 1485 | &nbsp;&nbsp;1562499 |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Louisiana (GO) <br>Series B |  |  |
| 5.000%, 06/01/38  | 675 | &nbsp;&nbsp;777355 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Louisiana <br>Gasoline & Fuels Tax <br>Revenue (RB) Series B |  |  |
| 5.000%, 05/01/26  | 3000 | &nbsp;&nbsp;3019863 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp;3797218 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maine Turnpike Authority <br>(RB) |  |  |
| 5.000%, 07/01/27  | 415 | &nbsp;&nbsp;430734 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maine (GO) Series <br>B |  |  |
| 4.000%, 06/01/26  | 515 | &nbsp;&nbsp;518002 |
| TOTAL MAINE |  | &nbsp;&nbsp;948736 |
| MARYLAND — (6.9%) | MARYLAND — (6.9%) | MARYLAND — (6.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Baltimore (GO) <br>Series B |  |  |
| 5.000%, 10/15/27  | 2100 | &nbsp;&nbsp;2193635 |
| County of Baltimore (GO) |  |  |
| 5.000%, 03/01/28  | 1335 | &nbsp;&nbsp;1410708 |
| County of Charles (GO) |  |  |
| 5.000%, 10/01/38  | 620 | &nbsp;&nbsp;704680 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Frederick (GO) <br>Series A |  |  |
| 4.000%, 04/01/39  | 5000 | &nbsp;&nbsp;5287568 |
| County of Harford (GO) |  |  |
| 4.000%, 10/01/39  | 1605 | &nbsp;&nbsp;1692972 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harford (GO) <br>Series B |  |  |
| 5.000%, 01/15/29  | 1020 | &nbsp;&nbsp;1101650 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Howard (GO) <br>Series A |  |  |
| 5.000%, 08/15/29  | 840 | &nbsp;&nbsp;919925 |
| 5.000%, 08/15/36  | 1525 | &nbsp;&nbsp;1755399 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1030 | &nbsp;&nbsp;$1044343 |
|  | 5.000%, 07/15/29  | 3660 | &nbsp;&nbsp;4000408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Stadium Authority <br>(RB) (ST INTERCEPT) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Maryland Stadium Authority <br>(RB) (ST INTERCEPT) <br>Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/01/47 <br>(Pre-refunded @ <br>$100, 5/1/28)<br>| 1715 | &nbsp;&nbsp;1818863 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 770 | &nbsp;&nbsp;801948 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A |  |  |
|  | 5.000%, 06/01/37  | 4490 | &nbsp;&nbsp;5042747 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B |  |  |
|  | 5.000%, 08/01/27  | 500 | &nbsp;&nbsp;520746 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series C |  |  |
|  | 4.000%, 03/01/29  | 3045 | &nbsp;&nbsp;3202178 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland <br>Department of <br>Transportation (RB) | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland <br>Department of <br>Transportation (RB) |  |  |
|  | 5.000%, 10/01/29  | 1000 | &nbsp;&nbsp;1017305 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | &nbsp;&nbsp;32515075 |
| MASSACHUSETTS — (3.4%) | MASSACHUSETTS — (3.4%) | MASSACHUSETTS — (3.4%) | MASSACHUSETTS — (3.4%) |
| City of Quincy (GO) | City of Quincy (GO) |  |  |
|  | 5.000%, 07/24/26  | 1486 | &nbsp;&nbsp;1504430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A |  |  |
|  | 5.000%, 05/01/38  | 220 | &nbsp;&nbsp;248568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series B |  |  |
|  | 5.000%, 06/01/36  | 1100 | &nbsp;&nbsp;1306696 |
|  | 5.000%, 05/01/39  | 500 | &nbsp;&nbsp;569250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series C |  |  |
|  | 5.000%, 08/01/38  | 2000 | &nbsp;&nbsp;2295630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series D | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series D |  |  |
|  | 4.000%, 05/01/39  | 935 | &nbsp;&nbsp;945494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts <br>Transportation Fund <br>Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts <br>Transportation Fund <br>Revenue (RB) Series A |  |  |
|  | 5.000%, 06/01/35  | 345 | &nbsp;&nbsp;415183 |
|  | 5.000%, 06/01/36 | 1240 | &nbsp;&nbsp;1473904 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Norwood (GO) |  |  |
| 5.000%, 03/15/29  | 340 | &nbsp;&nbsp;$370875 |
| Town of Westborough (GO) |  |  |
| 4.000%, 03/27/26  | 4000 | &nbsp;&nbsp;4010164 |
| Town of Winchester (GO) |  |  |
| 4.000%, 07/17/26  | 666 | &nbsp;&nbsp;671568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of Winchester (GO) <br>Series B |  |  |
| 4.000%, 03/26/26  | 2000 | &nbsp;&nbsp;2005145 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;15816907 |
| MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan State University <br>(RB) Series A |  |  |
| 5.000%, 08/15/38  | 500 | &nbsp;&nbsp;570843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Troy School District (GO) <br>(Q-SBLF) |  |  |
| 5.000%, 05/01/29  | 1505 | &nbsp;&nbsp;1633274 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;2204117 |
| MINNESOTA — (1.9%) | MINNESOTA — (1.9%) | MINNESOTA — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Burnsville (GO) <br>Series A |  |  |
| 5.000%, 12/20/26  | 405 | &nbsp;&nbsp;414717 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of St. Paul (GO) <br>Series A |  |  |
| 5.000%, 09/01/29  | 1040 | &nbsp;&nbsp;1139603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastern Carver County <br>Schools Independent <br>School District No. 112 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 4.000%, 02/01/38  | 2170 | &nbsp;&nbsp;2255053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minneapolis Special School <br>District No. 1 (GO) (SD <br>CRED PROG) Series B |  |  |
| 5.000%, 02/01/39  | 1120 | &nbsp;&nbsp;1269231 |
| &nbsp;&nbsp;&nbsp;&nbsp;South St. Paul Special <br>School District No. 6 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/29  | 1905 | &nbsp;&nbsp;2058956 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series A |  |  |
| 5.000%, 09/01/29  | 1500 | &nbsp;&nbsp;1642573 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp;8780133 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) | MISSOURI — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Louis County <br>Reorganized School <br>District No. R-6 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;St. Louis County <br>Reorganized School <br>District No. R-6 (GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/26 <br>(Pre-refunded @ <br>$100, 2/1/26)<br>| 2135 | &nbsp;&nbsp;$2135000 |
|  | 5.000%, 02/01/26  | 2955 | &nbsp;&nbsp;2955000 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp;5090000 |
| NEBRASKA — (1.0%) | NEBRASKA — (1.0%) | NEBRASKA — (1.0%) | NEBRASKA — (1.0%) |
| City of Omaha (GO) | City of Omaha (GO) |  |  |
|  | 5.000%, 04/15/28  | 300 | &nbsp;&nbsp;317828 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B | &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B |  |  |
|  | 5.000%, 04/15/26  | 80 | &nbsp;&nbsp;80447 |
|  | 5.000%, 04/15/27  | 60 | &nbsp;&nbsp;61985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Utilities <br>District of Omaha Gas <br>System Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Utilities <br>District of Omaha Gas <br>System Revenue (RB) |  |  |
|  | 5.000%, 12/01/28  | 1140 | &nbsp;&nbsp;1224435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 1155 | &nbsp;&nbsp;1203856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series B |  |  |
|  | 5.000%, 02/01/34  | 425 | &nbsp;&nbsp;492000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sarpy County School <br>District No. 1 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Sarpy County School <br>District No. 1 (GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/33 <br>(Pre-refunded @ <br>$100, 12/15/27)<br>| 1160 | &nbsp;&nbsp;1218165 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | &nbsp;&nbsp;4598716 |
| NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) | NEVADA — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series A |  |  |
|  | 5.000%, 10/01/29  | 1125 | &nbsp;&nbsp;1232702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series B |  |  |
|  | 5.000%, 04/01/29  | 3010 | &nbsp;&nbsp;3258632 |
| TOTAL NEVADA | TOTAL NEVADA |  | &nbsp;&nbsp;4491334 |
| NEW HAMPSHIRE — (0.0%) | NEW HAMPSHIRE — (0.0%) | NEW HAMPSHIRE — (0.0%) | NEW HAMPSHIRE — (0.0%) |
| City of Nashua (GO) | City of Nashua (GO) |  |  |
|  | 5.000%, 10/01/35  | 225 | &nbsp;&nbsp;264866 |
| NEW JERSEY — (1.9%) | NEW JERSEY — (1.9%) | NEW JERSEY — (1.9%) | NEW JERSEY — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater-Raritan <br>Regional School District <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater-Raritan <br>Regional School District <br>(GO) |  |  |
|  | 6.000%, 07/15/26  | 240 | &nbsp;&nbsp;244060 |
| City of Summit (GO) | City of Summit (GO) |  |  |
|  | 4.000%, 07/16/26  | 470 | &nbsp;&nbsp;473752 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| County of Hudson (GO) |  |  |
| 4.000%, 02/26/26  | 4000 | &nbsp;&nbsp;$4004363 |
| County of Union (GO) |  |  |
| 4.000%, 06/12/26  | 3000 | &nbsp;&nbsp;3018461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essex County <br>Improvement Authority <br>(RN) |  |  |
| 5.000%, 03/17/26  | 475 | &nbsp;&nbsp;476583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hudson County <br>Improvement Authority <br>(RN) Series B-1 |  |  |
| 4.000%, 06/24/26  | 945 | &nbsp;&nbsp;950983 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp;9168202 |
| NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) | NEW MEXICO — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Albuquerque Municipal <br>School District No. 12 <br>(GO) (ST AID <br>WITHHLDG) Series A |  |  |
| 5.000%, 08/01/34  | 1950 | &nbsp;&nbsp;2136618 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albuquerque (GO) <br>Series A |  |  |
| 4.000%, 07/01/38  | 1245 | &nbsp;&nbsp;1291145 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albuquerque (GO) <br>Series B |  |  |
| 5.000%, 07/01/26  | 200 | &nbsp;&nbsp;202219 |
| State of New Mexico (GO) |  |  |
| 5.000%, 03/01/26  | 1220 | &nbsp;&nbsp;1222663 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Mexico <br>Severance Tax <br>Permanent Fund (RB) <br>Series A |  |  |
| 5.000%, 07/01/27  | 1095 | &nbsp;&nbsp;1137292 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp;5989937 |
| NEW YORK — (8.2%) | NEW YORK — (8.2%) | NEW YORK — (8.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-1 |  |  |
| 5.000%, 09/01/27  | 405 | &nbsp;&nbsp;422217 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series B-1 |  |  |
| 5.000%, 08/01/27  | 2580 | &nbsp;&nbsp;2684018 |
| 5.000%, 12/01/34  | 380 | &nbsp;&nbsp;387229 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series C |  |  |
| 4.000%, 08/01/39  | 2500 | &nbsp;&nbsp;2533978 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series D |  |  |
| 5.000%, 10/01/36  | 490 | &nbsp;&nbsp;568586 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series E |  |  |
| 5.000%, 08/01/39  | 2000 | &nbsp;&nbsp;2241416 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-1 |  |  |
| 5.000%, 08/01/36  | 1225 | &nbsp;&nbsp;$1384180 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rochester (GO) <br>Series II |  |  |
| 4.000%, 07/30/26  | 1000 | &nbsp;&nbsp;1008527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning City School District <br>(GO) Series A |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp;1006250 |
| County of Suffolk (GO) |  |  |
| 4.000%, 07/24/26  | 3500 | &nbsp;&nbsp;3530243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series E |  |  |
| 4.000%, 03/15/34  | 500 | &nbsp;&nbsp;516985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingston City School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 3.000%, 06/01/26  | 1530 | &nbsp;&nbsp;1531871 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/33  | 2200 | &nbsp;&nbsp;2356604 |
| 5.000%, 03/15/36  | 70 | &nbsp;&nbsp;84166 |
| 4.000%, 03/15/37  | 1435 | &nbsp;&nbsp;1474752 |
| 5.000%, 03/15/37  | 35 | &nbsp;&nbsp;41277 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C |  |  |
| 5.000%, 03/15/37  | 1925 | &nbsp;&nbsp;2015774 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series D |  |  |
| 4.000%, 02/15/38  | 1425 | &nbsp;&nbsp;1452905 |
| 4.000%, 02/15/39  | 4240 | &nbsp;&nbsp;4303932 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series E |  |  |
| 5.000%, 03/15/29  | 3000 | &nbsp;&nbsp;3240281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York <br>& New Jersey (RB) <br>Series 243 |  |  |
| 5.000%, 12/01/37  | 295 | &nbsp;&nbsp;340063 |
| Town of Tonawanda (GO) |  |  |
| 4.000%, 08/21/26  | 1025 | &nbsp;&nbsp;1034448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series <br>A-1 |  |  |
| 5.000%, 11/15/38  | 4000 | &nbsp;&nbsp;4570859 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;38730561 |
| NORTH CAROLINA — (0.6%) | NORTH CAROLINA — (0.6%) | NORTH CAROLINA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg <br>Hospital Authority (RB) <br>Series G |  |  |
| 3.200%, 01/15/48  | 170 | &nbsp;&nbsp;170000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte (GO) <br>Series B |  |  |
| 5.000%, 07/01/37  | 385 | &nbsp;&nbsp;452892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Water & <br>Sewer System Revenue <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Water & <br>Sewer System Revenue <br>(RB) |  |  |
|  | 5.000%, 07/01/26  | 2025 | &nbsp;&nbsp;$2048257 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Raleigh Combined <br>Enterprise System <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Raleigh Combined <br>Enterprise System <br>Revenue (RB) |  |  |
|  | 5.000%, 09/01/37  | 100 | &nbsp;&nbsp;114424 |
| County of Durham (GO) | County of Durham (GO) |  |  |
|  | 5.000%, 06/01/37  | 210 | &nbsp;&nbsp;239350 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;3024923 |
| OHIO — (1.6%) | OHIO — (1.6%) | OHIO — (1.6%) | OHIO — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series A |  |  |
|  | 5.000%, 04/01/29  | 2040 | &nbsp;&nbsp;2212867 |
|  | 5.000%, 10/01/35  | 260 | &nbsp;&nbsp;310870 |
|  | 5.000%, 10/01/36  | 245 | &nbsp;&nbsp;289985 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A |  |  |
|  | 5.000%, 03/01/28  | 630 | &nbsp;&nbsp;665529 |
|  | 5.000%, 06/15/30  | 1460 | &nbsp;&nbsp;1625973 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>C | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>C |  |  |
|  | 5.000%, 08/01/28  | 2120 | &nbsp;&nbsp;2263160 |
| TOTAL OHIO | TOTAL OHIO |  | &nbsp;&nbsp;7368384 |
| OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) | OKLAHOMA — (1.0%) |
| City of Tulsa (GO) | City of Tulsa (GO) |  |  |
|  | 5.000%, 03/01/26  | 2780 | &nbsp;&nbsp;2785988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma City Water <br>Utilities Trust (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma City Water <br>Utilities Trust (RB) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/34 <br>(Pre-refunded @ <br>$100, 7/1/26)<br>| 1885 | &nbsp;&nbsp;1905840 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | &nbsp;&nbsp;4691828 |
| OREGON — (2.2%) | OREGON — (2.2%) | OREGON — (2.2%) | OREGON — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Beaverton Water <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Beaverton Water <br>Revenue (RB) |  |  |
|  | 5.000%, 04/01/39  | 250 | &nbsp;&nbsp;267668 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Eugene Electric <br>Utility System Revenue <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Eugene Electric <br>Utility System Revenue <br>(RB) |  |  |
|  | 5.000%, 08/01/38  | 265 | &nbsp;&nbsp;304620 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Multnomah (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Multnomah (GO) <br>Series A |  |  |
|  | 5.000%, 06/15/29  | 265 | &nbsp;&nbsp;288697 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) |  |  |
|  | 5.000%, 06/01/28  | 1375 | &nbsp;&nbsp;1462450 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Multnomah County School <br>District No. 1J Portland <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/29  | 4020 | &nbsp;&nbsp;$4379469 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series K |  |  |
| 5.000%, 11/01/36  | 265 | &nbsp;&nbsp;314083 |
| 5.000%, 11/01/37  | 190 | &nbsp;&nbsp;222827 |
| 5.000%, 11/01/38  | 690 | &nbsp;&nbsp;803231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Water Environment <br>Services Sewer <br>Revenue (RB) |  |  |
| 5.000%, 06/01/29  | 2010 | &nbsp;&nbsp;2191127 |
| TOTAL OREGON |  | &nbsp;&nbsp;10234172 |
| PENNSYLVANIA — (0.6%) | PENNSYLVANIA — (0.6%) | PENNSYLVANIA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>1 |  |  |
| 5.000%, 12/01/26  | 1505 | &nbsp;&nbsp;1540012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>B |  |  |
| 5.000%, 12/01/26  | 475 | &nbsp;&nbsp;486050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Lower Merion <br>(GO) |  |  |
| 5.000%, 05/01/29  | 605 | &nbsp;&nbsp;658151 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;2684213 |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 2135 | &nbsp;&nbsp;2218318 |
| SOUTH CAROLINA — (2.7%) | SOUTH CAROLINA — (2.7%) | SOUTH CAROLINA — (2.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series B |  |  |
| 5.000%, 03/01/27  | 3000 | &nbsp;&nbsp;3087337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series C |  |  |
| 5.000%, 03/01/26  | 1945 | &nbsp;&nbsp;1949205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charleston County School <br>District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 1200 | &nbsp;&nbsp;1200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Spartanburg <br>(GO) (ST AID <br>WITHHLDG) Series A |  |  |
| 3.000%, 04/01/26  | 1500 | &nbsp;&nbsp;1500985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Horry County School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 3000 | &nbsp;&nbsp;3006634 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Richland County School <br>District No. 2 (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 855 | &nbsp;&nbsp;$880448 |
| 5.000%, 03/01/38  | 1000 | &nbsp;&nbsp;1109683 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;12734292 |
| TENNESSEE — (4.2%) | TENNESSEE — (4.2%) | TENNESSEE — (4.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Knoxville Electric <br>System Revenue (RB) <br>Series NN |  |  |
| 5.000%, 07/01/26  | 865 | &nbsp;&nbsp;874646 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Knoxville <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3000 | &nbsp;&nbsp;3254504 |
| City of Memphis (GO) |  |  |
| 5.000%, 05/01/26  | 1020 | &nbsp;&nbsp;1026805 |
| 4.000%, 05/01/39  | 695 | &nbsp;&nbsp;708771 |
| County of Knox (GO) |  |  |
| 4.000%, 06/01/38  | 1000 | &nbsp;&nbsp;1037099 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Shelby (GO) <br>Series B |  |  |
| 4.000%, 04/01/37  | 1400 | &nbsp;&nbsp;1442008 |
| 4.000%, 04/01/39  | 1025 | &nbsp;&nbsp;1047045 |
| County of Sumner (GO) |  |  |
| 5.000%, 06/01/26  | 1510 | &nbsp;&nbsp;1523462 |
| County of Williamson (GO) |  |  |
| 5.000%, 04/01/29  | 3620 | &nbsp;&nbsp;3928257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson City Energy <br>Authority (RB) |  |  |
| 5.000%, 05/01/28  | 1000 | &nbsp;&nbsp;1032664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) |  |  |
| 4.000%, 07/01/37  | 2000 | &nbsp;&nbsp;2027368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) Series B |  |  |
| 4.000%, 01/01/38  | 1000 | &nbsp;&nbsp;1030875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) |  |  |
| 5.000%, 07/01/26  | 155 | &nbsp;&nbsp;156748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/27  | 500 | &nbsp;&nbsp;519205 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp;19609457 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (23.7%) | TEXAS — (23.7%) | TEXAS — (23.7%) | TEXAS — (23.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alvin Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Alvin Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/40  | 315 | &nbsp;&nbsp;$350679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
|  | 5.000%, 02/15/37  | 215 | &nbsp;&nbsp;241657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Azle Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Azle Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/38  | 500 | &nbsp;&nbsp;560693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
|  | 5.000%, 08/15/40  | 280 | &nbsp;&nbsp;322472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B |  |  |
|  | 5.000%, 08/15/27  | 125 | &nbsp;&nbsp;130216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cedar Hill Independent <br>School District (GO) <br>(PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Hill Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
|  | 5.000%, 02/15/38  | 1000 | &nbsp;&nbsp;1129026 |
|  | 5.000%, 02/15/39  | 1450 | &nbsp;&nbsp;1627302 |
| City of Amarillo (GO) | City of Amarillo (GO) |  |  |
|  | 4.000%, 02/15/26  | 1685 | &nbsp;&nbsp;1686010 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington (GO) <br>Series A |  |  |
|  | 5.000%, 08/15/37  | 1000 | &nbsp;&nbsp;1129982 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington Water & <br>Wastewater System <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington Water & <br>Wastewater System <br>Revenue (RB) |  |  |
|  | 5.000%, 06/01/26  | 1025 | &nbsp;&nbsp;1034333 |
| City of Austin (GO) | City of Austin (GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/26 <br>(Pre-refunded @ <br>$100, 9/1/26)<br>| 10 | &nbsp;&nbsp;10148 |
|  | 5.000%, 09/01/27  | 2255 | &nbsp;&nbsp;2352296 |
|  | 5.000%, 09/01/36 | 290 | &nbsp;&nbsp;341626 |
|  | 5.000%, 09/01/38  | 270 | &nbsp;&nbsp;303769 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
|  | 5.000%, 11/15/39  | 500 | &nbsp;&nbsp;568778 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) |  |  |
|  | 5.000%, 11/15/26  | 550 | &nbsp;&nbsp;561381 |
| City of Bedford (GO) | City of Bedford (GO) |  |  |
|  | 5.000%, 02/01/38  | 1180 | &nbsp;&nbsp;1321969 |
| City of Cedar Park (GO) | City of Cedar Park (GO) |  |  |
|  | 5.000%, 02/15/33  | 1825 | &nbsp;&nbsp;1911162 |
| City of Celina (GO) | City of Celina (GO) |  |  |
|  | 4.125%, 09/01/26  | 2520 | &nbsp;&nbsp;2545449 |
| City of Dallas (GO) | City of Dallas (GO) |  |  |
|  | 5.000%, 02/15/38  | 915 | &nbsp;&nbsp;1054909 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas (GO) Series <br>A |  |  |
| 4.000%, 02/15/37  | 2115 | &nbsp;&nbsp;$2145854 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 810 | &nbsp;&nbsp;854255 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/27  | 2660 | &nbsp;&nbsp;2665674 |
| City of Denton (GO) |  |  |
| 5.000%, 02/15/35  | 1420 | &nbsp;&nbsp;1626314 |
| 5.000%, 02/15/39  | 2000 | &nbsp;&nbsp;2252382 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/40  | 1210 | &nbsp;&nbsp;1342811 |
| City of Fort Worth (GO) |  |  |
| 5.000%, 03/01/28  | 2090 | &nbsp;&nbsp;2094445 |
| 5.000%, 03/01/37  | 1000 | &nbsp;&nbsp;1107689 |
| City of Frisco (GO) |  |  |
| 5.000%, 02/15/28  | 3495 | &nbsp;&nbsp;3679259 |
| City of Houston (GO) |  |  |
| 5.000%, 03/01/35  | 750 | &nbsp;&nbsp;884635 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Houston (GO) <br>Series A |  |  |
| 5.000%, 03/01/26  | 1035 | &nbsp;&nbsp;1037218 |
| City of Leander (GO) |  |  |
| 5.000%, 08/15/38  | 90 | &nbsp;&nbsp;103796 |
| 5.000%, 08/15/39  | 165 | &nbsp;&nbsp;188830 |
| 5.000%, 08/15/40  | 75 | &nbsp;&nbsp;84928 |
| City of Lewisville (GO) |  |  |
| 5.000%, 02/15/37  | 2415 | &nbsp;&nbsp;2712488 |
| City of Pflugerville (GO) |  |  |
| 5.000%, 08/01/37  | 350 | &nbsp;&nbsp;388615 |
| City of Plano (GO) |  |  |
| 5.000%, 09/01/26  | 495 | &nbsp;&nbsp;502797 |
| 5.000%, 09/01/38  | 1000 | &nbsp;&nbsp;1133094 |
| City of Richardson (GO) |  |  |
| 5.000%, 02/15/39  | 750 | &nbsp;&nbsp;834639 |
| City of San Antonio (GO) |  |  |
| 4.000%, 08/01/36  | 1985 | &nbsp;&nbsp;2067359 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series <br>2020 |  |  |
| 5.000%, 02/01/37  | 1615 | &nbsp;&nbsp;1738091 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series A |  |  |
| 5.000%, 02/01/37  | 235 | &nbsp;&nbsp;266955 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series B |  |  |
| 5.000%, 02/01/39  | 500 | &nbsp;&nbsp;566165 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleburne Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 1000 | &nbsp;&nbsp;$1002050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1010 | &nbsp;&nbsp;1010988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corpus Christi Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/37  | 1370 | &nbsp;&nbsp;1521705 |
| County of Bexar (GO) |  |  |
| 4.000%, 06/15/26  | 650 | &nbsp;&nbsp;654007 |
| 5.000%, 06/15/26  | 1690 | &nbsp;&nbsp;1706591 |
| County of Collin (GO) |  |  |
| 5.000%, 02/15/26  | 165 | &nbsp;&nbsp;165155 |
| 5.000%, 02/15/38  | 365 | &nbsp;&nbsp;409002 |
| County of Harris (GO) |  |  |
| 5.000%, 10/01/26  | 495 | &nbsp;&nbsp;504010 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
| 5.000%, 09/15/26  | 565 | &nbsp;&nbsp;574598 |
| 5.000%, 09/15/38  | 1400 | &nbsp;&nbsp;1594349 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
| 5.000%, 03/01/37  | 1150 | &nbsp;&nbsp;1333988 |
| County of Travis (GO) |  |  |
| 5.000%, 03/01/26  | 1190 | &nbsp;&nbsp;1192570 |
| County of Williamson (GO) |  |  |
| 4.000%, 02/15/26  | 4010 | &nbsp;&nbsp;4012447 |
| 5.000%, 02/15/26  | 230 | &nbsp;&nbsp;230222 |
| 5.000%, 02/15/39  | 605 | &nbsp;&nbsp;681346 |
| Dallas College (GO) |  |  |
| 5.000%, 02/15/28  | 930 | &nbsp;&nbsp;979600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Del Valle Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 400 | &nbsp;&nbsp;403986 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/37  | 985 | &nbsp;&nbsp;1117394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Worth Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 545 | &nbsp;&nbsp;545525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/34  | 455 | &nbsp;&nbsp;529477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Galveston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/27  | 175 | &nbsp;&nbsp;179650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Garland Independent <br>School District (GO) <br>(PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Garland Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/26  | 1000 | &nbsp;&nbsp;$1000956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goose Creek Consolidated <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Goose Creek Consolidated <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
|  | 5.000%, 02/15/27  | 95 | &nbsp;&nbsp;97681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
|  | 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp;1067354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) Series B |  |  |
|  | 5.000%, 08/15/27  | 2570 | &nbsp;&nbsp;2674661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Flood <br>Control District (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Harris County Flood <br>Control District (GO) <br>Series A |  |  |
|  | 5.000%, 10/01/26  | 830 | &nbsp;&nbsp;845052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hays Consolidated <br>Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Hays Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/26  | 160 | &nbsp;&nbsp;160154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/39  | 525 | &nbsp;&nbsp;598727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hurst-Euless-Bedford <br>Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Hurst-Euless-Bedford <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 08/15/38  | 750 | &nbsp;&nbsp;849975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hurst-Euless-Bedford <br>Independent School <br>District (GO) (PSF-GTD) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Hurst-Euless-Bedford <br>Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/29 <br>(Pre-refunded @ <br>$100, 8/15/27)<br>| 640 | &nbsp;&nbsp;664977 |
|  | 5.000%, 08/15/29  | 1195 | &nbsp;&nbsp;1242377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lamar Consolidated <br>Independent School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Lamar Consolidated <br>Independent School <br>District (GO) |  |  |
|  | 5.000%, 02/15/29  | 2060 | &nbsp;&nbsp;2220069 |
|  | 5.000%, 02/15/30  | 870 | &nbsp;&nbsp;957594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lewisville Independent <br>School District (GO) <br>(PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Lewisville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
|  | 5.000%, 08/15/26  | 125 | &nbsp;&nbsp;126840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Midland Independent <br>School District (GO) <br>(PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Midland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
|  | 5.000%, 02/15/38  | 1025 | &nbsp;&nbsp;1144609 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Upper <br>East Fork Wastewater <br>Interceptor System (RB) |  |  |
| 5.000%, 06/01/39  | 1275 | &nbsp;&nbsp;$1422666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northside Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/01/37  | 400 | &nbsp;&nbsp;445664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pearland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/35  | 55 | &nbsp;&nbsp;65032 |
| 5.000%, 02/15/36  | 65 | &nbsp;&nbsp;75925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- Texas A&M University <br>System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 2010 | &nbsp;&nbsp;2032934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 07/01/38  | 500 | &nbsp;&nbsp;569806 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Antonio Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 880 | &nbsp;&nbsp;892858 |
| 5.000%, 08/15/30  | 2850 | &nbsp;&nbsp;2885703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) |  |  |
| 5.000%, 08/15/29  | 1500 | &nbsp;&nbsp;1630325 |
| State of Texas (GO) |  |  |
| 5.000%, 10/01/35  | 1670 | &nbsp;&nbsp;1997838 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/31  | 985 | &nbsp;&nbsp;1027889 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>C |  |  |
| 5.000%, 08/01/26  | 1420 | &nbsp;&nbsp;1439810 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>E |  |  |
| 5.000%, 08/01/35  | 970 | &nbsp;&nbsp;1159587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 12/01/39  | 780 | &nbsp;&nbsp;877267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant Regional Water <br>District (RB) Series A |  |  |
| 4.000%, 09/01/29  | 5760 | &nbsp;&nbsp;6078052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temple Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/39  | 205 | &nbsp;&nbsp;231707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas A&M University (RB) <br>Series A |  |  |
| 5.000%, 05/15/36  | 690 | &nbsp;&nbsp;808682 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
| 5.000%, 02/15/40  | 1250 | &nbsp;&nbsp;$1413960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Transportation <br>Commission (GO) |  |  |
| 5.000%, 04/01/38  | 1010 | &nbsp;&nbsp;1140337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Denton Creek <br>Wastewater Treatment <br>System Revenue (RB) |  |  |
| 5.000%, 02/01/26  | 325 | &nbsp;&nbsp;325000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waco Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/28  | 375 | &nbsp;&nbsp;400258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waxahachie Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/39  | 315 | &nbsp;&nbsp;353754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wylie Independent School <br>District/Collin County <br>(GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/38  | 750 | &nbsp;&nbsp;839082 |
| TOTAL TEXAS |  | &nbsp;&nbsp;111575972 |
| UTAH — (1.9%) | UTAH — (1.9%) | UTAH — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Valley Water <br>Reclamation Facility <br>(RB) |  |  |
| 5.000%, 03/01/39  | 2000 | &nbsp;&nbsp;2279032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Valley Water <br>Reclamation Facility <br>(RB) Series C |  |  |
| 4.000%, 03/01/38  | 3280 | &nbsp;&nbsp;3387494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jordan Valley Water <br>Conservancy District <br>(RB) Series A |  |  |
| 5.000%, 10/01/38  | 125 | &nbsp;&nbsp;138244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Timpanogos Special <br>Service District (RB) |  |  |
| 5.000%, 06/01/39  | 750 | &nbsp;&nbsp;856815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tooele County School <br>District (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 06/01/37  | 1645 | &nbsp;&nbsp;1858660 |
| Utah Transit Authority (RB) |  |  |
| 5.000%, 12/15/26  | 225 | &nbsp;&nbsp;230382 |
| TOTAL UTAH |  | &nbsp;&nbsp;8750627 |
| VIRGINIA — (2.7%) | VIRGINIA — (2.7%) | VIRGINIA — (2.7%) |
| City of Alexandria (GO) |  |  |
| 4.000%, 12/15/39  | 1140 | &nbsp;&nbsp;1204470 |
| City of Lynchburg (GO) |  |  |
| 5.000%, 08/01/28  | 1935 | &nbsp;&nbsp;2066252 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Richmond (GO) <br>Series A |  |  |
| 5.000%, 09/01/37  | 1000 | &nbsp;&nbsp;$1141240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Virginia <br>(GO) Series A |  |  |
| 5.000%, 06/01/27  | 250 | &nbsp;&nbsp;252124 |
| County of Arlington (GO) |  |  |
| 5.000%, 06/15/37  | 2500 | &nbsp;&nbsp;2805239 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fairfax (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 4.000%, 10/01/27  | 760 | &nbsp;&nbsp;781550 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Henrico (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 4390 | &nbsp;&nbsp;4452009 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;12702884 |
| WASHINGTON — (8.2%) | WASHINGTON — (8.2%) | WASHINGTON — (8.2%) |
| City of Seattle (GO) |  |  |
| 5.000%, 06/01/26  | 2825 | &nbsp;&nbsp;2851195 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 05/01/26  | 330 | &nbsp;&nbsp;332257 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/26  | 410 | &nbsp;&nbsp;410000 |
| County of King (GO) |  |  |
| 5.000%, 12/01/35  | 4000 | &nbsp;&nbsp;4607166 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King (GO) <br>Series B |  |  |
| 5.000%, 12/01/37  | 1045 | &nbsp;&nbsp;1191702 |
| 5.000%, 12/01/38  | 640 | &nbsp;&nbsp;744181 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 2485 | &nbsp;&nbsp;2485341 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series B |  |  |
| 5.000%, 07/01/28  | 1630 | &nbsp;&nbsp;1648559 |
| County of Spokane (GO) |  |  |
| 5.000%, 12/01/28  | 1405 | &nbsp;&nbsp;1509183 |
| 5.000%, 12/01/36  | 80 | &nbsp;&nbsp;94097 |
| 5.000%, 12/01/37  | 60 | &nbsp;&nbsp;69946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/36  | 3610 | &nbsp;&nbsp;4130094 |
| 5.000%, 07/01/37  | 165 | &nbsp;&nbsp;187483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Franklin County School <br>District No. 1 Pasco <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/36  | 575 | &nbsp;&nbsp;649986 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Grant County Public Utility <br>District No. 2 Priest <br>Rapids Hydroelectric <br>Project (RB) Series B |  |  |
| 5.000%, 01/01/39  | 500 | &nbsp;&nbsp;$565704 |
| &nbsp;&nbsp;&nbsp;&nbsp;King & Snohomish <br>Counties School District <br>No. 417 Northshore <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/34  | 335 | &nbsp;&nbsp;396918 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 401 Highline (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/37  | 285 | &nbsp;&nbsp;318532 |
| 5.000%, 12/01/39  | 1000 | &nbsp;&nbsp;1140996 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 405 Bellevue (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/26  | 995 | &nbsp;&nbsp;1017665 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2023B |  |  |
| 5.000%, 07/01/35  | 1010 | &nbsp;&nbsp;1164765 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series A |  |  |
| 5.000%, 08/01/36  | 1000 | &nbsp;&nbsp;1109105 |
| 5.000%, 08/01/38  | 430 | &nbsp;&nbsp;499878 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series C |  |  |
| 5.000%, 02/01/34  | 2610 | &nbsp;&nbsp;2610000 |
| 5.000%, 02/01/37  | 2155 | &nbsp;&nbsp;2401849 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 02/01/28  | 1110 | &nbsp;&nbsp;1140204 |
| 4.000%, 06/01/37  | 1115 | &nbsp;&nbsp;1151088 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025B |  |  |
| 5.000%, 07/01/27  | 1750 | &nbsp;&nbsp;1818087 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025C |  |  |
| 5.000%, 07/01/27  | 1045 | &nbsp;&nbsp;1085658 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2026A |  |  |
| 5.000%, 07/01/38  | 900 | &nbsp;&nbsp;1049850 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;38381489 |
| WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of West Virginia (GO) <br>Series A |  |  |
| 5.000%, 12/01/36  | 2055 | &nbsp;&nbsp;2197505 |
| WISCONSIN — (2.1%) | WISCONSIN — (2.1%) | WISCONSIN — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Appleton Area School <br>District (GO) |  |  |
| 5.000%, 03/01/30  | 2350 | &nbsp;&nbsp;2576456 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Dane (GO) <br>Series B |  |  |
| 5.000%, 06/01/37  | 2000 | &nbsp;&nbsp;$2264970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series H |  |  |
| 5.000%, 10/01/34  | 175 | &nbsp;&nbsp;207426 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 1 |  |  |
| 5.000%, 05/01/29  | 1295 | &nbsp;&nbsp;1408345 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 |  |  |
| 5.000%, 05/01/37  | 555 | &nbsp;&nbsp;630455 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
| 5.000%, 05/01/37  | 2370 | &nbsp;&nbsp;2651642 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp;9739294 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $466,287,956) |  | &nbsp;&nbsp;466846622 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System |  |  |
| 2.700%, 03/03/26 | 3000 | &nbsp;&nbsp;$3000602 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $343,079)<br>| 343045 | &nbsp;&nbsp;343079 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $469,631,035)^^ |  | &nbsp;&nbsp;$470190303 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$466846622 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$466846622 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3000602 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3000602 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$343079 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;343079 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$343079 | &nbsp;&nbsp;&nbsp;$469847224 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$470190303 |

---

------

**World Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (61.6%) | DOMESTIC EQUITIES — (61.6%) | DOMESTIC EQUITIES — (61.6%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;15083274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$767135329 |
| INTERNATIONAL EQUITIES — (38.4%) | INTERNATIONAL EQUITIES — (38.4%) | INTERNATIONAL EQUITIES — (38.4%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;15219262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325083434 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;4916241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153829189 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478912623 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $544,628,378) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $544,628,378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1246047952 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $181,925) | &nbsp;&nbsp;&nbsp;&nbsp;181925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181925 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $544,810,303)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $544,810,303)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1246229877 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$1246047952 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1246047952 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;181925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;181925 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$1246229877 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1246229877 |

---

------

**DFA LTIP Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 0.250%, 02/15/50 | 203526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$117012876 |
| 0.125%, 02/15/51 | 217001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117039670 |
| 0.125%, 02/15/52 | 222112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116975053 |
| 1.500%, 02/15/53 | 64950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50520359 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($556104142) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401547958 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $556,104,142)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$401547958 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$401547958 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$401547958 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$401547958 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$401547958 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) | COMMON STOCKS — (98.7%) |
| COMMUNICATION SERVICES — (9.2%) | COMMUNICATION SERVICES — (9.2%) | COMMUNICATION SERVICES — (9.2%) | COMMUNICATION SERVICES — (9.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 105153 | &nbsp;&nbsp;$35597445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. <br>(GOOGL US), <br>Class A<br>| 129773 | &nbsp;&nbsp;43863274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 3200 | &nbsp;&nbsp;24672 |
| \* | Angi, Inc. | 2570 | &nbsp;&nbsp;33359 |
| \* | Anterix, Inc. | 2629 | &nbsp;&nbsp;69051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 7373 | &nbsp;&nbsp;355305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AST SpaceMobile, <br>Inc.<br>| 5287 | &nbsp;&nbsp;587967 |
|  | AT&T, Inc. | 210495 | &nbsp;&nbsp;5517074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 363 | &nbsp;&nbsp;15979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 5360 | &nbsp;&nbsp;214025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 2936 | &nbsp;&nbsp;71022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 3555 | &nbsp;&nbsp;49663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 1467 | &nbsp;&nbsp;17912 |
| \* | Bumble, Inc., Class A | 6945 | &nbsp;&nbsp;23266 |
|  | Cable One, Inc. | 630 | &nbsp;&nbsp;51024 |
| \* | Cargurus, Inc. | 11428 | &nbsp;&nbsp;370267 |
| \* | Cars.com, Inc. | 7031 | &nbsp;&nbsp;79872 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 10501 | &nbsp;&nbsp;2164466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 19740 | &nbsp;&nbsp;467443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clear Channel <br>Outdoor Holdings, <br>Inc.<br>| 15716 | &nbsp;&nbsp;32846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 142562 | &nbsp;&nbsp;4241220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 5193 | &nbsp;&nbsp;56188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EchoStar Corp., <br>Class A<br>| 2890 | &nbsp;&nbsp;327206 |
|  | Electronic Arts, Inc. | 10581 | &nbsp;&nbsp;2157678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 4228 | &nbsp;&nbsp;12726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 6468 | &nbsp;&nbsp;$28589 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 2429 | &nbsp;&nbsp;55138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 12883 | &nbsp;&nbsp;43158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 21488 | &nbsp;&nbsp;1408968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 21334 | &nbsp;&nbsp;1552689 |
| \* | fuboTV, Inc., Class A | 40190 | &nbsp;&nbsp;89624 |
| \* | Gaia, Inc. | 4112 | &nbsp;&nbsp;13940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 3138 | &nbsp;&nbsp;116075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 372 | &nbsp;&nbsp;13939 |
| \* | Gogo, Inc. | 20844 | &nbsp;&nbsp;95674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 16887 | &nbsp;&nbsp;76160 |
|  | IDT Corp., Class B | 3200 | &nbsp;&nbsp;155616 |
| \* | IMAX Corp. | 5208 | &nbsp;&nbsp;181811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 8869 | &nbsp;&nbsp;176670 |
| \* | IZEA Worldwide, Inc. | 5497 | &nbsp;&nbsp;19349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 3836 | &nbsp;&nbsp;119798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 1864 | &nbsp;&nbsp;89509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 13489 | &nbsp;&nbsp;648956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 20523 | &nbsp;&nbsp;227600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 20277 | &nbsp;&nbsp;224669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 12090 | &nbsp;&nbsp;93335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 17389 | &nbsp;&nbsp;135286 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 16793 | &nbsp;&nbsp;$1461327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 26074 | &nbsp;&nbsp;246139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 9139 | &nbsp;&nbsp;1329268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 67018 | &nbsp;&nbsp;591099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment <br>Corp.<br>| 4462 | &nbsp;&nbsp;276064 |
| \* | Magnite, Inc. | 27185 | &nbsp;&nbsp;393367 |
|  | Marcus Corp. | 4915 | &nbsp;&nbsp;74167 |
|  | Match Group, Inc. | 13315 | &nbsp;&nbsp;414762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MediaAlpha, Inc., <br>Class A<br>| 4188 | &nbsp;&nbsp;42843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 90365 | &nbsp;&nbsp;64746522 |
| \* | Netflix, Inc. | 83710 | &nbsp;&nbsp;6988948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 15361 | &nbsp;&nbsp;1126115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 15297 | &nbsp;&nbsp;475737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 34396 | &nbsp;&nbsp;929724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 3887 | &nbsp;&nbsp;825521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextdoor Holdings, <br>Inc.<br>| 22778 | &nbsp;&nbsp;44645 |
|  | Omnicom Group, Inc. | 30585 | &nbsp;&nbsp;2356268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optimum <br>Communications, <br>Inc., Class A<br>| 16327 | &nbsp;&nbsp;24980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 2662 | &nbsp;&nbsp;29841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinterest, Inc., <br>Class A<br>| 26642 | &nbsp;&nbsp;589587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 5258 | &nbsp;&nbsp;38173 |
| \* | QuinStreet, Inc. | 5252 | &nbsp;&nbsp;69799 |
| \* | Reddit, Inc., Class A | 1000 | &nbsp;&nbsp;180270 |
| \* | Reservoir Media, Inc. | 3267 | &nbsp;&nbsp;24666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ROBLOX Corp., <br>Class A<br>| 3481 | &nbsp;&nbsp;228911 |
| \* | Roku, Inc. | 7422 | &nbsp;&nbsp;706574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 728 | &nbsp;&nbsp;8285 |
|  | Scholastic Corp. | 3111 | &nbsp;&nbsp;108792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 7254 | &nbsp;&nbsp;86105 |
|  | Shutterstock, Inc. | 2636 | &nbsp;&nbsp;52325 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Sinclair, Inc. | 5284 | &nbsp;&nbsp;$76671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 3717 | &nbsp;&nbsp;75641 |
| \* | Snap, Inc., Class A | 58762 | &nbsp;&nbsp;407221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 4257 | &nbsp;&nbsp;406586 |
|  | Spok Holdings, Inc. | 2587 | &nbsp;&nbsp;35623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spotify Technology <br>SA<br>| 401 | &nbsp;&nbsp;200640 |
| \* | Stagwell, Inc. | 23413 | &nbsp;&nbsp;140712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 1737 | &nbsp;&nbsp;17353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 6852 | &nbsp;&nbsp;1509496 |
| \* | TechTarget, Inc. | 3475 | &nbsp;&nbsp;18209 |
|  | TEGNA, Inc. | 34128 | &nbsp;&nbsp;653892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 15952 | &nbsp;&nbsp;719914 |
| \* | Thryv Holdings, Inc. | 3300 | &nbsp;&nbsp;15873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKO Group Holdings, <br>Inc.<br>| 3042 | &nbsp;&nbsp;616248 |
|  | T-Mobile U.S., Inc. | 20652 | &nbsp;&nbsp;4072781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trade Desk, Inc., <br>Class A<br>| 4976 | &nbsp;&nbsp;150922 |
| \* | Travelzoo | 2000 | &nbsp;&nbsp;11700 |
| \* | TripAdvisor, Inc. | 14449 | &nbsp;&nbsp;192027 |
| \* | USA TODAY Co., Inc. | 21700 | &nbsp;&nbsp;128464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 102461 | &nbsp;&nbsp;4561564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 5702 | &nbsp;&nbsp;185771 |
|  | Walt Disney Co. | 35595 | &nbsp;&nbsp;4015116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 129430 | &nbsp;&nbsp;3564502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 11835 | &nbsp;&nbsp;354813 |
| \* | Yelp, Inc. | 7156 | &nbsp;&nbsp;195931 |
|  | Zedge, Inc., Class B | 300 | &nbsp;&nbsp;933 |
| \* | Ziff Davis, Inc. | 3949 | &nbsp;&nbsp;150931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 39898 | &nbsp;&nbsp;321179 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;209239040 |
| CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 5186 | &nbsp;&nbsp;22404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 10546 | &nbsp;&nbsp;1029606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 7922 | &nbsp;&nbsp;435789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 10245 | &nbsp;&nbsp;993150 |
| \* | Adient PLC | 8723 | &nbsp;&nbsp;181438 |
|  | ADT, Inc. | 92815 | &nbsp;&nbsp;742520 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 3882 | &nbsp;&nbsp;$401981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 5996 | &nbsp;&nbsp;287868 |
| \* | Airbnb, Inc., Class A | 5273 | &nbsp;&nbsp;682168 |
| \* | Amazon.com, Inc. | 291752 | &nbsp;&nbsp;69816254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 17815 | &nbsp;&nbsp;141986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 20426 | &nbsp;&nbsp;476130 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 2533 | &nbsp;&nbsp;105829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 1100 | &nbsp;&nbsp;28292 |
| \* | Amesite, Inc. | 204 | &nbsp;&nbsp;373 |
| \* | Aptiv PLC | 15211 | &nbsp;&nbsp;1152233 |
|  | Aramark | 25829 | &nbsp;&nbsp;994158 |
| \* | Arhaus, Inc. | 6381 | &nbsp;&nbsp;64959 |
|  | Arko Corp. | 3374 | &nbsp;&nbsp;17916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 2558 | &nbsp;&nbsp;599877 |
|  | Autoliv, Inc. | 12799 | &nbsp;&nbsp;1551751 |
| \* | AutoNation, Inc. | 7876 | &nbsp;&nbsp;1614422 |
| \* | AutoZone, Inc. | 319 | &nbsp;&nbsp;1181668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 1200 | &nbsp;&nbsp;18960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 10206 | &nbsp;&nbsp;222491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 4424 | &nbsp;&nbsp;95426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bed Bath & Beyond, <br>Inc.<br>| 6300 | &nbsp;&nbsp;37233 |
|  | Best Buy Co., Inc. | 22006 | &nbsp;&nbsp;1432591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 187 | &nbsp;&nbsp;70131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 42 | &nbsp;&nbsp;82690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 15402 | &nbsp;&nbsp;581580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings, <br>Inc.<br>| 562 | &nbsp;&nbsp;2811034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 3312 | &nbsp;&nbsp;591126 |
|  | BorgWarner, Inc. | 25866 | &nbsp;&nbsp;1226307 |
| \*» | Bowl America, Inc. | 1028 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 6918 | &nbsp;&nbsp;640814 |
|  | Brunswick Corp. | 7757 | &nbsp;&nbsp;622267 |
|  | Buckle, Inc. | 6559 | &nbsp;&nbsp;310241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 1856 | &nbsp;&nbsp;110766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Stores, <br>Inc.<br>| 6894 | &nbsp;&nbsp;2039659 |
|  | Caleres, Inc. | 4646 | &nbsp;&nbsp;56774 |
| \* | Callaway Golf Co. | 24000 | &nbsp;&nbsp;344400 |
| \* | Capri Holdings Ltd. | 7065 | &nbsp;&nbsp;159457 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | CarMax, Inc. | 15413 | &nbsp;&nbsp;$686495 |
| \* | Carnival Corp. | 92081 | &nbsp;&nbsp;2764272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 2352 | &nbsp;&nbsp;100924 |
|  | Carter's, Inc. | 1802 | &nbsp;&nbsp;62367 |
| \* | Carvana Co. | 5545 | &nbsp;&nbsp;2224155 |
| \* | Cava Group, Inc. | 2538 | &nbsp;&nbsp;153854 |
| \* | Cavco Industries, Inc. | 964 | &nbsp;&nbsp;474307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 3805 | &nbsp;&nbsp;239639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 7662 | &nbsp;&nbsp;600548 |
| \* | Chewy, Inc., Class A | 14671 | &nbsp;&nbsp;427073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 45650 | &nbsp;&nbsp;1774415 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 3696 | &nbsp;&nbsp;379949 |
| \* | Citi Trends, Inc. | 1065 | &nbsp;&nbsp;45955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 5331 | &nbsp;&nbsp;294698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 2917 | &nbsp;&nbsp;91506 |
| #\* | Coupang, Inc. | 35513 | &nbsp;&nbsp;715942 |
| \* | Coursera, Inc. | 23401 | &nbsp;&nbsp;141810 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 1300 | &nbsp;&nbsp;39156 |
|  | Cricut, Inc., Class A | 3780 | &nbsp;&nbsp;16897 |
| \* | Crocs, Inc. | 4285 | &nbsp;&nbsp;359597 |
|  | Crown Crafts, Inc. | 3514 | &nbsp;&nbsp;10366 |
| \* | Culp, Inc. | 8100 | &nbsp;&nbsp;28512 |
|  | Dana, Inc. | 17564 | &nbsp;&nbsp;507600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 12952 | &nbsp;&nbsp;1545692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 1992 | &nbsp;&nbsp;12629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting <br>Goods, Inc.<br>| 8571 | &nbsp;&nbsp;1731342 |
| # | Dillard's, Inc., Class A | 1315 | &nbsp;&nbsp;798941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dine Brands Global, <br>Inc.<br>| 1500 | &nbsp;&nbsp;51585 |
|  | Domino's Pizza, Inc. | 1342 | &nbsp;&nbsp;550663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoorDash, Inc., <br>Class A<br>| 7303 | &nbsp;&nbsp;1494340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 3867 | &nbsp;&nbsp;480281 |
|  | DR Horton, Inc. | 16225 | &nbsp;&nbsp;2414929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 3831 | &nbsp;&nbsp;70452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 13997 | &nbsp;&nbsp;217653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 14500 | &nbsp;&nbsp;34945 |
| \* | Duolingo, Inc. | 853 | &nbsp;&nbsp;114353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc., <br>Class A<br>| 6013 | &nbsp;&nbsp;327047 |
|  | eBay, Inc. | 32399 | &nbsp;&nbsp;2955437 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 3355 | &nbsp;&nbsp;$33986 |
| \* | Envela Corp. | 2497 | &nbsp;&nbsp;34059 |
|  | Escalade, Inc. | 1450 | &nbsp;&nbsp;21083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 3263 | &nbsp;&nbsp;74821 |
| \* | Etsy, Inc. | 7486 | &nbsp;&nbsp;396459 |
|  | Expedia Group, Inc. | 8806 | &nbsp;&nbsp;2332181 |
| \* | Figs, Inc., Class A | 16422 | &nbsp;&nbsp;177522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 5169 | &nbsp;&nbsp;82652 |
| \* | Five Below, Inc. | 4962 | &nbsp;&nbsp;950918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 1153 | &nbsp;&nbsp;46155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 7481 | &nbsp;&nbsp;493447 |
|  | Ford Motor Co. | 239012 | &nbsp;&nbsp;3317487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 3696 | &nbsp;&nbsp;68006 |
| \* | Frontdoor, Inc. | 7576 | &nbsp;&nbsp;447817 |
|  | Gap, Inc. | 46468 | &nbsp;&nbsp;1300175 |
|  | Garmin Ltd. | 8856 | &nbsp;&nbsp;1785724 |
|  | Garrett Motion, Inc. | 13768 | &nbsp;&nbsp;248375 |
|  | General Motors Co. | 90575 | &nbsp;&nbsp;7608300 |
| \* | Genesco, Inc. | 800 | &nbsp;&nbsp;23144 |
|  | Gentex Corp. | 30960 | &nbsp;&nbsp;712390 |
| \* | Gentherm, Inc. | 3913 | &nbsp;&nbsp;125059 |
|  | Genuine Parts Co. | 9585 | &nbsp;&nbsp;1332219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 3168 | &nbsp;&nbsp;126498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 5413 | &nbsp;&nbsp;158872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 428 | &nbsp;&nbsp;27811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 22570 | &nbsp;&nbsp;154604 |
|  | Gold.com, Inc. | 2426 | &nbsp;&nbsp;125788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 32509 | &nbsp;&nbsp;305910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 645 | &nbsp;&nbsp;752476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 3601 | &nbsp;&nbsp;625998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 5861 | &nbsp;&nbsp;406695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 1659 | &nbsp;&nbsp;587717 |
| \* | Groupon, Inc. | 2476 | &nbsp;&nbsp;35035 |
|  | H&R Block, Inc. | 12911 | &nbsp;&nbsp;509339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 1000 | &nbsp;&nbsp;19090 |
|  | Harley-Davidson, Inc. | 2328 | &nbsp;&nbsp;46094 |
|  | Hasbro, Inc. | 13459 | &nbsp;&nbsp;1202023 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 2071 | &nbsp;&nbsp;$52438 |
| \* | Helen of Troy Ltd. | 2950 | &nbsp;&nbsp;48852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 9683 | &nbsp;&nbsp;436800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide <br>Holdings, Inc.<br>| 6411 | &nbsp;&nbsp;1913748 |
| \* | Holley, Inc. | 15800 | &nbsp;&nbsp;60830 |
|  | Home Depot, Inc. | 32211 | &nbsp;&nbsp;12065918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 1478 | &nbsp;&nbsp;19613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 369 | &nbsp;&nbsp;41568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyatt Hotels Corp., <br>Class A<br>| 3805 | &nbsp;&nbsp;594988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 3504 | &nbsp;&nbsp;1009643 |
|  | JAKKS Pacific, Inc. | 706 | &nbsp;&nbsp;12899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jerash Holdings U.S., <br>Inc.<br>| 681 | &nbsp;&nbsp;2084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 1404 | &nbsp;&nbsp;63728 |
|  | KB Home | 9195 | &nbsp;&nbsp;529080 |
|  | Kohl's Corp. | 11105 | &nbsp;&nbsp;194004 |
|  | Kontoor Brands, Inc. | 7419 | &nbsp;&nbsp;443137 |
| \* | Koss Corp. | 1010 | &nbsp;&nbsp;4373 |
|  | Krispy Kreme, Inc. | 8293 | &nbsp;&nbsp;26123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 492 | &nbsp;&nbsp;32871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Industries, <br>Inc.<br>| 1000 | &nbsp;&nbsp;9420 |
| \* | Lands' End, Inc. | 2914 | &nbsp;&nbsp;51753 |
| \* | Latham Group, Inc. | 20202 | &nbsp;&nbsp;127071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 18893 | &nbsp;&nbsp;648030 |
|  | La-Z-Boy, Inc. | 5515 | &nbsp;&nbsp;200801 |
|  | LCI Industries | 3507 | &nbsp;&nbsp;514442 |
| # | Lear Corp. | 6361 | &nbsp;&nbsp;744809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 3926 | &nbsp;&nbsp;81464 |
|  | Leggett & Platt, Inc. | 7426 | &nbsp;&nbsp;86661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 10195 | &nbsp;&nbsp;1114823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 3 | &nbsp;&nbsp;304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 11491 | &nbsp;&nbsp;228441 |
| \* | LGI Homes, Inc. | 2381 | &nbsp;&nbsp;119312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 1829 | &nbsp;&nbsp;147125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 4562 | &nbsp;&nbsp;376730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 23791 | &nbsp;&nbsp;693983 |
|  | Lifetime Brands, Inc. | 1970 | &nbsp;&nbsp;6205 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 3900 | &nbsp;&nbsp;$103974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions <br>Holdings, Inc.<br>| 4594 | &nbsp;&nbsp;76582 |
|  | Lithia Motors, Inc. | 3027 | &nbsp;&nbsp;979053 |
| \* | Live Ventures, Inc. | 2300 | &nbsp;&nbsp;46138 |
|  | LKQ Corp. | 26040 | &nbsp;&nbsp;855414 |
| \* | Lovesac Co. | 1399 | &nbsp;&nbsp;18635 |
|  | Lowe's Cos., Inc. | 6441 | &nbsp;&nbsp;1720133 |
| # | Lucid Group, Inc. | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 7272 | &nbsp;&nbsp;1268964 |
|  | Macy's, Inc. | 33858 | &nbsp;&nbsp;677837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 2468 | &nbsp;&nbsp;80210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 839 | &nbsp;&nbsp;8105 |
| \* | MarineMax, Inc. | 3760 | &nbsp;&nbsp;101633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, <br>Inc., Class A<br>| 1749 | &nbsp;&nbsp;551460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 4085 | &nbsp;&nbsp;221856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 3400 | &nbsp;&nbsp;73202 |
| \* | Mattel, Inc. | 25367 | &nbsp;&nbsp;529917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 5959 | &nbsp;&nbsp;156662 |
|  | McDonald's Corp. | 9488 | &nbsp;&nbsp;2988720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 6570 | &nbsp;&nbsp;456681 |
| \* | Mister Car Wash, Inc. | 26417 | &nbsp;&nbsp;146614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 6920 | &nbsp;&nbsp;819190 |
|  | Monro, Inc. | 4116 | &nbsp;&nbsp;77052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 2184 | &nbsp;&nbsp;27147 |
|  | Movado Group, Inc. | 2400 | &nbsp;&nbsp;54720 |
|  | Murphy USA, Inc. | 2038 | &nbsp;&nbsp;861075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nathan's Famous, <br>Inc.<br>| 600 | &nbsp;&nbsp;60672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 9701 | &nbsp;&nbsp;255621 |
|  | NIKE, Inc., Class B | 20886 | &nbsp;&nbsp;1290964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise <br>Line Holdings Ltd.<br>| 47448 | &nbsp;&nbsp;1041958 |
| \* | NVR, Inc. | 300 | &nbsp;&nbsp;2290719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 7308 | &nbsp;&nbsp;806145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 10972 | &nbsp;&nbsp;215600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 1156 | &nbsp;&nbsp;15352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;O'Reilly Automotive, <br>Inc.<br>| 9205 | &nbsp;&nbsp;905864 |
|  | Oxford Industries, Inc. | 1896 | &nbsp;&nbsp;69868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 2590 | &nbsp;&nbsp;91090 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 4400 | &nbsp;&nbsp;$555148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 6155 | &nbsp;&nbsp;965042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 10364 | &nbsp;&nbsp;331959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 32381 | &nbsp;&nbsp;87105 |
|  | Phinia, Inc. | 4988 | &nbsp;&nbsp;354996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 7032 | &nbsp;&nbsp;640193 |
|  | Polaris, Inc. | 4268 | &nbsp;&nbsp;272469 |
|  | Pool Corp. | 2587 | &nbsp;&nbsp;657331 |
|  | PulteGroup, Inc. | 24354 | &nbsp;&nbsp;3046442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 3606 | &nbsp;&nbsp;125236 |
|  | PVH Corp. | 5068 | &nbsp;&nbsp;316040 |
|  | Ralph Lauren Corp. | 5141 | &nbsp;&nbsp;1816881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 205 | &nbsp;&nbsp;685 |
| \* | Revolve Group, Inc. | 5809 | &nbsp;&nbsp;160619 |
| \* | RH | 1471 | &nbsp;&nbsp;292479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 78852 | &nbsp;&nbsp;1163067 |
|  | Rocky Brands, Inc. | 402 | &nbsp;&nbsp;12940 |
|  | Ross Stores, Inc. | 23644 | &nbsp;&nbsp;4460441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 23406 | &nbsp;&nbsp;7598758 |
| \* | Sabre Corp. | 20921 | &nbsp;&nbsp;27197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 14352 | &nbsp;&nbsp;218437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 10893 | &nbsp;&nbsp;112851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 15946 | &nbsp;&nbsp;1282537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 3578 | &nbsp;&nbsp;316903 |
| #\* | SharkNinja, Inc. | 12894 | &nbsp;&nbsp;1524071 |
|  | Shoe Carnival, Inc. | 3510 | &nbsp;&nbsp;66901 |
|  | Signet Jewelers Ltd. | 8025 | &nbsp;&nbsp;740467 |
| \* | Sleep Number Corp. | 2189 | &nbsp;&nbsp;25480 |
| \* | Solid Power, Inc. | 25934 | &nbsp;&nbsp;116184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 17830 | &nbsp;&nbsp;1566365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 2836 | &nbsp;&nbsp;170047 |
| \* | Sonos, Inc. | 12142 | &nbsp;&nbsp;174238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 4200 | &nbsp;&nbsp;5754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 3764 | &nbsp;&nbsp;150297 |
|  | Steven Madden Ltd. | 9277 | &nbsp;&nbsp;407075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 19988 | &nbsp;&nbsp;95942 |
| \* | Stoneridge, Inc. | 5645 | &nbsp;&nbsp;37144 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 3292 | &nbsp;&nbsp;$279886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 437 | &nbsp;&nbsp;34575 |
| \* | Stride, Inc. | 4661 | &nbsp;&nbsp;394321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 1686 | &nbsp;&nbsp;16793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sweetgreen, Inc., <br>Class A<br>| 8610 | &nbsp;&nbsp;52865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tandy Leather <br>Factory, Inc.<br>| 2345 | &nbsp;&nbsp;6683 |
|  | Tapestry, Inc. | 37120 | &nbsp;&nbsp;4710899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 7359 | &nbsp;&nbsp;50703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 18726 | &nbsp;&nbsp;1141350 |
| \* | Tesla, Inc. | 23117 | &nbsp;&nbsp;9949788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 6072 | &nbsp;&nbsp;1092110 |
|  | Thor Industries, Inc. | 5889 | &nbsp;&nbsp;658802 |
|  | TJX Cos., Inc. | 44208 | &nbsp;&nbsp;6622800 |
|  | Toll Brothers, Inc. | 12854 | &nbsp;&nbsp;1857274 |
| \* | TopBuild Corp. | 3342 | &nbsp;&nbsp;1564223 |
|  | Tractor Supply Co. | 29175 | &nbsp;&nbsp;1484424 |
|  | Travel & Leisure Co. | 5347 | &nbsp;&nbsp;371830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 11219 | &nbsp;&nbsp;374154 |
| \* | Udemy, Inc. | 7221 | &nbsp;&nbsp;34733 |
| \* | Ulta Beauty, Inc. | 3698 | &nbsp;&nbsp;2393937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 34811 | &nbsp;&nbsp;211303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 8157 | &nbsp;&nbsp;50329 |
| \* | Unifi, Inc. | 2302 | &nbsp;&nbsp;8886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 4351 | &nbsp;&nbsp;163815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 8514 | &nbsp;&nbsp;236945 |
|  | Upbound Group, Inc. | 7274 | &nbsp;&nbsp;137479 |
| \* | Urban Outfitters, Inc. | 15120 | &nbsp;&nbsp;1071252 |
|  | Vail Resorts, Inc. | 2533 | &nbsp;&nbsp;337066 |
| \* | Valvoline, Inc. | 14742 | &nbsp;&nbsp;482358 |
|  | VF Corp. | 27927 | &nbsp;&nbsp;547090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 9405 | &nbsp;&nbsp;512667 |
|  | Visteon Corp. | 3195 | &nbsp;&nbsp;290298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 6346 | &nbsp;&nbsp;161886 |
| \* | Wayfair, Inc., Class A | 7421 | &nbsp;&nbsp;767999 |
| # | Wendy's Co. | 24810 | &nbsp;&nbsp;193270 |
|  | Weyco Group, Inc. | 1047 | &nbsp;&nbsp;33106 |
| # | Whirlpool Corp. | 4878 | &nbsp;&nbsp;390191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma, <br>Inc.<br>| 12758 | &nbsp;&nbsp;2610925 |
| # | Wingstop, Inc. | 2160 | &nbsp;&nbsp;573329 |
|  | Winmark Corp. | 350 | &nbsp;&nbsp;157741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 3180 | &nbsp;&nbsp;145994 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World <br>Wide, Inc.<br>| 7848 | &nbsp;&nbsp;$139067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 9750 | &nbsp;&nbsp;709702 |
| \* | XPEL, Inc. | 1185 | &nbsp;&nbsp;61039 |
| \* | YETI Holdings, Inc. | 6368 | &nbsp;&nbsp;291081 |
|  | Yum! Brands, Inc. | 9314 | &nbsp;&nbsp;1448327 |
| \* | Zumiez, Inc. | 1507 | &nbsp;&nbsp;37087 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;263019975 |
| CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 49288 | &nbsp;&nbsp;820645 |
|  | Alico, Inc. | 1900 | &nbsp;&nbsp;78489 |
|  | Andersons, Inc. | 5770 | &nbsp;&nbsp;357682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 25633 | &nbsp;&nbsp;1725357 |
| \* | BellRing Brands, Inc. | 13094 | &nbsp;&nbsp;325648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 18829 | &nbsp;&nbsp;1740553 |
|  | Bunge Global SA | 12980 | &nbsp;&nbsp;1478162 |
|  | Calavo Growers, Inc. | 2336 | &nbsp;&nbsp;59428 |
|  | Cal-Maine Foods, Inc. | 6197 | &nbsp;&nbsp;517635 |
| # | Campbell's Co. | 6244 | &nbsp;&nbsp;174707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 3887 | &nbsp;&nbsp;2357465 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 1889 | &nbsp;&nbsp;63905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 10697 | &nbsp;&nbsp;328077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 4355 | &nbsp;&nbsp;273929 |
|  | Clorox Co. | 6442 | &nbsp;&nbsp;726593 |
|  | Coca-Cola Co. | 145178 | &nbsp;&nbsp;10860766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 8910 | &nbsp;&nbsp;1354855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 2499 | &nbsp;&nbsp;7972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>Co.<br>| 32599 | &nbsp;&nbsp;2943364 |
|  | Conagra Brands, Inc. | 5686 | &nbsp;&nbsp;105248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 13699 | &nbsp;&nbsp;12880485 |
| \* | Coty, Inc., Class A | 70778 | &nbsp;&nbsp;224366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 13380 | &nbsp;&nbsp;610931 |
|  | Dole PLC | 9230 | &nbsp;&nbsp;147034 |
|  | Dollar General Corp. | 19695 | &nbsp;&nbsp;2824854 |
| #\* | Dollar Tree, Inc. | 17384 | &nbsp;&nbsp;2044185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 3658 | &nbsp;&nbsp;71185 |
| \* | elf Beauty, Inc. | 1825 | &nbsp;&nbsp;155107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 8286 | &nbsp;&nbsp;180883 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 20768 | &nbsp;&nbsp;$2394135 |
|  | Flowers Foods, Inc. | 3896 | &nbsp;&nbsp;44531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 6820 | &nbsp;&nbsp;270481 |
| \*» | Fresh Market, Inc. | 3200 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 3704 | &nbsp;&nbsp;258169 |
|  | General Mills, Inc. | 64837 | &nbsp;&nbsp;2999360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 7299 | &nbsp;&nbsp;69559 |
| \* | Herbalife Ltd. | 13736 | &nbsp;&nbsp;236809 |
|  | Hershey Co. | 7482 | &nbsp;&nbsp;1457119 |
| \* | HF Foods Group, Inc. | 3658 | &nbsp;&nbsp;6987 |
|  | Hormel Foods Corp. | 28867 | &nbsp;&nbsp;710417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 1865 | &nbsp;&nbsp;139614 |
|  | Ingredion, Inc. | 8097 | &nbsp;&nbsp;956256 |
|  | Interparfums, Inc. | 3484 | &nbsp;&nbsp;339934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 1527 | &nbsp;&nbsp;145065 |
|  | J.M. Smucker Co. | 9897 | &nbsp;&nbsp;1037799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 985 | &nbsp;&nbsp;79687 |
|  | Kenvue, Inc. | 50567 | &nbsp;&nbsp;879866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, <br>Inc.<br>| 37234 | &nbsp;&nbsp;1021701 |
|  | Kimberly-Clark Corp. | 15787 | &nbsp;&nbsp;1578542 |
|  | Kraft Heinz Co. | 33443 | &nbsp;&nbsp;793937 |
|  | Kroger Co. | 79338 | &nbsp;&nbsp;4986393 |
| \* | Laird Superfood, Inc. | 1600 | &nbsp;&nbsp;4976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 14157 | &nbsp;&nbsp;650231 |
|  | Lifevantage Corp. | 2233 | &nbsp;&nbsp;11835 |
| \* | Lifeway Foods, Inc. | 2012 | &nbsp;&nbsp;44324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 2612 | &nbsp;&nbsp;39441 |
| \* | Maplebear, Inc. | 23535 | &nbsp;&nbsp;874561 |
|  | Marzetti Co. | 3245 | &nbsp;&nbsp;556745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 14677 | &nbsp;&nbsp;907479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 180 | &nbsp;&nbsp;11101 |
| \* | Mission Produce, Inc. | 8048 | &nbsp;&nbsp;108326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez <br>International, Inc., <br>Class A<br>| 38436 | &nbsp;&nbsp;2247353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 38883 | &nbsp;&nbsp;3140191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 8976 | &nbsp;&nbsp;305902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 2911 | &nbsp;&nbsp;79529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 1300 | &nbsp;&nbsp;32786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 5008 | &nbsp;&nbsp;53135 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 1754 | &nbsp;&nbsp;$106205 |
|  | PepsiCo, Inc. | 50623 | &nbsp;&nbsp;7777211 |
|  | Pilgrim's Pride Corp. | 18384 | &nbsp;&nbsp;797314 |
| \* | Post Holdings, Inc. | 7098 | &nbsp;&nbsp;726196 |
|  | PriceSmart, Inc. | 3943 | &nbsp;&nbsp;560734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 16990 | &nbsp;&nbsp;393658 |
|  | Seaboard Corp. | 94 | &nbsp;&nbsp;477734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 1000 | &nbsp;&nbsp;119330 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEB US), <br>Class B<br>| 301 | &nbsp;&nbsp;35578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 12954 | &nbsp;&nbsp;243147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 3764 | &nbsp;&nbsp;239804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 16988 | &nbsp;&nbsp;1204619 |
|  | Sysco Corp. | 28563 | &nbsp;&nbsp;2395008 |
|  | Target Corp. | 22217 | &nbsp;&nbsp;2343227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 4467 | &nbsp;&nbsp;169210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 4447 | &nbsp;&nbsp;109574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 15065 | &nbsp;&nbsp;984196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 31803 | &nbsp;&nbsp;2659367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 8435 | &nbsp;&nbsp;314035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 2400 | &nbsp;&nbsp;52080 |
|  | Utz Brands, Inc. | 10453 | &nbsp;&nbsp;110175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 770 | &nbsp;&nbsp;27458 |
| \* | Vita Coco Co., Inc. | 7460 | &nbsp;&nbsp;397991 |
| \* | Vital Farms, Inc. | 4758 | &nbsp;&nbsp;135365 |
|  | Walmart, Inc. | 125282 | &nbsp;&nbsp;14926097 |
|  | WD-40 Co. | 1559 | &nbsp;&nbsp;360488 |
|  | Weis Markets, Inc. | 3173 | &nbsp;&nbsp;225759 |
| \* | Zevia PBC, Class A | 6596 | &nbsp;&nbsp;12203 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;112817549 |
| ENERGY — (2.0%) | ENERGY — (2.0%) | ENERGY — (2.0%) | ENERGY — (2.0%) |
|  | Archrock, Inc. | 22541 | &nbsp;&nbsp;666988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy <br>Solutions, Inc.<br>| 9742 | &nbsp;&nbsp;113689 |
|  | Baker Hughes Co. | 71609 | &nbsp;&nbsp;4012968 |
| \* | Bristow Group, Inc. | 3445 | &nbsp;&nbsp;151442 |
|  | Cactus, Inc., Class A | 5931 | &nbsp;&nbsp;333500 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 3218 | &nbsp;&nbsp;895505 |
|  | Cheniere Energy, Inc. | 16062 | &nbsp;&nbsp;3397434 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 26300 | &nbsp;&nbsp;$57860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 4395 | &nbsp;&nbsp;85878 |
| \* | CVR Energy, Inc. | 14686 | &nbsp;&nbsp;333960 |
| \* | DMC Global, Inc. | 2624 | &nbsp;&nbsp;22566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 1620 | &nbsp;&nbsp;14596 |
|  | Epsilon Energy Ltd. | 14303 | &nbsp;&nbsp;71372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 4751 | &nbsp;&nbsp;18719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 2693 | &nbsp;&nbsp;100584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 11434 | &nbsp;&nbsp;183058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 1425 | &nbsp;&nbsp;64467 |
|  | FutureFuel Corp. | 3578 | &nbsp;&nbsp;11772 |
| \* | Green Plains, Inc. | 4083 | &nbsp;&nbsp;46791 |
|  | Halliburton Co. | 49392 | &nbsp;&nbsp;1655620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 15623 | &nbsp;&nbsp;124047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 10777 | &nbsp;&nbsp;365125 |
|  | HF Sinclair Corp. | 23706 | &nbsp;&nbsp;1232475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 6259 | &nbsp;&nbsp;155536 |
|  | Kinetik Holdings, Inc. | 829 | &nbsp;&nbsp;33914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 7507 | &nbsp;&nbsp;315369 |
|  | Liberty Energy, Inc. | 17853 | &nbsp;&nbsp;440076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 3046 | &nbsp;&nbsp;7128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 14554 | &nbsp;&nbsp;2564269 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 2772 | &nbsp;&nbsp;24255 |
| \* | Nabors Industries Ltd. | 1486 | &nbsp;&nbsp;99324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 9424 | &nbsp;&nbsp;185464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 1338 | &nbsp;&nbsp;46348 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 17 | &nbsp;&nbsp;678 |
|  | Noble Corp. PLC | 15924 | &nbsp;&nbsp;567213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 29128 | &nbsp;&nbsp;121173 |
|  | NOV, Inc. | 32487 | &nbsp;&nbsp;596137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 22527 | &nbsp;&nbsp;678063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 8483 | &nbsp;&nbsp;71851 |
|  | ONEOK, Inc. | 33084 | &nbsp;&nbsp;2619922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OPAL Fuels, Inc., <br>Class A<br>| 5068 | &nbsp;&nbsp;11707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 6515 | &nbsp;&nbsp;$245876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 6487 | &nbsp;&nbsp;48847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 14385 | &nbsp;&nbsp;481322 |
|  | Phillips 66 | 20283 | &nbsp;&nbsp;2911828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 14964 | &nbsp;&nbsp;171936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 700 | &nbsp;&nbsp;10794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 5620 | &nbsp;&nbsp;190012 |
|  | RPC, Inc. | 26369 | &nbsp;&nbsp;175354 |
| \* | Seadrill Ltd. | 6288 | &nbsp;&nbsp;241962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 13467 | &nbsp;&nbsp;162816 |
|  | SLB Ltd. | 93568 | &nbsp;&nbsp;4526820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 4135 | &nbsp;&nbsp;228211 |
| \* | Stabilis Solutions, Inc. | 600 | &nbsp;&nbsp;3336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 16402 | &nbsp;&nbsp;3296474 |
|  | TechnipFMC PLC | 63942 | &nbsp;&nbsp;3562848 |
|  | Teekay Corp. Ltd. | 10932 | &nbsp;&nbsp;111834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 4751 | &nbsp;&nbsp;306535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 20544 | &nbsp;&nbsp;234202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 5838 | &nbsp;&nbsp;2033726 |
| \* | Transocean Ltd. | 44698 | &nbsp;&nbsp;222149 |
| \* | Valaris Ltd. | 6742 | &nbsp;&nbsp;389216 |
|  | Valero Energy Corp. | 17983 | &nbsp;&nbsp;3262656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 7814 | &nbsp;&nbsp;735141 |
|  | World Kinect Corp. | 7079 | &nbsp;&nbsp;190496 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;46243234 |
| FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) |
|  | 1st Source Corp. | 3311 | &nbsp;&nbsp;222930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 5920 | &nbsp;&nbsp;328086 |
|  | ACNB Corp. | 719 | &nbsp;&nbsp;36324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 3643 | &nbsp;&nbsp;1140587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 836 | &nbsp;&nbsp;16862 |
| \* | Affirm Holdings, Inc. | 13635 | &nbsp;&nbsp;822190 |
|  | Aflac, Inc. | 25498 | &nbsp;&nbsp;2829003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 296 | &nbsp;&nbsp;7288 |
|  | Allstate Corp. | 12199 | &nbsp;&nbsp;2427479 |
|  | Ally Financial, Inc. | 35484 | &nbsp;&nbsp;1500263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 4607 | &nbsp;&nbsp;178936 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 4494 | &nbsp;&nbsp;$97520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 2127 | &nbsp;&nbsp;23503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express <br>Co.<br>| 24847 | &nbsp;&nbsp;8750368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 9291 | &nbsp;&nbsp;1210339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 31687 | &nbsp;&nbsp;2372723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 7848 | &nbsp;&nbsp;4137387 |
|  | Ameris Bancorp | 8793 | &nbsp;&nbsp;708892 |
|  | AMERISAFE, Inc. | 2201 | &nbsp;&nbsp;82780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 300 | &nbsp;&nbsp;990 |
|  | Ames National Corp. | 629 | &nbsp;&nbsp;16417 |
|  | Aon PLC, Class A | 7777 | &nbsp;&nbsp;2719150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 16757 | &nbsp;&nbsp;2254487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 21896 | &nbsp;&nbsp;2102892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES Management <br>Corp., Class A<br>| 3884 | &nbsp;&nbsp;581318 |
|  | Arrow Financial Corp. | 2582 | &nbsp;&nbsp;87297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 4167 | &nbsp;&nbsp;1039125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 8713 | &nbsp;&nbsp;387903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 20501 | &nbsp;&nbsp;558857 |
|  | Assurant, Inc. | 5558 | &nbsp;&nbsp;1323527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 7136 | &nbsp;&nbsp;605490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 18271 | &nbsp;&nbsp;709646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 1700 | &nbsp;&nbsp;87771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 506 | &nbsp;&nbsp;12579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 11507 | &nbsp;&nbsp;1187292 |
| \* | Axos Financial, Inc. | 7410 | &nbsp;&nbsp;733516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 6123 | &nbsp;&nbsp;134216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 20030 | &nbsp;&nbsp;400199 |
|  | BancFirst Corp. | 5329 | &nbsp;&nbsp;585924 |
| \* | Bancorp, Inc. | 5906 | &nbsp;&nbsp;351053 |
|  | Bank First Corp. | 585 | &nbsp;&nbsp;81631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America <br>Corp.<br>| 191203 | &nbsp;&nbsp;10172000 |
|  | Bank of Hawaii Corp. | 5099 | &nbsp;&nbsp;381303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 927 | &nbsp;&nbsp;24890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 36454 | &nbsp;&nbsp;$4371564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 5813 | &nbsp;&nbsp;301113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 1236 | &nbsp;&nbsp;23360 |
|  | Bank OZK | 14543 | &nbsp;&nbsp;691665 |
|  | Bank7 Corp. | 727 | &nbsp;&nbsp;32308 |
|  | BankUnited, Inc. | 8806 | &nbsp;&nbsp;418021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 700 | &nbsp;&nbsp;33733 |
|  | Banner Corp. | 4434 | &nbsp;&nbsp;274199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 1390 | &nbsp;&nbsp;47135 |
|  | BayCom Corp. | 742 | &nbsp;&nbsp;21652 |
|  | BCB Bancorp, Inc. | 1023 | &nbsp;&nbsp;8071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 10405 | &nbsp;&nbsp;294982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 46427 | &nbsp;&nbsp;422950 |
|  | Blackrock, Inc. | 3599 | &nbsp;&nbsp;4027065 |
|  | Blackstone, Inc. | 11010 | &nbsp;&nbsp;1568044 |
| \* | Block, Inc. | 15690 | &nbsp;&nbsp;948147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Foundry <br>Bancorp<br>| 2607 | &nbsp;&nbsp;34282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 549 | &nbsp;&nbsp;2333 |
|  | BOK Financial Corp. | 8156 | &nbsp;&nbsp;1059791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 928 | &nbsp;&nbsp;22792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 7310 | &nbsp;&nbsp;530267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 3552 | &nbsp;&nbsp;68234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 9622 | &nbsp;&nbsp;616385 |
|  | Brown & Brown, Inc. | 13262 | &nbsp;&nbsp;956190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 812 | &nbsp;&nbsp;53170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 3511 | &nbsp;&nbsp;98905 |
| \* | BV Financial, Inc. | 732 | &nbsp;&nbsp;13996 |
|  | Byline Bancorp, Inc. | 5176 | &nbsp;&nbsp;165270 |
|  | C&F Financial Corp. | 500 | &nbsp;&nbsp;37650 |
|  | Cadence Bank | 25145 | &nbsp;&nbsp;1058856 |
|  | California BanCorp | 1165 | &nbsp;&nbsp;20958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 2170 | &nbsp;&nbsp;103227 |
|  | Capital Bancorp, Inc. | 758 | &nbsp;&nbsp;23286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 2300 | &nbsp;&nbsp;96048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 33071 | &nbsp;&nbsp;7240234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 17901 | &nbsp;&nbsp;130319 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Carlyle Group, Inc. | 29172 | &nbsp;&nbsp;$1714730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 2267 | &nbsp;&nbsp;48536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 1795 | &nbsp;&nbsp;80703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 8858 | &nbsp;&nbsp;453352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 824 | &nbsp;&nbsp;29524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 5617 | &nbsp;&nbsp;1488842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 3460 | &nbsp;&nbsp;112692 |
|  | CF Bankshares, Inc. | 840 | &nbsp;&nbsp;24452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab <br>Corp.<br>| 46611 | &nbsp;&nbsp;4843815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 400 | &nbsp;&nbsp;24308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 447 | &nbsp;&nbsp;12824 |
|  | Chubb Ltd. | 11212 | &nbsp;&nbsp;3470787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 8825 | &nbsp;&nbsp;1419854 |
|  | Citigroup, Inc. | 51458 | &nbsp;&nbsp;5954205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 1891 | &nbsp;&nbsp;43039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 816 | &nbsp;&nbsp;14802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 28951 | &nbsp;&nbsp;1823334 |
|  | City Holding Co. | 1859 | &nbsp;&nbsp;228824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 1100 | &nbsp;&nbsp;26543 |
|  | CME Group, Inc. | 6383 | &nbsp;&nbsp;1845070 |
|  | CNB Financial Corp. | 3605 | &nbsp;&nbsp;99858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 8350 | &nbsp;&nbsp;351117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 1994 | &nbsp;&nbsp;190985 |
|  | Cohen & Steers, Inc. | 6236 | &nbsp;&nbsp;400725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 12989 | &nbsp;&nbsp;2529478 |
|  | Colony Bankcorp, Inc. | 790 | &nbsp;&nbsp;15373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 13041 | &nbsp;&nbsp;383927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 13617 | &nbsp;&nbsp;221549 |
|  | Comerica, Inc. | 9560 | &nbsp;&nbsp;847685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 16320 | &nbsp;&nbsp;859085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 6561 | &nbsp;&nbsp;410062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 2870 | &nbsp;&nbsp;177079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 1784 | &nbsp;&nbsp;42762 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 5520 | &nbsp;&nbsp;$146942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 4008 | &nbsp;&nbsp;34589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 57851 | &nbsp;&nbsp;1783546 |
| \* | Corpay, Inc. | 8774 | &nbsp;&nbsp;2760564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 2549 | &nbsp;&nbsp;27657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 3450 | &nbsp;&nbsp;35535 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 1441 | &nbsp;&nbsp;717964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 7488 | &nbsp;&nbsp;1031996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 4333 | &nbsp;&nbsp;342394 |
|  | CVB Financial Corp. | 18397 | &nbsp;&nbsp;362605 |
| \* | Dave, Inc. | 1716 | &nbsp;&nbsp;280892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 340 | &nbsp;&nbsp;58259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 15432 | &nbsp;&nbsp;237498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 5618 | &nbsp;&nbsp;191124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 5426 | &nbsp;&nbsp;101303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 3525 | &nbsp;&nbsp;182419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 700 | &nbsp;&nbsp;15197 |
|  | Eagle Bancorp, Inc. | 4278 | &nbsp;&nbsp;114479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 12958 | &nbsp;&nbsp;1482914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 30038 | &nbsp;&nbsp;615328 |
| \* | eHealth, Inc. | 1615 | &nbsp;&nbsp;4570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 4714 | &nbsp;&nbsp;205625 |
|  | Enact Holdings, Inc. | 7302 | &nbsp;&nbsp;290401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 3038 | &nbsp;&nbsp;167698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 5833 | &nbsp;&nbsp;963437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 4742 | &nbsp;&nbsp;271954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 46606 | &nbsp;&nbsp;2162518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 2425 | &nbsp;&nbsp;111841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 3142 | &nbsp;&nbsp;889217 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 913 | &nbsp;&nbsp;$97353 |
|  | Essent Group Ltd. | 16067 | &nbsp;&nbsp;1010936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 3667 | &nbsp;&nbsp;265711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 2909 | &nbsp;&nbsp;1027662 |
|  | Everest Group Ltd. | 3277 | &nbsp;&nbsp;1085605 |
|  | EVERTEC, Inc. | 11376 | &nbsp;&nbsp;341394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 8301 | &nbsp;&nbsp;178056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 6573 | &nbsp;&nbsp;193838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 2630 | &nbsp;&nbsp;668967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 978 | &nbsp;&nbsp;26240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 4026 | &nbsp;&nbsp;52257 |
|  | FB Financial Corp. | 8390 | &nbsp;&nbsp;482677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 1334 | &nbsp;&nbsp;225846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 10140 | &nbsp;&nbsp;540259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 10741 | &nbsp;&nbsp;204509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity D&D Bancorp, <br>Inc.<br>| 535 | &nbsp;&nbsp;23914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 22945 | &nbsp;&nbsp;1247979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information <br>Services, Inc.<br>| 33627 | &nbsp;&nbsp;1857892 |
|  | Fifth Third Bancorp | 41462 | &nbsp;&nbsp;2082222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 2921 | &nbsp;&nbsp;96218 |
|  | Finward Bancorp | 365 | &nbsp;&nbsp;13375 |
| \* | Finwise Bancorp | 1129 | &nbsp;&nbsp;19769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 12730 | &nbsp;&nbsp;804281 |
|  | First BanCorp | 36242 | &nbsp;&nbsp;801673 |
|  | First Bancorp, Inc. | 1481 | &nbsp;&nbsp;40505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 7528 | &nbsp;&nbsp;436097 |
|  | First Bank | 916 | &nbsp;&nbsp;15279 |
|  | First Busey Corp. | 10391 | &nbsp;&nbsp;256138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 989 | &nbsp;&nbsp;56689 |
|  | First Capital, Inc. | 510 | &nbsp;&nbsp;30049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 931 | &nbsp;&nbsp;1926770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 13402 | &nbsp;&nbsp;241638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 3590 | &nbsp;&nbsp;$129312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 986 | &nbsp;&nbsp;28910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 25352 | &nbsp;&nbsp;728616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 14409 | &nbsp;&nbsp;458494 |
|  | First Financial Corp. | 1520 | &nbsp;&nbsp;99043 |
| \* | First Foundation, Inc. | 10900 | &nbsp;&nbsp;68452 |
|  | First Hawaiian, Inc. | 15406 | &nbsp;&nbsp;409029 |
|  | First Horizon Corp. | 69521 | &nbsp;&nbsp;1702569 |
|  | First Internet Bancorp | 637 | &nbsp;&nbsp;13880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 10871 | &nbsp;&nbsp;385594 |
|  | First Merchants Corp. | 7402 | &nbsp;&nbsp;294304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 2802 | &nbsp;&nbsp;117964 |
|  | First National Corp. | 673 | &nbsp;&nbsp;17734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 4200 | &nbsp;&nbsp;43806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 516 | &nbsp;&nbsp;17534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 1038 | &nbsp;&nbsp;15207 |
|  | First United Corp. | 1505 | &nbsp;&nbsp;57687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 1204 | &nbsp;&nbsp;30281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 5688 | &nbsp;&nbsp;969804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 1795 | &nbsp;&nbsp;70867 |
| \* | Fiserv, Inc. | 21853 | &nbsp;&nbsp;1392692 |
|  | Five Star Bancorp | 1778 | &nbsp;&nbsp;70444 |
|  | Flagstar Bank NA | 48365 | &nbsp;&nbsp;639385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 5263 | &nbsp;&nbsp;83103 |
| \* | Flywire Corp. | 15800 | &nbsp;&nbsp;199080 |
|  | FNB Corp. | 64949 | &nbsp;&nbsp;1139855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 385 | &nbsp;&nbsp;19639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 28398 | &nbsp;&nbsp;755955 |
|  | FS Bancorp, Inc. | 850 | &nbsp;&nbsp;35683 |
|  | Fulton Financial Corp. | 21837 | &nbsp;&nbsp;450934 |
|  | FVCBankcorp, Inc. | 1089 | &nbsp;&nbsp;16487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCM Grosvenor, Inc., <br>Class A<br>| 2754 | &nbsp;&nbsp;31175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 52275 | &nbsp;&nbsp;435973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 5088 | &nbsp;&nbsp;214052 |
|  | Glacier Bancorp, Inc. | 14720 | &nbsp;&nbsp;746010 |
|  | Global Payments, Inc. | 16903 | &nbsp;&nbsp;1212621 |
|  | Globe Life, Inc. | 8651 | &nbsp;&nbsp;1213043 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 10045 | &nbsp;&nbsp;$9396193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 1451 | &nbsp;&nbsp;89730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 2505 | &nbsp;&nbsp;153757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 5362 | &nbsp;&nbsp;65309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 1200 | &nbsp;&nbsp;28128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 3313 | &nbsp;&nbsp;45951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 5409 | &nbsp;&nbsp;150100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 4429 | &nbsp;&nbsp;625552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 12778 | &nbsp;&nbsp;879126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 3863 | &nbsp;&nbsp;102640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 118 | &nbsp;&nbsp;2726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 4586 | &nbsp;&nbsp;798606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 30878 | &nbsp;&nbsp;4170383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 933 | &nbsp;&nbsp;33038 |
|  | HBT Financial, Inc. | 2197 | &nbsp;&nbsp;59275 |
|  | HCI Group, Inc. | 1385 | &nbsp;&nbsp;219758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 6696 | &nbsp;&nbsp;85240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 3262 | &nbsp;&nbsp;84192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 1200 | &nbsp;&nbsp;31284 |
|  | Hilltop Holdings, Inc. | 8077 | &nbsp;&nbsp;302484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 290 | &nbsp;&nbsp;86550 |
| \* | Hippo Holdings, Inc. | 2763 | &nbsp;&nbsp;82337 |
|  | Home Bancorp, Inc. | 1154 | &nbsp;&nbsp;68882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 25266 | &nbsp;&nbsp;730187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Federal <br>Bancorp, Inc. of <br>Louisiana<br>| 208 | &nbsp;&nbsp;3792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 2244 | &nbsp;&nbsp;96761 |
|  | Hope Bancorp, Inc. | 12184 | &nbsp;&nbsp;145964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 5218 | &nbsp;&nbsp;233819 |
|  | Horizon Bancorp, Inc. | 6336 | &nbsp;&nbsp;111640 |
|  | Houlihan Lokey, Inc. | 4763 | &nbsp;&nbsp;801708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 127050 | &nbsp;&nbsp;2220834 |
|  | IF Bancorp, Inc. | 515 | &nbsp;&nbsp;13967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 4359 | &nbsp;&nbsp;$153219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 4715 | &nbsp;&nbsp;380878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Brokers <br>Group, Inc., <br>Class A<br>| 3308 | &nbsp;&nbsp;247703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 17361 | &nbsp;&nbsp;3016995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 7969 | &nbsp;&nbsp;554961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 2646 | &nbsp;&nbsp;40907 |
|  | Invesco Ltd. | 51904 | &nbsp;&nbsp;1416460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 909 | &nbsp;&nbsp;25861 |
|  | Investors Title Co. | 166 | &nbsp;&nbsp;43064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 6257 | &nbsp;&nbsp;1121317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 9942 | &nbsp;&nbsp;1182303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 7500 | &nbsp;&nbsp;50325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 19997 | &nbsp;&nbsp;962456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 24349 | &nbsp;&nbsp;1489672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 96524 | &nbsp;&nbsp;29525726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 8353 | &nbsp;&nbsp;65070 |
|  | Kemper Corp. | 8249 | &nbsp;&nbsp;325093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kentucky First Federal <br>Bancorp<br>| 682 | &nbsp;&nbsp;3076 |
|  | KeyCorp | 73384 | &nbsp;&nbsp;1579224 |
|  | Kingstone Cos., Inc. | 1813 | &nbsp;&nbsp;28011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 2147 | &nbsp;&nbsp;849954 |
|  | KKR & Co., Inc. | 15755 | &nbsp;&nbsp;1800166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 230 | &nbsp;&nbsp;3521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 4557 | &nbsp;&nbsp;271597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 764 | &nbsp;&nbsp;20620 |
|  | Lazard, Inc. | 14187 | &nbsp;&nbsp;762126 |
|  | LCNB Corp. | 700 | &nbsp;&nbsp;11977 |
| \* | LendingClub Corp. | 13416 | &nbsp;&nbsp;226865 |
| \* | LendingTree, Inc. | 1874 | &nbsp;&nbsp;106181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 22788 | &nbsp;&nbsp;948209 |
|  | LINKBANCORP, Inc. | 1774 | &nbsp;&nbsp;15522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 4756 | &nbsp;&nbsp;190050 |
|  | Loews Corp. | 16661 | &nbsp;&nbsp;1758902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 7451 | &nbsp;&nbsp;2715889 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | M&T Bank Corp. | 9279 | &nbsp;&nbsp;$2055948 |
|  | Magyar Bancorp, Inc. | 1027 | &nbsp;&nbsp;18096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 550 | &nbsp;&nbsp;11775 |
| \* | Markel Group, Inc. | 1088 | &nbsp;&nbsp;2220216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 1931 | &nbsp;&nbsp;326783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marqeta, Inc., <br>Class A<br>| 55375 | &nbsp;&nbsp;228699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 13076 | &nbsp;&nbsp;2460772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 28039 | &nbsp;&nbsp;15107133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 439 | &nbsp;&nbsp;6581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 2301 | &nbsp;&nbsp;119606 |
|  | Merchants Bancorp | 5547 | &nbsp;&nbsp;229979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 7101 | &nbsp;&nbsp;621977 |
|  | Meridian Corp. | 2200 | &nbsp;&nbsp;41646 |
|  | MetLife, Inc. | 40601 | &nbsp;&nbsp;3202607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 2733 | &nbsp;&nbsp;76989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 1337 | &nbsp;&nbsp;123806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 34361 | &nbsp;&nbsp;924998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 3148 | &nbsp;&nbsp;103853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 507 | &nbsp;&nbsp;17005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 3115 | &nbsp;&nbsp;71178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 2900 | &nbsp;&nbsp;134328 |
|  | Moelis & Co., Class A | 8216 | &nbsp;&nbsp;588841 |
|  | Moody's Corp. | 4589 | &nbsp;&nbsp;2365905 |
|  | Morgan Stanley | 39147 | &nbsp;&nbsp;7156072 |
|  | Morningstar, Inc. | 3248 | &nbsp;&nbsp;656388 |
|  | MSCI, Inc. | 2218 | &nbsp;&nbsp;1351250 |
|  | MVB Financial Corp. | 1500 | &nbsp;&nbsp;42360 |
|  | Nasdaq, Inc. | 26124 | &nbsp;&nbsp;2531154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 4848 | &nbsp;&nbsp;194793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 518 | &nbsp;&nbsp;18860 |
|  | Navient Corp. | 17038 | &nbsp;&nbsp;167143 |
|  | NB Bancorp, Inc. | 237 | &nbsp;&nbsp;5148 |
|  | NBT Bancorp, Inc. | 7601 | &nbsp;&nbsp;337712 |
| \* | NCR Atleos Corp. | 9434 | &nbsp;&nbsp;351888 |
|  | Nelnet, Inc., Class A | 3729 | &nbsp;&nbsp;491855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 9214 | &nbsp;&nbsp;111121 |
| \* | NI Holdings, Inc. | 1752 | &nbsp;&nbsp;23862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 1905 | &nbsp;&nbsp;$278092 |
| \* | NMI Holdings, Inc. | 9946 | &nbsp;&nbsp;385109 |
|  | Northeast Bank | 1293 | &nbsp;&nbsp;148992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 1235 | &nbsp;&nbsp;29146 |
|  | Northern Trust Corp. | 16431 | &nbsp;&nbsp;2455284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 6755 | &nbsp;&nbsp;83222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 3600 | &nbsp;&nbsp;84816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 21654 | &nbsp;&nbsp;278904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 288 | &nbsp;&nbsp;8764 |
|  | Oak Valley Bancorp | 1680 | &nbsp;&nbsp;53676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 7357 | &nbsp;&nbsp;137944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 6317 | &nbsp;&nbsp;35817 |
|  | OFG Bancorp | 5708 | &nbsp;&nbsp;230032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 237 | &nbsp;&nbsp;9753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 801 | &nbsp;&nbsp;2854 |
|  | Old National Bancorp | 45606 | &nbsp;&nbsp;1114155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 31855 | &nbsp;&nbsp;1247760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 5387 | &nbsp;&nbsp;106878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 17435 | &nbsp;&nbsp;1142690 |
| \* | Onity Group, Inc. | 1033 | &nbsp;&nbsp;46712 |
|  | OP Bancorp | 1874 | &nbsp;&nbsp;26199 |
| \* | Open Lending Corp. | 11552 | &nbsp;&nbsp;20678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 5989 | &nbsp;&nbsp;32460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 1336 | &nbsp;&nbsp;112264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 2800 | &nbsp;&nbsp;13188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 434 | &nbsp;&nbsp;13376 |
|  | Origin Bancorp, Inc. | 3487 | &nbsp;&nbsp;149348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 1462 | &nbsp;&nbsp;52661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 15748 | &nbsp;&nbsp;225984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 2862 | &nbsp;&nbsp;353715 |
|  | Park National Corp. | 2177 | &nbsp;&nbsp;354720 |
|  | Parke Bancorp, Inc. | 944 | &nbsp;&nbsp;25781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 2920 | &nbsp;&nbsp;263647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 4088 | &nbsp;&nbsp;109272 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Payoneer Global, Inc. | 33740 | &nbsp;&nbsp;$215599 |
|  | PayPal Holdings, Inc. | 59482 | &nbsp;&nbsp;3134107 |
|  | PCB Bancorp | 783 | &nbsp;&nbsp;17571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 2762 | &nbsp;&nbsp;87611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 6630 | &nbsp;&nbsp;662470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 800 | &nbsp;&nbsp;29304 |
|  | Peoples Bancorp, Inc. | 5619 | &nbsp;&nbsp;182730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 400 | &nbsp;&nbsp;20840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 6887 | &nbsp;&nbsp;153649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 20310 | &nbsp;&nbsp;1931278 |
| \* | Pioneer Bancorp, Inc. | 1077 | &nbsp;&nbsp;15240 |
|  | Piper Sandler Cos. | 1890 | &nbsp;&nbsp;654601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 1247 | &nbsp;&nbsp;215768 |
|  | Plumas Bancorp | 618 | &nbsp;&nbsp;30968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, <br>Inc.<br>| 18136 | &nbsp;&nbsp;4049769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 1534 | &nbsp;&nbsp;25741 |
|  | Popular, Inc. | 8665 | &nbsp;&nbsp;1157037 |
| \* | PRA Group, Inc. | 4169 | &nbsp;&nbsp;53321 |
|  | Preferred Bank | 1717 | &nbsp;&nbsp;147267 |
|  | Primerica, Inc. | 4299 | &nbsp;&nbsp;1130809 |
|  | Primis Financial Corp. | 1500 | &nbsp;&nbsp;20220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 613 | &nbsp;&nbsp;22209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 21023 | &nbsp;&nbsp;1991299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 4823 | &nbsp;&nbsp;28504 |
| \* | ProAssurance Corp. | 8341 | &nbsp;&nbsp;202019 |
|  | PROG Holdings, Inc. | 5070 | &nbsp;&nbsp;164471 |
|  | Progressive Corp. | 13952 | &nbsp;&nbsp;2902016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 8517 | &nbsp;&nbsp;587758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 1300 | &nbsp;&nbsp;21008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 12649 | &nbsp;&nbsp;280049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 17208 | &nbsp;&nbsp;1911981 |
|  | QCR Holdings, Inc. | 2992 | &nbsp;&nbsp;270058 |
|  | Radian Group, Inc. | 20031 | &nbsp;&nbsp;659020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 13610 | &nbsp;&nbsp;2257355 |
|  | RBB Bancorp | 2116 | &nbsp;&nbsp;43886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 800 | &nbsp;&nbsp;66448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 1515 | &nbsp;&nbsp;56131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 69693 | &nbsp;&nbsp;$1986250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 5970 | &nbsp;&nbsp;1210417 |
| \* | Remitly Global, Inc. | 21738 | &nbsp;&nbsp;287376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 5264 | &nbsp;&nbsp;1482869 |
|  | Renasant Corp. | 12273 | &nbsp;&nbsp;462815 |
| \* | Repay Holdings Corp. | 7678 | &nbsp;&nbsp;26796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 3438 | &nbsp;&nbsp;249633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rhinebeck Bancorp, <br>Inc.<br>| 1100 | &nbsp;&nbsp;12804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 807 | &nbsp;&nbsp;11322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 100 | &nbsp;&nbsp;517 |
|  | RLI Corp. | 9811 | &nbsp;&nbsp;573257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 45283 | &nbsp;&nbsp;4504753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 158231 | &nbsp;&nbsp;2837082 |
| \* | Root, Inc., Class A | 1080 | &nbsp;&nbsp;67100 |
|  | S&P Global, Inc. | 5091 | &nbsp;&nbsp;2686979 |
|  | S&T Bancorp, Inc. | 4948 | &nbsp;&nbsp;210983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 2030 | &nbsp;&nbsp;159761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 1000 | &nbsp;&nbsp;22830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 10594 | &nbsp;&nbsp;354263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 3788 | &nbsp;&nbsp;33410 |
|  | SEI Investments Co. | 14347 | &nbsp;&nbsp;1260384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 7802 | &nbsp;&nbsp;655992 |
| \* | Selectquote, Inc. | 2672 | &nbsp;&nbsp;3794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 7036 | &nbsp;&nbsp;575897 |
| \* | Sezzle, Inc. | 2953 | &nbsp;&nbsp;186748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 2792 | &nbsp;&nbsp;52964 |
|  | Sierra Bancorp | 1944 | &nbsp;&nbsp;68837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 800 | &nbsp;&nbsp;11792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 18551 | &nbsp;&nbsp;377142 |
| \* | SiriusPoint Ltd. | 13571 | &nbsp;&nbsp;276984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 4159 | &nbsp;&nbsp;185575 |
|  | SLM Corp. | 34512 | &nbsp;&nbsp;937001 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | SmartFinancial, Inc. | 1389 | &nbsp;&nbsp;$55449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 65071 | &nbsp;&nbsp;1484269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 600 | &nbsp;&nbsp;26340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 1322 | &nbsp;&nbsp;55075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 700 | &nbsp;&nbsp;38458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 1213 | &nbsp;&nbsp;75897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 4845 | &nbsp;&nbsp;155961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 11888 | &nbsp;&nbsp;1216499 |
|  | SR Bancorp, Inc. | 874 | &nbsp;&nbsp;14543 |
|  | State Street Corp. | 17636 | &nbsp;&nbsp;2307847 |
|  | Stellar Bancorp, Inc. | 6448 | &nbsp;&nbsp;239479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 3590 | &nbsp;&nbsp;242074 |
|  | Stifel Financial Corp. | 8733 | &nbsp;&nbsp;1076779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 3713 | &nbsp;&nbsp;251333 |
| \* | StoneX Group, Inc. | 7800 | &nbsp;&nbsp;875628 |
| \* | Summit State Bank | 3500 | &nbsp;&nbsp;47880 |
|  | SWK Holdings Corp. | 730 | &nbsp;&nbsp;12775 |
|  | Synchrony Financial | 34918 | &nbsp;&nbsp;2536094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 20365 | &nbsp;&nbsp;2152173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 5866 | &nbsp;&nbsp;593463 |
|  | TFS Financial Corp. | 18591 | &nbsp;&nbsp;261668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 582 | &nbsp;&nbsp;23606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 500 | &nbsp;&nbsp;19470 |
|  | Tiptree, Inc. | 5339 | &nbsp;&nbsp;95461 |
| \* | Toast, Inc., Class A | 10132 | &nbsp;&nbsp;315207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 2047 | &nbsp;&nbsp;164006 |
|  | Towne Bank | 10152 | &nbsp;&nbsp;355320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 8199 | &nbsp;&nbsp;845071 |
|  | Travelers Cos., Inc. | 21083 | &nbsp;&nbsp;5998324 |
|  | TriCo Bancshares | 4791 | &nbsp;&nbsp;238688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 3047 | &nbsp;&nbsp;192235 |
|  | Truist Financial Corp. | 48126 | &nbsp;&nbsp;2474639 |
| \* | Trupanion, Inc. | 4699 | &nbsp;&nbsp;150321 |
|  | TrustCo Bank Corp. | 2732 | &nbsp;&nbsp;118569 |
|  | Trustmark Corp. | 7843 | &nbsp;&nbsp;333484 |
|  | U.S. Bancorp | 58066 | &nbsp;&nbsp;3258083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Global Investors, <br>Inc., Class A<br>| 4324 | &nbsp;&nbsp;14356 |
|  | UMB Financial Corp. | 9735 | &nbsp;&nbsp;1237708 |
|  | United Bancorp, Inc. | 685 | &nbsp;&nbsp;9521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 436 | &nbsp;&nbsp;17553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 32272 | &nbsp;&nbsp;$1366074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 13874 | &nbsp;&nbsp;477682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 3269 | &nbsp;&nbsp;117488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 402 | &nbsp;&nbsp;4317 |
|  | Unity Bancorp, Inc. | 471 | &nbsp;&nbsp;25415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 3631 | &nbsp;&nbsp;110564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 7001 | &nbsp;&nbsp;232013 |
|  | Unum Group | 27292 | &nbsp;&nbsp;2073373 |
| \* | Upstart Holdings, Inc. | 1329 | &nbsp;&nbsp;52163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 1231 | &nbsp;&nbsp;23204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 65143 | &nbsp;&nbsp;811682 |
|  | Value Line, Inc. | 213 | &nbsp;&nbsp;7983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 3071 | &nbsp;&nbsp;62311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 6090 | &nbsp;&nbsp;429528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 10843 | &nbsp;&nbsp;450093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 1082 | &nbsp;&nbsp;176636 |
|  | Visa, Inc., Class A | 55282 | &nbsp;&nbsp;17791406 |
|  | Voya Financial, Inc. | 12824 | &nbsp;&nbsp;983088 |
|  | W.R. Berkley Corp. | 23475 | &nbsp;&nbsp;1609915 |
|  | WaFd, Inc. | 10102 | &nbsp;&nbsp;329527 |
|  | Walker & Dunlop, Inc. | 4368 | &nbsp;&nbsp;274704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 3552 | &nbsp;&nbsp;122082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 2602 | &nbsp;&nbsp;47591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 19343 | &nbsp;&nbsp;1272189 |
|  | Wells Fargo & Co. | 99238 | &nbsp;&nbsp;8980047 |
|  | WesBanco, Inc. | 12400 | &nbsp;&nbsp;437596 |
|  | West BanCorp, Inc. | 1799 | &nbsp;&nbsp;42690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 4017 | &nbsp;&nbsp;203180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 9644 | &nbsp;&nbsp;859763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 3241 | &nbsp;&nbsp;43527 |
| # | Western Union Co. | 28723 | &nbsp;&nbsp;269134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 2500 | &nbsp;&nbsp;45775 |
| \* | WEX, Inc. | 3657 | &nbsp;&nbsp;562812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 520 | &nbsp;&nbsp;1063364 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 6078 | &nbsp;&nbsp;$1929583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 8584 | &nbsp;&nbsp;1266054 |
|  | WisdomTree, Inc. | 21666 | &nbsp;&nbsp;350989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 699 | &nbsp;&nbsp;84754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 9060 | &nbsp;&nbsp;586454 |
|  | Zions Bancorp NA | 17665 | &nbsp;&nbsp;1058310 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;407033376 |
| HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 10511 | &nbsp;&nbsp;212322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;4D Molecular <br>Therapeutics, Inc.<br>| 6762 | &nbsp;&nbsp;59911 |
| †† | 89bio, Inc. | 14791 | &nbsp;&nbsp;5029 |
| †† | Abiomed, Inc. | 1121 | &nbsp;&nbsp;17499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 18802 | &nbsp;&nbsp;472494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aclaris Therapeutics, <br>Inc.<br>| 1000 | &nbsp;&nbsp;3510 |
|  | Acme United Corp. | 700 | &nbsp;&nbsp;29253 |
| \* | AdaptHealth Corp. | 19408 | &nbsp;&nbsp;195050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 2360 | &nbsp;&nbsp;244213 |
| \* | ADMA Biologics, Inc. | 29175 | &nbsp;&nbsp;504727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agios <br>Pharmaceuticals, <br>Inc.<br>| 2131 | &nbsp;&nbsp;58475 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Akero Therapeutics, <br>Inc.<br>| 1084 | &nbsp;&nbsp;705 |
| †† | Albireo Pharma, Inc. | 2691 | &nbsp;&nbsp;17169 |
| \* | Align Technology, Inc. | 3993 | &nbsp;&nbsp;650979 |
| \* | Alkermes PLC | 16751 | &nbsp;&nbsp;567691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alto Neuroscience, <br>Inc.<br>| 200 | &nbsp;&nbsp;3096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 2300 | &nbsp;&nbsp;4876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Well Corp., <br>Class A<br>| 4900 | &nbsp;&nbsp;22295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 4567 | &nbsp;&nbsp;97277 |
| \* | AngioDynamics, Inc. | 4532 | &nbsp;&nbsp;46952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 2097 | &nbsp;&nbsp;19355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apellis <br>Pharmaceuticals, <br>Inc.<br>| 4373 | &nbsp;&nbsp;98742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcturus Therapeutics <br>Holdings, Inc.<br>| 2131 | &nbsp;&nbsp;15919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arcus Biosciences, <br>Inc.<br>| 8959 | &nbsp;&nbsp;188497 |
| \* | Artivion, Inc. | 5041 | &nbsp;&nbsp;205522 |
| \* | Arvinas, Inc. | 8559 | &nbsp;&nbsp;114519 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atea Pharmaceuticals, <br>Inc.<br>| 5020 | &nbsp;&nbsp;$21285 |
| \* | AtriCure, Inc. | 4426 | &nbsp;&nbsp;163452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aura Biosciences, <br>Inc.<br>| 2600 | &nbsp;&nbsp;14560 |
| \* | Avanos Medical, Inc. | 960 | &nbsp;&nbsp;12787 |
| \* | Axogen, Inc. | 1559 | &nbsp;&nbsp;54331 |
| \* | Azenta, Inc. | 5399 | &nbsp;&nbsp;209913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 27119 | &nbsp;&nbsp;544278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beam Therapeutics, <br>Inc.<br>| 12142 | &nbsp;&nbsp;335362 |
| \* | BioAge Labs, Inc. | 6442 | &nbsp;&nbsp;122334 |
| \* | BioLife Solutions, Inc. | 5118 | &nbsp;&nbsp;111572 |
| \* | Biote Corp., Class A | 2427 | &nbsp;&nbsp;5072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 5490 | &nbsp;&nbsp;43536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific <br>Corp.<br>| 34605 | &nbsp;&nbsp;3236606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgebio Pharma, <br>Inc.<br>| 2061 | &nbsp;&nbsp;159253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 15023 | &nbsp;&nbsp;589953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 25373 | &nbsp;&nbsp;380595 |
|  | Bruker Corp. | 14778 | &nbsp;&nbsp;654518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadrenal <br>Therapeutics, Inc.<br>| 711 | &nbsp;&nbsp;4941 |
|  | Cardinal Health, Inc. | 11318 | &nbsp;&nbsp;2432012 |
| \* | CareDx, Inc. | 6401 | &nbsp;&nbsp;131541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caribou Biosciences, <br>Inc.<br>| 20000 | &nbsp;&nbsp;28200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 4119 | &nbsp;&nbsp;162247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 14645 | &nbsp;&nbsp;355873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 7903 | &nbsp;&nbsp;194414 |
|  | Cencora, Inc. | 11666 | &nbsp;&nbsp;4190661 |
| \* | Centene Corp. | 17446 | &nbsp;&nbsp;755761 |
| \* | Certara, Inc. | 21483 | &nbsp;&nbsp;188836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champions Oncology, <br>Inc.<br>| 2279 | &nbsp;&nbsp;16659 |
|  | Chemed Corp. | 1762 | &nbsp;&nbsp;752621 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 7288 | &nbsp;&nbsp;0 |
|  | Cigna Group | 10185 | &nbsp;&nbsp;2791810 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Clover Health <br>Investments Corp.<br>| 19496 | &nbsp;&nbsp;43671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, <br>Inc.<br>| 5115 | &nbsp;&nbsp;234881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass <br>Therapeutics, Inc.<br>| 9674 | &nbsp;&nbsp;61914 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 16920 | &nbsp;&nbsp;$375286 |
|  | CONMED Corp. | 3021 | &nbsp;&nbsp;115976 |
| \* | CorVel Corp. | 6074 | &nbsp;&nbsp;422933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crinetics <br>Pharmaceuticals, <br>Inc.<br>| 2063 | &nbsp;&nbsp;103026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CRISPR Therapeutics <br>AG<br>| 9846 | &nbsp;&nbsp;491906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 7273 | &nbsp;&nbsp;67784 |
| \* | CryoPort, Inc. | 6500 | &nbsp;&nbsp;61815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cullinan Therapeutics, <br>Inc.<br>| 6890 | &nbsp;&nbsp;82404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 331 | &nbsp;&nbsp;1241 |
|  | CVS Health Corp. | 30517 | &nbsp;&nbsp;2274127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 19552 | &nbsp;&nbsp;97760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 7723 | &nbsp;&nbsp;43944 |
| #\* | DaVita, Inc. | 13037 | &nbsp;&nbsp;1425466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Day One <br>Biopharmaceuticals, <br>Inc.<br>| 10188 | &nbsp;&nbsp;113698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 14300 | &nbsp;&nbsp;33176 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Denali Therapeutics, <br>Inc.<br>| 16679 | &nbsp;&nbsp;362601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 4362 | &nbsp;&nbsp;44536 |
| \* | Dexcom, Inc. | 40764 | &nbsp;&nbsp;2977403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dianthus <br>Therapeutics, Inc.<br>| 4017 | &nbsp;&nbsp;214468 |
| \* | Disc Medicine, Inc. | 1958 | &nbsp;&nbsp;151393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doximity, Inc., <br>Class A<br>| 8334 | &nbsp;&nbsp;312275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dyne Therapeutics, <br>Inc.<br>| 9203 | &nbsp;&nbsp;164642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edgewise <br>Therapeutics, Inc.<br>| 8157 | &nbsp;&nbsp;229620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 15591 | &nbsp;&nbsp;1268484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 61496 | &nbsp;&nbsp;1480824 |
| \* | Electromed, Inc. | 895 | &nbsp;&nbsp;26734 |
|  | Elevance Health, Inc. | 8714 | &nbsp;&nbsp;3012778 |
|  | Embecta Corp. | 4974 | &nbsp;&nbsp;52774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 4000 | &nbsp;&nbsp;45360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 13306 | &nbsp;&nbsp;1257816 |
| \* | Enhabit, Inc. | 10645 | &nbsp;&nbsp;113156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enliven Therapeutics, <br>Inc.<br>| 1653 | &nbsp;&nbsp;43722 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Enovis Corp. | 5370 | &nbsp;&nbsp;$118355 |
|  | Ensign Group, Inc. | 6165 | &nbsp;&nbsp;1058284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Entrada Therapeutics, <br>Inc.<br>| 343 | &nbsp;&nbsp;3924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 19915 | &nbsp;&nbsp;467405 |
| \* | Erasca, Inc. | 24352 | &nbsp;&nbsp;255940 |
| \* | Exact Sciences Corp. | 10240 | &nbsp;&nbsp;1047962 |
| \* | Exelixis, Inc. | 32705 | &nbsp;&nbsp;1352679 |
| \* | EyePoint, Inc. | 6118 | &nbsp;&nbsp;82715 |
| \* | FONAR Corp. | 1392 | &nbsp;&nbsp;25947 |
| \* | Fortrea Holdings, Inc. | 9945 | &nbsp;&nbsp;167175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 8094 | &nbsp;&nbsp;86849 |
| \* | Fulgent Genetics, Inc. | 3912 | &nbsp;&nbsp;102494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ginkgo Bioworks <br>Holdings, Inc.<br>| 5590 | &nbsp;&nbsp;50142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 12178 | &nbsp;&nbsp;1104301 |
| \* | GRAIL, Inc. | 404 | &nbsp;&nbsp;39519 |
| \* | Guardant Health, Inc. | 851 | &nbsp;&nbsp;97048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 336 | &nbsp;&nbsp;10147 |
| \* | Haemonetics Corp. | 4379 | &nbsp;&nbsp;291904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 13388 | &nbsp;&nbsp;960053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 6619 | &nbsp;&nbsp;241726 |
| \* | Harrow, Inc. | 1987 | &nbsp;&nbsp;81348 |
| \* | HealthEquity, Inc. | 8724 | &nbsp;&nbsp;747385 |
|  | HealthStream, Inc. | 3370 | &nbsp;&nbsp;75117 |
| \* | Henry Schein, Inc. | 16111 | &nbsp;&nbsp;1216058 |
| †† | HilleVax, Inc. | 5343 | &nbsp;&nbsp;748 |
| \* | Hologic, Inc. | 15794 | &nbsp;&nbsp;1183444 |
|  | Humana, Inc. | 6559 | &nbsp;&nbsp;1280317 |
| \* | ICON PLC | 3748 | &nbsp;&nbsp;675577 |
| \* | ICU Medical, Inc. | 2559 | &nbsp;&nbsp;383594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ideaya Biosciences, <br>Inc.<br>| 8988 | &nbsp;&nbsp;289324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 4815 | &nbsp;&nbsp;3228265 |
| \* | ImmuCell Corp. | 2105 | &nbsp;&nbsp;12672 |
| \* | Incyte Corp. | 16514 | &nbsp;&nbsp;1652556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 10400 | &nbsp;&nbsp;367952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 3700 | &nbsp;&nbsp;30562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding <br>Corp.<br>| 2284 | &nbsp;&nbsp;12676 |
| \* | Innoviva, Inc. | 8080 | &nbsp;&nbsp;161600 |
| \* | Inogen, Inc. | 4900 | &nbsp;&nbsp;28910 |
| \* | Insmed, Inc. | 1929 | &nbsp;&nbsp;302602 |
| \* | Instil Bio, Inc. | 806 | &nbsp;&nbsp;5690 |
| \* | Insulet Corp. | 3775 | &nbsp;&nbsp;965683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 4492 | &nbsp;&nbsp;390175 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 5295 | &nbsp;&nbsp;$58986 |
| \* | Intuitive Surgical, Inc. | 2338 | &nbsp;&nbsp;1178866 |
| \* | IQVIA Holdings, Inc. | 12229 | &nbsp;&nbsp;2814504 |
|  | iRadimed Corp. | 1040 | &nbsp;&nbsp;101795 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 3190 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keros Therapeutics, <br>Inc.<br>| 1181 | &nbsp;&nbsp;21152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 263 | &nbsp;&nbsp;10399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 5011 | &nbsp;&nbsp;220083 |
| \* | Kodiak Sciences, Inc. | 5861 | &nbsp;&nbsp;133455 |
| \* | Krystal Biotech, Inc. | 3235 | &nbsp;&nbsp;903341 |
| \* | Kura Oncology, Inc. | 6831 | &nbsp;&nbsp;55468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, <br>Inc.<br>| 6476 | &nbsp;&nbsp;1758364 |
| \* | Lantern Pharma, Inc. | 10400 | &nbsp;&nbsp;32760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 9250 | &nbsp;&nbsp;619010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 2443 | &nbsp;&nbsp;207582 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LENZ Therapeutics, <br>Inc.<br>| 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 8023 | &nbsp;&nbsp;59450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 40880 | &nbsp;&nbsp;289022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 2094 | &nbsp;&nbsp;402257 |
| \* | Lipocine, Inc. | 2730 | &nbsp;&nbsp;24570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lisata Therapeutics, <br>Inc.<br>| 2185 | &nbsp;&nbsp;10117 |
| \* | LivaNova PLC | 6394 | &nbsp;&nbsp;420150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lyell Immunopharma, <br>Inc.<br>| 498 | &nbsp;&nbsp;11952 |
| \* | MannKind Corp. | 22327 | &nbsp;&nbsp;129050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 2445 | &nbsp;&nbsp;1424164 |
|  | Medtronic PLC | 25470 | &nbsp;&nbsp;2622391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 7573 | &nbsp;&nbsp;614095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 700 | &nbsp;&nbsp;55132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 695 | &nbsp;&nbsp;954402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 4386 | &nbsp;&nbsp;787682 |
| \* | Myriad Genetics, Inc. | 5384 | &nbsp;&nbsp;30258 |
| \* | Natera, Inc. | 3010 | &nbsp;&nbsp;695731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 2964 | &nbsp;&nbsp;424178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 2585 | &nbsp;&nbsp;52579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Neogen Corp. | 15277 | &nbsp;&nbsp;$156131 |
| \* | NeoGenomics, Inc. | 11504 | &nbsp;&nbsp;138738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 7919 | &nbsp;&nbsp;1077459 |
| \* | Nexgel, Inc. | 1225 | &nbsp;&nbsp;1740 |
| \* | Novocure Ltd. | 7631 | &nbsp;&nbsp;94624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Olema <br>Pharmaceuticals, <br>Inc.<br>| 4795 | &nbsp;&nbsp;123327 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 977 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 977 | &nbsp;&nbsp;0 |
| \* | Omnicell, Inc. | 5377 | &nbsp;&nbsp;260784 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Opiant <br>Pharmaceuticals, <br>Inc.<br>| 1079 | &nbsp;&nbsp;0 |
| \* | OptimizeRx Corp. | 1931 | &nbsp;&nbsp;20778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 19327 | &nbsp;&nbsp;657118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oramed <br>Pharmaceuticals, <br>Inc.<br>| 4929 | &nbsp;&nbsp;16611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 11009 | &nbsp;&nbsp;30715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 16264 | &nbsp;&nbsp;65056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ORIC <br>Pharmaceuticals, <br>Inc.<br>| 10375 | &nbsp;&nbsp;106447 |
| \* | Orthofix Medical, Inc. | 3749 | &nbsp;&nbsp;49599 |
| \* | OrthoPediatrics Corp. | 3849 | &nbsp;&nbsp;67204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 7658 | &nbsp;&nbsp;157295 |
| \* | PACS Group, Inc. | 1000 | &nbsp;&nbsp;33760 |
| #\*†† | PDL BioPharma, Inc. | 20904 | &nbsp;&nbsp;8780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 11024 | &nbsp;&nbsp;235693 |
| \* | Pennant Group, Inc. | 4180 | &nbsp;&nbsp;115452 |
| \* | Penumbra, Inc. | 2985 | &nbsp;&nbsp;1069137 |
| \* | PepGen, Inc. | 5144 | &nbsp;&nbsp;26389 |
| \* | Personalis, Inc. | 9542 | &nbsp;&nbsp;89409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 2612 | &nbsp;&nbsp;104872 |
| \* | Phreesia, Inc. | 3288 | &nbsp;&nbsp;44158 |
| \* | Precipio, Inc. | 410 | &nbsp;&nbsp;10061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 8493 | &nbsp;&nbsp;547544 |
| \* | Prime Medicine, Inc. | 8750 | &nbsp;&nbsp;33338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 11894 | &nbsp;&nbsp;276179 |
| \* | Pro-Dex, Inc. | 640 | &nbsp;&nbsp;25107 |
| \* | Progyny, Inc. | 9437 | &nbsp;&nbsp;225261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protara Therapeutics, <br>Inc.<br>| 4825 | &nbsp;&nbsp;34161 |
| \* | Prothena Corp. PLC | 5964 | &nbsp;&nbsp;52543 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC Therapeutics, <br>Inc.<br>| 2849 | &nbsp;&nbsp;$215185 |
| \* | Pulmatrix, Inc. | 2415 | &nbsp;&nbsp;6207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 3075 | &nbsp;&nbsp;19926 |
| \* | Quanterix Corp. | 1794 | &nbsp;&nbsp;11374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 11211 | &nbsp;&nbsp;2096793 |
| \* | QuidelOrtho Corp. | 5373 | &nbsp;&nbsp;145984 |
| \* | RadNet, Inc. | 7849 | &nbsp;&nbsp;550215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rafael Holdings, Inc., <br>Class B<br>| 1879 | &nbsp;&nbsp;2180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapid Micro <br>Biosystems, Inc., <br>Class A<br>| 110 | &nbsp;&nbsp;487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Relay Therapeutics, <br>Inc.<br>| 21937 | &nbsp;&nbsp;168037 |
| \* | Repligen Corp. | 3778 | &nbsp;&nbsp;564320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Replimune Group, <br>Inc.<br>| 9525 | &nbsp;&nbsp;66961 |
|  | ResMed, Inc. | 7241 | &nbsp;&nbsp;1870423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel <br>Pharmaceuticals, <br>Inc.<br>| 1707 | &nbsp;&nbsp;59506 |
| \* | Roivant Sciences Ltd. | 67290 | &nbsp;&nbsp;1454810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 14403 | &nbsp;&nbsp;600317 |
| \* | Seer, Inc. | 11474 | &nbsp;&nbsp;20883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 20968 | &nbsp;&nbsp;315568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 2152 | &nbsp;&nbsp;11040 |
| \* | SI-BONE, Inc. | 4988 | &nbsp;&nbsp;82701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 6592 | &nbsp;&nbsp;44166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 13684 | &nbsp;&nbsp;88399 |
| \* | Sotera Health Co. | 30462 | &nbsp;&nbsp;551971 |
| \* | STAAR Surgical Co. | 2110 | &nbsp;&nbsp;39985 |
|  | STERIS PLC | 7864 | &nbsp;&nbsp;2065086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 6028 | &nbsp;&nbsp;182890 |
|  | Stryker Corp. | 5788 | &nbsp;&nbsp;2139013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 7512 | &nbsp;&nbsp;361778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 1970 | &nbsp;&nbsp;56854 |
| \* | Talkspace, Inc. | 18113 | &nbsp;&nbsp;73177 |
| \* | Teladoc Health, Inc. | 24107 | &nbsp;&nbsp;131383 |
|  | Teleflex, Inc. | 2669 | &nbsp;&nbsp;278564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Terns <br>Pharmaceuticals, <br>Inc.<br>| 11200 | &nbsp;&nbsp;387520 |
| \* | TG Therapeutics, Inc. | 3969 | &nbsp;&nbsp;116808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theravance <br>Biopharma, Inc.<br>| 5750 | &nbsp;&nbsp;108905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 2266 | &nbsp;&nbsp;$68 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 2062 | &nbsp;&nbsp;276256 |
| \* | TruBridge, Inc. | 1404 | &nbsp;&nbsp;27167 |
| \* | Tyra Biosciences, Inc. | 1363 | &nbsp;&nbsp;42008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 1729 | &nbsp;&nbsp;145011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 884 | &nbsp;&nbsp;222008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 296 | &nbsp;&nbsp;18074 |
| \* | Varex Imaging Corp. | 8078 | &nbsp;&nbsp;112607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeva Systems, Inc., <br>Class A<br>| 4380 | &nbsp;&nbsp;893170 |
| \* | Vericel Corp. | 3106 | &nbsp;&nbsp;111754 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 6317 | &nbsp;&nbsp;12508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viridian Therapeutics, <br>Inc.<br>| 2525 | &nbsp;&nbsp;83325 |
| \* | Waters Corp. | 4480 | &nbsp;&nbsp;1660826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 3849 | &nbsp;&nbsp;889581 |
| \* | Xencor, Inc. | 6336 | &nbsp;&nbsp;76602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xenon <br>Pharmaceuticals, <br>Inc.<br>| 3049 | &nbsp;&nbsp;125039 |
| \* | XOMA Royalty Corp. | 476 | &nbsp;&nbsp;12214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zevra Therapeutics, <br>Inc.<br>| 1188 | &nbsp;&nbsp;10692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 15049 | &nbsp;&nbsp;1310316 |
|  | Zoetis, Inc. | 13275 | &nbsp;&nbsp;1656985 |
| \* | Zymeworks, Inc. | 8031 | &nbsp;&nbsp;180938 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;106822458 |
| INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) |
| \* | 3D Systems Corp. | 11500 | &nbsp;&nbsp;25760 |
|  | A.O. Smith Corp. | 14567 | &nbsp;&nbsp;1070529 |
|  | AAON, Inc. | 5367 | &nbsp;&nbsp;488580 |
|  | ABM Industries, Inc. | 7851 | &nbsp;&nbsp;361460 |
|  | ACCO Brands Corp. | 10854 | &nbsp;&nbsp;42439 |
|  | Acuity, Inc. | 3101 | &nbsp;&nbsp;958953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 8712 | &nbsp;&nbsp;1324572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 4835 | &nbsp;&nbsp;70784 |
|  | AECOM | 13558 | &nbsp;&nbsp;1307398 |
| \* | AerSale Corp. | 8958 | &nbsp;&nbsp;67095 |
|  | AGCO Corp. | 9879 | &nbsp;&nbsp;1120377 |
| \* | Air Industries Group | 1705 | &nbsp;&nbsp;5644 |
|  | Air Lease Corp. | 10695 | &nbsp;&nbsp;691218 |
|  | Alamo Group, Inc. | 1571 | &nbsp;&nbsp;306832 |
| \* | Alaska Air Group, Inc. | 19118 | &nbsp;&nbsp;971768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 3782 | &nbsp;&nbsp;209863 |
|  | Alight, Inc., Class A | 51818 | &nbsp;&nbsp;79282 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Allegiant Travel Co. | 1956 | &nbsp;&nbsp;$173360 |
|  | Allegion PLC | 9338 | &nbsp;&nbsp;1544412 |
|  | Allient, Inc. | 2437 | &nbsp;&nbsp;148681 |
| \* | Alpha Pro Tech Ltd. | 2405 | &nbsp;&nbsp;12121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 3733 | &nbsp;&nbsp;116992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines <br>Group, Inc.<br>| 39602 | &nbsp;&nbsp;526707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 3424 | &nbsp;&nbsp;102446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 1754 | &nbsp;&nbsp;104170 |
|  | AMETEK, Inc. | 10621 | &nbsp;&nbsp;2378892 |
| \* | API Group Corp. | 33373 | &nbsp;&nbsp;1387316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 3280 | &nbsp;&nbsp;121786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 3687 | &nbsp;&nbsp;960132 |
|  | ArcBest Corp. | 2914 | &nbsp;&nbsp;262901 |
|  | Arcosa, Inc. | 6353 | &nbsp;&nbsp;727228 |
|  | Argan, Inc. | 1063 | &nbsp;&nbsp;368978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 5546 | &nbsp;&nbsp;1019022 |
|  | Astec Industries, Inc. | 2962 | &nbsp;&nbsp;144309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 3413 | &nbsp;&nbsp;258535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 835 | &nbsp;&nbsp;63518 |
| \* | Asure Software, Inc. | 4001 | &nbsp;&nbsp;38490 |
| \* | ATI, Inc. | 16576 | &nbsp;&nbsp;1994093 |
|  | Atkore, Inc. | 4315 | &nbsp;&nbsp;299677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 8780 | &nbsp;&nbsp;508977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 15139 | &nbsp;&nbsp;3736608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avis Budget Group, <br>Inc.<br>| 2636 | &nbsp;&nbsp;303114 |
|  | AZZ, Inc. | 3732 | &nbsp;&nbsp;463850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 2745 | &nbsp;&nbsp;104310 |
|  | BGSF, Inc. | 6600 | &nbsp;&nbsp;37818 |
| \* | Blue Bird Corp. | 3575 | &nbsp;&nbsp;179858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 1267 | &nbsp;&nbsp;88133 |
|  | Boise Cascade Co. | 6896 | &nbsp;&nbsp;557266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 11644 | &nbsp;&nbsp;1029562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 675 | &nbsp;&nbsp;23510 |
|  | Brady Corp., Class A | 5584 | &nbsp;&nbsp;482848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 7472 | &nbsp;&nbsp;99826 |
|  | Brink's Co. | 4451 | &nbsp;&nbsp;565455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 8556 | &nbsp;&nbsp;1686473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 12850 | &nbsp;&nbsp;$1470040 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 1958 | &nbsp;&nbsp;26844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 2544 | &nbsp;&nbsp;1578756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 446 | &nbsp;&nbsp;10659 |
|  | Cadre Holdings, Inc. | 3427 | &nbsp;&nbsp;137114 |
|  | Carlisle Cos., Inc. | 4505 | &nbsp;&nbsp;1535709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 6731 | &nbsp;&nbsp;2139314 |
|  | Carrier Global Corp. | 27107 | &nbsp;&nbsp;1615035 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Casella Waste <br>Systems, Inc., <br>Class A<br>| 4101 | &nbsp;&nbsp;413709 |
|  | Caterpillar, Inc. | 22053 | &nbsp;&nbsp;14496760 |
| \* | CBIZ, Inc. | 563 | &nbsp;&nbsp;22154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 4856 | &nbsp;&nbsp;327440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 12585 | &nbsp;&nbsp;2453446 |
| \* | Chart Industries, Inc. | 4297 | &nbsp;&nbsp;890940 |
| \* | Cimpress PLC | 1285 | &nbsp;&nbsp;101631 |
|  | Cintas Corp. | 10456 | &nbsp;&nbsp;2001174 |
|  | Civeo Corp. | 743 | &nbsp;&nbsp;18813 |
| \* | Clarivate PLC | 54199 | &nbsp;&nbsp;143627 |
| \* | Clean Harbors, Inc. | 7483 | &nbsp;&nbsp;1944907 |
|  | CNH Industrial NV | 71972 | &nbsp;&nbsp;774419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 4597 | &nbsp;&nbsp;96905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems <br>USA, Inc.<br>| 2886 | &nbsp;&nbsp;3296101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 811 | &nbsp;&nbsp;18896 |
|  | Concentrix Corp. | 6729 | &nbsp;&nbsp;251328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 2727 | &nbsp;&nbsp;15762 |
| \* | Conduent, Inc. | 20948 | &nbsp;&nbsp;29118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 3553 | &nbsp;&nbsp;390404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 3829 | &nbsp;&nbsp;522276 |
| \* | Copart, Inc. | 25548 | &nbsp;&nbsp;1036738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 21047 | &nbsp;&nbsp;1123068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 3200 | &nbsp;&nbsp;52896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 2605 | &nbsp;&nbsp;64083 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 2525 | &nbsp;&nbsp;9848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 1047 | &nbsp;&nbsp;197820 |
|  | Crane Co. | 6315 | &nbsp;&nbsp;1153372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 3689 | &nbsp;&nbsp;294198 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | CSW Industrials, Inc. | 1796 | &nbsp;&nbsp;$484884 |
|  | CSX Corp. | 133714 | &nbsp;&nbsp;5049041 |
|  | Cummins, Inc. | 8418 | &nbsp;&nbsp;4872507 |
|  | Curtiss-Wright Corp. | 2316 | &nbsp;&nbsp;1520894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 22175 | &nbsp;&nbsp;140146 |
|  | Deere & Co. | 13509 | &nbsp;&nbsp;7132752 |
|  | Delta Air Lines, Inc. | 63505 | &nbsp;&nbsp;4184344 |
|  | Deluxe Corp. | 4918 | &nbsp;&nbsp;129835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 2652 | &nbsp;&nbsp;75290 |
| \* | DNOW, Inc. | 29032 | &nbsp;&nbsp;440996 |
|  | Donaldson Co., Inc. | 15549 | &nbsp;&nbsp;1585065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 3080 | &nbsp;&nbsp;116054 |
|  | Dover Corp. | 12661 | &nbsp;&nbsp;2551065 |
| \* | DXP Enterprises, Inc. | 2319 | &nbsp;&nbsp;301586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 3764 | &nbsp;&nbsp;1371564 |
|  | Eastern Co. | 312 | &nbsp;&nbsp;5834 |
|  | Eaton Corp. PLC | 9355 | &nbsp;&nbsp;3287534 |
|  | EMCOR Group, Inc. | 3691 | &nbsp;&nbsp;2660214 |
|  | Emerson Electric Co. | 19656 | &nbsp;&nbsp;2888646 |
| \* | Energy Recovery, Inc. | 4025 | &nbsp;&nbsp;58725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 7620 | &nbsp;&nbsp;307543 |
|  | EnerSys | 4804 | &nbsp;&nbsp;865633 |
|  | Ennis, Inc. | 3943 | &nbsp;&nbsp;76849 |
|  | Enpro, Inc. | 3438 | &nbsp;&nbsp;820926 |
| \* | Enviri Corp. | 9556 | &nbsp;&nbsp;180800 |
|  | Equifax, Inc. | 5406 | &nbsp;&nbsp;1088768 |
|  | Esab Corp. | 5184 | &nbsp;&nbsp;627782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 4269 | &nbsp;&nbsp;974058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 419 | &nbsp;&nbsp;22153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 6242 | &nbsp;&nbsp;552355 |
|  | EVI Industries, Inc. | 123 | &nbsp;&nbsp;3161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 17860 | &nbsp;&nbsp;699219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 14498 | &nbsp;&nbsp;2327509 |
|  | Exponent, Inc. | 3661 | &nbsp;&nbsp;263116 |
|  | Fastenal Co. | 62020 | &nbsp;&nbsp;2689187 |
|  | Federal Signal Corp. | 6612 | &nbsp;&nbsp;714691 |
|  | FedEx Corp. | 14565 | &nbsp;&nbsp;4693571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 15823 | &nbsp;&nbsp;3994675 |
| \* | First Advantage Corp. | 5586 | &nbsp;&nbsp;75411 |
|  | Flowserve Corp. | 13033 | &nbsp;&nbsp;1018529 |
| \* | Fluor Corp. | 17180 | &nbsp;&nbsp;793544 |
|  | Fortive Corp. | 16773 | &nbsp;&nbsp;885782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 9726 | &nbsp;&nbsp;526177 |
| \* | Forward Air Corp. | 951 | &nbsp;&nbsp;26514 |
| \* | Franklin Covey Co. | 2340 | &nbsp;&nbsp;47666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 4753 | &nbsp;&nbsp;$473494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 3484 | &nbsp;&nbsp;40101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Group <br>Holdings, Inc.<br>| 16801 | &nbsp;&nbsp;77957 |
|  | FTAI Aviation Ltd. | 8212 | &nbsp;&nbsp;2236292 |
| \* | FTI Consulting, Inc. | 4149 | &nbsp;&nbsp;724706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 34057 | &nbsp;&nbsp;783992 |
|  | GATX Corp. | 5801 | &nbsp;&nbsp;1055260 |
|  | GE Vernova, Inc. | 1838 | &nbsp;&nbsp;1335068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 1048 | &nbsp;&nbsp;15028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 4861 | &nbsp;&nbsp;816842 |
|  | Genpact Ltd. | 21889 | &nbsp;&nbsp;965305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 3784 | &nbsp;&nbsp;193968 |
|  | Global Industrial Co. | 4216 | &nbsp;&nbsp;128841 |
|  | Gorman-Rupp Co. | 3516 | &nbsp;&nbsp;191587 |
|  | Graco, Inc. | 12465 | &nbsp;&nbsp;1088568 |
| \* | Graham Corp. | 467 | &nbsp;&nbsp;32653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 4678 | &nbsp;&nbsp;564822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 8897 | &nbsp;&nbsp;133277 |
|  | Greenbrier Cos., Inc. | 3960 | &nbsp;&nbsp;199663 |
|  | Griffon Corp. | 5469 | &nbsp;&nbsp;445450 |
| \* | GXO Logistics, Inc. | 12803 | &nbsp;&nbsp;724522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 28149 | &nbsp;&nbsp;454325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 8872 | &nbsp;&nbsp;166971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 10100 | &nbsp;&nbsp;101909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEI <br>US)<br>| 2263 | &nbsp;&nbsp;748849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEIA <br>US), Class A<br>| 2448 | &nbsp;&nbsp;623236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 3588 | &nbsp;&nbsp;232431 |
|  | Herc Holdings, Inc. | 5540 | &nbsp;&nbsp;794104 |
|  | Hexcel Corp. | 8621 | &nbsp;&nbsp;713905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 17886 | &nbsp;&nbsp;167592 |
|  | HireQuest, Inc. | 1219 | &nbsp;&nbsp;13689 |
|  | HNI Corp. | 8241 | &nbsp;&nbsp;393837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 15740 | &nbsp;&nbsp;3581165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 22815 | &nbsp;&nbsp;4747345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 7775 | &nbsp;&nbsp;369935 |
|  | Hubbell, Inc. | 4852 | &nbsp;&nbsp;2367485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 6390 | &nbsp;&nbsp;45816 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Hurco Cos., Inc. | 876 | &nbsp;&nbsp;$14489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 3291 | &nbsp;&nbsp;556179 |
|  | Hyster-Yale, Inc. | 1643 | &nbsp;&nbsp;54958 |
| \* | IBEX Holdings Ltd. | 2196 | &nbsp;&nbsp;81691 |
|  | ICF International, Inc. | 2697 | &nbsp;&nbsp;251495 |
|  | IDEX Corp. | 4034 | &nbsp;&nbsp;800951 |
| \* | IES Holdings, Inc. | 2585 | &nbsp;&nbsp;983050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 12504 | &nbsp;&nbsp;3266795 |
|  | Ingersoll Rand, Inc. | 18887 | &nbsp;&nbsp;1625982 |
| \* | Innodata, Inc. | 4000 | &nbsp;&nbsp;221760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 400 | &nbsp;&nbsp;7396 |
|  | Insperity, Inc. | 3427 | &nbsp;&nbsp;146436 |
|  | Insteel Industries, Inc. | 2607 | &nbsp;&nbsp;86396 |
|  | Interface, Inc. | 7483 | &nbsp;&nbsp;235490 |
|  | ITT, Inc. | 6834 | &nbsp;&nbsp;1245838 |
|  | Jacobs Solutions, Inc. | 7932 | &nbsp;&nbsp;1072882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 9422 | &nbsp;&nbsp;1910028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 12376 | &nbsp;&nbsp;33663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 45220 | &nbsp;&nbsp;5392937 |
|  | Kadant, Inc. | 1463 | &nbsp;&nbsp;469682 |
|  | Karat Packaging, Inc. | 1611 | &nbsp;&nbsp;39421 |
|  | KBR, Inc. | 12174 | &nbsp;&nbsp;521169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 5090 | &nbsp;&nbsp;54921 |
|  | Kennametal, Inc. | 6003 | &nbsp;&nbsp;206443 |
|  | Kforce, Inc. | 3986 | &nbsp;&nbsp;140825 |
| \* | Kirby Corp. | 9075 | &nbsp;&nbsp;1067764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 19235 | &nbsp;&nbsp;1059848 |
|  | Korn Ferry | 6717 | &nbsp;&nbsp;466630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 876 | &nbsp;&nbsp;26324 |
|  | Landstar System, Inc. | 3926 | &nbsp;&nbsp;586387 |
| \* | Legalzoom.com, Inc. | 23060 | &nbsp;&nbsp;205003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 3173 | &nbsp;&nbsp;1570889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 1470 | &nbsp;&nbsp;126391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 6250 | &nbsp;&nbsp;1658437 |
|  | Lindsay Corp. | 1070 | &nbsp;&nbsp;134039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 3459 | &nbsp;&nbsp;110688 |
| \* | Loar Holdings, Inc. | 5639 | &nbsp;&nbsp;386723 |
|  | LSI Industries, Inc. | 4384 | &nbsp;&nbsp;96930 |
|  | Luxfer Holdings PLC | 1401 | &nbsp;&nbsp;21211 |
| \* | Lyft, Inc., Class A | 16411 | &nbsp;&nbsp;276854 |
| \* | Manitowoc Co., Inc. | 5633 | &nbsp;&nbsp;72778 |
|  | ManpowerGroup, Inc. | 2434 | &nbsp;&nbsp;88427 |
|  | Marten Transport Ltd. | 9721 | &nbsp;&nbsp;119568 |
|  | Masco Corp. | 11010 | &nbsp;&nbsp;727651 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | MasTec, Inc. | 7482 | &nbsp;&nbsp;$1799271 |
| \* | Mastech Digital, Inc. | 1950 | &nbsp;&nbsp;13533 |
| \* | Masterbrand, Inc. | 16248 | &nbsp;&nbsp;196926 |
| \* | Matrix Service Co. | 5354 | &nbsp;&nbsp;76669 |
|  | Matson, Inc. | 4076 | &nbsp;&nbsp;653383 |
|  | Maximus, Inc. | 7837 | &nbsp;&nbsp;740126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 932 | &nbsp;&nbsp;18267 |
|  | McGrath RentCorp | 2810 | &nbsp;&nbsp;313849 |
| \* | Middleby Corp. | 5230 | &nbsp;&nbsp;769699 |
|  | Miller Industries, Inc. | 1864 | &nbsp;&nbsp;76368 |
|  | MillerKnoll, Inc. | 5395 | &nbsp;&nbsp;108332 |
| \* | Mistras Group, Inc. | 2600 | &nbsp;&nbsp;36764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobile Infrastructure <br>Corp.<br>| 2837 | &nbsp;&nbsp;9050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 4785 | &nbsp;&nbsp;883598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 3965 | &nbsp;&nbsp;88340 |
|  | MSA Safety, Inc. | 3894 | &nbsp;&nbsp;689822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 5495 | &nbsp;&nbsp;463448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 12537 | &nbsp;&nbsp;1706787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 16698 | &nbsp;&nbsp;452015 |
| \* | MYR Group, Inc. | 1659 | &nbsp;&nbsp;414816 |
| \* | Nephros, Inc. | 2332 | &nbsp;&nbsp;10051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 10047 | &nbsp;&nbsp;1176403 |
|  | NL Industries, Inc. | 7700 | &nbsp;&nbsp;46816 |
|  | Nordson Corp. | 3283 | &nbsp;&nbsp;901282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 10835 | &nbsp;&nbsp;149631 |
|  | nVent Electric PLC | 17239 | &nbsp;&nbsp;1935250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 1465 | &nbsp;&nbsp;98814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 7672 | &nbsp;&nbsp;1328790 |
|  | Omega Flex, Inc. | 981 | &nbsp;&nbsp;32363 |
| \* | OPENLANE, Inc. | 17417 | &nbsp;&nbsp;523207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 4820 | &nbsp;&nbsp;58900 |
|  | Otis Worldwide Corp. | 14948 | &nbsp;&nbsp;1276858 |
|  | Owens Corning | 13917 | &nbsp;&nbsp;1667813 |
|  | PACCAR, Inc. | 28369 | &nbsp;&nbsp;3486834 |
| \* | PAMT Corp. | 3004 | &nbsp;&nbsp;32593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 3295 | &nbsp;&nbsp;27942 |
|  | Park Aerospace Corp. | 1437 | &nbsp;&nbsp;35192 |
|  | Parker-Hannifin Corp. | 3739 | &nbsp;&nbsp;3499106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 1783 | &nbsp;&nbsp;40224 |
| \* | Parsons Corp. | 12580 | &nbsp;&nbsp;881355 |
|  | Paychex, Inc. | 19170 | &nbsp;&nbsp;1977002 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 4202 | &nbsp;&nbsp;$566219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 4676 | &nbsp;&nbsp;631166 |
|  | Pentair PLC | 13278 | &nbsp;&nbsp;1399103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Fix <br>Environmental <br>Services, Inc.<br>| 1138 | &nbsp;&nbsp;17377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 980 | &nbsp;&nbsp;28302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 4039 | &nbsp;&nbsp;17247 |
|  | Pitney Bowes, Inc. | 13916 | &nbsp;&nbsp;145144 |
| \* | Planet Labs PBC | 30582 | &nbsp;&nbsp;763633 |
| \* | Plug Power, Inc. | 21370 | &nbsp;&nbsp;45198 |
|  | Powell Industries, Inc. | 1649 | &nbsp;&nbsp;731480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 515 | &nbsp;&nbsp;36905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 783 | &nbsp;&nbsp;196486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 8827 | &nbsp;&nbsp;1308603 |
| \* | Proto Labs, Inc. | 3061 | &nbsp;&nbsp;161162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 920 | &nbsp;&nbsp;17222 |
|  | Quanta Services, Inc. | 5143 | &nbsp;&nbsp;2441022 |
| \* | Radiant Logistics, Inc. | 4889 | &nbsp;&nbsp;32903 |
| \* | RBC Bearings, Inc. | 1865 | &nbsp;&nbsp;931885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 1905 | &nbsp;&nbsp;39643 |
|  | Regal Rexnord Corp. | 8462 | &nbsp;&nbsp;1366613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 11076 | &nbsp;&nbsp;2382337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 14435 | &nbsp;&nbsp;494543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 5098 | &nbsp;&nbsp;23094 |
|  | REV Group, Inc. | 9603 | &nbsp;&nbsp;613632 |
| \* | Rocket Lab Corp. | 29427 | &nbsp;&nbsp;2356220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 5616 | &nbsp;&nbsp;2367986 |
|  | Rollins, Inc. | 17303 | &nbsp;&nbsp;1095972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 10360 | &nbsp;&nbsp;665008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 2925 | &nbsp;&nbsp;172604 |
| \* | RXO, Inc. | 9543 | &nbsp;&nbsp;139137 |
|  | Ryder System, Inc. | 5230 | &nbsp;&nbsp;1000394 |
| \* | Saia, Inc. | 1931 | &nbsp;&nbsp;646634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 7231 | &nbsp;&nbsp;194080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 13811 | &nbsp;&nbsp;477722 |
| \* | SES AI Corp. | 23102 | &nbsp;&nbsp;46897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 19935 | &nbsp;&nbsp;$188186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIFCO Industries, <br>Inc.<br>| 1584 | &nbsp;&nbsp;9757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 4447 | &nbsp;&nbsp;786141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 4790 | &nbsp;&nbsp;687557 |
|  | Snap-on, Inc. | 4602 | &nbsp;&nbsp;1684838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines <br>Co.<br>| 36787 | &nbsp;&nbsp;1748118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 5136 | &nbsp;&nbsp;1070394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 22546 | &nbsp;&nbsp;1846292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 1293 | &nbsp;&nbsp;310320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 7633 | &nbsp;&nbsp;600412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 2867 | &nbsp;&nbsp;1026128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 9275 | &nbsp;&nbsp;162684 |
| \* | Sunrun, Inc. | 21249 | &nbsp;&nbsp;403731 |
| \* | Symbotic, Inc. | 777 | &nbsp;&nbsp;42245 |
| \* | TaskUS, Inc., Class A | 1750 | &nbsp;&nbsp;18900 |
| \* | Taylor Devices, Inc. | 619 | &nbsp;&nbsp;45026 |
| \* | TechPrecision Corp. | 1825 | &nbsp;&nbsp;8705 |
|  | Tecnoglass, Inc. | 6024 | &nbsp;&nbsp;294634 |
|  | Tennant Co. | 2368 | &nbsp;&nbsp;180181 |
|  | Terex Corp. | 8410 | &nbsp;&nbsp;479370 |
|  | Tetra Tech, Inc. | 21515 | &nbsp;&nbsp;810255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 4239 | &nbsp;&nbsp;191815 |
| \* | TIC Solutions, Inc. | 7341 | &nbsp;&nbsp;74144 |
|  | Timken Co. | 8929 | &nbsp;&nbsp;832094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 9194 | &nbsp;&nbsp;87711 |
| \* | Titan Machinery, Inc. | 4124 | &nbsp;&nbsp;67097 |
|  | Toro Co. | 11192 | &nbsp;&nbsp;1024068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 5458 | &nbsp;&nbsp;2295526 |
| \* | Transcat, Inc. | 665 | &nbsp;&nbsp;40106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Group, <br>Inc.<br>| 1619 | &nbsp;&nbsp;2311187 |
|  | TransUnion | 9571 | &nbsp;&nbsp;756300 |
| \* | Trex Co., Inc. | 9797 | &nbsp;&nbsp;405792 |
|  | TriNet Group, Inc. | 4840 | &nbsp;&nbsp;296402 |
|  | Trinity Industries, Inc. | 10364 | &nbsp;&nbsp;297861 |
| \* | TrueBlue, Inc. | 2700 | &nbsp;&nbsp;14472 |
|  | Tutor Perini Corp. | 11511 | &nbsp;&nbsp;908103 |
|  | Twin Disc, Inc. | 300 | &nbsp;&nbsp;5157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 21477 | &nbsp;&nbsp;1719234 |
|  | UFP Industries, Inc. | 7509 | &nbsp;&nbsp;775530 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 1803 | &nbsp;&nbsp;$101960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 14140 | &nbsp;&nbsp;725523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UL Solutions, Inc., <br>Class A<br>| 2416 | &nbsp;&nbsp;169676 |
| \* | Ultralife Corp. | 900 | &nbsp;&nbsp;5742 |
|  | UniFirst Corp. | 1651 | &nbsp;&nbsp;354965 |
|  | Union Pacific Corp. | 24283 | &nbsp;&nbsp;5708933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 29860 | &nbsp;&nbsp;3055275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 20513 | &nbsp;&nbsp;2178891 |
|  | United Rentals, Inc. | 4431 | &nbsp;&nbsp;3465308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 3779 | &nbsp;&nbsp;60502 |
| \* | Upwork, Inc. | 19919 | &nbsp;&nbsp;398978 |
| \* | V2X, Inc. | 3679 | &nbsp;&nbsp;253226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 2109 | &nbsp;&nbsp;939686 |
|  | Veralto Corp. | 26649 | &nbsp;&nbsp;2637718 |
|  | Verisk Analytics, Inc. | 8825 | &nbsp;&nbsp;1919084 |
| \* | Verra Mobility Corp. | 19952 | &nbsp;&nbsp;385074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 14652 | &nbsp;&nbsp;2727909 |
| \* | Vicor Corp. | 3727 | &nbsp;&nbsp;587636 |
|  | Virco Mfg. Corp. | 4104 | &nbsp;&nbsp;28687 |
|  | VSE Corp. | 2354 | &nbsp;&nbsp;514514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 6958 | &nbsp;&nbsp;70485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 18296 | &nbsp;&nbsp;4066103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO <br>US)<br>| 2924 | &nbsp;&nbsp;1129980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 2929 | &nbsp;&nbsp;876679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 7772 | &nbsp;&nbsp;266191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 5598 | &nbsp;&nbsp;1620229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 9503 | &nbsp;&nbsp;2187020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wilhelmina <br>International, Inc.<br>| 1900 | &nbsp;&nbsp;6840 |
| \* | Willdan Group, Inc. | 2029 | &nbsp;&nbsp;256060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 856 | &nbsp;&nbsp;156032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 22925 | &nbsp;&nbsp;459188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 7090 | &nbsp;&nbsp;393991 |
|  | WW Grainger, Inc. | 3272 | &nbsp;&nbsp;3533564 |
| \* | XPO, Inc. | 13336 | &nbsp;&nbsp;1975195 |
|  | Xylem, Inc. | 12883 | &nbsp;&nbsp;1776179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 14653 | &nbsp;&nbsp;$675650 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;313911444 |
| INFORMATION TECHNOLOGY — (29.8%) | INFORMATION TECHNOLOGY — (29.8%) | INFORMATION TECHNOLOGY — (29.8%) | INFORMATION TECHNOLOGY — (29.8%) |
| \* | 908 Devices, Inc. | 2993 | &nbsp;&nbsp;18886 |
|  | A10 Networks, Inc. | 8666 | &nbsp;&nbsp;151135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 17491 | &nbsp;&nbsp;4611327 |
| \* | ACI Worldwide, Inc. | 11540 | &nbsp;&nbsp;500374 |
|  | Adeia, Inc. | 15083 | &nbsp;&nbsp;272851 |
| \* | Adobe, Inc. | 8500 | &nbsp;&nbsp;2492625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 4714 | &nbsp;&nbsp;43463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 3064 | &nbsp;&nbsp;782423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 24722 | &nbsp;&nbsp;5852439 |
| \* | Agilysys, Inc. | 1456 | &nbsp;&nbsp;126308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 8710 | &nbsp;&nbsp;846177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 3650 | &nbsp;&nbsp;178047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allegro MicroSystems, <br>Inc.<br>| 17058 | &nbsp;&nbsp;629611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 3451 | &nbsp;&nbsp;76267 |
| \* | Ambarella, Inc. | 3098 | &nbsp;&nbsp;198396 |
|  | Amdocs Ltd. | 11651 | &nbsp;&nbsp;954683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 31684 | &nbsp;&nbsp;1531288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 17321 | &nbsp;&nbsp;2495610 |
| \* | Amtech Systems, Inc. | 531 | &nbsp;&nbsp;8926 |
|  | Analog Devices, Inc. | 12059 | &nbsp;&nbsp;3748902 |
| \* | Appfolio, Inc., Class A | 1992 | &nbsp;&nbsp;378241 |
|  | Apple, Inc. | 451324 | &nbsp;&nbsp;117109552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials, <br>Inc.<br>| 28180 | &nbsp;&nbsp;9082978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Applied <br>Optoelectronics, <br>Inc.<br>| 6538 | &nbsp;&nbsp;285122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 11893 | &nbsp;&nbsp;5626697 |
| \* | Arista Networks, Inc. | 8087 | &nbsp;&nbsp;1146251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 6603 | &nbsp;&nbsp;874831 |
| \* | ASGN, Inc. | 5295 | &nbsp;&nbsp;275817 |
| \* | Astera Labs, Inc. | 2288 | &nbsp;&nbsp;344619 |
| \* | AstroNova, Inc. | 760 | &nbsp;&nbsp;6908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp., <br>Class A<br>| 1714 | &nbsp;&nbsp;202561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Innovation, <br>Inc.<br>| 89937 | &nbsp;&nbsp;377735 |
| \* | Autodesk, Inc. | 6709 | &nbsp;&nbsp;1696505 |
| \* | AvePoint, Inc. | 15652 | &nbsp;&nbsp;182033 |
| \* | Aviat Networks, Inc. | 1998 | &nbsp;&nbsp;43576 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | Avnet, Inc. | 12935 | &nbsp;&nbsp;$807015 |
| \* | Aware, Inc. | 17700 | &nbsp;&nbsp;32037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 4923 | &nbsp;&nbsp;433569 |
|  | Badger Meter, Inc. | 1916 | &nbsp;&nbsp;280847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 230 | &nbsp;&nbsp;42263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 1420 | &nbsp;&nbsp;285690 |
|  | Belden, Inc. | 4233 | &nbsp;&nbsp;497420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 5652 | &nbsp;&nbsp;294695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 10991 | &nbsp;&nbsp;386004 |
| \* | Bill Holdings, Inc. | 12885 | &nbsp;&nbsp;556245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 438 | &nbsp;&nbsp;33411 |
| \* | Blackbaud, Inc. | 4814 | &nbsp;&nbsp;258512 |
| \* | BlackLine, Inc. | 2319 | &nbsp;&nbsp;107764 |
| \* | Box, Inc., Class A | 14613 | &nbsp;&nbsp;370440 |
|  | Broadcom, Inc. | 65131 | &nbsp;&nbsp;21577900 |
| # | C3.ai, Inc., Class A | 0 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadence Design <br>Systems, Inc.<br>| 1754 | &nbsp;&nbsp;519815 |
| \* | Calix, Inc. | 6211 | &nbsp;&nbsp;277445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 82243 | &nbsp;&nbsp;623402 |
|  | CDW Corp. | 9964 | &nbsp;&nbsp;1259350 |
| \* | Cerence, Inc. | 4314 | &nbsp;&nbsp;48878 |
| \* | CEVA, Inc. | 3555 | &nbsp;&nbsp;74975 |
| \* | Ciena Corp. | 15108 | &nbsp;&nbsp;3804345 |
| #\* | Cipher Mining, Inc. | 49876 | &nbsp;&nbsp;796021 |
| \* | Cirrus Logic, Inc. | 5485 | &nbsp;&nbsp;714915 |
|  | Cisco Systems, Inc. | 175925 | &nbsp;&nbsp;13778446 |
| \* | Cleanspark, Inc. | 8559 | &nbsp;&nbsp;101339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 9535 | &nbsp;&nbsp;311032 |
| \* | Clearfield, Inc. | 1682 | &nbsp;&nbsp;50073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 650 | &nbsp;&nbsp;77084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudflare, Inc., <br>Class A<br>| 1700 | &nbsp;&nbsp;301495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coda Octopus Group, <br>Inc.<br>| 1400 | &nbsp;&nbsp;14910 |
|  | Cognex Corp. | 13114 | &nbsp;&nbsp;508036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 28348 | &nbsp;&nbsp;2326237 |
| \* | Coherent Corp. | 12672 | &nbsp;&nbsp;2688745 |
| \* | Cohu, Inc. | 4549 | &nbsp;&nbsp;129828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 1576 | &nbsp;&nbsp;135063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comtech <br>Telecommunications <br>Corp.<br>| 5308 | &nbsp;&nbsp;29512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 2448 | &nbsp;&nbsp;52289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Corsair Gaming, Inc. | 5827 | &nbsp;&nbsp;$29718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credo Technology <br>Group Holding Ltd.<br>| 16721 | &nbsp;&nbsp;2094807 |
| \* | Crexendo, Inc. | 1953 | &nbsp;&nbsp;13671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crowdstrike Holdings, <br>Inc., Class A<br>| 593 | &nbsp;&nbsp;261753 |
| \* | CS Disco, Inc. | 9206 | &nbsp;&nbsp;57538 |
|  | CSP, Inc. | 2700 | &nbsp;&nbsp;30834 |
|  | CTS Corp. | 4567 | &nbsp;&nbsp;234789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 3019 | &nbsp;&nbsp;14521 |
| \* | Daily Journal Corp. | 277 | &nbsp;&nbsp;162424 |
| \* | Daktronics, Inc. | 5185 | &nbsp;&nbsp;120033 |
| \* | Data I/O Corp. | 1818 | &nbsp;&nbsp;5636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datadog, Inc., <br>Class A<br>| 2827 | &nbsp;&nbsp;365588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell Technologies, <br>Inc., Class C<br>| 4859 | &nbsp;&nbsp;556064 |
| \* | Diebold Nixdorf, Inc. | 3521 | &nbsp;&nbsp;242984 |
| \* | Digi International, Inc. | 4771 | &nbsp;&nbsp;205487 |
| \* | Digital Turbine, Inc. | 11857 | &nbsp;&nbsp;61894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DigitalOcean <br>Holdings, Inc.<br>| 4402 | &nbsp;&nbsp;243211 |
| \* | Diodes, Inc. | 6214 | &nbsp;&nbsp;367807 |
| \* | Docusign, Inc. | 11723 | &nbsp;&nbsp;615926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 6476 | &nbsp;&nbsp;415694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 10573 | &nbsp;&nbsp;269400 |
| \* | DXC Technology Co. | 14726 | &nbsp;&nbsp;212496 |
| \* | Dynatrace, Inc. | 13451 | &nbsp;&nbsp;512349 |
| \* | Eastman Kodak Co. | 10610 | &nbsp;&nbsp;77665 |
| \* | eGain Corp. | 2871 | &nbsp;&nbsp;29485 |
| \* | Electro-Sensors, Inc. | 1706 | &nbsp;&nbsp;7370 |
| \* | Enphase Energy, Inc. | 4282 | &nbsp;&nbsp;158348 |
|  | Entegris, Inc. | 6967 | &nbsp;&nbsp;822594 |
| \* | EPAM Systems, Inc. | 5253 | &nbsp;&nbsp;1095776 |
|  | ePlus, Inc. | 3675 | &nbsp;&nbsp;315352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspin <br>Technologies, Inc.<br>| 2288 | &nbsp;&nbsp;29721 |
| \* | F5, Inc. | 5895 | &nbsp;&nbsp;1624721 |
| \* | Fabrinet | 2332 | &nbsp;&nbsp;1141374 |
| \* | Fair Isaac Corp. | 756 | &nbsp;&nbsp;1106157 |
| \* | Fastly, Inc., Class A | 19339 | &nbsp;&nbsp;178886 |
| \* | First Solar, Inc. | 7007 | &nbsp;&nbsp;1580219 |
| \* | Five9, Inc. | 3323 | &nbsp;&nbsp;58684 |
| \* | Flex Ltd. | 36408 | &nbsp;&nbsp;2295160 |
| \* | FormFactor, Inc. | 8239 | &nbsp;&nbsp;580767 |
| \* | Fortinet, Inc. | 32658 | &nbsp;&nbsp;2653789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Wireless <br>Corp.<br>| 2368 | &nbsp;&nbsp;9732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 400 | &nbsp;&nbsp;21032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freshworks, Inc., <br>Class A<br>| 25096 | &nbsp;&nbsp;270535 |
| \* | Gartner, Inc. | 3429 | &nbsp;&nbsp;718753 |
|  | Gen Digital, Inc. | 68131 | &nbsp;&nbsp;1634463 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES, <br>Inc.<br>| 13740 | &nbsp;&nbsp;$579828 |
| \* | Globant SA | 2507 | &nbsp;&nbsp;167668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 11102 | &nbsp;&nbsp;1115973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 10112 | &nbsp;&nbsp;83626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guidewire Software, <br>Inc.<br>| 4215 | &nbsp;&nbsp;593303 |
|  | Hackett Group, Inc. | 3314 | &nbsp;&nbsp;60481 |
| \* | Harmonic, Inc. | 15531 | &nbsp;&nbsp;150961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 77801 | &nbsp;&nbsp;1674278 |
|  | HP, Inc. | 31351 | &nbsp;&nbsp;609463 |
| \* | HubSpot, Inc. | 1324 | &nbsp;&nbsp;370720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 2726 | &nbsp;&nbsp;60544 |
| \* | Ichor Holdings Ltd. | 3973 | &nbsp;&nbsp;120541 |
| \* | Identiv, Inc. | 3087 | &nbsp;&nbsp;10249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 7752 | &nbsp;&nbsp;31783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 1800 | &nbsp;&nbsp;10026 |
| \* | Inseego Corp. | 1459 | &nbsp;&nbsp;15889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 3541 | &nbsp;&nbsp;297515 |
| \* | Intapp, Inc. | 4996 | &nbsp;&nbsp;169614 |
| \* | Intel Corp. | 91197 | &nbsp;&nbsp;4237925 |
| \* | Intellinetics, Inc. | 872 | &nbsp;&nbsp;7168 |
| # | InterDigital, Inc. | 6851 | &nbsp;&nbsp;2236440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 43593 | &nbsp;&nbsp;13369973 |
| \* | inTEST Corp. | 5028 | &nbsp;&nbsp;46006 |
|  | Intuit, Inc. | 2609 | &nbsp;&nbsp;1301682 |
| \* | IonQ, Inc. | 8156 | &nbsp;&nbsp;326077 |
| \* | IPG Photonics Corp. | 4672 | &nbsp;&nbsp;431740 |
| \* | Itron, Inc. | 7757 | &nbsp;&nbsp;768564 |
|  | Jabil, Inc. | 11056 | &nbsp;&nbsp;2622373 |
| \*» | Jamf Holding Corp. | 2471 | &nbsp;&nbsp;32273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight <br>Technologies, Inc.<br>| 11593 | &nbsp;&nbsp;2507914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 3127 | &nbsp;&nbsp;94467 |
|  | KLA Corp. | 4352 | &nbsp;&nbsp;6214395 |
| \* | Klaviyo, Inc., Class A | 7994 | &nbsp;&nbsp;177547 |
| \* | Knowles Corp. | 19294 | &nbsp;&nbsp;467687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 6686 | &nbsp;&nbsp;383308 |
| \* | KVH Industries, Inc. | 6300 | &nbsp;&nbsp;42084 |
| \* | Kyndryl Holdings, Inc. | 28415 | &nbsp;&nbsp;653545 |
|  | Lam Research Corp. | 42270 | &nbsp;&nbsp;9868354 |
| \* | Lantronix, Inc. | 3593 | &nbsp;&nbsp;23858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 3515 | &nbsp;&nbsp;283028 |
| \* | LGL Group, Inc. | 276 | &nbsp;&nbsp;1995 |
| \* | Life360, Inc. | 2482 | &nbsp;&nbsp;142194 |
|  | Littelfuse, Inc. | 3167 | &nbsp;&nbsp;1025348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 10069 | &nbsp;&nbsp;$245180 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 3938 | &nbsp;&nbsp;1543066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MACOM Technology <br>Solutions Holdings, <br>Inc.<br>| 5322 | &nbsp;&nbsp;1165837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 3939 | &nbsp;&nbsp;594828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 35647 | &nbsp;&nbsp;2813261 |
| \* | MaxLinear, Inc. | 10371 | &nbsp;&nbsp;179937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 3301 | &nbsp;&nbsp;26375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 19191 | &nbsp;&nbsp;1456981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 30146 | &nbsp;&nbsp;12506972 |
|  | Microsoft Corp. | 236540 | &nbsp;&nbsp;101780797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 29221 | &nbsp;&nbsp;725850 |
| \* | Mitek Systems, Inc. | 6206 | &nbsp;&nbsp;62184 |
|  | MKS, Inc. | 5931 | &nbsp;&nbsp;1396217 |
| \* | MongoDB, Inc. | 3189 | &nbsp;&nbsp;1184171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monolithic Power <br>Systems, Inc.<br>| 1170 | &nbsp;&nbsp;1315255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 5603 | &nbsp;&nbsp;2255432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 138 | &nbsp;&nbsp;9003 |
| \* | N-able, Inc. | 9354 | &nbsp;&nbsp;56779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 2780 | &nbsp;&nbsp;102554 |
| \* | nCino, Inc. | 10802 | &nbsp;&nbsp;230623 |
| \* | NCR Voyix Corp. | 10883 | &nbsp;&nbsp;107959 |
|  | NetApp, Inc. | 18271 | &nbsp;&nbsp;1760411 |
| \* | NETGEAR, Inc. | 3401 | &nbsp;&nbsp;71115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 9386 | &nbsp;&nbsp;261025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 1773 | &nbsp;&nbsp;6312 |
| \* | nLight, Inc. | 5265 | &nbsp;&nbsp;240137 |
| \* | Nortech Systems, Inc. | 3549 | &nbsp;&nbsp;30273 |
| \* | Novanta, Inc. | 2582 | &nbsp;&nbsp;347382 |
| \* | Nutanix, Inc., Class A | 13676 | &nbsp;&nbsp;537877 |
|  | NVE Corp. | 473 | &nbsp;&nbsp;31923 |
|  | NVIDIA Corp. | 801601 | &nbsp;&nbsp;153209999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 11611 | &nbsp;&nbsp;2625712 |
| \* | Okta, Inc. | 14404 | &nbsp;&nbsp;1216850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 30525 | &nbsp;&nbsp;1828142 |
| \* | ON24, Inc. | 5345 | &nbsp;&nbsp;42600 |
|  | OneSpan, Inc. | 5413 | &nbsp;&nbsp;63765 |
| \* | Onto Innovation, Inc. | 3664 | &nbsp;&nbsp;740311 |
| \* | Ooma, Inc. | 1000 | &nbsp;&nbsp;11750 |
| \* | Optical Cable Corp. | 2889 | &nbsp;&nbsp;14243 |
|  | Oracle Corp. | 57873 | &nbsp;&nbsp;9524738 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | OSI Systems, Inc. | 1798 | &nbsp;&nbsp;$449752 |
| \* | Ouster, Inc. | 3306 | &nbsp;&nbsp;68864 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palantir Technologies, <br>Inc., Class A<br>| 17833 | &nbsp;&nbsp;2614139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palo Alto Networks, <br>Inc.<br>| 3924 | &nbsp;&nbsp;694430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 5748 | &nbsp;&nbsp;150655 |
|  | PC Connection, Inc. | 3326 | &nbsp;&nbsp;195602 |
| \* | PDF Solutions, Inc. | 4893 | &nbsp;&nbsp;155842 |
|  | Pegasystems, Inc. | 17503 | &nbsp;&nbsp;764706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 6946 | &nbsp;&nbsp;133433 |
| \* | Photronics, Inc. | 7565 | &nbsp;&nbsp;261522 |
| \*» | Pivotal Software, Inc. | 5539 | &nbsp;&nbsp;0 |
| \* | Plexus Corp. | 3460 | &nbsp;&nbsp;689682 |
| \* | Porch Group, Inc. | 7290 | &nbsp;&nbsp;57518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 5310 | &nbsp;&nbsp;243941 |
| \* | Powerfleet, Inc. NJ | 15625 | &nbsp;&nbsp;79844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 5456 | &nbsp;&nbsp;223260 |
| \* | PTC, Inc. | 7988 | &nbsp;&nbsp;1247166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pure Storage, Inc., <br>Class A<br>| 8392 | &nbsp;&nbsp;583580 |
| \* | Q2 Holdings, Inc. | 5530 | &nbsp;&nbsp;338713 |
|  | Qnity Electronics, Inc. | 7451 | &nbsp;&nbsp;716637 |
| \* | Qorvo, Inc. | 8059 | &nbsp;&nbsp;629488 |
|  | QUALCOMM, Inc. | 46083 | &nbsp;&nbsp;6985722 |
| \* | Qualys, Inc. | 4040 | &nbsp;&nbsp;532876 |
|  | Ralliant Corp. | 7149 | &nbsp;&nbsp;378683 |
| \* | Rambus, Inc. | 12364 | &nbsp;&nbsp;1407394 |
|  | Red Violet, Inc. | 1076 | &nbsp;&nbsp;48936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Research Solutions, <br>Inc.<br>| 2175 | &nbsp;&nbsp;6199 |
| \* | RF Industries Ltd. | 1368 | &nbsp;&nbsp;13352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 29163 | &nbsp;&nbsp;76407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 900 | &nbsp;&nbsp;10881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 5872 | &nbsp;&nbsp;151967 |
| \* | Riot Platforms, Inc. | 39336 | &nbsp;&nbsp;608528 |
| \* | Rogers Corp. | 2176 | &nbsp;&nbsp;211594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 2996 | &nbsp;&nbsp;1112205 |
| \* | Rubrik, Inc., Class A | 588 | &nbsp;&nbsp;32899 |
|  | Salesforce, Inc. | 20930 | &nbsp;&nbsp;4443230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsara, Inc., <br>Class A<br>| 1489 | &nbsp;&nbsp;41766 |
| \* | Sandisk Corp. | 6057 | &nbsp;&nbsp;3490346 |
| \* | Sanmina Corp. | 7773 | &nbsp;&nbsp;1101279 |
| \* | ScanSource, Inc. | 5608 | &nbsp;&nbsp;241088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology <br>Holdings PLC<br>| 11231 | &nbsp;&nbsp;4578766 |
| \* | Semtech Corp. | 4354 | &nbsp;&nbsp;347232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 21233 | &nbsp;&nbsp;$296837 |
| \* | ServiceNow, Inc. | 4823 | &nbsp;&nbsp;564339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 3474 | &nbsp;&nbsp;494871 |
| \* | SiTime Corp. | 1376 | &nbsp;&nbsp;499639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 9753 | &nbsp;&nbsp;543827 |
| \* | Snowflake, Inc. | 3909 | &nbsp;&nbsp;753264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SolarEdge <br>Technologies, Inc.<br>| 1447 | &nbsp;&nbsp;44785 |
| \* | Sono-Tek Corp. | 1854 | &nbsp;&nbsp;7620 |
| \* | SoundThinking, Inc. | 695 | &nbsp;&nbsp;4851 |
| \* | Sprinklr, Inc., Class A | 19506 | &nbsp;&nbsp;124448 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro <br>Computer, Inc.<br>| 51746 | &nbsp;&nbsp;1506326 |
| \* | Synaptics, Inc. | 5261 | &nbsp;&nbsp;434085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 1264 | &nbsp;&nbsp;11123 |
| \* | Synopsys, Inc. | 1177 | &nbsp;&nbsp;547440 |
|  | TD SYNNEX Corp. | 7767 | &nbsp;&nbsp;1232390 |
|  | TE Connectivity PLC | 14289 | &nbsp;&nbsp;3183303 |
| \* | Telos Corp. | 5291 | &nbsp;&nbsp;28889 |
| \* | Teradata Corp. | 9096 | &nbsp;&nbsp;259418 |
|  | Teradyne, Inc. | 8369 | &nbsp;&nbsp;2017347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 19970 | &nbsp;&nbsp;4304533 |
| \* | Trimble, Inc. | 14995 | &nbsp;&nbsp;1013662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 200 | &nbsp;&nbsp;1126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 21137 | &nbsp;&nbsp;2075653 |
| \* | Turtle Beach Corp. | 1754 | &nbsp;&nbsp;20978 |
| \* | Twilio, Inc., Class A | 15846 | &nbsp;&nbsp;1908809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, <br>Inc.<br>| 1900 | &nbsp;&nbsp;701860 |
| \* | UiPath, Inc., Class A | 19910 | &nbsp;&nbsp;250667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 4592 | &nbsp;&nbsp;200579 |
| \* | Unity Software, Inc. | 18988 | &nbsp;&nbsp;552551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 3287 | &nbsp;&nbsp;377413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 6990 | &nbsp;&nbsp;218298 |
|  | VeriSign, Inc. | 4753 | &nbsp;&nbsp;1160825 |
| \* | Vertex, Inc., Class A | 5388 | &nbsp;&nbsp;99947 |
| \* | Viasat, Inc. | 12309 | &nbsp;&nbsp;555998 |
| \* | Viavi Solutions, Inc. | 26427 | &nbsp;&nbsp;646404 |
| \* | VirnetX Holding Corp. | 704 | &nbsp;&nbsp;14305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 12559 | &nbsp;&nbsp;253064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 1676 | &nbsp;&nbsp;83934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 21738 | &nbsp;&nbsp;391284 |
|  | Vontier Corp. | 19894 | &nbsp;&nbsp;746025 |
|  | Western Digital Corp. | 34672 | &nbsp;&nbsp;8675975 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | WidePoint Corp. | 1192 | &nbsp;&nbsp;$7855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Workday, Inc., <br>Class A<br>| 5891 | &nbsp;&nbsp;1034636 |
| # | Xerox Holdings Corp. | 15597 | &nbsp;&nbsp;34157 |
| \* | Xperi, Inc. | 5663 | &nbsp;&nbsp;32053 |
| \* | Yext, Inc. | 14477 | &nbsp;&nbsp;103655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 3681 | &nbsp;&nbsp;864961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 7393 | &nbsp;&nbsp;137362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 21167 | &nbsp;&nbsp;1949481 |
| \* | Zscaler, Inc. | 1480 | &nbsp;&nbsp;296015 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;674346642 |
| MATERIALS — (3.1%) | MATERIALS — (3.1%) | MATERIALS — (3.1%) | MATERIALS — (3.1%) |
|  | Albemarle Corp. | 6034 | &nbsp;&nbsp;1029581 |
|  | Amcor PLC | 38971 | &nbsp;&nbsp;1724467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 4707 | &nbsp;&nbsp;23912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 5501 | &nbsp;&nbsp;30641 |
|  | AptarGroup, Inc. | 7061 | &nbsp;&nbsp;882272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 39214 | &nbsp;&nbsp;172149 |
|  | Ashland, Inc. | 4608 | &nbsp;&nbsp;281825 |
| \* | Aspen Aerogels, Inc. | 6775 | &nbsp;&nbsp;22832 |
|  | Avery Dennison Corp. | 8103 | &nbsp;&nbsp;1503188 |
|  | Avient Corp. | 9312 | &nbsp;&nbsp;336629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 18241 | &nbsp;&nbsp;612533 |
|  | Balchem Corp. | 3468 | &nbsp;&nbsp;590150 |
|  | Ball Corp. | 15658 | &nbsp;&nbsp;890470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 2344 | &nbsp;&nbsp;64319 |
|  | Chemours Co. | 15755 | &nbsp;&nbsp;236167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 2420 | &nbsp;&nbsp;40704 |
| \* | Coeur Mining, Inc. | 55648 | &nbsp;&nbsp;1137445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 14350 | &nbsp;&nbsp;1103085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 4732 | &nbsp;&nbsp;118205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 1483 | &nbsp;&nbsp;28948 |
|  | Corteva, Inc. | 32710 | &nbsp;&nbsp;2381288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 20930 | &nbsp;&nbsp;2562041 |
|  | Crown Holdings, Inc. | 15246 | &nbsp;&nbsp;1595951 |
| \* | Dakota Gold Corp. | 8166 | &nbsp;&nbsp;48914 |
|  | Dow, Inc. | 35233 | &nbsp;&nbsp;970669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 19318 | &nbsp;&nbsp;848447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 9149 | &nbsp;&nbsp;634209 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Ecolab, Inc. | 6169 | &nbsp;&nbsp;$1739596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 34175 | &nbsp;&nbsp;994493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 3352 | &nbsp;&nbsp;19341 |
| \* | Flotek Industries, Inc. | 4885 | &nbsp;&nbsp;84852 |
|  | Fortitude Gold Corp. | 2144 | &nbsp;&nbsp;11813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 41883 | &nbsp;&nbsp;613586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 3210 | &nbsp;&nbsp;226690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 1032 | &nbsp;&nbsp;85842 |
|  | Hawkins, Inc. | 2677 | &nbsp;&nbsp;348679 |
|  | HB Fuller Co. | 6935 | &nbsp;&nbsp;416794 |
|  | Hecla Mining Co. | 72126 | &nbsp;&nbsp;1624278 |
|  | Huntsman Corp. | 17191 | &nbsp;&nbsp;186007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 1134 | &nbsp;&nbsp;40892 |
| \* | Ingevity Corp. | 3805 | &nbsp;&nbsp;250331 |
|  | Innospec, Inc. | 3184 | &nbsp;&nbsp;260196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 13380 | &nbsp;&nbsp;934058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 36042 | &nbsp;&nbsp;1453213 |
| \* | Intrepid Potash, Inc. | 2450 | &nbsp;&nbsp;80458 |
| \* | Ivanhoe Electric, Inc. | 7677 | &nbsp;&nbsp;131200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 2135 | &nbsp;&nbsp;261794 |
| \* | Knife River Corp. | 4635 | &nbsp;&nbsp;311333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 2707 | &nbsp;&nbsp;79748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 2667 | &nbsp;&nbsp;14002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 7441 | &nbsp;&nbsp;623109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell <br>Industries NV, <br>Class A<br>| 18667 | &nbsp;&nbsp;914683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 2807 | &nbsp;&nbsp;1830024 |
|  | Materion Corp. | 2658 | &nbsp;&nbsp;367548 |
|  | Mativ Holdings, Inc. | 7523 | &nbsp;&nbsp;90652 |
| \* | McEwen, Inc. | 7236 | &nbsp;&nbsp;174749 |
| \* | Metallus, Inc. | 6659 | &nbsp;&nbsp;132847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 4401 | &nbsp;&nbsp;289410 |
|  | Mosaic Co. | 36430 | &nbsp;&nbsp;1001825 |
| #\* | MP Materials Corp. | 3174 | &nbsp;&nbsp;186536 |
|  | Myers Industries, Inc. | 4081 | &nbsp;&nbsp;84354 |
|  | NewMarket Corp. | 1553 | &nbsp;&nbsp;1041737 |
|  | Newmont Corp. | 57490 | &nbsp;&nbsp;6459002 |
|  | Nexa Resources SA | 11001 | &nbsp;&nbsp;138723 |
|  | Nucor Corp. | 21412 | &nbsp;&nbsp;3805341 |
| \* | O-I Glass, Inc. | 19378 | &nbsp;&nbsp;296096 |
|  | Olympic Steel, Inc. | 1383 | &nbsp;&nbsp;66508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 9894 | &nbsp;&nbsp;2201910 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 15800 | &nbsp;&nbsp;$413170 |
|  | PPG Industries, Inc. | 13568 | &nbsp;&nbsp;1568868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 1720 | &nbsp;&nbsp;264433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 9250 | &nbsp;&nbsp;46620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 8590 | &nbsp;&nbsp;66658 |
|  | Reliance, Inc. | 4496 | &nbsp;&nbsp;1481432 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 12553 | &nbsp;&nbsp;3343 |
|  | Royal Gold, Inc. | 5546 | &nbsp;&nbsp;1460317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 14098 | &nbsp;&nbsp;1507922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 3589 | &nbsp;&nbsp;101282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 3399 | &nbsp;&nbsp;218284 |
|  | Sealed Air Corp. | 1855 | &nbsp;&nbsp;77687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 4537 | &nbsp;&nbsp;428837 |
|  | Sherwin-Williams Co. | 8497 | &nbsp;&nbsp;3013376 |
|  | Silgan Holdings, Inc. | 16127 | &nbsp;&nbsp;695880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 27139 | &nbsp;&nbsp;1129797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 5406 | &nbsp;&nbsp;333929 |
|  | Sonoco Products Co. | 14959 | &nbsp;&nbsp;718032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 5835 | &nbsp;&nbsp;1110517 |
|  | Steel Dynamics, Inc. | 18048 | &nbsp;&nbsp;3240879 |
|  | Stepan Co. | 2494 | &nbsp;&nbsp;143679 |
|  | Sylvamo Corp. | 4517 | &nbsp;&nbsp;221062 |
| \* | Tredegar Corp. | 2020 | &nbsp;&nbsp;17271 |
|  | TriMas Corp. | 5211 | &nbsp;&nbsp;181186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 3109 | &nbsp;&nbsp;374728 |
|  | Vulcan Materials Co. | 6953 | &nbsp;&nbsp;2089655 |
|  | Westlake Corp. | 3759 | &nbsp;&nbsp;298164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 6517 | &nbsp;&nbsp;262179 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;71214478 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 1504 | &nbsp;&nbsp;31253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 14192 | &nbsp;&nbsp;2417323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 84069 | &nbsp;&nbsp;1052544 |
| \* | CoStar Group, Inc. | 10710 | &nbsp;&nbsp;658665 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 29683 | &nbsp;&nbsp;487988 |
| \* | Douglas Elliman, Inc. | 14400 | &nbsp;&nbsp;38880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 105 | &nbsp;&nbsp;558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Forestar Group, Inc. | 6215 | &nbsp;&nbsp;$161714 |
| \* | FRP Holdings, Inc. | 2900 | &nbsp;&nbsp;69339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 7572 | &nbsp;&nbsp;618329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 4618 | &nbsp;&nbsp;1652828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 17255 | &nbsp;&nbsp;169962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 6770 | &nbsp;&nbsp;184144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 848 | &nbsp;&nbsp;14526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 16605 | &nbsp;&nbsp;296067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 1315 | &nbsp;&nbsp;10231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 1332 | &nbsp;&nbsp;20180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 1748 | &nbsp;&nbsp;33020 |
|  | St. Joe Co. | 7661 | &nbsp;&nbsp;507082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 889 | &nbsp;&nbsp;26377 |
| \* | Tejon Ranch Co. | 3436 | &nbsp;&nbsp;55285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 17587 | &nbsp;&nbsp;1108509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (ZG <br>US), Class A<br>| 3206 | &nbsp;&nbsp;199541 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;9814345 |
| UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 3045 | &nbsp;&nbsp;222163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water <br>Works Co., Inc.<br>| 6505 | &nbsp;&nbsp;839991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 900 | &nbsp;&nbsp;30024 |
|  | Atmos Energy Corp. | 6376 | &nbsp;&nbsp;1060584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 4692 | &nbsp;&nbsp;209732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy, <br>Inc.<br>| 26711 | &nbsp;&nbsp;1060160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 1966 | &nbsp;&nbsp;252985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWEN US), <br>Class C<br>| 7141 | &nbsp;&nbsp;258147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clearway Energy, Inc. <br>(CWENA US), <br>Class A<br>| 2142 | &nbsp;&nbsp;72335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, <br>Inc.<br>| 11925 | &nbsp;&nbsp;1271563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 959 | &nbsp;&nbsp;36327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Corp.<br>| 5311 | &nbsp;&nbsp;1490691 |

---

------

**U.S. Social Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Edison International | 11404 | &nbsp;&nbsp;$710241 |
|  | Essential Utilities, Inc. | 12997 | &nbsp;&nbsp;504154 |
|  | Eversource Energy | 14271 | &nbsp;&nbsp;986554 |
|  | Exelon Corp. | 30258 | &nbsp;&nbsp;1354953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 2801 | &nbsp;&nbsp;38570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Water <br>Resources, Inc.<br>| 1359 | &nbsp;&nbsp;11783 |
|  | H2O America | 1848 | &nbsp;&nbsp;96170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 25883 | &nbsp;&nbsp;530860 |
|  | Middlesex Water Co. | 1498 | &nbsp;&nbsp;78465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 14903 | &nbsp;&nbsp;737400 |
|  | NiSource, Inc. | 7241 | &nbsp;&nbsp;320704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 3500 | &nbsp;&nbsp;162960 |
|  | NRG Energy, Inc. | 24899 | &nbsp;&nbsp;3800334 |
|  | ONE Gas, Inc. | 4875 | &nbsp;&nbsp;387855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 6706 | &nbsp;&nbsp;837848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service <br>Enterprise Group, <br>Inc.<br>| 15919 | &nbsp;&nbsp;1311089 |
| \* | Pure Cycle Corp. | 2551 | &nbsp;&nbsp;29541 |
|  | RGC Resources, Inc. | 150 | &nbsp;&nbsp;3256 |
|  | Sempra | 19399 | &nbsp;&nbsp;1687907 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 5817 | &nbsp;&nbsp;$481764 |
| Spire, Inc. | 4922 | &nbsp;&nbsp;415860 |
| UGI Corp. | 16760 | &nbsp;&nbsp;672244 |
| Unitil Corp. | 1532 | &nbsp;&nbsp;77994 |
| York Water Co. | 1162 | &nbsp;&nbsp;39020 |
| TOTAL UTILITIES |  | &nbsp;&nbsp;22082228 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($952288634) |  | &nbsp;&nbsp;2236544769 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 6552818 | &nbsp;&nbsp;6552818 |
| SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 1923639 | &nbsp;&nbsp;22250731 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $981,091,821)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $981,091,821)^^ |  | &nbsp;&nbsp;$2265348318 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$209239040 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$209239040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;263019975 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;263019975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;112781971 | &nbsp;&nbsp;&nbsp;$35578 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;112817549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;46243234 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46243234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;407033376 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;407033376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;106759952 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$62506 | &nbsp;&nbsp;&nbsp;106822458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;313901596 | &nbsp;&nbsp;&nbsp;9848 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;313911444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;674314369 | &nbsp;&nbsp;&nbsp;32273 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;674346642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;71211135 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3343 | &nbsp;&nbsp;&nbsp;71214478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;9814345 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9814345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;22082228 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22082228 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;6552818 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6552818 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22250731 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22250731 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$2242954039 | &nbsp;&nbsp;&nbsp;$22328430 | &nbsp;&nbsp;&nbsp;$65,849˂˃ | &nbsp;&nbsp;&nbsp;$2265348318 |

---

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

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**U.S. Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (99.0%) | COMMON STOCKS — (99.0%) | COMMON STOCKS — (99.0%) | COMMON STOCKS — (99.0%) |
| COMMUNICATION SERVICES — (10.8%) | COMMUNICATION SERVICES — (10.8%) | COMMUNICATION SERVICES — (10.8%) | COMMUNICATION SERVICES — (10.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 549488 | &nbsp;&nbsp;$186018173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. <br>(GOOGL US), <br>Class A<br>| 640877 | &nbsp;&nbsp;216616426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMC Networks, Inc., <br>Class A<br>| 11720 | &nbsp;&nbsp;90361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AST SpaceMobile, <br>Inc.<br>| 3426 | &nbsp;&nbsp;381005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 505 | &nbsp;&nbsp;22230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 10180 | &nbsp;&nbsp;406487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 7440 | &nbsp;&nbsp;103937 |
| \* | Bumble, Inc., Class A | 15632 | &nbsp;&nbsp;52367 |
| \* | Cargurus, Inc. | 21971 | &nbsp;&nbsp;711860 |
| \* | Cars.com, Inc. | 18481 | &nbsp;&nbsp;209944 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 11688 | &nbsp;&nbsp;2409131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 500 | &nbsp;&nbsp;11840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 364343 | &nbsp;&nbsp;10839204 |
|  | Electronic Arts, Inc. | 49195 | &nbsp;&nbsp;10031844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 22631 | &nbsp;&nbsp;68119 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 23633 | &nbsp;&nbsp;104458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 9016 | &nbsp;&nbsp;204663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 1353 | &nbsp;&nbsp;4533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 64790 | &nbsp;&nbsp;4248280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 74230 | &nbsp;&nbsp;5402459 |
| \* | fuboTV, Inc., Class A | 55937 | &nbsp;&nbsp;124740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 4296 | &nbsp;&nbsp;158909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 695 | &nbsp;&nbsp;26042 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 33919 | &nbsp;&nbsp;$152975 |
| \* | Grindr, Inc. | 7689 | &nbsp;&nbsp;87039 |
| \* | Harte Hanks, Inc. | 2751 | &nbsp;&nbsp;8336 |
| \* | IMAX Corp. | 12634 | &nbsp;&nbsp;441053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 9404 | &nbsp;&nbsp;187328 |
| \* | IZEA Worldwide, Inc. | 3667 | &nbsp;&nbsp;12908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 10800 | &nbsp;&nbsp;337284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 3091 | &nbsp;&nbsp;148430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 25983 | &nbsp;&nbsp;1250042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 58503 | &nbsp;&nbsp;648798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 47957 | &nbsp;&nbsp;531364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 6277 | &nbsp;&nbsp;500214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 63642 | &nbsp;&nbsp;5538127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 9320 | &nbsp;&nbsp;87981 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 18712 | &nbsp;&nbsp;2721660 |
| \* | Magnite, Inc. | 62773 | &nbsp;&nbsp;908325 |
|  | Match Group, Inc. | 80083 | &nbsp;&nbsp;2494585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 394883 | &nbsp;&nbsp;282933670 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Motorsport Games, <br>Inc., Class A<br>| 3512 | &nbsp;&nbsp;14469 |
| \* | Netflix, Inc. | 613790 | &nbsp;&nbsp;51245327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 49129 | &nbsp;&nbsp;3601647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 45680 | &nbsp;&nbsp;1420648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 95450 | &nbsp;&nbsp;2580014 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 15446 | &nbsp;&nbsp;$3280421 |
|  | Omnicom Group, Inc. | 111002 | &nbsp;&nbsp;8551594 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 49746 | &nbsp;&nbsp;557653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinterest, Inc., <br>Class A<br>| 175462 | &nbsp;&nbsp;3882974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 24857 | &nbsp;&nbsp;180462 |
| \* | QuinStreet, Inc. | 17179 | &nbsp;&nbsp;228309 |
| \* | Reddit, Inc., Class A | 25174 | &nbsp;&nbsp;4538117 |
| \* | Reservoir Media, Inc. | 7410 | &nbsp;&nbsp;55946 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ROBLOX Corp., <br>Class A<br>| 38058 | &nbsp;&nbsp;2502694 |
| \* | Roku, Inc. | 18516 | &nbsp;&nbsp;1762723 |
|  | Scholastic Corp. | 8517 | &nbsp;&nbsp;297839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 984 | &nbsp;&nbsp;11680 |
|  | Shutterstock, Inc. | 13380 | &nbsp;&nbsp;265593 |
|  | Sinclair, Inc. | 16107 | &nbsp;&nbsp;233713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 55900 | &nbsp;&nbsp;1137565 |
| \* | Snap, Inc., Class A | 369449 | &nbsp;&nbsp;2560282 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 8869 | &nbsp;&nbsp;847078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spotify Technology <br>SA<br>| 21644 | &nbsp;&nbsp;10829575 |
| \* | Stagwell, Inc. | 94859 | &nbsp;&nbsp;570103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 621 | &nbsp;&nbsp;6204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 20495 | &nbsp;&nbsp;4515049 |
| \* | TechTarget, Inc. | 6809 | &nbsp;&nbsp;35679 |
|  | TEGNA, Inc. | 17942 | &nbsp;&nbsp;343769 |
| \* | Thryv Holdings, Inc. | 16195 | &nbsp;&nbsp;77898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKO Group Holdings, <br>Inc.<br>| 5270 | &nbsp;&nbsp;1067597 |
|  | T-Mobile U.S., Inc. | 6172 | &nbsp;&nbsp;1217180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Townsquare Media, <br>Inc., Class A<br>| 1706 | &nbsp;&nbsp;11208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trade Desk, Inc., <br>Class A<br>| 24929 | &nbsp;&nbsp;756097 |
| \* | Travelzoo | 800 | &nbsp;&nbsp;4680 |
| \* | TripAdvisor, Inc. | 35085 | &nbsp;&nbsp;466280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 74212 | &nbsp;&nbsp;3303918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 14573 | &nbsp;&nbsp;474788 |
|  | Walt Disney Co. | 101181 | &nbsp;&nbsp;11413217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 515260 | &nbsp;&nbsp;14190260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 40734 | &nbsp;&nbsp;1221205 |
| \* | Yelp, Inc. | 21964 | &nbsp;&nbsp;601374 |
|  | Zedge, Inc., Class B | 148 | &nbsp;&nbsp;460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Ziff Davis, Inc. | 12244 | &nbsp;&nbsp;$467966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 67600 | &nbsp;&nbsp;544180 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;879112566 |
| CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) | CONSUMER DISCRETIONARY — (11.6%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 16230 | &nbsp;&nbsp;70114 |
| \* | 1stdibs.com, Inc. | 2009 | &nbsp;&nbsp;11009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 22043 | &nbsp;&nbsp;2152058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 26952 | &nbsp;&nbsp;1482630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 25706 | &nbsp;&nbsp;2491940 |
| \* | Adient PLC | 19953 | &nbsp;&nbsp;415022 |
|  | ADT, Inc. | 301741 | &nbsp;&nbsp;2413928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 18778 | &nbsp;&nbsp;1944462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advance Auto Parts, <br>Inc.<br>| 13670 | &nbsp;&nbsp;656297 |
| \* | Airbnb, Inc., Class A | 51430 | &nbsp;&nbsp;6653499 |
| \* | Amazon.com, Inc. | 942645 | &nbsp;&nbsp;225574948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 72558 | &nbsp;&nbsp;1691327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 7366 | &nbsp;&nbsp;307751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;America's Car-Mart, <br>Inc.<br>| 3515 | &nbsp;&nbsp;90406 |
| \* | Aptiv PLC | 66786 | &nbsp;&nbsp;5059039 |
|  | Aramark | 67508 | &nbsp;&nbsp;2598383 |
|  | Arko Corp. | 5315 | &nbsp;&nbsp;28223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 9104 | &nbsp;&nbsp;2134979 |
|  | Autoliv, Inc. | 19475 | &nbsp;&nbsp;2361149 |
| \* | AutoNation, Inc. | 21551 | &nbsp;&nbsp;4417524 |
| \* | AutoZone, Inc. | 2017 | &nbsp;&nbsp;7471553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 1000 | &nbsp;&nbsp;15800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works, <br>Inc.<br>| 54476 | &nbsp;&nbsp;1187577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 11137 | &nbsp;&nbsp;240225 |
|  | Best Buy Co., Inc. | 65956 | &nbsp;&nbsp;4293736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 21771 | &nbsp;&nbsp;822073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings, <br>Inc.<br>| 6305 | &nbsp;&nbsp;31536601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 9843 | &nbsp;&nbsp;1756779 |
|  | BorgWarner, Inc. | 82428 | &nbsp;&nbsp;3907911 |
| \*» | Bowl America, Inc. | 348 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 13990 | &nbsp;&nbsp;1295894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 41844 | &nbsp;&nbsp;605901 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Brunswick Corp. | 16189 | &nbsp;&nbsp;$1298682 |
|  | Buckle, Inc. | 23029 | &nbsp;&nbsp;1089272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 10909 | &nbsp;&nbsp;651049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Stores, <br>Inc.<br>| 14777 | &nbsp;&nbsp;4371923 |
|  | Caleres, Inc. | 13712 | &nbsp;&nbsp;167561 |
| #\* | Callaway Golf Co. | 29171 | &nbsp;&nbsp;418604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 5721 | &nbsp;&nbsp;75460 |
| \* | Capri Holdings Ltd. | 37998 | &nbsp;&nbsp;857615 |
| \* | CarMax, Inc. | 48657 | &nbsp;&nbsp;2167183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 8915 | &nbsp;&nbsp;382543 |
|  | Carter's, Inc. | 5783 | &nbsp;&nbsp;200150 |
| \* | Carvana Co. | 21574 | &nbsp;&nbsp;8653547 |
| \* | Cato Corp., Class A | 7874 | &nbsp;&nbsp;24016 |
| \* | Cavco Industries, Inc. | 3476 | &nbsp;&nbsp;1710262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 12508 | &nbsp;&nbsp;787754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 17629 | &nbsp;&nbsp;1381761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 8507 | &nbsp;&nbsp;493066 |
| \* | Chewy, Inc., Class A | 36101 | &nbsp;&nbsp;1050900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 125350 | &nbsp;&nbsp;4872354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 3377 | &nbsp;&nbsp;347156 |
| \* | Citi Trends, Inc. | 3888 | &nbsp;&nbsp;167767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 16460 | &nbsp;&nbsp;909909 |
| \* | Coupang, Inc. | 168032 | &nbsp;&nbsp;3387525 |
| \* | Coursera, Inc. | 96523 | &nbsp;&nbsp;584929 |
|  | Cricut, Inc., Class A | 25400 | &nbsp;&nbsp;113538 |
| \* | Crocs, Inc. | 7710 | &nbsp;&nbsp;647023 |
|  | Dana, Inc. | 31504 | &nbsp;&nbsp;910466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 81991 | &nbsp;&nbsp;9784806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 23730 | &nbsp;&nbsp;150448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 38187 | &nbsp;&nbsp;26082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting <br>Goods, Inc.<br>| 24893 | &nbsp;&nbsp;5028386 |
| # | Dillard's, Inc., Class A | 4945 | &nbsp;&nbsp;3004384 |
|  | Domino's Pizza, Inc. | 4038 | &nbsp;&nbsp;1656913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoorDash, Inc., <br>Class A<br>| 45222 | &nbsp;&nbsp;9253326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 8936 | &nbsp;&nbsp;1109851 |
|  | DR Horton, Inc. | 102854 | &nbsp;&nbsp;15308789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 9383 | &nbsp;&nbsp;172553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 47151 | &nbsp;&nbsp;$733198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 13286 | &nbsp;&nbsp;32019 |
|  | eBay, Inc. | 127088 | &nbsp;&nbsp;11592967 |
|  | Escalade, Inc. | 1044 | &nbsp;&nbsp;15180 |
| \* | Etsy, Inc. | 43551 | &nbsp;&nbsp;2306461 |
|  | Expedia Group, Inc. | 46879 | &nbsp;&nbsp;12415434 |
| \* | Figs, Inc., Class A | 69298 | &nbsp;&nbsp;749111 |
| \* | Five Below, Inc. | 14838 | &nbsp;&nbsp;2843554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flanigan's <br>Enterprises, Inc.<br>| 8 | &nbsp;&nbsp;260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 1661 | &nbsp;&nbsp;66490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 28457 | &nbsp;&nbsp;1877024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment <br>PLC<br>| 38512 | &nbsp;&nbsp;6360257 |
|  | Ford Motor Co. | 936036 | &nbsp;&nbsp;12992180 |
| \* | Fossil Group, Inc. | 2445 | &nbsp;&nbsp;8484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 7792 | &nbsp;&nbsp;143373 |
| \* | Frontdoor, Inc. | 11133 | &nbsp;&nbsp;658072 |
| \* | Funko, Inc., Class A | 29673 | &nbsp;&nbsp;120472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp., <br>Class A<br>| 58726 | &nbsp;&nbsp;1402377 |
|  | Gap, Inc. | 136903 | &nbsp;&nbsp;3830546 |
|  | Garmin Ltd. | 33720 | &nbsp;&nbsp;6799301 |
|  | Garrett Motion, Inc. | 59560 | &nbsp;&nbsp;1074462 |
|  | General Motors Co. | 305949 | &nbsp;&nbsp;25699716 |
| \* | Genesco, Inc. | 5487 | &nbsp;&nbsp;158739 |
|  | Gentex Corp. | 21042 | &nbsp;&nbsp;484176 |
| \* | Gentherm, Inc. | 6437 | &nbsp;&nbsp;205727 |
|  | Genuine Parts Co. | 46496 | &nbsp;&nbsp;6462479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 8997 | &nbsp;&nbsp;359250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 17412 | &nbsp;&nbsp;511042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 49601 | &nbsp;&nbsp;339767 |
|  | Gold.com, Inc. | 5406 | &nbsp;&nbsp;280301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 615 | &nbsp;&nbsp;717477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 4427 | &nbsp;&nbsp;769590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 19788 | &nbsp;&nbsp;1373089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 7038 | &nbsp;&nbsp;2493282 |
| \* | Groupon, Inc. | 12916 | &nbsp;&nbsp;182761 |
|  | H&R Block, Inc. | 28803 | &nbsp;&nbsp;1136278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 2900 | &nbsp;&nbsp;55361 |
|  | Harley-Davidson, Inc. | 11640 | &nbsp;&nbsp;230472 |
|  | Hasbro, Inc. | 39088 | &nbsp;&nbsp;3490949 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Helen of Troy Ltd. | 7531 | &nbsp;&nbsp;$124713 |
|  | Home Depot, Inc. | 145434 | &nbsp;&nbsp;54478122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 4239 | &nbsp;&nbsp;56252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 1200 | &nbsp;&nbsp;135180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 5234 | &nbsp;&nbsp;1508125 |
|  | JAKKS Pacific, Inc. | 6498 | &nbsp;&nbsp;118718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 4369 | &nbsp;&nbsp;198309 |
|  | KB Home | 39227 | &nbsp;&nbsp;2257122 |
|  | Kohl's Corp. | 35116 | &nbsp;&nbsp;613477 |
|  | Kontoor Brands, Inc. | 20717 | &nbsp;&nbsp;1237426 |
| \* | Koss Corp. | 2113 | &nbsp;&nbsp;9149 |
| \* | Lands' End, Inc. | 15955 | &nbsp;&nbsp;283361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 85195 | &nbsp;&nbsp;4492332 |
| \* | Latham Group, Inc. | 5809 | &nbsp;&nbsp;36539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 45531 | &nbsp;&nbsp;1561713 |
|  | La-Z-Boy, Inc. | 16027 | &nbsp;&nbsp;583543 |
|  | LCI Industries | 8650 | &nbsp;&nbsp;1268868 |
|  | Lear Corp. | 15271 | &nbsp;&nbsp;1788081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 4151 | &nbsp;&nbsp;86133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 57329 | &nbsp;&nbsp;6268926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 6006 | &nbsp;&nbsp;608168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 33542 | &nbsp;&nbsp;666815 |
| \* | LGI Homes, Inc. | 11406 | &nbsp;&nbsp;571555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 5315 | &nbsp;&nbsp;427539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 12804 | &nbsp;&nbsp;1057354 |
|  | Lifetime Brands, Inc. | 8691 | &nbsp;&nbsp;27377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 6441 | &nbsp;&nbsp;171717 |
|  | Lithia Motors, Inc. | 11045 | &nbsp;&nbsp;3572395 |
| \* | Live Ventures, Inc. | 1033 | &nbsp;&nbsp;20722 |
|  | LKQ Corp. | 67233 | &nbsp;&nbsp;2208604 |
| \* | Lovesac Co. | 2208 | &nbsp;&nbsp;29411 |
|  | Lowe's Cos., Inc. | 58073 | &nbsp;&nbsp;15508975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 52231 | &nbsp;&nbsp;9114309 |
| \* | M/I Homes, Inc. | 4720 | &nbsp;&nbsp;631064 |
|  | Macy's, Inc. | 112241 | &nbsp;&nbsp;2247065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 5777 | &nbsp;&nbsp;187752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 15321 | &nbsp;&nbsp;148001 |
| \* | MarineMax, Inc. | 10336 | &nbsp;&nbsp;279382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 8081 | &nbsp;&nbsp;173984 |
| \* | Mattel, Inc. | 65783 | &nbsp;&nbsp;1374207 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | McDonald's Corp. | 66182 | &nbsp;&nbsp;$20847330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 14026 | &nbsp;&nbsp;974947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 39579 | &nbsp;&nbsp;1327480 |
| \* | Mister Car Wash, Inc. | 77260 | &nbsp;&nbsp;428793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobileye Global, Inc., <br>Class A<br>| 30168 | &nbsp;&nbsp;270909 |
|  | Monro, Inc. | 11204 | &nbsp;&nbsp;209739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 1259 | &nbsp;&nbsp;15649 |
|  | Movado Group, Inc. | 6505 | &nbsp;&nbsp;148314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 31080 | &nbsp;&nbsp;818958 |
|  | Newell Brands, Inc. | 30858 | &nbsp;&nbsp;131147 |
|  | NIKE, Inc., Class B | 159849 | &nbsp;&nbsp;9880267 |
| \* | NVR, Inc. | 1322 | &nbsp;&nbsp;10094435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 18614 | &nbsp;&nbsp;2053310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 2256 | &nbsp;&nbsp;44330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 3499 | &nbsp;&nbsp;46467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;O'Reilly Automotive, <br>Inc.<br>| 55155 | &nbsp;&nbsp;5427804 |
|  | Oxford Industries, Inc. | 6265 | &nbsp;&nbsp;230865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 4979 | &nbsp;&nbsp;175111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 34041 | &nbsp;&nbsp;5337288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 2875 | &nbsp;&nbsp;92086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 94143 | &nbsp;&nbsp;253245 |
|  | Phinia, Inc. | 11582 | &nbsp;&nbsp;824291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Planet Fitness, Inc., <br>Class A<br>| 12454 | &nbsp;&nbsp;1133812 |
| # | Polaris, Inc. | 12038 | &nbsp;&nbsp;768506 |
|  | Pool Corp. | 9511 | &nbsp;&nbsp;2416650 |
|  | PulteGroup, Inc. | 65385 | &nbsp;&nbsp;8179010 |
|  | PVH Corp. | 15839 | &nbsp;&nbsp;987720 |
|  | Ralph Lauren Corp. | 15199 | &nbsp;&nbsp;5371479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rave Restaurant <br>Group, Inc.<br>| 2343 | &nbsp;&nbsp;7826 |
| \* | Revolve Group, Inc. | 13079 | &nbsp;&nbsp;361634 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 182043 | &nbsp;&nbsp;2685134 |
|  | Rocky Brands, Inc. | 2430 | &nbsp;&nbsp;78222 |
|  | Ross Stores, Inc. | 75366 | &nbsp;&nbsp;14217796 |
| \* | Sabre Corp. | 41067 | &nbsp;&nbsp;53387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 39595 | &nbsp;&nbsp;602636 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 23982 | &nbsp;&nbsp;248454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 24390 | &nbsp;&nbsp;1961688 |
| #\* | SharkNinja, Inc. | 77579 | &nbsp;&nbsp;9169838 |
|  | Shoe Carnival, Inc. | 8969 | &nbsp;&nbsp;170949 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Signet Jewelers Ltd. | 17900 | &nbsp;&nbsp;$1651633 |
| \* | Sleep Number Corp. | 6945 | &nbsp;&nbsp;80840 |
| \* | Solid Power, Inc. | 17259 | &nbsp;&nbsp;77320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 63456 | &nbsp;&nbsp;5574610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 13945 | &nbsp;&nbsp;836142 |
| \* | Sonos, Inc. | 27642 | &nbsp;&nbsp;396663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 9214 | &nbsp;&nbsp;367915 |
|  | Steven Madden Ltd. | 23483 | &nbsp;&nbsp;1030434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 33295 | &nbsp;&nbsp;159816 |
| \* | Stoneridge, Inc. | 1607 | &nbsp;&nbsp;10574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 3969 | &nbsp;&nbsp;337444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 717 | &nbsp;&nbsp;56729 |
| \* | Stride, Inc. | 4260 | &nbsp;&nbsp;360396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sweetgreen, Inc., <br>Class A<br>| 12368 | &nbsp;&nbsp;75940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tandy Leather <br>Factory, Inc.<br>| 129 | &nbsp;&nbsp;368 |
|  | Tapestry, Inc. | 124113 | &nbsp;&nbsp;15751181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 76979 | &nbsp;&nbsp;4691870 |
| \* | Tesla, Inc. | 207066 | &nbsp;&nbsp;89123277 |
|  | Thor Industries, Inc. | 20540 | &nbsp;&nbsp;2297810 |
|  | TJX Cos., Inc. | 159841 | &nbsp;&nbsp;23945780 |
|  | Toll Brothers, Inc. | 45066 | &nbsp;&nbsp;6511586 |
| \* | TopBuild Corp. | 7132 | &nbsp;&nbsp;3338133 |
|  | Tractor Supply Co. | 87271 | &nbsp;&nbsp;4440348 |
|  | Travel & Leisure Co. | 9314 | &nbsp;&nbsp;647696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 56277 | &nbsp;&nbsp;1876838 |
| \* | Ulta Beauty, Inc. | 15318 | &nbsp;&nbsp;9916260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 100890 | &nbsp;&nbsp;612402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 18979 | &nbsp;&nbsp;117100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 3090 | &nbsp;&nbsp;85995 |
|  | Upbound Group, Inc. | 17363 | &nbsp;&nbsp;328161 |
| \* | Urban Outfitters, Inc. | 51997 | &nbsp;&nbsp;3683987 |
| \* | Valvoline, Inc. | 44467 | &nbsp;&nbsp;1454960 |
| \* | Vera Bradley, Inc. | 10964 | &nbsp;&nbsp;26314 |
|  | VF Corp. | 21913 | &nbsp;&nbsp;429276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Victoria's Secret & <br>Co.<br>| 32969 | &nbsp;&nbsp;1797140 |
|  | Visteon Corp. | 10795 | &nbsp;&nbsp;980834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warby Parker, Inc., <br>Class A<br>| 26595 | &nbsp;&nbsp;678438 |
| #\* | Wayfair, Inc., Class A | 28218 | &nbsp;&nbsp;2920281 |
| # | Wendy's Co. | 29492 | &nbsp;&nbsp;229743 |
|  | Weyco Group, Inc. | 3454 | &nbsp;&nbsp;109215 |
| # | Whirlpool Corp. | 15761 | &nbsp;&nbsp;1260722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams-Sonoma, <br>Inc.<br>| 45518 | &nbsp;&nbsp;9315259 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Wingstop, Inc. | 4365 | &nbsp;&nbsp;$1158602 |
|  | Winmark Corp. | 1273 | &nbsp;&nbsp;573728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 7319 | &nbsp;&nbsp;336015 |
| #\* | YETI Holdings, Inc. | 35806 | &nbsp;&nbsp;1636692 |
|  | Yum! Brands, Inc. | 33004 | &nbsp;&nbsp;5132122 |
| \* | Zumiez, Inc. | 9315 | &nbsp;&nbsp;229242 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;940711791 |
| CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 130093 | &nbsp;&nbsp;2166048 |
|  | Andersons, Inc. | 9047 | &nbsp;&nbsp;560824 |
| \* | AXIL Brands, Inc. | 2069 | &nbsp;&nbsp;14090 |
|  | B&G Foods, Inc. | 28379 | &nbsp;&nbsp;124016 |
| \* | BellRing Brands, Inc. | 33319 | &nbsp;&nbsp;828644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 50479 | &nbsp;&nbsp;4666279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 1315 | &nbsp;&nbsp;280910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 12676 | &nbsp;&nbsp;352773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 66959 | &nbsp;&nbsp;1832668 |
|  | Bunge Global SA | 41717 | &nbsp;&nbsp;4750732 |
|  | Calavo Growers, Inc. | 6792 | &nbsp;&nbsp;172788 |
|  | Campbell's Co. | 2500 | &nbsp;&nbsp;69950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 11943 | &nbsp;&nbsp;7243429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 1055 | &nbsp;&nbsp;35691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 18752 | &nbsp;&nbsp;575124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 13090 | &nbsp;&nbsp;823361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 60583 | &nbsp;&nbsp;5831114 |
|  | Clorox Co. | 20581 | &nbsp;&nbsp;2321331 |
|  | Coca-Cola Co. | 463599 | &nbsp;&nbsp;34681841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 17630 | &nbsp;&nbsp;2680818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Holding Co., <br>Inc.<br>| 695 | &nbsp;&nbsp;2217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>Co.<br>| 121142 | &nbsp;&nbsp;10937911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 20888 | &nbsp;&nbsp;3273150 |
| \* | Coty, Inc., Class A | 368905 | &nbsp;&nbsp;1169429 |
|  | Dollar General Corp. | 75155 | &nbsp;&nbsp;10779482 |
| #\* | Dollar Tree, Inc. | 62799 | &nbsp;&nbsp;7384534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 8392 | &nbsp;&nbsp;163308 |
| \* | elf Beauty, Inc. | 13580 | &nbsp;&nbsp;1154164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 20067 | &nbsp;&nbsp;438063 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 41429 | &nbsp;&nbsp;$4775935 |
| \*» | Fresh Market, Inc. | 1517 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 4002 | &nbsp;&nbsp;278939 |
|  | General Mills, Inc. | 140483 | &nbsp;&nbsp;6498744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 25230 | &nbsp;&nbsp;240442 |
| \* | Herbalife Ltd. | 33508 | &nbsp;&nbsp;577678 |
|  | Hershey Co. | 23126 | &nbsp;&nbsp;4503789 |
| \* | HF Foods Group, Inc. | 4268 | &nbsp;&nbsp;8152 |
| \* | Honest Co., Inc. | 53203 | &nbsp;&nbsp;131411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 5503 | &nbsp;&nbsp;411955 |
|  | Interparfums, Inc. | 13820 | &nbsp;&nbsp;1348417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 4082 | &nbsp;&nbsp;387790 |
|  | J.M. Smucker Co. | 31758 | &nbsp;&nbsp;3330144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 3357 | &nbsp;&nbsp;271581 |
|  | Kenvue, Inc. | 334206 | &nbsp;&nbsp;5815184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, <br>Inc.<br>| 172862 | &nbsp;&nbsp;4743333 |
|  | Kraft Heinz Co. | 172498 | &nbsp;&nbsp;4095103 |
|  | Kroger Co. | 220174 | &nbsp;&nbsp;13837936 |
| \* | Lifeway Foods, Inc. | 1321 | &nbsp;&nbsp;29102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 2572 | &nbsp;&nbsp;38837 |
| \* | Mannatech, Inc. | 805 | &nbsp;&nbsp;6094 |
| \* | Maplebear, Inc. | 89588 | &nbsp;&nbsp;3329090 |
|  | Marzetti Co. | 4588 | &nbsp;&nbsp;787163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 88760 | &nbsp;&nbsp;5488031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 400 | &nbsp;&nbsp;24668 |
| \* | Mission Produce, Inc. | 8172 | &nbsp;&nbsp;109995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez <br>International, Inc., <br>Class A<br>| 135213 | &nbsp;&nbsp;7905904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 250095 | &nbsp;&nbsp;20197672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 13927 | &nbsp;&nbsp;474632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 1014 | &nbsp;&nbsp;4157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 9071 | &nbsp;&nbsp;247820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 6479 | &nbsp;&nbsp;163400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 23928 | &nbsp;&nbsp;253876 |
|  | PepsiCo, Inc. | 127055 | &nbsp;&nbsp;19519460 |
|  | PriceSmart, Inc. | 12402 | &nbsp;&nbsp;1763688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Co.<br>| 234524 | &nbsp;&nbsp;35593707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 27654 | &nbsp;&nbsp;519066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 7473 | &nbsp;&nbsp;$476105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 54647 | &nbsp;&nbsp;3875019 |
|  | Sysco Corp. | 99991 | &nbsp;&nbsp;8384245 |
|  | Target Corp. | 137965 | &nbsp;&nbsp;14551169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 87889 | &nbsp;&nbsp;7349278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 32700 | &nbsp;&nbsp;1217421 |
|  | United-Guardian, Inc. | 1797 | &nbsp;&nbsp;12956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 10221 | &nbsp;&nbsp;221796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 2601 | &nbsp;&nbsp;92752 |
| \* | Vital Farms, Inc. | 15995 | &nbsp;&nbsp;455058 |
|  | Walmart, Inc. | 546792 | &nbsp;&nbsp;65144799 |
|  | WD-40 Co. | 4336 | &nbsp;&nbsp;1002613 |
|  | Weis Markets, Inc. | 12178 | &nbsp;&nbsp;866465 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;356677260 |
| ENERGY — (1.6%) | ENERGY — (1.6%) | ENERGY — (1.6%) | ENERGY — (1.6%) |
|  | Archrock, Inc. | 156925 | &nbsp;&nbsp;4643411 |
|  | Baker Hughes Co. | 291263 | &nbsp;&nbsp;16322378 |
| \* | Bristow Group, Inc. | 14313 | &nbsp;&nbsp;629199 |
|  | Cactus, Inc., Class A | 26090 | &nbsp;&nbsp;1467041 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 8197 | &nbsp;&nbsp;2281061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 45500 | &nbsp;&nbsp;100100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 5812 | &nbsp;&nbsp;52366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 46856 | &nbsp;&nbsp;750165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 10231 | &nbsp;&nbsp;462850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 3600 | &nbsp;&nbsp;55656 |
|  | Halliburton Co. | 210693 | &nbsp;&nbsp;7062429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 101210 | &nbsp;&nbsp;803607 |
|  | HF Sinclair Corp. | 35514 | &nbsp;&nbsp;1846373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 24332 | &nbsp;&nbsp;604650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 53768 | &nbsp;&nbsp;2258794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mammoth Energy <br>Services, Inc.<br>| 2903 | &nbsp;&nbsp;6793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 30872 | &nbsp;&nbsp;5439338 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;MIND Technology, <br>Inc.<br>| 2233 | &nbsp;&nbsp;19539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 14200 | &nbsp;&nbsp;491888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NCS Multistage <br>Holdings, Inc.<br>| 500 | &nbsp;&nbsp;19940 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Noble Corp. PLC | 13047 | &nbsp;&nbsp;$464734 |
|  | NOV, Inc. | 113796 | &nbsp;&nbsp;2088157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 72468 | &nbsp;&nbsp;2181287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 58080 | &nbsp;&nbsp;491938 |
|  | ONEOK, Inc. | 39937 | &nbsp;&nbsp;3162611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PBF Energy, Inc., <br>Class A<br>| 23700 | &nbsp;&nbsp;793002 |
|  | Phillips 66 | 42160 | &nbsp;&nbsp;6052490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 2845 | &nbsp;&nbsp;43870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 23764 | &nbsp;&nbsp;803461 |
|  | RPC, Inc. | 35589 | &nbsp;&nbsp;236667 |
| \* | Seadrill Ltd. | 3971 | &nbsp;&nbsp;152804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 51492 | &nbsp;&nbsp;622538 |
|  | SLB Ltd. | 448688 | &nbsp;&nbsp;21707525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 16993 | &nbsp;&nbsp;937844 |
| \* | Stabilis Solutions, Inc. | 1422 | &nbsp;&nbsp;7906 |
|  | TechnipFMC PLC | 273545 | &nbsp;&nbsp;15241927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 73498 | &nbsp;&nbsp;837877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 22419 | &nbsp;&nbsp;7809883 |
| \* | Transocean Ltd. | 75335 | &nbsp;&nbsp;374415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uranium Energy <br>Corp.<br>| 73637 | &nbsp;&nbsp;1269502 |
|  | Valero Energy Corp. | 60835 | &nbsp;&nbsp;11037294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 38713 | &nbsp;&nbsp;3642119 |
|  | World Kinect Corp. | 37347 | &nbsp;&nbsp;1005008 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;126282437 |
| FINANCIALS — (17.5%) | FINANCIALS — (17.5%) | FINANCIALS — (17.5%) | FINANCIALS — (17.5%) |
|  | 1st Source Corp. | 11484 | &nbsp;&nbsp;773218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 9378 | &nbsp;&nbsp;519729 |
|  | ACNB Corp. | 674 | &nbsp;&nbsp;34050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 18294 | &nbsp;&nbsp;5727668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affinity Bancshares, <br>Inc.<br>| 498 | &nbsp;&nbsp;10045 |
| \* | Affirm Holdings, Inc. | 78448 | &nbsp;&nbsp;4730414 |
|  | Aflac, Inc. | 151527 | &nbsp;&nbsp;16811921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 750 | &nbsp;&nbsp;18465 |
|  | Allstate Corp. | 51812 | &nbsp;&nbsp;10310070 |
|  | Ally Financial, Inc. | 131532 | &nbsp;&nbsp;5561173 |
| \* | AlTi Global, Inc. | 3745 | &nbsp;&nbsp;17564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 19123 | &nbsp;&nbsp;742737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerant Bancorp, <br>Inc.<br>| 14313 | &nbsp;&nbsp;310592 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 1774 | &nbsp;&nbsp;$19603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express <br>Co.<br>| 75369 | &nbsp;&nbsp;26542701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 27789 | &nbsp;&nbsp;3620073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 167709 | &nbsp;&nbsp;12558050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 27030 | &nbsp;&nbsp;14249946 |
|  | Ameris Bancorp | 26226 | &nbsp;&nbsp;2114340 |
|  | AMERISAFE, Inc. | 7337 | &nbsp;&nbsp;275945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 3000 | &nbsp;&nbsp;9900 |
|  | Ames National Corp. | 1387 | &nbsp;&nbsp;36201 |
|  | Aon PLC, Class A | 34386 | &nbsp;&nbsp;12022721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 124959 | &nbsp;&nbsp;16811984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 109663 | &nbsp;&nbsp;10532035 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES Management <br>Corp., Class A<br>| 19661 | &nbsp;&nbsp;2942662 |
|  | Arrow Financial Corp. | 6059 | &nbsp;&nbsp;204855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 25034 | &nbsp;&nbsp;6242729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 23629 | &nbsp;&nbsp;1051963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 14907 | &nbsp;&nbsp;406365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 670 | &nbsp;&nbsp;26432 |
|  | Assurant, Inc. | 19788 | &nbsp;&nbsp;4712116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 28327 | &nbsp;&nbsp;2403546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 34463 | &nbsp;&nbsp;1338543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 6399 | &nbsp;&nbsp;330380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 54623 | &nbsp;&nbsp;5636001 |
| \* | Axos Financial, Inc. | 18072 | &nbsp;&nbsp;1788947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 4425 | &nbsp;&nbsp;96996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 33351 | &nbsp;&nbsp;666353 |
|  | BancFirst Corp. | 10319 | &nbsp;&nbsp;1134574 |
| \* | Bancorp, Inc. | 20689 | &nbsp;&nbsp;1229754 |
|  | Bank First Corp. | 328 | &nbsp;&nbsp;45769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America <br>Corp.<br>| 706241 | &nbsp;&nbsp;37572021 |
|  | Bank of Hawaii Corp. | 7730 | &nbsp;&nbsp;578049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 4276 | &nbsp;&nbsp;114811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 114520 | &nbsp;&nbsp;13733238 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 17367 | &nbsp;&nbsp;$899611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the James <br>Financial Group, <br>Inc.<br>| 4 | &nbsp;&nbsp;76 |
|  | Bank OZK | 25577 | &nbsp;&nbsp;1216442 |
|  | Bank7 Corp. | 640 | &nbsp;&nbsp;28442 |
|  | BankUnited, Inc. | 14886 | &nbsp;&nbsp;706638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 459 | &nbsp;&nbsp;22119 |
|  | Banner Corp. | 23284 | &nbsp;&nbsp;1439883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 5537 | &nbsp;&nbsp;187760 |
|  | BayCom Corp. | 470 | &nbsp;&nbsp;13715 |
|  | BCB Bancorp, Inc. | 4016 | &nbsp;&nbsp;31686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 46399 | &nbsp;&nbsp;1315412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 122947 | &nbsp;&nbsp;1120047 |
|  | Blackrock, Inc. | 14348 | &nbsp;&nbsp;16054551 |
|  | Blackstone, Inc. | 73635 | &nbsp;&nbsp;10487097 |
| \* | Block, Inc. | 107454 | &nbsp;&nbsp;6493445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge <br>Bankshares, Inc.<br>| 4047 | &nbsp;&nbsp;17200 |
|  | BOK Financial Corp. | 17484 | &nbsp;&nbsp;2271871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowhead Specialty <br>Holdings, Inc.<br>| 7104 | &nbsp;&nbsp;174474 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BRC Group Holdings, <br>Inc.<br>| 9799 | &nbsp;&nbsp;81920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 20048 | &nbsp;&nbsp;1454282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 6348 | &nbsp;&nbsp;121945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 39477 | &nbsp;&nbsp;2528897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Broadway Financial <br>Corp.<br>| 132 | &nbsp;&nbsp;1080 |
|  | Brown & Brown, Inc. | 30598 | &nbsp;&nbsp;2206116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 308 | &nbsp;&nbsp;20168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 3343 | &nbsp;&nbsp;94172 |
| \* | BV Financial, Inc. | 887 | &nbsp;&nbsp;16959 |
|  | Byline Bancorp, Inc. | 10918 | &nbsp;&nbsp;348612 |
|  | C&F Financial Corp. | 215 | &nbsp;&nbsp;16190 |
|  | Cadence Bank | 37851 | &nbsp;&nbsp;1593906 |
|  | California BanCorp | 1248 | &nbsp;&nbsp;22452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 5650 | &nbsp;&nbsp;268771 |
|  | Capital Bancorp, Inc. | 392 | &nbsp;&nbsp;12042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 7273 | &nbsp;&nbsp;303720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 108262 | &nbsp;&nbsp;23701800 |
|  | Carlyle Group, Inc. | 120278 | &nbsp;&nbsp;7069941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 561 | &nbsp;&nbsp;$12011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 996 | &nbsp;&nbsp;44780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 23234 | &nbsp;&nbsp;1189116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CB Financial Services, <br>Inc.<br>| 318 | &nbsp;&nbsp;11394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 24920 | &nbsp;&nbsp;6605295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 1255 | &nbsp;&nbsp;40875 |
|  | CF Bankshares, Inc. | 1038 | &nbsp;&nbsp;30216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab <br>Corp.<br>| 170911 | &nbsp;&nbsp;17761071 |
|  | Chubb Ltd. | 51617 | &nbsp;&nbsp;15978559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 34691 | &nbsp;&nbsp;5581435 |
|  | Citigroup, Inc. | 199306 | &nbsp;&nbsp;23061697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 11409 | &nbsp;&nbsp;259669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 4179 | &nbsp;&nbsp;75807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 123101 | &nbsp;&nbsp;7752901 |
| #\* | Citizens, Inc. | 4745 | &nbsp;&nbsp;26335 |
|  | City Holding Co. | 5520 | &nbsp;&nbsp;679457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 800 | &nbsp;&nbsp;19304 |
|  | CME Group, Inc. | 28171 | &nbsp;&nbsp;8143109 |
|  | CNB Financial Corp. | 11504 | &nbsp;&nbsp;318661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 35165 | &nbsp;&nbsp;1478688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 3083 | &nbsp;&nbsp;295290 |
|  | Cohen & Steers, Inc. | 17390 | &nbsp;&nbsp;1117481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 14047 | &nbsp;&nbsp;2735513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 37191 | &nbsp;&nbsp;1094903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 25991 | &nbsp;&nbsp;422874 |
|  | Comerica, Inc. | 12353 | &nbsp;&nbsp;1095341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 30088 | &nbsp;&nbsp;1583832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 11587 | &nbsp;&nbsp;724187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 9403 | &nbsp;&nbsp;580165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 14523 | &nbsp;&nbsp;386602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 570 | &nbsp;&nbsp;4919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 257534 | &nbsp;&nbsp;7939773 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 2485 | &nbsp;&nbsp;$26962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 33605 | &nbsp;&nbsp;346131 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 2632 | &nbsp;&nbsp;1311368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 13748 | &nbsp;&nbsp;1894749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 10143 | &nbsp;&nbsp;801500 |
|  | CVB Financial Corp. | 25225 | &nbsp;&nbsp;497185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 1520 | &nbsp;&nbsp;260452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 10182 | &nbsp;&nbsp;346392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 18392 | &nbsp;&nbsp;343379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 6423 | &nbsp;&nbsp;332390 |
|  | Eagle Bancorp, Inc. | 7356 | &nbsp;&nbsp;196847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Financial <br>Services, Inc.<br>| 362 | &nbsp;&nbsp;13868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 28824 | &nbsp;&nbsp;3298619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 50576 | &nbsp;&nbsp;1036049 |
| \* | eHealth, Inc. | 7713 | &nbsp;&nbsp;21828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 15634 | &nbsp;&nbsp;681955 |
|  | Enact Holdings, Inc. | 7312 | &nbsp;&nbsp;290798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 9985 | &nbsp;&nbsp;551172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 8089 | &nbsp;&nbsp;1336060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 11863 | &nbsp;&nbsp;680343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 115456 | &nbsp;&nbsp;5357158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 7700 | &nbsp;&nbsp;355124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 9023 | &nbsp;&nbsp;2553599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 2258 | &nbsp;&nbsp;240771 |
|  | Essent Group Ltd. | 60315 | &nbsp;&nbsp;3795020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 11912 | &nbsp;&nbsp;4208152 |
|  | Everest Group Ltd. | 18513 | &nbsp;&nbsp;6132987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 16571 | &nbsp;&nbsp;355448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 22859 | &nbsp;&nbsp;674112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 5162 | &nbsp;&nbsp;$1313006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 1526 | &nbsp;&nbsp;19807 |
| \* | FB Bancorp, Inc. | 1137 | &nbsp;&nbsp;14736 |
|  | FB Financial Corp. | 16307 | &nbsp;&nbsp;938142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 5226 | &nbsp;&nbsp;884762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 37678 | &nbsp;&nbsp;2007484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelis Insurance <br>Holdings Ltd.<br>| 23994 | &nbsp;&nbsp;456846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 143893 | &nbsp;&nbsp;7826340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information <br>Services, Inc.<br>| 45099 | &nbsp;&nbsp;2491720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fifth District Bancorp, <br>Inc.<br>| 754 | &nbsp;&nbsp;11355 |
|  | Fifth Third Bancorp | 69893 | &nbsp;&nbsp;3510026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 674 | &nbsp;&nbsp;15697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 3311 | &nbsp;&nbsp;109064 |
| \* | Finwise Bancorp | 1434 | &nbsp;&nbsp;25109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 36919 | &nbsp;&nbsp;2332542 |
|  | First BanCorp | 59619 | &nbsp;&nbsp;1318772 |
|  | First Bancorp, Inc. | 623 | &nbsp;&nbsp;17039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 10356 | &nbsp;&nbsp;599923 |
|  | First Bank | 14059 | &nbsp;&nbsp;234504 |
|  | First Busey Corp. | 26114 | &nbsp;&nbsp;643710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 800 | &nbsp;&nbsp;45856 |
|  | First Capital, Inc. | 400 | &nbsp;&nbsp;23568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 1538 | &nbsp;&nbsp;3182999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 27007 | &nbsp;&nbsp;486936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 6768 | &nbsp;&nbsp;243783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 15577 | &nbsp;&nbsp;447683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 23022 | &nbsp;&nbsp;732560 |
|  | First Financial Corp. | 4517 | &nbsp;&nbsp;294328 |
| \* | First Foundation, Inc. | 12494 | &nbsp;&nbsp;78462 |
|  | First Hawaiian, Inc. | 22129 | &nbsp;&nbsp;587525 |
|  | First Horizon Corp. | 47236 | &nbsp;&nbsp;1156810 |
|  | First Internet Bancorp | 909 | &nbsp;&nbsp;19807 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 21927 | &nbsp;&nbsp;$777751 |
|  | First Merchants Corp. | 14255 | &nbsp;&nbsp;566779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 9963 | &nbsp;&nbsp;419442 |
|  | First National Corp. | 671 | &nbsp;&nbsp;17681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Savings Financial <br>Group, Inc.<br>| 2022 | &nbsp;&nbsp;68708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First U.S. Bancshares, <br>Inc.<br>| 626 | &nbsp;&nbsp;9171 |
|  | First United Corp. | 402 | &nbsp;&nbsp;15409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 900 | &nbsp;&nbsp;22635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 13367 | &nbsp;&nbsp;2279073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 1557 | &nbsp;&nbsp;61470 |
| \* | Fiserv, Inc. | 19497 | &nbsp;&nbsp;1242544 |
|  | Five Star Bancorp | 1408 | &nbsp;&nbsp;55785 |
|  | Flagstar Bank NA | 82439 | &nbsp;&nbsp;1089844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 12042 | &nbsp;&nbsp;190143 |
| \* | Flywire Corp. | 19884 | &nbsp;&nbsp;250538 |
|  | FNB Corp. | 89128 | &nbsp;&nbsp;1564196 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 121323 | &nbsp;&nbsp;3229618 |
|  | FS Bancorp, Inc. | 1212 | &nbsp;&nbsp;50880 |
|  | Fulton Financial Corp. | 37324 | &nbsp;&nbsp;770741 |
|  | FVCBankcorp, Inc. | 522 | &nbsp;&nbsp;7903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 241517 | &nbsp;&nbsp;2014252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 16733 | &nbsp;&nbsp;703957 |
|  | Glacier Bancorp, Inc. | 27453 | &nbsp;&nbsp;1391318 |
|  | Global Payments, Inc. | 32756 | &nbsp;&nbsp;2349915 |
|  | Globe Life, Inc. | 33828 | &nbsp;&nbsp;4743362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 57450 | &nbsp;&nbsp;53739304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 2993 | &nbsp;&nbsp;183710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 13873 | &nbsp;&nbsp;168973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greene County <br>Bancorp, Inc.<br>| 3957 | &nbsp;&nbsp;92752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 17379 | &nbsp;&nbsp;241047 |
| \* | Hagerty, Inc., Class A | 948 | &nbsp;&nbsp;11954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 9227 | &nbsp;&nbsp;256049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 12835 | &nbsp;&nbsp;1812815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 9184 | &nbsp;&nbsp;244019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 891 | &nbsp;&nbsp;20582 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 16291 | &nbsp;&nbsp;$2836915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 131172 | &nbsp;&nbsp;17716090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hawthorn Bancshares, <br>Inc.<br>| 713 | &nbsp;&nbsp;25247 |
|  | HBT Financial, Inc. | 898 | &nbsp;&nbsp;24228 |
|  | HCI Group, Inc. | 4900 | &nbsp;&nbsp;777483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 21289 | &nbsp;&nbsp;271009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 11021 | &nbsp;&nbsp;284452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 9963 | &nbsp;&nbsp;259735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 585 | &nbsp;&nbsp;174593 |
| \* | Hippo Holdings, Inc. | 10666 | &nbsp;&nbsp;317847 |
|  | Home Bancorp, Inc. | 898 | &nbsp;&nbsp;53602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 56583 | &nbsp;&nbsp;1635249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Federal <br>Bancorp, Inc. of <br>Louisiana<br>| 12 | &nbsp;&nbsp;219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 3167 | &nbsp;&nbsp;136561 |
|  | Hope Bancorp, Inc. | 30219 | &nbsp;&nbsp;362024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 17168 | &nbsp;&nbsp;769298 |
|  | Horizon Bancorp, Inc. | 10721 | &nbsp;&nbsp;188904 |
|  | Houlihan Lokey, Inc. | 17383 | &nbsp;&nbsp;2925907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 201375 | &nbsp;&nbsp;3520035 |
|  | IF Bancorp, Inc. | 1300 | &nbsp;&nbsp;35256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 6401 | &nbsp;&nbsp;224995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 13301 | &nbsp;&nbsp;1074455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Brokers <br>Group, Inc., <br>Class A<br>| 41668 | &nbsp;&nbsp;3120100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 33906 | &nbsp;&nbsp;5892185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 17816 | &nbsp;&nbsp;1240706 |
|  | Invesco Ltd. | 177284 | &nbsp;&nbsp;4838080 |
|  | Investors Title Co. | 794 | &nbsp;&nbsp;205979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 28285 | &nbsp;&nbsp;3363652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 77508 | &nbsp;&nbsp;3730460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 59676 | &nbsp;&nbsp;3650978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 430297 | &nbsp;&nbsp;131623549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 26285 | &nbsp;&nbsp;204760 |
|  | Kemper Corp. | 9696 | &nbsp;&nbsp;382119 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | KeyCorp | 305856 | &nbsp;&nbsp;$6582021 |
|  | Kingstone Cos., Inc. | 9273 | &nbsp;&nbsp;143268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 7512 | &nbsp;&nbsp;2973851 |
|  | KKR & Co., Inc. | 73390 | &nbsp;&nbsp;8385541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lake Shore Bancorp, <br>Inc.<br>| 898 | &nbsp;&nbsp;13748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 6891 | &nbsp;&nbsp;410704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 607 | &nbsp;&nbsp;16383 |
|  | Lazard, Inc. | 36596 | &nbsp;&nbsp;1965937 |
| \* | LendingClub Corp. | 33220 | &nbsp;&nbsp;561750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 86254 | &nbsp;&nbsp;3589029 |
|  | LINKBANCORP, Inc. | 1873 | &nbsp;&nbsp;16389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 9370 | &nbsp;&nbsp;374425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 33080 | &nbsp;&nbsp;12057660 |
|  | M&T Bank Corp. | 24538 | &nbsp;&nbsp;5436885 |
|  | Magyar Bancorp, Inc. | 1343 | &nbsp;&nbsp;23664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 515 | &nbsp;&nbsp;11026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess <br>Holdings, Inc.<br>| 8056 | &nbsp;&nbsp;1363317 |
|  | MarketWise, Inc. | 702 | &nbsp;&nbsp;11618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 60443 | &nbsp;&nbsp;11374768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 114180 | &nbsp;&nbsp;61519042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 1466 | &nbsp;&nbsp;21975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 6280 | &nbsp;&nbsp;326434 |
|  | Merchants Bancorp | 10662 | &nbsp;&nbsp;442047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 27263 | &nbsp;&nbsp;2387966 |
|  | Meridian Corp. | 2100 | &nbsp;&nbsp;39753 |
|  | MetLife, Inc. | 226542 | &nbsp;&nbsp;17869633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 1072 | &nbsp;&nbsp;30198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 2400 | &nbsp;&nbsp;222240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 148165 | &nbsp;&nbsp;3988602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 13679 | &nbsp;&nbsp;451270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middlefield Banc <br>Corp.<br>| 25 | &nbsp;&nbsp;839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 8032 | &nbsp;&nbsp;183531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 5831 | &nbsp;&nbsp;270092 |
|  | Moelis & Co., Class A | 25539 | &nbsp;&nbsp;1830380 |
|  | Moody's Corp. | 21208 | &nbsp;&nbsp;10933996 |
|  | Morgan Stanley | 195438 | &nbsp;&nbsp;35726066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Morningstar, Inc. | 12666 | &nbsp;&nbsp;$2559672 |
|  | MSCI, Inc. | 14347 | &nbsp;&nbsp;8740479 |
|  | MVB Financial Corp. | 8282 | &nbsp;&nbsp;233884 |
|  | Nasdaq, Inc. | 91431 | &nbsp;&nbsp;8858750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 9291 | &nbsp;&nbsp;373312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 507 | &nbsp;&nbsp;18460 |
|  | Navient Corp. | 70498 | &nbsp;&nbsp;691585 |
|  | NB Bancorp, Inc. | 250 | &nbsp;&nbsp;5430 |
|  | NBT Bancorp, Inc. | 13822 | &nbsp;&nbsp;614111 |
|  | Nelnet, Inc., Class A | 9912 | &nbsp;&nbsp;1307393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 28448 | &nbsp;&nbsp;343083 |
| \* | NI Holdings, Inc. | 2397 | &nbsp;&nbsp;32647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 4257 | &nbsp;&nbsp;621437 |
| \* | NMI Holdings, Inc. | 44940 | &nbsp;&nbsp;1740077 |
|  | Northeast Bank | 2200 | &nbsp;&nbsp;253506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 1191 | &nbsp;&nbsp;28108 |
|  | Northern Trust Corp. | 52825 | &nbsp;&nbsp;7893640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 15762 | &nbsp;&nbsp;194188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 37821 | &nbsp;&nbsp;487134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 511 | &nbsp;&nbsp;15550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 20138 | &nbsp;&nbsp;377587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 31288 | &nbsp;&nbsp;177403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 243 | &nbsp;&nbsp;9999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Old Market Capital <br>Corp.<br>| 2510 | &nbsp;&nbsp;8942 |
|  | Old National Bancorp | 88876 | &nbsp;&nbsp;2171241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 140081 | &nbsp;&nbsp;5486973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 14321 | &nbsp;&nbsp;284129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 49318 | &nbsp;&nbsp;3232302 |
| \* | Onity Group, Inc. | 3051 | &nbsp;&nbsp;137966 |
|  | OP Bancorp | 965 | &nbsp;&nbsp;13491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 1980 | &nbsp;&nbsp;10732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 4778 | &nbsp;&nbsp;401495 |
|  | OppFi, Inc. | 2742 | &nbsp;&nbsp;26104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OptimumBank <br>Holdings, Inc.<br>| 2226 | &nbsp;&nbsp;10484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 492 | &nbsp;&nbsp;15163 |
|  | Origin Bancorp, Inc. | 7350 | &nbsp;&nbsp;314800 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 2 | &nbsp;&nbsp;$72 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 38661 | &nbsp;&nbsp;554785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palomar Holdings, <br>Inc.<br>| 13137 | &nbsp;&nbsp;1623602 |
|  | Park National Corp. | 3438 | &nbsp;&nbsp;560188 |
|  | Parke Bancorp, Inc. | 2561 | &nbsp;&nbsp;69941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathfinder Bancorp, <br>Inc.<br>| 900 | &nbsp;&nbsp;12312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 14178 | &nbsp;&nbsp;1280132 |
| \* | Payoneer Global, Inc. | 106733 | &nbsp;&nbsp;682024 |
|  | PayPal Holdings, Inc. | 304511 | &nbsp;&nbsp;16044685 |
| \* | Paysafe Ltd. | 7757 | &nbsp;&nbsp;53213 |
| \* | Paysign, Inc. | 3895 | &nbsp;&nbsp;16242 |
|  | PCB Bancorp | 724 | &nbsp;&nbsp;16247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 6832 | &nbsp;&nbsp;216711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 25843 | &nbsp;&nbsp;2582233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 1287 | &nbsp;&nbsp;47143 |
|  | Peoples Bancorp, Inc. | 8688 | &nbsp;&nbsp;282534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 321 | &nbsp;&nbsp;16724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perella Weinberg <br>Partners<br>| 2952 | &nbsp;&nbsp;65859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 31187 | &nbsp;&nbsp;2965572 |
| \* | Pioneer Bancorp, Inc. | 1058 | &nbsp;&nbsp;14971 |
|  | Piper Sandler Cos. | 5473 | &nbsp;&nbsp;1895574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 3356 | &nbsp;&nbsp;580689 |
|  | Plumas Bancorp | 230 | &nbsp;&nbsp;11525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, <br>Inc.<br>| 30074 | &nbsp;&nbsp;6715524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 1223 | &nbsp;&nbsp;20522 |
|  | Popular, Inc. | 17588 | &nbsp;&nbsp;2348526 |
| \* | PRA Group, Inc. | 13951 | &nbsp;&nbsp;178433 |
|  | Preferred Bank | 3912 | &nbsp;&nbsp;335532 |
|  | Primerica, Inc. | 17830 | &nbsp;&nbsp;4690003 |
|  | Primis Financial Corp. | 3200 | &nbsp;&nbsp;43136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 85508 | &nbsp;&nbsp;8099318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Priority Technology <br>Holdings, Inc.<br>| 2039 | &nbsp;&nbsp;12050 |
| \* | ProAssurance Corp. | 23640 | &nbsp;&nbsp;572561 |
|  | PROG Holdings, Inc. | 24459 | &nbsp;&nbsp;793450 |
|  | Progressive Corp. | 89354 | &nbsp;&nbsp;18585632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 17168 | &nbsp;&nbsp;1184764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 415 | &nbsp;&nbsp;6706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 25463 | &nbsp;&nbsp;$563751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 134014 | &nbsp;&nbsp;14890296 |
|  | QCR Holdings, Inc. | 5844 | &nbsp;&nbsp;527479 |
|  | Radian Group, Inc. | 59705 | &nbsp;&nbsp;1964294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 42169 | &nbsp;&nbsp;6994150 |
|  | RBB Bancorp | 574 | &nbsp;&nbsp;11905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 148 | &nbsp;&nbsp;12293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 10247 | &nbsp;&nbsp;292039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 27658 | &nbsp;&nbsp;5607659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 28167 | &nbsp;&nbsp;7934644 |
|  | Renasant Corp. | 39671 | &nbsp;&nbsp;1495993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 2971 | &nbsp;&nbsp;215724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rhinebeck Bancorp, <br>Inc.<br>| 919 | &nbsp;&nbsp;10697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 1351 | &nbsp;&nbsp;18955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 8460 | &nbsp;&nbsp;43738 |
|  | RLI Corp. | 39488 | &nbsp;&nbsp;2307284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 254180 | &nbsp;&nbsp;25285826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 381047 | &nbsp;&nbsp;6832173 |
|  | S&P Global, Inc. | 25249 | &nbsp;&nbsp;13326170 |
|  | S&T Bancorp, Inc. | 17418 | &nbsp;&nbsp;742704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 6485 | &nbsp;&nbsp;510369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SB Financial Group, <br>Inc.<br>| 1702 | &nbsp;&nbsp;38857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 15194 | &nbsp;&nbsp;508087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 1208 | &nbsp;&nbsp;10655 |
|  | SEI Investments Co. | 41800 | &nbsp;&nbsp;3672130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 23726 | &nbsp;&nbsp;1994882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 11268 | &nbsp;&nbsp;922286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 835 | &nbsp;&nbsp;15840 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 4187 | &nbsp;&nbsp;12435 |
|  | Sierra Bancorp | 1779 | &nbsp;&nbsp;62994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management <br>Group, Inc., <br>Class A<br>| 953 | &nbsp;&nbsp;14047 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 33747 | &nbsp;&nbsp;$686077 |
| \* | SiriusPoint Ltd. | 92189 | &nbsp;&nbsp;1881577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 12706 | &nbsp;&nbsp;566942 |
|  | SLM Corp. | 129649 | &nbsp;&nbsp;3519970 |
|  | SmartFinancial, Inc. | 2470 | &nbsp;&nbsp;98602 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 426847 | &nbsp;&nbsp;9736380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sound Financial <br>Bancorp, Inc.<br>| 200 | &nbsp;&nbsp;8780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 1718 | &nbsp;&nbsp;71572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 1543 | &nbsp;&nbsp;96546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 9309 | &nbsp;&nbsp;299657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 39808 | &nbsp;&nbsp;4073553 |
|  | SR Bancorp, Inc. | 714 | &nbsp;&nbsp;11881 |
|  | State Street Corp. | 48417 | &nbsp;&nbsp;6335849 |
|  | Stellar Bancorp, Inc. | 10081 | &nbsp;&nbsp;374408 |
| \*†† | Sterling Bancorp, Inc. | 817 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 13510 | &nbsp;&nbsp;910979 |
|  | Stifel Financial Corp. | 32485 | &nbsp;&nbsp;4005400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 10561 | &nbsp;&nbsp;714874 |
| \* | StoneX Group, Inc. | 19037 | &nbsp;&nbsp;2137094 |
| \* | Summit State Bank | 922 | &nbsp;&nbsp;12613 |
|  | SWK Holdings Corp. | 691 | &nbsp;&nbsp;12093 |
|  | Synchrony Financial | 133697 | &nbsp;&nbsp;9710413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 68484 | &nbsp;&nbsp;7237389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 12407 | &nbsp;&nbsp;1255216 |
|  | TFS Financial Corp. | 35302 | &nbsp;&nbsp;496876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 659 | &nbsp;&nbsp;26729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 618 | &nbsp;&nbsp;24065 |
|  | Tiptree, Inc. | 18783 | &nbsp;&nbsp;335840 |
| \* | Toast, Inc., Class A | 100209 | &nbsp;&nbsp;3117502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 3492 | &nbsp;&nbsp;279779 |
|  | Towne Bank | 24937 | &nbsp;&nbsp;872795 |
|  | TPG, Inc. | 23085 | &nbsp;&nbsp;1359937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 26504 | &nbsp;&nbsp;2731767 |
|  | Travelers Cos., Inc. | 99901 | &nbsp;&nbsp;28422834 |
|  | TriCo Bancshares | 8028 | &nbsp;&nbsp;399955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 5210 | &nbsp;&nbsp;328699 |
|  | Truist Financial Corp. | 117691 | &nbsp;&nbsp;6051671 |
| \* | Trupanion, Inc. | 10126 | &nbsp;&nbsp;323931 |
|  | TrustCo Bank Corp. | 5755 | &nbsp;&nbsp;249767 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Trustmark Corp. | 37011 | &nbsp;&nbsp;$1573708 |
| # | U.S. Bancorp | 94787 | &nbsp;&nbsp;5318499 |
|  | UMB Financial Corp. | 24865 | &nbsp;&nbsp;3161336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bankshares, <br>Inc.<br>| 304 | &nbsp;&nbsp;7567 |
|  | United Bancorp, Inc. | 1200 | &nbsp;&nbsp;16680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 300 | &nbsp;&nbsp;12078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 24220 | &nbsp;&nbsp;833895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 14283 | &nbsp;&nbsp;513331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 442 | &nbsp;&nbsp;4747 |
|  | Unity Bancorp, Inc. | 354 | &nbsp;&nbsp;19102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 15356 | &nbsp;&nbsp;467590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 10247 | &nbsp;&nbsp;339586 |
|  | Unum Group | 79024 | &nbsp;&nbsp;6003453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 1422 | &nbsp;&nbsp;26805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 114531 | &nbsp;&nbsp;1427056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 574 | &nbsp;&nbsp;11646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 27509 | &nbsp;&nbsp;1940210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 51 | &nbsp;&nbsp;2087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 35324 | &nbsp;&nbsp;1466299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 3142 | &nbsp;&nbsp;512931 |
|  | Visa, Inc., Class A | 206549 | &nbsp;&nbsp;66473665 |
|  | Voya Financial, Inc. | 44918 | &nbsp;&nbsp;3443414 |
|  | W.R. Berkley Corp. | 79448 | &nbsp;&nbsp;5448544 |
|  | WaFd, Inc. | 14744 | &nbsp;&nbsp;480949 |
|  | Walker & Dunlop, Inc. | 13911 | &nbsp;&nbsp;874863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 7092 | &nbsp;&nbsp;243752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 8901 | &nbsp;&nbsp;162799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 37019 | &nbsp;&nbsp;2434740 |
|  | Wells Fargo & Co. | 268309 | &nbsp;&nbsp;24279281 |
|  | West BanCorp, Inc. | 2186 | &nbsp;&nbsp;51874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 4443 | &nbsp;&nbsp;224727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 19963 | &nbsp;&nbsp;1779701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 2300 | &nbsp;&nbsp;30889 |
| # | Western Union Co. | 94093 | &nbsp;&nbsp;881651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 1000 | &nbsp;&nbsp;18310 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | WEX, Inc. | 14585 | &nbsp;&nbsp;$2244631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 1380 | &nbsp;&nbsp;2822003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 27433 | &nbsp;&nbsp;8709155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 14736 | &nbsp;&nbsp;2173413 |
| # | WisdomTree, Inc. | 57348 | &nbsp;&nbsp;929038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 1727 | &nbsp;&nbsp;209399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 16080 | &nbsp;&nbsp;1040858 |
|  | WVS Financial Corp. | 100 | &nbsp;&nbsp;1349 |
|  | Zions Bancorp NA | 35169 | &nbsp;&nbsp;2106975 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;1417325656 |
| HEALTH CARE — (10.3%) | HEALTH CARE — (10.3%) | HEALTH CARE — (10.3%) | HEALTH CARE — (10.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 16759 | &nbsp;&nbsp;338532 |
|  | Abbott Laboratories | 102614 | &nbsp;&nbsp;11215710 |
|  | AbbVie, Inc. | 219650 | &nbsp;&nbsp;48984146 |
| †† | Abiomed, Inc. | 5835 | &nbsp;&nbsp;91084 |
|  | Acme United Corp. | 500 | &nbsp;&nbsp;20895 |
| \* | AdaptHealth Corp. | 56952 | &nbsp;&nbsp;572368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 43781 | &nbsp;&nbsp;5860087 |
| †† | Albireo Pharma, Inc. | 3349 | &nbsp;&nbsp;21367 |
| \* | Align Technology, Inc. | 14222 | &nbsp;&nbsp;2318613 |
| \* | Alkermes PLC | 30679 | &nbsp;&nbsp;1039711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 9192 | &nbsp;&nbsp;3107448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Well Corp., <br>Class A<br>| 1737 | &nbsp;&nbsp;7903 |
|  | Amgen, Inc. | 88281 | &nbsp;&nbsp;30181508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AMN Healthcare <br>Services, Inc.<br>| 11022 | &nbsp;&nbsp;234769 |
| \* | AngioDynamics, Inc. | 14917 | &nbsp;&nbsp;154540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 5680 | &nbsp;&nbsp;52426 |
| \* | Artivion, Inc. | 4793 | &nbsp;&nbsp;195411 |
| \* | Astrana Health, Inc. | 7675 | &nbsp;&nbsp;174529 |
| \* | AtriCure, Inc. | 14933 | &nbsp;&nbsp;551476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aveanna Healthcare <br>Holdings, Inc.<br>| 14696 | &nbsp;&nbsp;123446 |
| \* | Axogen, Inc. | 5831 | &nbsp;&nbsp;203210 |
| #\* | Aytu BioPharma, Inc. | 4640 | &nbsp;&nbsp;12064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 21786 | &nbsp;&nbsp;4433015 |
| \* | Biogen, Inc. | 23247 | &nbsp;&nbsp;4181903 |
| \* | BioLife Solutions, Inc. | 9105 | &nbsp;&nbsp;198489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 49363 | &nbsp;&nbsp;2790984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 7166 | &nbsp;&nbsp;2104654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Biote Corp., Class A | 13313 | &nbsp;&nbsp;$27824 |
|  | Bio-Techne Corp. | 30166 | &nbsp;&nbsp;1933339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific <br>Corp.<br>| 149769 | &nbsp;&nbsp;14007895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 32869 | &nbsp;&nbsp;1290766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 455935 | &nbsp;&nbsp;25099222 |
|  | Bruker Corp. | 50767 | &nbsp;&nbsp;2248470 |
|  | Cardinal Health, Inc. | 47244 | &nbsp;&nbsp;10151791 |
| \* | CareDx, Inc. | 11257 | &nbsp;&nbsp;231331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 11837 | &nbsp;&nbsp;466259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 11495 | &nbsp;&nbsp;279328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celldex Therapeutics, <br>Inc.<br>| 7202 | &nbsp;&nbsp;177169 |
|  | Cencora, Inc. | 52347 | &nbsp;&nbsp;18804089 |
| \* | Centene Corp. | 125209 | &nbsp;&nbsp;5424054 |
| \* | Certara, Inc. | 74710 | &nbsp;&nbsp;656701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champions Oncology, <br>Inc.<br>| 1220 | &nbsp;&nbsp;8918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 6480 | &nbsp;&nbsp;1363910 |
|  | Chemed Corp. | 2731 | &nbsp;&nbsp;1166519 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chinook Therapeutics, <br>Inc.<br>| 11306 | &nbsp;&nbsp;0 |
|  | Cigna Group | 68560 | &nbsp;&nbsp;18792982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clover Health <br>Investments Corp.<br>| 79392 | &nbsp;&nbsp;177838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 13614 | &nbsp;&nbsp;301959 |
|  | CONMED Corp. | 4917 | &nbsp;&nbsp;188764 |
| \* | Cooper Cos., Inc. | 21193 | &nbsp;&nbsp;1724686 |
| \* | CorVel Corp. | 17695 | &nbsp;&nbsp;1232103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 23224 | &nbsp;&nbsp;216448 |
| \* | CryoPort, Inc. | 19005 | &nbsp;&nbsp;180738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 4562 | &nbsp;&nbsp;17107 |
|  | CVS Health Corp. | 151340 | &nbsp;&nbsp;11277857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cytek Biosciences, <br>Inc.<br>| 61808 | &nbsp;&nbsp;309040 |
|  | Danaher Corp. | 47937 | &nbsp;&nbsp;10492930 |
| #\* | DaVita, Inc. | 14962 | &nbsp;&nbsp;1635945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 17993 | &nbsp;&nbsp;41744 |
|  | Dentsply Sirona, Inc. | 15192 | &nbsp;&nbsp;189444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Design Therapeutics, <br>Inc.<br>| 2193 | &nbsp;&nbsp;22391 |
| \* | Dexcom, Inc. | 52210 | &nbsp;&nbsp;3813418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doximity, Inc., <br>Class A<br>| 58598 | &nbsp;&nbsp;2195667 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 76295 | &nbsp;&nbsp;$6207361 |
| \* | Electromed, Inc. | 2300 | &nbsp;&nbsp;68701 |
|  | Elevance Health, Inc. | 45333 | &nbsp;&nbsp;15673431 |
|  | Eli Lilly & Co. | 102915 | &nbsp;&nbsp;106738292 |
|  | Embecta Corp. | 19320 | &nbsp;&nbsp;204985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 9237 | &nbsp;&nbsp;104748 |
| \* | Enhabit, Inc. | 12300 | &nbsp;&nbsp;130749 |
| \* | Enovis Corp. | 4540 | &nbsp;&nbsp;100062 |
|  | Ensign Group, Inc. | 5364 | &nbsp;&nbsp;920784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 53017 | &nbsp;&nbsp;1244309 |
| \* | Exact Sciences Corp. | 41754 | &nbsp;&nbsp;4273104 |
| \* | Exagen, Inc. | 755 | &nbsp;&nbsp;2778 |
| \* | FONAR Corp. | 776 | &nbsp;&nbsp;14465 |
| \* | Forian, Inc. | 487 | &nbsp;&nbsp;1023 |
| \* | Fortrea Holdings, Inc. | 22737 | &nbsp;&nbsp;382209 |
| \* | Fulgent Genetics, Inc. | 13606 | &nbsp;&nbsp;356477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 69905 | &nbsp;&nbsp;5520398 |
|  | Gilead Sciences, Inc. | 205067 | &nbsp;&nbsp;29109261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 28909 | &nbsp;&nbsp;2621468 |
| \* | GRAIL, Inc. | 36 | &nbsp;&nbsp;3522 |
| \* | Guardant Health, Inc. | 13413 | &nbsp;&nbsp;1529619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 2723 | &nbsp;&nbsp;82235 |
| \* | Haemonetics Corp. | 9771 | &nbsp;&nbsp;651335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 35544 | &nbsp;&nbsp;2548860 |
|  | HCA Healthcare, Inc. | 11622 | &nbsp;&nbsp;5674674 |
| \* | Health Catalyst, Inc. | 37632 | &nbsp;&nbsp;80909 |
| \* | HealthEquity, Inc. | 26796 | &nbsp;&nbsp;2295613 |
|  | HealthStream, Inc. | 14850 | &nbsp;&nbsp;331006 |
| \* | Henry Schein, Inc. | 54495 | &nbsp;&nbsp;4113283 |
| \* | Hologic, Inc. | 70064 | &nbsp;&nbsp;5249896 |
|  | Humana, Inc. | 28149 | &nbsp;&nbsp;5494685 |
| \* | ICON PLC | 15940 | &nbsp;&nbsp;2873185 |
| \* | ICU Medical, Inc. | 7362 | &nbsp;&nbsp;1103564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 12782 | &nbsp;&nbsp;8569820 |
| \* | Illumina, Inc. | 28735 | &nbsp;&nbsp;4161115 |
| \* | Incyte Corp. | 65348 | &nbsp;&nbsp;6539374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indivior <br>Pharmaceuticals, <br>Inc.<br>| 5425 | &nbsp;&nbsp;191936 |
| \* | Inogen, Inc. | 2984 | &nbsp;&nbsp;17606 |
| \* | Insmed, Inc. | 20990 | &nbsp;&nbsp;3292701 |
| \* | Insulet Corp. | 18975 | &nbsp;&nbsp;4853995 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 9950 | &nbsp;&nbsp;864257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 10998 | &nbsp;&nbsp;122518 |
| \* | Intuitive Surgical, Inc. | 25002 | &nbsp;&nbsp;12606508 |
| \* | IQVIA Holdings, Inc. | 52837 | &nbsp;&nbsp;12160436 |
|  | iRadimed Corp. | 1652 | &nbsp;&nbsp;161698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Johnson & Johnson | 324111 | &nbsp;&nbsp;$73654225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 2477 | &nbsp;&nbsp;97941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, <br>Inc.<br>| 16509 | &nbsp;&nbsp;4482524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, <br>Inc.<br>| 6941 | &nbsp;&nbsp;589777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lexeo Therapeutics, <br>Inc.<br>| 16054 | &nbsp;&nbsp;118960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 72119 | &nbsp;&nbsp;509881 |
| \* | LivaNova PLC | 13700 | &nbsp;&nbsp;900227 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Maravai LifeSciences <br>Holdings, Inc., <br>Class A<br>| 52971 | &nbsp;&nbsp;177983 |
| \* | MaxCyte, Inc. | 13610 | &nbsp;&nbsp;12342 |
|  | McKesson Corp. | 22124 | &nbsp;&nbsp;18389690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 8624 | &nbsp;&nbsp;5023308 |
|  | Medtronic PLC | 135224 | &nbsp;&nbsp;13922663 |
|  | Merck & Co., Inc. | 267359 | &nbsp;&nbsp;29481677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 16913 | &nbsp;&nbsp;1371475 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Merrimack <br>Pharmaceuticals, <br>Inc.<br>| 2200 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 2943 | &nbsp;&nbsp;4041445 |
| \* | MiMedx Group, Inc. | 48100 | &nbsp;&nbsp;245791 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Mirati Therapeutics, <br>Inc.<br>| 8088 | &nbsp;&nbsp;24102 |
| \* | Moderna, Inc. | 20810 | &nbsp;&nbsp;917097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 18112 | &nbsp;&nbsp;3252734 |
| \* | Myriad Genetics, Inc. | 33888 | &nbsp;&nbsp;190451 |
| \* | Natera, Inc. | 22747 | &nbsp;&nbsp;5257742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 4399 | &nbsp;&nbsp;89476 |
| \* | NeoGenomics, Inc. | 33500 | &nbsp;&nbsp;404010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 50442 | &nbsp;&nbsp;91804 |
| \* | Omnicell, Inc. | 20143 | &nbsp;&nbsp;976935 |
| \* | OptimizeRx Corp. | 6448 | &nbsp;&nbsp;69380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 31450 | &nbsp;&nbsp;1069300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 35300 | &nbsp;&nbsp;98487 |
|  | Organon & Co. | 62029 | &nbsp;&nbsp;529728 |
| \* | Orthofix Medical, Inc. | 15120 | &nbsp;&nbsp;200038 |
| \* | OrthoPediatrics Corp. | 16400 | &nbsp;&nbsp;286344 |
| #\*†† | PDL BioPharma, Inc. | 17391 | &nbsp;&nbsp;7304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 27968 | &nbsp;&nbsp;597956 |
| \* | Pennant Group, Inc. | 7526 | &nbsp;&nbsp;207868 |
| \* | Penumbra, Inc. | 4135 | &nbsp;&nbsp;1481033 |
|  | Perrigo Co. PLC | 4578 | &nbsp;&nbsp;65053 |
| \* | Personalis, Inc. | 10588 | &nbsp;&nbsp;99210 |
|  | Pfizer, Inc. | 494233 | &nbsp;&nbsp;13067520 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Phreesia, Inc. | 7253 | &nbsp;&nbsp;$97408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 15766 | &nbsp;&nbsp;1016434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 20092 | &nbsp;&nbsp;466536 |
| \* | Pro-Dex, Inc. | 1452 | &nbsp;&nbsp;56962 |
| \* | Progyny, Inc. | 33050 | &nbsp;&nbsp;788903 |
| \* | Quanterix Corp. | 2265 | &nbsp;&nbsp;14360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 18054 | &nbsp;&nbsp;3376640 |
| \* | QuidelOrtho Corp. | 7502 | &nbsp;&nbsp;203829 |
| \* | RadNet, Inc. | 15725 | &nbsp;&nbsp;1102322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 11531 | &nbsp;&nbsp;8549660 |
| \* | Repligen Corp. | 15366 | &nbsp;&nbsp;2295219 |
| # | ResMed, Inc. | 31792 | &nbsp;&nbsp;8212192 |
|  | Revvity, Inc. | 31533 | &nbsp;&nbsp;3430790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 48169 | &nbsp;&nbsp;2007684 |
| \* | Schrodinger, Inc. | 17742 | &nbsp;&nbsp;247856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 1437 | &nbsp;&nbsp;21627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sensus Healthcare, <br>Inc.<br>| 2529 | &nbsp;&nbsp;12974 |
| \* | SI-BONE, Inc. | 7198 | &nbsp;&nbsp;119343 |
| \* | Sight Sciences, Inc. | 1259 | &nbsp;&nbsp;7907 |
| \* | Simulations Plus, Inc. | 4415 | &nbsp;&nbsp;74569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solid Biosciences, <br>Inc.<br>| 12763 | &nbsp;&nbsp;82449 |
| \* | Solventum Corp. | 5592 | &nbsp;&nbsp;430416 |
| \* | Sotera Health Co. | 238 | &nbsp;&nbsp;4313 |
|  | STERIS PLC | 14225 | &nbsp;&nbsp;3735485 |
|  | Stryker Corp. | 30673 | &nbsp;&nbsp;11335514 |
| \* | Talkspace, Inc. | 39092 | &nbsp;&nbsp;157932 |
| \* | Teladoc Health, Inc. | 20675 | &nbsp;&nbsp;112679 |
|  | Teleflex, Inc. | 6359 | &nbsp;&nbsp;663689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 6137 | &nbsp;&nbsp;1161611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 30094 | &nbsp;&nbsp;17412689 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 903 | &nbsp;&nbsp;27 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 3274 | &nbsp;&nbsp;438634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Treace Medical <br>Concepts, Inc.<br>| 3814 | &nbsp;&nbsp;8848 |
| \* | TruBridge, Inc. | 7089 | &nbsp;&nbsp;137172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 4389 | &nbsp;&nbsp;368105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 115704 | &nbsp;&nbsp;33198949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 8375 | &nbsp;&nbsp;1685552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 407 | &nbsp;&nbsp;24851 |
| \* | Varex Imaging Corp. | 14775 | &nbsp;&nbsp;205963 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeva Systems, Inc., <br>Class A<br>| 33622 | &nbsp;&nbsp;$6856198 |
| \* | Veracyte, Inc. | 34593 | &nbsp;&nbsp;1317301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vertex <br>Pharmaceuticals, <br>Inc.<br>| 26692 | &nbsp;&nbsp;12542571 |
|  | Viatris, Inc. | 118185 | &nbsp;&nbsp;1547042 |
| \* | Waters Corp. | 12504 | &nbsp;&nbsp;4635483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 66271 | &nbsp;&nbsp;1760158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 6831 | &nbsp;&nbsp;1578781 |
| \* | XOMA Royalty Corp. | 586 | &nbsp;&nbsp;15037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 51359 | &nbsp;&nbsp;4471828 |
|  | Zoetis, Inc. | 22840 | &nbsp;&nbsp;2850889 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;837414751 |
| INDUSTRIALS — (13.3%) | INDUSTRIALS — (13.3%) | INDUSTRIALS — (13.3%) | INDUSTRIALS — (13.3%) |
| #\* | 3D Systems Corp. | 16840 | &nbsp;&nbsp;37722 |
|  | 3M Co. | 39804 | &nbsp;&nbsp;6096381 |
|  | A.O. Smith Corp. | 29330 | &nbsp;&nbsp;2155462 |
| # | AAON, Inc. | 19645 | &nbsp;&nbsp;1788651 |
| \* | AAR Corp. | 12924 | &nbsp;&nbsp;1368781 |
|  | ABM Industries, Inc. | 34592 | &nbsp;&nbsp;1592616 |
|  | ACCO Brands Corp. | 60624 | &nbsp;&nbsp;237040 |
|  | Acuity, Inc. | 9944 | &nbsp;&nbsp;3075083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACV Auctions, Inc., <br>Class A<br>| 21354 | &nbsp;&nbsp;166775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 13905 | &nbsp;&nbsp;2114116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 9518 | &nbsp;&nbsp;139344 |
|  | AECOM | 71230 | &nbsp;&nbsp;6868709 |
| #\* | AeroVironment, Inc. | 1472 | &nbsp;&nbsp;409790 |
| \* | AerSale Corp. | 2003 | &nbsp;&nbsp;15002 |
|  | AGCO Corp. | 32568 | &nbsp;&nbsp;3693537 |
|  | Air Lease Corp. | 52640 | &nbsp;&nbsp;3402123 |
|  | Alamo Group, Inc. | 4755 | &nbsp;&nbsp;928699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 7423 | &nbsp;&nbsp;411902 |
|  | Allegion PLC | 28545 | &nbsp;&nbsp;4721058 |
|  | Allient, Inc. | 4558 | &nbsp;&nbsp;278084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 26572 | &nbsp;&nbsp;2888376 |
| \* | Alpha Pro Tech Ltd. | 1109 | &nbsp;&nbsp;5589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment <br>Group, Inc.<br>| 2530 | &nbsp;&nbsp;17103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 41824 | &nbsp;&nbsp;1496463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 3467 | &nbsp;&nbsp;108656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American <br>Superconductor <br>Corp.<br>| 6148 | &nbsp;&nbsp;183948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 2572 | &nbsp;&nbsp;152751 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | AMETEK, Inc. | 36114 | &nbsp;&nbsp;$8088814 |
| \* | API Group Corp. | 149730 | &nbsp;&nbsp;6224276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 6051 | &nbsp;&nbsp;224674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 13457 | &nbsp;&nbsp;3504337 |
|  | ArcBest Corp. | 5324 | &nbsp;&nbsp;480331 |
|  | Arcosa, Inc. | 6696 | &nbsp;&nbsp;766491 |
|  | Argan, Inc. | 3895 | &nbsp;&nbsp;1351993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 5517 | &nbsp;&nbsp;1013694 |
|  | Astec Industries, Inc. | 6104 | &nbsp;&nbsp;297387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATRO US)<br>| 10442 | &nbsp;&nbsp;790981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. <br>(ATROB US), <br>Class B<br>| 988 | &nbsp;&nbsp;75157 |
| \* | Asure Software, Inc. | 16620 | &nbsp;&nbsp;159884 |
| \* | ATI, Inc. | 29746 | &nbsp;&nbsp;3578444 |
|  | Atkore, Inc. | 6373 | &nbsp;&nbsp;442605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 10913 | &nbsp;&nbsp;632627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 65458 | &nbsp;&nbsp;16156344 |
|  | AZZ, Inc. | 6951 | &nbsp;&nbsp;863940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 15612 | &nbsp;&nbsp;593256 |
|  | BGSF, Inc. | 2055 | &nbsp;&nbsp;11775 |
| \* | Blue Bird Corp. | 7351 | &nbsp;&nbsp;369829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 3259 | &nbsp;&nbsp;226696 |
|  | Boise Cascade Co. | 8456 | &nbsp;&nbsp;683329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 57480 | &nbsp;&nbsp;5082382 |
|  | Brady Corp., Class A | 13278 | &nbsp;&nbsp;1148149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 16486 | &nbsp;&nbsp;220253 |
|  | Brink's Co. | 8720 | &nbsp;&nbsp;1107789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 23515 | &nbsp;&nbsp;4635042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 38345 | &nbsp;&nbsp;4386668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 20669 | &nbsp;&nbsp;4246033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Byrna Technologies, <br>Inc.<br>| 3684 | &nbsp;&nbsp;50508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 7673 | &nbsp;&nbsp;4761710 |
|  | Cadre Holdings, Inc. | 5404 | &nbsp;&nbsp;216214 |
|  | Carlisle Cos., Inc. | 14212 | &nbsp;&nbsp;4844729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 13307 | &nbsp;&nbsp;4229364 |
|  | Carrier Global Corp. | 133232 | &nbsp;&nbsp;7937963 |
|  | Caterpillar, Inc. | 69702 | &nbsp;&nbsp;45819307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 8369 | &nbsp;&nbsp;564322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 58147 | &nbsp;&nbsp;$11335758 |
| \* | Chart Industries, Inc. | 13393 | &nbsp;&nbsp;2776905 |
| \* | Cimpress PLC | 6243 | &nbsp;&nbsp;493759 |
|  | Cintas Corp. | 27637 | &nbsp;&nbsp;5289445 |
|  | Civeo Corp. | 3841 | &nbsp;&nbsp;97254 |
| #\* | Clarivate PLC | 229799 | &nbsp;&nbsp;608967 |
|  | CNH Industrial NV | 426267 | &nbsp;&nbsp;4586633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 12349 | &nbsp;&nbsp;260317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems <br>USA, Inc.<br>| 8836 | &nbsp;&nbsp;10091596 |
|  | Concentrix Corp. | 18071 | &nbsp;&nbsp;674952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 3180 | &nbsp;&nbsp;18380 |
| \* | Conduent, Inc. | 77598 | &nbsp;&nbsp;107861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 10152 | &nbsp;&nbsp;1115502 |
| \* | Copart, Inc. | 115500 | &nbsp;&nbsp;4686990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 76937 | &nbsp;&nbsp;4105358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 8300 | &nbsp;&nbsp;137199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 7938 | &nbsp;&nbsp;195275 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;CPI Aerostructures, <br>Inc.<br>| 3057 | &nbsp;&nbsp;11922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRA International, <br>Inc.<br>| 4534 | &nbsp;&nbsp;856654 |
|  | Crane Co. | 16188 | &nbsp;&nbsp;2956576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 12997 | &nbsp;&nbsp;1036511 |
|  | CSW Industrials, Inc. | 1890 | &nbsp;&nbsp;510262 |
|  | CSX Corp. | 109210 | &nbsp;&nbsp;4123770 |
|  | Cummins, Inc. | 31848 | &nbsp;&nbsp;18434259 |
|  | Curtiss-Wright Corp. | 11861 | &nbsp;&nbsp;7789000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 4700 | &nbsp;&nbsp;29704 |
|  | Deere & Co. | 39097 | &nbsp;&nbsp;20643216 |
|  | Deluxe Corp. | 14964 | &nbsp;&nbsp;395050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 5762 | &nbsp;&nbsp;163583 |
| \* | DLH Holdings Corp. | 3807 | &nbsp;&nbsp;21738 |
| \* | DNOW, Inc. | 89737 | &nbsp;&nbsp;1363105 |
|  | Donaldson Co., Inc. | 41807 | &nbsp;&nbsp;4261806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 9728 | &nbsp;&nbsp;366551 |
|  | Dover Corp. | 32472 | &nbsp;&nbsp;6542783 |
| \* | Ducommun, Inc. | 6150 | &nbsp;&nbsp;697102 |
| \* | DXP Enterprises, Inc. | 8736 | &nbsp;&nbsp;1136117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dycom Industries, <br>Inc.<br>| 6688 | &nbsp;&nbsp;2437040 |
|  | Eastern Co. | 406 | &nbsp;&nbsp;7592 |
|  | Eaton Corp. PLC | 39507 | &nbsp;&nbsp;13883550 |
|  | EMCOR Group, Inc. | 15142 | &nbsp;&nbsp;10913294 |
|  | Emerson Electric Co. | 59841 | &nbsp;&nbsp;8794233 |
| \* | Energy Recovery, Inc. | 16964 | &nbsp;&nbsp;247505 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 14193 | &nbsp;&nbsp;$572829 |
|  | EnerSys | 9874 | &nbsp;&nbsp;1779196 |
|  | Ennis, Inc. | 9841 | &nbsp;&nbsp;191801 |
|  | Enpro, Inc. | 7904 | &nbsp;&nbsp;1887317 |
| \* | Enviri Corp. | 9239 | &nbsp;&nbsp;174802 |
|  | Equifax, Inc. | 50626 | &nbsp;&nbsp;10196076 |
|  | Esab Corp. | 14998 | &nbsp;&nbsp;1816258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 10261 | &nbsp;&nbsp;2341252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 1085 | &nbsp;&nbsp;57364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 17809 | &nbsp;&nbsp;1575918 |
|  | EVI Industries, Inc. | 546 | &nbsp;&nbsp;14032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 49225 | &nbsp;&nbsp;1927159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 66571 | &nbsp;&nbsp;10687308 |
|  | Exponent, Inc. | 15830 | &nbsp;&nbsp;1137702 |
|  | Fastenal Co. | 177268 | &nbsp;&nbsp;7686340 |
|  | Federal Signal Corp. | 20117 | &nbsp;&nbsp;2174447 |
|  | FedEx Corp. | 31982 | &nbsp;&nbsp;10306199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 56483 | &nbsp;&nbsp;14259698 |
|  | Flowserve Corp. | 50725 | &nbsp;&nbsp;3964159 |
| \* | Fluor Corp. | 80455 | &nbsp;&nbsp;3716216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 6479 | &nbsp;&nbsp;52545 |
|  | Fortive Corp. | 89807 | &nbsp;&nbsp;4742708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 41310 | &nbsp;&nbsp;2234871 |
| \* | Forward Air Corp. | 2911 | &nbsp;&nbsp;81159 |
| \* | Franklin Covey Co. | 1000 | &nbsp;&nbsp;20370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 14117 | &nbsp;&nbsp;1406336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FreightCar America, <br>Inc.<br>| 1380 | &nbsp;&nbsp;15884 |
|  | FTAI Aviation Ltd. | 20499 | &nbsp;&nbsp;5582288 |
| \* | FTI Consulting, Inc. | 16148 | &nbsp;&nbsp;2820571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 57234 | &nbsp;&nbsp;1317527 |
|  | GATX Corp. | 13492 | &nbsp;&nbsp;2454330 |
|  | GE Vernova, Inc. | 16853 | &nbsp;&nbsp;12241514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 1295 | &nbsp;&nbsp;18570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 16350 | &nbsp;&nbsp;2747454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 32174 | &nbsp;&nbsp;11295970 |
|  | General Electric Co. | 127519 | &nbsp;&nbsp;39121554 |
|  | Genpact Ltd. | 61848 | &nbsp;&nbsp;2727497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 9814 | &nbsp;&nbsp;503066 |
|  | Global Industrial Co. | 13866 | &nbsp;&nbsp;423745 |
|  | Gorman-Rupp Co. | 10775 | &nbsp;&nbsp;587130 |
|  | Graco, Inc. | 42744 | &nbsp;&nbsp;3732834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Graham Corp. | 890 | &nbsp;&nbsp;$62229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 9434 | &nbsp;&nbsp;1139061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 43551 | &nbsp;&nbsp;652394 |
|  | Greenbrier Cos., Inc. | 7328 | &nbsp;&nbsp;369478 |
|  | Griffon Corp. | 12144 | &nbsp;&nbsp;989129 |
| \* | GXO Logistics, Inc. | 37188 | &nbsp;&nbsp;2104469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 85001 | &nbsp;&nbsp;1371916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 17115 | &nbsp;&nbsp;322104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 21648 | &nbsp;&nbsp;218428 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEI <br>US)<br>| 6817 | &nbsp;&nbsp;2255813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEIA <br>US), Class A<br>| 11151 | &nbsp;&nbsp;2838933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 12985 | &nbsp;&nbsp;841168 |
|  | Herc Holdings, Inc. | 13669 | &nbsp;&nbsp;1959314 |
|  | Hexcel Corp. | 12106 | &nbsp;&nbsp;1002498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 67819 | &nbsp;&nbsp;635464 |
|  | HireQuest, Inc. | 835 | &nbsp;&nbsp;9377 |
|  | HNI Corp. | 18639 | &nbsp;&nbsp;890758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 54555 | &nbsp;&nbsp;12412354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 28003 | &nbsp;&nbsp;5826864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 19024 | &nbsp;&nbsp;905162 |
|  | Hubbell, Inc. | 17212 | &nbsp;&nbsp;8398423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 20363 | &nbsp;&nbsp;146003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 12628 | &nbsp;&nbsp;5310200 |
| \* | Hurco Cos., Inc. | 600 | &nbsp;&nbsp;9924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 13669 | &nbsp;&nbsp;2310061 |
|  | Hyster-Yale, Inc. | 6410 | &nbsp;&nbsp;214415 |
| \* | IBEX Holdings Ltd. | 2261 | &nbsp;&nbsp;84109 |
|  | ICF International, Inc. | 11598 | &nbsp;&nbsp;1081513 |
| \* | Ideal Power, Inc. | 1218 | &nbsp;&nbsp;6133 |
|  | IDEX Corp. | 15591 | &nbsp;&nbsp;3095593 |
| \* | IES Holdings, Inc. | 8406 | &nbsp;&nbsp;3196718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 46962 | &nbsp;&nbsp;12269292 |
|  | Ingersoll Rand, Inc. | 53410 | &nbsp;&nbsp;4598067 |
| \* | Innodata, Inc. | 7333 | &nbsp;&nbsp;406542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 2956 | &nbsp;&nbsp;54656 |
|  | Insperity, Inc. | 6813 | &nbsp;&nbsp;291119 |
|  | Insteel Industries, Inc. | 6002 | &nbsp;&nbsp;198906 |
|  | Interface, Inc. | 32941 | &nbsp;&nbsp;1036653 |
|  | ITT, Inc. | 16786 | &nbsp;&nbsp;3060088 |
|  | Jacobs Solutions, Inc. | 52473 | &nbsp;&nbsp;7097498 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 15507 | &nbsp;&nbsp;$3143579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 17088 | &nbsp;&nbsp;46479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 103866 | &nbsp;&nbsp;12387059 |
|  | Kadant, Inc. | 3836 | &nbsp;&nbsp;1231509 |
|  | KBR, Inc. | 70863 | &nbsp;&nbsp;3033645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 25820 | &nbsp;&nbsp;278598 |
|  | Kennametal, Inc. | 12060 | &nbsp;&nbsp;414743 |
|  | Kforce, Inc. | 12033 | &nbsp;&nbsp;425126 |
|  | Korn Ferry | 31897 | &nbsp;&nbsp;2215885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 50196 | &nbsp;&nbsp;5170690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 1777 | &nbsp;&nbsp;53399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris <br>Technologies, Inc.<br>| 34101 | &nbsp;&nbsp;11691528 |
|  | Landstar System, Inc. | 15348 | &nbsp;&nbsp;2292377 |
| \* | Legalzoom.com, Inc. | 77302 | &nbsp;&nbsp;687215 |
|  | Leidos Holdings, Inc. | 62669 | &nbsp;&nbsp;11799319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 5741 | &nbsp;&nbsp;2842254 |
|  | Leonardo DRS, Inc. | 43788 | &nbsp;&nbsp;1797935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Limbach Holdings, <br>Inc.<br>| 5502 | &nbsp;&nbsp;473062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 11675 | &nbsp;&nbsp;3097961 |
|  | Lindsay Corp. | 4477 | &nbsp;&nbsp;560834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liquidity Services, <br>Inc.<br>| 12769 | &nbsp;&nbsp;408608 |
| \* | Loar Holdings, Inc. | 4994 | &nbsp;&nbsp;342489 |
|  | LSI Industries, Inc. | 11378 | &nbsp;&nbsp;251568 |
|  | Luxfer Holdings PLC | 2637 | &nbsp;&nbsp;39924 |
| \* | Lyft, Inc., Class A | 48420 | &nbsp;&nbsp;816845 |
| \* | Manitowoc Co., Inc. | 19017 | &nbsp;&nbsp;245700 |
|  | ManpowerGroup, Inc. | 21781 | &nbsp;&nbsp;791304 |
|  | Marten Transport Ltd. | 18264 | &nbsp;&nbsp;224647 |
|  | Masco Corp. | 52747 | &nbsp;&nbsp;3486049 |
| \* | MasTec, Inc. | 25388 | &nbsp;&nbsp;6105306 |
| \* | Mastech Digital, Inc. | 667 | &nbsp;&nbsp;4629 |
| \* | Masterbrand, Inc. | 20665 | &nbsp;&nbsp;250460 |
| \* | Matrix Service Co. | 11781 | &nbsp;&nbsp;168704 |
|  | Maximus, Inc. | 32984 | &nbsp;&nbsp;3115009 |
|  | McGrath RentCorp | 11257 | &nbsp;&nbsp;1257294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercury Systems, <br>Inc.<br>| 21623 | &nbsp;&nbsp;2029967 |
| \* | Middleby Corp. | 20248 | &nbsp;&nbsp;2979898 |
|  | Miller Industries, Inc. | 3405 | &nbsp;&nbsp;139503 |
|  | MillerKnoll, Inc. | 21762 | &nbsp;&nbsp;436981 |
| \* | Mistras Group, Inc. | 7899 | &nbsp;&nbsp;111692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 100 | &nbsp;&nbsp;18466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 7957 | &nbsp;&nbsp;177282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Moog, Inc., Class A | 9335 | &nbsp;&nbsp;$2850442 |
|  | MSA Safety, Inc. | 13202 | &nbsp;&nbsp;2338734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 20378 | &nbsp;&nbsp;1718681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 21548 | &nbsp;&nbsp;2933545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 29792 | &nbsp;&nbsp;806469 |
| \* | MYR Group, Inc. | 5869 | &nbsp;&nbsp;1467485 |
| \* | Nephros, Inc. | 3337 | &nbsp;&nbsp;14382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 85500 | &nbsp;&nbsp;10011195 |
|  | NL Industries, Inc. | 3400 | &nbsp;&nbsp;20672 |
| \* | NN, Inc. | 3823 | &nbsp;&nbsp;5696 |
|  | Nordson Corp. | 17469 | &nbsp;&nbsp;4795765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 15827 | &nbsp;&nbsp;10956399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 64563 | &nbsp;&nbsp;891615 |
|  | nVent Electric PLC | 50940 | &nbsp;&nbsp;5718524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 1100 | &nbsp;&nbsp;74195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 14795 | &nbsp;&nbsp;2562494 |
|  | Omega Flex, Inc. | 4891 | &nbsp;&nbsp;161354 |
| \* | OPENLANE, Inc. | 51154 | &nbsp;&nbsp;1536666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 711 | &nbsp;&nbsp;10615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 4256 | &nbsp;&nbsp;52008 |
|  | Oshkosh Corp. | 24608 | &nbsp;&nbsp;3539123 |
|  | Otis Worldwide Corp. | 54344 | &nbsp;&nbsp;4642064 |
|  | Owens Corning | 5453 | &nbsp;&nbsp;653488 |
|  | PACCAR, Inc. | 127944 | &nbsp;&nbsp;15725597 |
| \* | PAMT Corp. | 6042 | &nbsp;&nbsp;65556 |
|  | Park Aerospace Corp. | 14265 | &nbsp;&nbsp;349350 |
|  | Parker-Hannifin Corp. | 7827 | &nbsp;&nbsp;7324820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 3500 | &nbsp;&nbsp;78960 |
| \* | Parsons Corp. | 50029 | &nbsp;&nbsp;3505032 |
|  | Paychex, Inc. | 90415 | &nbsp;&nbsp;9324499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paycom Software, <br>Inc.<br>| 17658 | &nbsp;&nbsp;2379415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 23986 | &nbsp;&nbsp;3237630 |
|  | Pentair PLC | 53787 | &nbsp;&nbsp;5667536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Power <br>Solutions, Inc.<br>| 3818 | &nbsp;&nbsp;16303 |
|  | Pitney Bowes, Inc. | 45578 | &nbsp;&nbsp;475379 |
| \* | Planet Labs PBC | 160562 | &nbsp;&nbsp;4009233 |
| \* | Plug Power, Inc. | 48943 | &nbsp;&nbsp;103514 |
|  | Powell Industries, Inc. | 2637 | &nbsp;&nbsp;1169747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 2037 | &nbsp;&nbsp;145971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 1786 | &nbsp;&nbsp;448179 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 20316 | &nbsp;&nbsp;$3011847 |
| \* | Proto Labs, Inc. | 10185 | &nbsp;&nbsp;536240 |
|  | Quad/Graphics, Inc. | 7409 | &nbsp;&nbsp;45343 |
|  | Quanta Services, Inc. | 12053 | &nbsp;&nbsp;5720715 |
| \* | Radiant Logistics, Inc. | 10535 | &nbsp;&nbsp;70901 |
| \* | RBC Bearings, Inc. | 8549 | &nbsp;&nbsp;4271679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 4300 | &nbsp;&nbsp;89483 |
|  | Regal Rexnord Corp. | 11978 | &nbsp;&nbsp;1934447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 72923 | &nbsp;&nbsp;2498342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 19716 | &nbsp;&nbsp;89313 |
|  | REV Group, Inc. | 27233 | &nbsp;&nbsp;1740189 |
|  | Robert Half, Inc. | 5687 | &nbsp;&nbsp;196827 |
| \* | Rocket Lab Corp. | 45436 | &nbsp;&nbsp;3638061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 22468 | &nbsp;&nbsp;9473632 |
|  | Rollins, Inc. | 38571 | &nbsp;&nbsp;2443087 |
|  | RTX Corp. | 159396 | &nbsp;&nbsp;32027438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 33642 | &nbsp;&nbsp;2159480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 9332 | &nbsp;&nbsp;550681 |
| \* | RXO, Inc. | 13761 | &nbsp;&nbsp;200635 |
|  | Ryder System, Inc. | 12008 | &nbsp;&nbsp;2296890 |
| \* | Saia, Inc. | 3102 | &nbsp;&nbsp;1038767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 18301 | &nbsp;&nbsp;491199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 25532 | &nbsp;&nbsp;2598136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 25874 | &nbsp;&nbsp;894982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 50753 | &nbsp;&nbsp;479108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 13581 | &nbsp;&nbsp;2400849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 12564 | &nbsp;&nbsp;1803437 |
| \* | Skillsoft Corp. | 103 | &nbsp;&nbsp;932 |
|  | Snap-on, Inc. | 14497 | &nbsp;&nbsp;5307497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southland Holdings, <br>Inc.<br>| 4528 | &nbsp;&nbsp;8422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 14335 | &nbsp;&nbsp;2987557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 88272 | &nbsp;&nbsp;7228594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 4182 | &nbsp;&nbsp;1003680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 22895 | &nbsp;&nbsp;1800921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 9785 | &nbsp;&nbsp;$3502149 |
| \* | Sunrun, Inc. | 52214 | &nbsp;&nbsp;992066 |
| \* | Symbotic, Inc. | 8226 | &nbsp;&nbsp;447248 |
| \* | TaskUS, Inc., Class A | 6019 | &nbsp;&nbsp;65005 |
| \* | Taylor Devices, Inc. | 260 | &nbsp;&nbsp;18912 |
| \* | Team, Inc. | 331 | &nbsp;&nbsp;4776 |
| \* | TechPrecision Corp. | 1969 | &nbsp;&nbsp;9392 |
|  | Tecnoglass, Inc. | 8735 | &nbsp;&nbsp;427229 |
|  | Tennant Co. | 6351 | &nbsp;&nbsp;483248 |
|  | Terex Corp. | 26702 | &nbsp;&nbsp;1522014 |
|  | Tetra Tech, Inc. | 78559 | &nbsp;&nbsp;2958532 |
|  | Textron, Inc. | 51863 | &nbsp;&nbsp;4567056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 13041 | &nbsp;&nbsp;590105 |
| \* | TIC Solutions, Inc. | 31573 | &nbsp;&nbsp;318887 |
|  | Timken Co. | 16646 | &nbsp;&nbsp;1551241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 19800 | &nbsp;&nbsp;188892 |
| \* | Titan Machinery, Inc. | 12204 | &nbsp;&nbsp;198559 |
|  | Toro Co. | 30090 | &nbsp;&nbsp;2753235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 28702 | &nbsp;&nbsp;12071487 |
| \* | Transcat, Inc. | 2388 | &nbsp;&nbsp;144020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Group, <br>Inc.<br>| 6441 | &nbsp;&nbsp;9194785 |
|  | TransUnion | 81600 | &nbsp;&nbsp;6448032 |
| \* | Trex Co., Inc. | 18825 | &nbsp;&nbsp;779731 |
|  | TriNet Group, Inc. | 13278 | &nbsp;&nbsp;813145 |
|  | Trinity Industries, Inc. | 39740 | &nbsp;&nbsp;1142128 |
| \* | TrueBlue, Inc. | 26951 | &nbsp;&nbsp;144457 |
|  | Tutor Perini Corp. | 27914 | &nbsp;&nbsp;2202135 |
|  | Twin Disc, Inc. | 3200 | &nbsp;&nbsp;55008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 242610 | &nbsp;&nbsp;19420930 |
|  | UFP Industries, Inc. | 18722 | &nbsp;&nbsp;1933608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 8590 | &nbsp;&nbsp;485765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 71499 | &nbsp;&nbsp;3668614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UL Solutions, Inc., <br>Class A<br>| 15206 | &nbsp;&nbsp;1067917 |
| \* | Ultralife Corp. | 1376 | &nbsp;&nbsp;8779 |
|  | UniFirst Corp. | 2851 | &nbsp;&nbsp;612965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 46012 | &nbsp;&nbsp;4887395 |
|  | United Rentals, Inc. | 22156 | &nbsp;&nbsp;17327321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 7757 | &nbsp;&nbsp;124190 |
| #\* | Upwork, Inc. | 61455 | &nbsp;&nbsp;1230944 |
| \* | V2X, Inc. | 8132 | &nbsp;&nbsp;559726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 4449 | &nbsp;&nbsp;1982296 |
|  | Veralto Corp. | 48419 | &nbsp;&nbsp;4792513 |
|  | Verisk Analytics, Inc. | 38353 | &nbsp;&nbsp;8340243 |
| \* | Verra Mobility Corp. | 69692 | &nbsp;&nbsp;1345056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 31735 | &nbsp;&nbsp;5908422 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Vestis Corp. | 15910 | &nbsp;&nbsp;$103892 |
| \* | Vicor Corp. | 3380 | &nbsp;&nbsp;532925 |
|  | VSE Corp. | 7084 | &nbsp;&nbsp;1548350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 13445 | &nbsp;&nbsp;136198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watsco, Inc. (WSO <br>US)<br>| 7739 | &nbsp;&nbsp;2990737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 9849 | &nbsp;&nbsp;2947904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 3285 | &nbsp;&nbsp;112511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 27574 | &nbsp;&nbsp;7980743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 35139 | &nbsp;&nbsp;8086889 |
| \* | Willdan Group, Inc. | 5179 | &nbsp;&nbsp;653590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 3285 | &nbsp;&nbsp;598790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 77514 | &nbsp;&nbsp;1552605 |
|  | Woodward, Inc. | 16317 | &nbsp;&nbsp;5186195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 8568 | &nbsp;&nbsp;476124 |
|  | WW Grainger, Inc. | 10298 | &nbsp;&nbsp;11121222 |
| \* | XPO, Inc. | 24638 | &nbsp;&nbsp;3649134 |
|  | Xylem, Inc. | 38012 | &nbsp;&nbsp;5240714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 32016 | &nbsp;&nbsp;1476258 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;1076171058 |
| INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) | INFORMATION TECHNOLOGY — (26.1%) |
|  | A10 Networks, Inc. | 23192 | &nbsp;&nbsp;404468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 67116 | &nbsp;&nbsp;17694462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACCESS Newswire, <br>Inc.<br>| 1103 | &nbsp;&nbsp;9530 |
| \* | ACI Worldwide, Inc. | 33196 | &nbsp;&nbsp;1439379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACM Research, Inc., <br>Class A<br>| 300 | &nbsp;&nbsp;17436 |
|  | Adeia, Inc. | 43637 | &nbsp;&nbsp;789393 |
| \* | Adobe, Inc. | 44052 | &nbsp;&nbsp;12918249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 7617 | &nbsp;&nbsp;1945077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 124524 | &nbsp;&nbsp;29478567 |
| \* | Agilysys, Inc. | 6275 | &nbsp;&nbsp;544356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 12422 | &nbsp;&nbsp;605945 |
| \* | Ambarella, Inc. | 1946 | &nbsp;&nbsp;124622 |
|  | Amdocs Ltd. | 38958 | &nbsp;&nbsp;3192219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 90643 | &nbsp;&nbsp;13059843 |
| \* | Amtech Systems, Inc. | 2892 | &nbsp;&nbsp;48615 |
|  | Analog Devices, Inc. | 20148 | &nbsp;&nbsp;6263610 |
| \* | Appfolio, Inc., Class A | 6051 | &nbsp;&nbsp;1148964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Apple, Inc. | 1820814 | &nbsp;&nbsp;$472464817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Materials, <br>Inc.<br>| 98382 | &nbsp;&nbsp;31710486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 50092 | &nbsp;&nbsp;23699026 |
| \* | Arista Networks, Inc. | 90513 | &nbsp;&nbsp;12829313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 23204 | &nbsp;&nbsp;3074298 |
| \* | ASGN, Inc. | 16104 | &nbsp;&nbsp;838857 |
| \* | AstroNova, Inc. | 663 | &nbsp;&nbsp;6027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp., <br>Class A<br>| 10969 | &nbsp;&nbsp;1296316 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Innovation, <br>Inc.<br>| 139678 | &nbsp;&nbsp;586648 |
| \* | Autodesk, Inc. | 37701 | &nbsp;&nbsp;9533452 |
| \* | AvePoint, Inc. | 31755 | &nbsp;&nbsp;369311 |
|  | Avnet, Inc. | 51291 | &nbsp;&nbsp;3200045 |
| \* | Aware, Inc. | 44400 | &nbsp;&nbsp;80364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 9656 | &nbsp;&nbsp;850404 |
|  | Badger Meter, Inc. | 4137 | &nbsp;&nbsp;606401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 158 | &nbsp;&nbsp;29032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 2606 | &nbsp;&nbsp;524301 |
|  | Belden, Inc. | 8794 | &nbsp;&nbsp;1033383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 15479 | &nbsp;&nbsp;807075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 64927 | &nbsp;&nbsp;2280236 |
| \* | Bill Holdings, Inc. | 16349 | &nbsp;&nbsp;705786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 207 | &nbsp;&nbsp;15790 |
| \* | Blackbaud, Inc. | 12890 | &nbsp;&nbsp;692193 |
| #\* | BlackLine, Inc. | 13324 | &nbsp;&nbsp;619166 |
| \* | Box, Inc., Class A | 39920 | &nbsp;&nbsp;1011972 |
|  | Broadcom, Inc. | 485056 | &nbsp;&nbsp;160699053 |
| \* | C3.ai, Inc., Class A | 43057 | &nbsp;&nbsp;474058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadence Design <br>Systems, Inc.<br>| 18473 | &nbsp;&nbsp;5474658 |
| \* | Calix, Inc. | 13329 | &nbsp;&nbsp;595406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 192370 | &nbsp;&nbsp;1458165 |
|  | CDW Corp. | 33707 | &nbsp;&nbsp;4260228 |
| \* | Cerence, Inc. | 13161 | &nbsp;&nbsp;149114 |
| \* | CEVA, Inc. | 10196 | &nbsp;&nbsp;215034 |
| \* | Ciena Corp. | 36993 | &nbsp;&nbsp;9315207 |
| #\* | Cipher Mining, Inc. | 81388 | &nbsp;&nbsp;1298952 |
| \* | Cirrus Logic, Inc. | 16433 | &nbsp;&nbsp;2141877 |
|  | Cisco Systems, Inc. | 455202 | &nbsp;&nbsp;35651421 |
| \* | Cleanspark, Inc. | 34353 | &nbsp;&nbsp;406740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 22532 | &nbsp;&nbsp;734994 |
| \* | Clearfield, Inc. | 2900 | &nbsp;&nbsp;86333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global <br>Solutions, Inc.<br>| 980 | &nbsp;&nbsp;116218 |
|  | Cognex Corp. | 35938 | &nbsp;&nbsp;1392238 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 82944 | &nbsp;&nbsp;$6806385 |
| \* | Cohu, Inc. | 10806 | &nbsp;&nbsp;308403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 3542 | &nbsp;&nbsp;303549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 5537 | &nbsp;&nbsp;118270 |
| \* | Corsair Gaming, Inc. | 10405 | &nbsp;&nbsp;53065 |
|  | Crane NXT Co. | 11637 | &nbsp;&nbsp;587901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credo Technology <br>Group Holding Ltd.<br>| 26279 | &nbsp;&nbsp;3292233 |
| \* | Crexendo, Inc. | 3157 | &nbsp;&nbsp;22099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crowdstrike Holdings, <br>Inc., Class A<br>| 8251 | &nbsp;&nbsp;3642033 |
| \* | CS Disco, Inc. | 7679 | &nbsp;&nbsp;47994 |
|  | CSP, Inc. | 1100 | &nbsp;&nbsp;12562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CVD Equipment <br>Corp.<br>| 115 | &nbsp;&nbsp;553 |
| \* | Daily Journal Corp. | 490 | &nbsp;&nbsp;287321 |
| \* | Daktronics, Inc. | 24371 | &nbsp;&nbsp;564189 |
| \* | Data I/O Corp. | 4622 | &nbsp;&nbsp;14328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datadog, Inc., <br>Class A<br>| 29441 | &nbsp;&nbsp;3807310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell Technologies, <br>Inc., Class C<br>| 35057 | &nbsp;&nbsp;4011923 |
| \* | Diebold Nixdorf, Inc. | 6843 | &nbsp;&nbsp;472235 |
| \* | Digi International, Inc. | 14309 | &nbsp;&nbsp;616289 |
| \* | Digital Turbine, Inc. | 25792 | &nbsp;&nbsp;134634 |
| \* | Docusign, Inc. | 37844 | &nbsp;&nbsp;1988324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 16424 | &nbsp;&nbsp;1054257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dropbox, Inc., <br>Class A<br>| 53693 | &nbsp;&nbsp;1368098 |
| \* | DXC Technology Co. | 44408 | &nbsp;&nbsp;640807 |
| \* | Dynatrace, Inc. | 91501 | &nbsp;&nbsp;3485273 |
| \* | eGain Corp. | 5400 | &nbsp;&nbsp;55458 |
| \* | Electro-Sensors, Inc. | 1026 | &nbsp;&nbsp;4432 |
|  | Entegris, Inc. | 9523 | &nbsp;&nbsp;1124381 |
| \* | EPAM Systems, Inc. | 16812 | &nbsp;&nbsp;3506983 |
|  | ePlus, Inc. | 7964 | &nbsp;&nbsp;683391 |
| \* | F5, Inc. | 19800 | &nbsp;&nbsp;5457078 |
| \* | Fair Isaac Corp. | 3053 | &nbsp;&nbsp;4467058 |
| \* | Five9, Inc. | 6627 | &nbsp;&nbsp;117033 |
| \* | Flex Ltd. | 72882 | &nbsp;&nbsp;4594481 |
| \* | FormFactor, Inc. | 18445 | &nbsp;&nbsp;1300188 |
| \* | Fortinet, Inc. | 126155 | &nbsp;&nbsp;10251355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Wireless <br>Corp.<br>| 1509 | &nbsp;&nbsp;6202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency <br>Electronics, Inc.<br>| 619 | &nbsp;&nbsp;32547 |
| \* | Gartner, Inc. | 15549 | &nbsp;&nbsp;3259226 |
|  | Gen Digital, Inc. | 209749 | &nbsp;&nbsp;5031879 |
| \* | Globant SA | 4455 | &nbsp;&nbsp;297950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 25788 | &nbsp;&nbsp;2592210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 21687 | &nbsp;&nbsp;179351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Guidewire Software, <br>Inc.<br>| 15197 | &nbsp;&nbsp;$2139130 |
|  | Hackett Group, Inc. | 10635 | &nbsp;&nbsp;194089 |
| \* | Harmonic, Inc. | 37729 | &nbsp;&nbsp;366726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 418580 | &nbsp;&nbsp;9007842 |
|  | HP, Inc. | 155240 | &nbsp;&nbsp;3017866 |
| \* | HubSpot, Inc. | 3347 | &nbsp;&nbsp;937160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 7391 | &nbsp;&nbsp;164154 |
| \* | Ichor Holdings Ltd. | 8681 | &nbsp;&nbsp;263382 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;indie Semiconductor, <br>Inc., Class A<br>| 72735 | &nbsp;&nbsp;298213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 10339 | &nbsp;&nbsp;57588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 12393 | &nbsp;&nbsp;1041260 |
| \* | Intel Corp. | 214797 | &nbsp;&nbsp;9981617 |
| \* | Intellicheck, Inc. | 3718 | &nbsp;&nbsp;21118 |
| \* | Intellinetics, Inc. | 379 | &nbsp;&nbsp;3115 |
| # | InterDigital, Inc. | 7345 | &nbsp;&nbsp;2397702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 130604 | &nbsp;&nbsp;40056247 |
|  | Intuit, Inc. | 27257 | &nbsp;&nbsp;13599062 |
| \* | Inuvo, Inc. | 1870 | &nbsp;&nbsp;3890 |
| #\* | IonQ, Inc. | 18007 | &nbsp;&nbsp;719920 |
| \* | IPG Photonics Corp. | 2922 | &nbsp;&nbsp;270022 |
| \* | Itron, Inc. | 16370 | &nbsp;&nbsp;1621940 |
|  | Jabil, Inc. | 4669 | &nbsp;&nbsp;1107440 |
| \*» | Jamf Holding Corp. | 7815 | &nbsp;&nbsp;101986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight <br>Technologies, Inc.<br>| 15904 | &nbsp;&nbsp;3440512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 4836 | &nbsp;&nbsp;146096 |
|  | KLA Corp. | 19117 | &nbsp;&nbsp;27297929 |
| \* | Klaviyo, Inc., Class A | 7051 | &nbsp;&nbsp;156603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 14363 | &nbsp;&nbsp;823431 |
| \* | KVH Industries, Inc. | 1119 | &nbsp;&nbsp;7475 |
| \* | Kyndryl Holdings, Inc. | 55335 | &nbsp;&nbsp;1272705 |
|  | Lam Research Corp. | 94344 | &nbsp;&nbsp;22025550 |
| \* | Lantronix, Inc. | 3255 | &nbsp;&nbsp;21613 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 16561 | &nbsp;&nbsp;1333492 |
| \* | LGL Group, Inc. | 400 | &nbsp;&nbsp;2892 |
| #\* | Life360, Inc. | 10158 | &nbsp;&nbsp;581952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 23893 | &nbsp;&nbsp;581795 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 1 | &nbsp;&nbsp;392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MACOM Technology <br>Solutions Holdings, <br>Inc.<br>| 6947 | &nbsp;&nbsp;1521810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 11871 | &nbsp;&nbsp;1792640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 81030 | &nbsp;&nbsp;6394888 |
| \* | MaxLinear, Inc. | 24765 | &nbsp;&nbsp;429673 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 16000 | &nbsp;&nbsp;$127840 |
|  | Microsoft Corp. | 404871 | &nbsp;&nbsp;174211943 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 80775 | &nbsp;&nbsp;2006451 |
| \* | Mitek Systems, Inc. | 19733 | &nbsp;&nbsp;197725 |
|  | MKS, Inc. | 10722 | &nbsp;&nbsp;2524066 |
| \* | MongoDB, Inc. | 13418 | &nbsp;&nbsp;4982506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monolithic Power <br>Systems, Inc.<br>| 2668 | &nbsp;&nbsp;2999232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 23530 | &nbsp;&nbsp;9471766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;M-Tron Industries, <br>Inc.<br>| 314 | &nbsp;&nbsp;20485 |
| \* | N-able, Inc. | 371 | &nbsp;&nbsp;2252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 7858 | &nbsp;&nbsp;289882 |
| \* | nCino, Inc. | 30284 | &nbsp;&nbsp;646563 |
| \* | NCR Voyix Corp. | 25739 | &nbsp;&nbsp;255331 |
|  | NetApp, Inc. | 61353 | &nbsp;&nbsp;5911362 |
| \* | NETGEAR, Inc. | 11673 | &nbsp;&nbsp;244082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 17682 | &nbsp;&nbsp;491736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetSol Technologies, <br>Inc.<br>| 26556 | &nbsp;&nbsp;94539 |
| \* | Nortech Systems, Inc. | 126 | &nbsp;&nbsp;1075 |
| \* | Novanta, Inc. | 8769 | &nbsp;&nbsp;1179781 |
| \* | Nutanix, Inc., Class A | 65376 | &nbsp;&nbsp;2571238 |
|  | NVIDIA Corp. | 3001579 | &nbsp;&nbsp;573691794 |
| \* | Okta, Inc. | 53264 | &nbsp;&nbsp;4499743 |
| \* | ON24, Inc. | 32970 | &nbsp;&nbsp;262771 |
|  | OneSpan, Inc. | 14569 | &nbsp;&nbsp;171623 |
| \* | Onto Innovation, Inc. | 1444 | &nbsp;&nbsp;291760 |
| \* | Optical Cable Corp. | 1610 | &nbsp;&nbsp;7937 |
|  | Oracle Corp. | 142177 | &nbsp;&nbsp;23399491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palantir Technologies, <br>Inc., Class A<br>| 104386 | &nbsp;&nbsp;15301944 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Palo Alto Networks, <br>Inc.<br>| 48739 | &nbsp;&nbsp;8625341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PAR Technology <br>Corp.<br>| 16642 | &nbsp;&nbsp;436187 |
|  | PC Connection, Inc. | 13067 | &nbsp;&nbsp;768470 |
| \* | PDF Solutions, Inc. | 9700 | &nbsp;&nbsp;308945 |
|  | Pegasystems, Inc. | 52808 | &nbsp;&nbsp;2307182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 19446 | &nbsp;&nbsp;373558 |
| \* | Photronics, Inc. | 20014 | &nbsp;&nbsp;691884 |
| \*» | Pivotal Software, Inc. | 6142 | &nbsp;&nbsp;0 |
| \* | Plexus Corp. | 6601 | &nbsp;&nbsp;1315777 |
| \* | Porch Group, Inc. | 25987 | &nbsp;&nbsp;205037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 9948 | &nbsp;&nbsp;457011 |
| \* | Powerfleet, Inc. NJ | 40837 | &nbsp;&nbsp;208677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 12796 | &nbsp;&nbsp;523612 |
| \* | PTC, Inc. | 31961 | &nbsp;&nbsp;4990071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pure Storage, Inc., <br>Class A<br>| 33978 | &nbsp;&nbsp;2362830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Q2 Holdings, Inc. | 12263 | &nbsp;&nbsp;$751109 |
|  | Qnity Electronics, Inc. | 27725 | &nbsp;&nbsp;2666590 |
|  | QUALCOMM, Inc. | 189184 | &nbsp;&nbsp;28678403 |
| \* | Qualys, Inc. | 6762 | &nbsp;&nbsp;891908 |
|  | Ralliant Corp. | 29585 | &nbsp;&nbsp;1567117 |
| \* | Rambus, Inc. | 31354 | &nbsp;&nbsp;3569026 |
|  | Red Violet, Inc. | 1433 | &nbsp;&nbsp;65173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Research Solutions, <br>Inc.<br>| 1852 | &nbsp;&nbsp;5278 |
| \* | RF Industries Ltd. | 3146 | &nbsp;&nbsp;30705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 11503 | &nbsp;&nbsp;30138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 500 | &nbsp;&nbsp;6045 |
| \* | Rimini Street, Inc. | 5826 | &nbsp;&nbsp;20100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RingCentral, Inc., <br>Class A<br>| 19509 | &nbsp;&nbsp;504893 |
| \* | Riot Platforms, Inc. | 78389 | &nbsp;&nbsp;1212678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 15963 | &nbsp;&nbsp;5925944 |
| \* | Rubrik, Inc., Class A | 900 | &nbsp;&nbsp;50355 |
|  | Salesforce, Inc. | 71951 | &nbsp;&nbsp;15274478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsara, Inc., <br>Class A<br>| 9133 | &nbsp;&nbsp;256181 |
| \* | ScanSource, Inc. | 10764 | &nbsp;&nbsp;462744 |
| \* | Semtech Corp. | 3358 | &nbsp;&nbsp;267800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SentinelOne, Inc., <br>Class A<br>| 79907 | &nbsp;&nbsp;1117100 |
| \* | ServiceNow, Inc. | 61535 | &nbsp;&nbsp;7200210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 8396 | &nbsp;&nbsp;1196010 |
| \* | SiTime Corp. | 2298 | &nbsp;&nbsp;834427 |
| \* | Sono-Tek Corp. | 3001 | &nbsp;&nbsp;12334 |
| \* | SoundThinking, Inc. | 2086 | &nbsp;&nbsp;14560 |
| \* | Sprinklr, Inc., Class A | 33445 | &nbsp;&nbsp;213379 |
| \* | SPS Commerce, Inc. | 6511 | &nbsp;&nbsp;581172 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro <br>Computer, Inc.<br>| 125174 | &nbsp;&nbsp;3643815 |
| \* | Synaptics, Inc. | 14735 | &nbsp;&nbsp;1215785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synchronoss <br>Technologies, Inc.<br>| 12000 | &nbsp;&nbsp;105600 |
| \* | Synopsys, Inc. | 13408 | &nbsp;&nbsp;6236262 |
| \* | Tao Synergies, Inc. | 1856 | &nbsp;&nbsp;7925 |
|  | TD SYNNEX Corp. | 28903 | &nbsp;&nbsp;4586039 |
|  | TE Connectivity PLC | 33317 | &nbsp;&nbsp;7422361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne <br>Technologies, Inc.<br>| 5718 | &nbsp;&nbsp;3546875 |
| \* | Telos Corp. | 27232 | &nbsp;&nbsp;148687 |
| \* | Teradata Corp. | 23970 | &nbsp;&nbsp;683624 |
|  | Teradyne, Inc. | 18445 | &nbsp;&nbsp;4446167 |
| \* | Trimble, Inc. | 65300 | &nbsp;&nbsp;4414280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trio-Tech <br>International<br>| 3584 | &nbsp;&nbsp;20178 |
| \* | Turtle Beach Corp. | 3172 | &nbsp;&nbsp;37937 |
| \* | Twilio, Inc., Class A | 53626 | &nbsp;&nbsp;6459788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, <br>Inc.<br>| 8672 | &nbsp;&nbsp;3203437 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | UiPath, Inc., Class A | 74574 | &nbsp;&nbsp;$938887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ultra Clean Holdings, <br>Inc.<br>| 6977 | &nbsp;&nbsp;304755 |
| \* | Unity Software, Inc. | 135042 | &nbsp;&nbsp;3929722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 10575 | &nbsp;&nbsp;1214221 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 16042 | &nbsp;&nbsp;500992 |
| \* | Vertex, Inc., Class A | 1493 | &nbsp;&nbsp;27695 |
| \* | Viasat, Inc. | 37958 | &nbsp;&nbsp;1714563 |
| \* | Viavi Solutions, Inc. | 40117 | &nbsp;&nbsp;981262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistance Networks, <br>Inc.<br>| 35765 | &nbsp;&nbsp;643770 |
|  | Vontier Corp. | 65572 | &nbsp;&nbsp;2458950 |
| \* | WidePoint Corp. | 3408 | &nbsp;&nbsp;22459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Workday, Inc., <br>Class A<br>| 24722 | &nbsp;&nbsp;4341925 |
| # | Xerox Holdings Corp. | 36283 | &nbsp;&nbsp;79460 |
| \* | Xperi, Inc. | 22459 | &nbsp;&nbsp;127118 |
| \* | Yext, Inc. | 35168 | &nbsp;&nbsp;251803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 14897 | &nbsp;&nbsp;3500497 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zeta Global Holdings <br>Corp., Class A<br>| 32133 | &nbsp;&nbsp;597031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 54532 | &nbsp;&nbsp;5022397 |
| \* | Zscaler, Inc. | 7378 | &nbsp;&nbsp;1475674 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;2111972583 |
| MATERIALS — (2.3%) | MATERIALS — (2.3%) | MATERIALS — (2.3%) | MATERIALS — (2.3%) |
|  | Albemarle Corp. | 31490 | &nbsp;&nbsp;5373139 |
|  | Amcor PLC | 113367 | &nbsp;&nbsp;5016490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 32321 | &nbsp;&nbsp;164191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 6695 | &nbsp;&nbsp;37291 |
|  | AptarGroup, Inc. | 22814 | &nbsp;&nbsp;2850609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 41916 | &nbsp;&nbsp;184011 |
|  | Ashland, Inc. | 3642 | &nbsp;&nbsp;222745 |
| \* | Aspen Aerogels, Inc. | 9429 | &nbsp;&nbsp;31776 |
|  | Avery Dennison Corp. | 26911 | &nbsp;&nbsp;4992260 |
|  | Avient Corp. | 40822 | &nbsp;&nbsp;1475715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 117733 | &nbsp;&nbsp;3953474 |
|  | Balchem Corp. | 10968 | &nbsp;&nbsp;1866425 |
|  | Ball Corp. | 70207 | &nbsp;&nbsp;3992672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 1217 | &nbsp;&nbsp;33394 |
|  | Celanese Corp. | 2408 | &nbsp;&nbsp;107011 |
| \* | Coeur Mining, Inc. | 45578 | &nbsp;&nbsp;931614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 23386 | &nbsp;&nbsp;1797682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 6323 | &nbsp;&nbsp;157949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 648 | &nbsp;&nbsp;$12649 |
|  | Corteva, Inc. | 140491 | &nbsp;&nbsp;10227745 |
|  | Crown Holdings, Inc. | 44148 | &nbsp;&nbsp;4621413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 55450 | &nbsp;&nbsp;2435364 |
|  | Ecolab, Inc. | 46078 | &nbsp;&nbsp;12993535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 146782 | &nbsp;&nbsp;4271356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 3279 | &nbsp;&nbsp;18920 |
| \* | Flotek Industries, Inc. | 15771 | &nbsp;&nbsp;273942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 58275 | &nbsp;&nbsp;853729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 13296 | &nbsp;&nbsp;938963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 1339 | &nbsp;&nbsp;111378 |
|  | Hawkins, Inc. | 10913 | &nbsp;&nbsp;1421418 |
|  | HB Fuller Co. | 21660 | &nbsp;&nbsp;1301766 |
|  | Hecla Mining Co. | 234563 | &nbsp;&nbsp;5282359 |
|  | Huntsman Corp. | 33125 | &nbsp;&nbsp;358412 |
| \* | Ingevity Corp. | 8405 | &nbsp;&nbsp;552965 |
|  | Innospec, Inc. | 8784 | &nbsp;&nbsp;717828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 34071 | &nbsp;&nbsp;2378496 |
| \* | Intrepid Potash, Inc. | 1876 | &nbsp;&nbsp;61608 |
| \* | Ivanhoe Electric, Inc. | 23561 | &nbsp;&nbsp;402657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 3297 | &nbsp;&nbsp;404278 |
| \* | Knife River Corp. | 19911 | &nbsp;&nbsp;1337422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 9150 | &nbsp;&nbsp;269559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 20455 | &nbsp;&nbsp;1712902 |
|  | Materion Corp. | 8010 | &nbsp;&nbsp;1107623 |
| #\* | McEwen, Inc. | 9554 | &nbsp;&nbsp;230729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 12744 | &nbsp;&nbsp;838045 |
|  | Mosaic Co. | 13156 | &nbsp;&nbsp;361790 |
| #\* | MP Materials Corp. | 38889 | &nbsp;&nbsp;2285506 |
|  | Myers Industries, Inc. | 11436 | &nbsp;&nbsp;236382 |
|  | NewMarket Corp. | 2791 | &nbsp;&nbsp;1872175 |
|  | Newmont Corp. | 118892 | &nbsp;&nbsp;13357516 |
|  | Nexa Resources SA | 1219 | &nbsp;&nbsp;15372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 100 | &nbsp;&nbsp;906 |
|  | Nucor Corp. | 17 | &nbsp;&nbsp;3021 |
|  | Olympic Steel, Inc. | 6698 | &nbsp;&nbsp;322107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 18075 | &nbsp;&nbsp;4022591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 82328 | &nbsp;&nbsp;2152877 |
|  | PPG Industries, Inc. | 76949 | &nbsp;&nbsp;8897613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 4924 | &nbsp;&nbsp;757016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ranpak Holdings <br>Corp.<br>| 39464 | &nbsp;&nbsp;198899 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Reliance, Inc. | 28644 | &nbsp;&nbsp;$9438198 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 1960 | &nbsp;&nbsp;522 |
|  | Royal Gold, Inc. | 33152 | &nbsp;&nbsp;8729253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 63284 | &nbsp;&nbsp;6768857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 20312 | &nbsp;&nbsp;573205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scotts Miracle-Gro <br>Co.<br>| 14925 | &nbsp;&nbsp;958483 |
|  | Sealed Air Corp. | 65137 | &nbsp;&nbsp;2727938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 13086 | &nbsp;&nbsp;1236889 |
|  | Sherwin-Williams Co. | 48552 | &nbsp;&nbsp;17218481 |
|  | Silgan Holdings, Inc. | 37999 | &nbsp;&nbsp;1639657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 46457 | &nbsp;&nbsp;1934005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 1249 | &nbsp;&nbsp;77151 |
|  | Sonoco Products Co. | 20183 | &nbsp;&nbsp;968784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 5197 | &nbsp;&nbsp;989093 |
|  | Steel Dynamics, Inc. | 26868 | &nbsp;&nbsp;4824687 |
|  | Stepan Co. | 4362 | &nbsp;&nbsp;251295 |
|  | Sylvamo Corp. | 9750 | &nbsp;&nbsp;477165 |
|  | TriMas Corp. | 27366 | &nbsp;&nbsp;951516 |
|  | Vulcan Materials Co. | 20654 | &nbsp;&nbsp;6207353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 23049 | &nbsp;&nbsp;927261 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;189709073 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 308 | &nbsp;&nbsp;6400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 53952 | &nbsp;&nbsp;9189644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 165159 | &nbsp;&nbsp;2067791 |
| \* | CoStar Group, Inc. | 39190 | &nbsp;&nbsp;2410185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 76231 | &nbsp;&nbsp;1253238 |
| \* | Douglas Elliman, Inc. | 37600 | &nbsp;&nbsp;101520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;eXp World Holdings, <br>Inc.<br>| 2290 | &nbsp;&nbsp;20702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Five Point <br>Holdings LLC, <br>Class A<br>| 17500 | &nbsp;&nbsp;92925 |
| \* | Forestar Group, Inc. | 3145 | &nbsp;&nbsp;81833 |
| \* | FRP Holdings, Inc. | 237 | &nbsp;&nbsp;5667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 5186 | &nbsp;&nbsp;423489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 18949 | &nbsp;&nbsp;6782036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 16545 | &nbsp;&nbsp;450024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maui Land & <br>Pineapple Co., Inc.<br>| 154 | &nbsp;&nbsp;2638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 54952 | &nbsp;&nbsp;$979794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 4369 | &nbsp;&nbsp;33991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 3179 | &nbsp;&nbsp;60051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 70680 | &nbsp;&nbsp;4454960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (ZG <br>US), Class A<br>| 16589 | &nbsp;&nbsp;1032499 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;29449387 |
| UTILITIES — (0.7%) | UTILITIES — (0.7%) | UTILITIES — (0.7%) | UTILITIES — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American States <br>Water Co.<br>| 15145 | &nbsp;&nbsp;1104979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water <br>Works Co., Inc.<br>| 46585 | &nbsp;&nbsp;6015521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artesian Resources <br>Corp., Class A<br>| 381 | &nbsp;&nbsp;12710 |
|  | Atmos Energy Corp. | 28081 | &nbsp;&nbsp;4670994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Water <br>Service Group<br>| 24812 | &nbsp;&nbsp;1109096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Utilities <br>Corp.<br>| 3070 | &nbsp;&nbsp;395048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, <br>Inc.<br>| 39705 | &nbsp;&nbsp;4233744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Water <br>Co. Ltd.<br>| 2963 | &nbsp;&nbsp;112238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Corp.<br>| 11084 | &nbsp;&nbsp;3111057 |
|  | Edison International | 112106 | &nbsp;&nbsp;6981962 |
|  | Essential Utilities, Inc. | 41595 | &nbsp;&nbsp;1613470 |
|  | Eversource Energy | 109310 | &nbsp;&nbsp;7556600 |
|  | Exelon Corp. | 134487 | &nbsp;&nbsp;6022328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genie Energy Ltd., <br>Class B<br>| 21350 | &nbsp;&nbsp;293990 |
|  | H2O America | 11828 | &nbsp;&nbsp;615529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 14920 | &nbsp;&nbsp;306009 |
|  | Middlesex Water Co. | 3826 | &nbsp;&nbsp;200406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 58484 | &nbsp;&nbsp;2893788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest Natural <br>Holding Co.<br>| 15536 | &nbsp;&nbsp;723356 |
|  | ONE Gas, Inc. | 15762 | &nbsp;&nbsp;1254025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 23121 | &nbsp;&nbsp;2888738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service <br>Enterprise Group, <br>Inc.<br>| 8643 | &nbsp;&nbsp;711837 |
| \* | Pure Cycle Corp. | 11593 | &nbsp;&nbsp;134247 |
|  | RGC Resources, Inc. | 517 | &nbsp;&nbsp;11224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Gas <br>Holdings, Inc.<br>| 26475 | &nbsp;&nbsp;2192660 |
|  | Spire, Inc. | 21510 | &nbsp;&nbsp;1817380 |
|  | UGI Corp. | 74014 | &nbsp;&nbsp;2968702 |
|  | Unitil Corp. | 4502 | &nbsp;&nbsp;229197 |

---

------

**U.S. Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | York Water Co. | 1961 | &nbsp;&nbsp;$65850 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;60246685 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;8025073247 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) | CONSUMER DISCRETIONARY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;GameStop Corp. <br>Warrants <br>10/30/2026<br>| 2215 | &nbsp;&nbsp;8638 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Rent the Runway, <br>Inc.<br>| 319 | &nbsp;&nbsp;707 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;9345 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;9345 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,577,630,773) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,577,630,773) |  | &nbsp;&nbsp;8025082592 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 12362728 | &nbsp;&nbsp;$12362728 |
| SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 6211728 | &nbsp;&nbsp;71851062 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,661,844,312)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,661,844,312)^^ |  | &nbsp;&nbsp;$8109296382 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$879112566 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$879112566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;940711791 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;940711791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;356677260 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;356677260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;126282437 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;126282437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;1417325656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1417325656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;837270867 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$143884 | &nbsp;&nbsp;&nbsp;837414751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;1076159136 | &nbsp;&nbsp;&nbsp;$11922 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1076171058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;2111870597 | &nbsp;&nbsp;&nbsp;101986 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2111972583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;189708551 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;189709073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;29449387 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29449387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;60246685 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60246685 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9345 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;12362728 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12362728 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;71851062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;71851062 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$8037177661 | &nbsp;&nbsp;&nbsp;$71974315 | &nbsp;&nbsp;&nbsp;$144,406˂˃ | &nbsp;&nbsp;&nbsp;$8109296382 |

---

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

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) |
| COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) | COMMUNICATION SERVICES — (2.3%) |
| \* | Angi, Inc. | 12792 | &nbsp;&nbsp;$166040 |
| \* | Anterix, Inc. | 2313 | &nbsp;&nbsp;60751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 15565 | &nbsp;&nbsp;750077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 4582 | &nbsp;&nbsp;110839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 8289 | &nbsp;&nbsp;115797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 7432 | &nbsp;&nbsp;90745 |
|  | Cable One, Inc. | 770 | &nbsp;&nbsp;62362 |
| \* | Cars.com, Inc. | 23754 | &nbsp;&nbsp;269845 |
| \* | DHI Group, Inc. | 3288 | &nbsp;&nbsp;5721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 23135 | &nbsp;&nbsp;250321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 3100 | &nbsp;&nbsp;9331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 1138 | &nbsp;&nbsp;5030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 30001 | &nbsp;&nbsp;100503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gambling.com Group <br>Ltd.<br>| 5426 | &nbsp;&nbsp;25882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 14118 | &nbsp;&nbsp;522225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 1477 | &nbsp;&nbsp;55343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 28773 | &nbsp;&nbsp;129766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 12664 | &nbsp;&nbsp;395497 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 36793 | &nbsp;&nbsp;408034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 39769 | &nbsp;&nbsp;440641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 12140 | &nbsp;&nbsp;93721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 51698 | &nbsp;&nbsp;402210 |
| \* | Magnite, Inc. | 32536 | &nbsp;&nbsp;470796 |
|  | Marcus Corp. | 7615 | &nbsp;&nbsp;114910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 6208 | &nbsp;&nbsp;22411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 10134 | &nbsp;&nbsp;$2152259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 14404 | &nbsp;&nbsp;161469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 8521 | &nbsp;&nbsp;61862 |
| \* | Reservoir Media, Inc. | 12049 | &nbsp;&nbsp;90970 |
|  | Scholastic Corp. | 9082 | &nbsp;&nbsp;317598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 4200 | &nbsp;&nbsp;49854 |
|  | Shutterstock, Inc. | 4436 | &nbsp;&nbsp;88055 |
|  | Sinclair, Inc. | 11765 | &nbsp;&nbsp;170710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 35690 | &nbsp;&nbsp;726292 |
|  | Spok Holdings, Inc. | 3568 | &nbsp;&nbsp;49131 |
| \* | Stagwell, Inc. | 45882 | &nbsp;&nbsp;275751 |
|  | TEGNA, Inc. | 46978 | &nbsp;&nbsp;900099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 31294 | &nbsp;&nbsp;1412298 |
| \* | TripAdvisor, Inc. | 29828 | &nbsp;&nbsp;396414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 1138 | &nbsp;&nbsp;8296 |
| \* | Yelp, Inc. | 17782 | &nbsp;&nbsp;486871 |
| \* | Ziff Davis, Inc. | 15616 | &nbsp;&nbsp;596844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 62080 | &nbsp;&nbsp;499744 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;13523315 |
| CONSUMER DISCRETIONARY — (15.9%) | CONSUMER DISCRETIONARY — (15.9%) | CONSUMER DISCRETIONARY — (15.9%) | CONSUMER DISCRETIONARY — (15.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 4398 | &nbsp;&nbsp;429377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 21145 | &nbsp;&nbsp;1163186 |
| \* | Adient PLC | 7406 | &nbsp;&nbsp;154045 |
|  | ADT, Inc. | 235576 | &nbsp;&nbsp;1884608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 15236 | &nbsp;&nbsp;1577688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 46916 | &nbsp;&nbsp;373921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 51762 | &nbsp;&nbsp;1206572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 5674 | &nbsp;&nbsp;237060 |
|  | Aramark | 56919 | &nbsp;&nbsp;2190812 |
|  | Arko Corp. | 30226 | &nbsp;&nbsp;160500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 7686 | &nbsp;&nbsp;1802444 |
|  | Autoliv, Inc. | 3176 | &nbsp;&nbsp;385058 |
| \* | AutoNation, Inc. | 10667 | &nbsp;&nbsp;2186522 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 2964 | &nbsp;&nbsp;$46831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 3161 | &nbsp;&nbsp;68183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 43662 | &nbsp;&nbsp;1648677 |
| \* | BJ's Restaurants, Inc. | 7274 | &nbsp;&nbsp;304199 |
|  | Bloomin' Brands, Inc. | 20600 | &nbsp;&nbsp;123600 |
|  | BorgWarner, Inc. | 70450 | &nbsp;&nbsp;3340034 |
|  | Brunswick Corp. | 19261 | &nbsp;&nbsp;1545117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 44221 | &nbsp;&nbsp;915375 |
| \* | Callaway Golf Co. | 24209 | &nbsp;&nbsp;347399 |
| \* | Capri Holdings Ltd. | 3991 | &nbsp;&nbsp;90077 |
| \* | CarMax, Inc. | 28249 | &nbsp;&nbsp;1258210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 3320 | &nbsp;&nbsp;142461 |
|  | Carter's, Inc. | 14222 | &nbsp;&nbsp;492223 |
| \* | Cato Corp., Class A | 3503 | &nbsp;&nbsp;10684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 9462 | &nbsp;&nbsp;595917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 9236 | &nbsp;&nbsp;723918 |
| \* | Citi Trends, Inc. | 2972 | &nbsp;&nbsp;128242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 10353 | &nbsp;&nbsp;572314 |
|  | Cricut, Inc., Class A | 7975 | &nbsp;&nbsp;35648 |
| \* | Crocs, Inc. | 8181 | &nbsp;&nbsp;686550 |
| \* | Culp, Inc. | 1307 | &nbsp;&nbsp;4601 |
|  | Dana, Inc. | 41049 | &nbsp;&nbsp;1186316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 2651 | &nbsp;&nbsp;16807 |
|  | Dillard's, Inc., Class A | 533 | &nbsp;&nbsp;323829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 6657 | &nbsp;&nbsp;826799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 13847 | &nbsp;&nbsp;254646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 10787 | &nbsp;&nbsp;109272 |
|  | Escalade, Inc. | 2840 | &nbsp;&nbsp;41294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 7188 | &nbsp;&nbsp;164821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;European Wax <br>Center, Inc., <br>Class A<br>| 10200 | &nbsp;&nbsp;40086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 16339 | &nbsp;&nbsp;261261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 1294 | &nbsp;&nbsp;51799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 17941 | &nbsp;&nbsp;1183388 |
| \* | Funko, Inc., Class A | 5205 | &nbsp;&nbsp;21132 |
|  | Gap, Inc. | 119066 | &nbsp;&nbsp;3331467 |
| \* | Genesco, Inc. | 3333 | &nbsp;&nbsp;96424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Gentex Corp. | 51036 | &nbsp;&nbsp;$1174338 |
| \* | Gentherm, Inc. | 1529 | &nbsp;&nbsp;48867 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud <br>Technology, Inc., <br>Class A<br>| 442 | &nbsp;&nbsp;17649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 13642 | &nbsp;&nbsp;400393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 5859 | &nbsp;&nbsp;40134 |
|  | Gold.com, Inc. | 3086 | &nbsp;&nbsp;160009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 3441 | &nbsp;&nbsp;92632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 113082 | &nbsp;&nbsp;1064102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 1065 | &nbsp;&nbsp;1242461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 12789 | &nbsp;&nbsp;887429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 4995 | &nbsp;&nbsp;1769529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 3030 | &nbsp;&nbsp;57843 |
|  | Harley-Davidson, Inc. | 31608 | &nbsp;&nbsp;625838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 4883 | &nbsp;&nbsp;123638 |
| \* | Helen of Troy Ltd. | 796 | &nbsp;&nbsp;13182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 22673 | &nbsp;&nbsp;1022779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 1717 | &nbsp;&nbsp;22785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 1507 | &nbsp;&nbsp;169764 |
|  | J Jill, Inc. | 3222 | &nbsp;&nbsp;50295 |
|  | JAKKS Pacific, Inc. | 2878 | &nbsp;&nbsp;52581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 534 | &nbsp;&nbsp;24238 |
|  | KB Home | 18185 | &nbsp;&nbsp;1046365 |
|  | Kohl's Corp. | 44344 | &nbsp;&nbsp;774690 |
|  | Krispy Kreme, Inc. | 19187 | &nbsp;&nbsp;60439 |
| \* | Lands' End, Inc. | 2739 | &nbsp;&nbsp;48645 |
| \* | Latham Group, Inc. | 20733 | &nbsp;&nbsp;130411 |
|  | La-Z-Boy, Inc. | 12947 | &nbsp;&nbsp;471400 |
|  | LCI Industries | 6955 | &nbsp;&nbsp;1020229 |
|  | Lear Corp. | 20504 | &nbsp;&nbsp;2400813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 7050 | &nbsp;&nbsp;146287 |
| \* | LGI Homes, Inc. | 5065 | &nbsp;&nbsp;253807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 2178 | &nbsp;&nbsp;175198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 1982 | &nbsp;&nbsp;163674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 49656 | &nbsp;&nbsp;1448466 |
|  | Lifetime Brands, Inc. | 4015 | &nbsp;&nbsp;12647 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Lithia Motors, Inc. | 9587 | &nbsp;&nbsp;$3100819 |
|  | LKQ Corp. | 102151 | &nbsp;&nbsp;3355660 |
| \* | Lovesac Co. | 1539 | &nbsp;&nbsp;20499 |
|  | Macy's, Inc. | 105090 | &nbsp;&nbsp;2103902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 2401 | &nbsp;&nbsp;78033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 4814 | &nbsp;&nbsp;46503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 6223 | &nbsp;&nbsp;337971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 4007 | &nbsp;&nbsp;86271 |
| \* | Mattel, Inc. | 100208 | &nbsp;&nbsp;2093345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 8137 | &nbsp;&nbsp;213922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 4892 | &nbsp;&nbsp;164078 |
| \* | Mister Car Wash, Inc. | 59416 | &nbsp;&nbsp;329759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 17686 | &nbsp;&nbsp;2093669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 1391 | &nbsp;&nbsp;127318 |
|  | Monro, Inc. | 6000 | &nbsp;&nbsp;112320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 7082 | &nbsp;&nbsp;88029 |
|  | Movado Group, Inc. | 2161 | &nbsp;&nbsp;49271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 21814 | &nbsp;&nbsp;574799 |
|  | Newell Brands, Inc. | 71015 | &nbsp;&nbsp;301814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld <br>Holdings Ltd.<br>| 8792 | &nbsp;&nbsp;172763 |
|  | Oxford Industries, Inc. | 1027 | &nbsp;&nbsp;37845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 10061 | &nbsp;&nbsp;1269396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 14164 | &nbsp;&nbsp;2220774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 20573 | &nbsp;&nbsp;658953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 24451 | &nbsp;&nbsp;65773 |
|  | Phinia, Inc. | 15197 | &nbsp;&nbsp;1081570 |
| # | Polaris, Inc. | 7733 | &nbsp;&nbsp;493675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 8752 | &nbsp;&nbsp;49449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 984 | &nbsp;&nbsp;34174 |
|  | PVH Corp. | 7939 | &nbsp;&nbsp;495076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 1296 | &nbsp;&nbsp;31156 |
|  | Rocky Brands, Inc. | 2544 | &nbsp;&nbsp;81891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 29185 | &nbsp;&nbsp;444196 |
|  | Shoe Carnival, Inc. | 8081 | &nbsp;&nbsp;154024 |
|  | Signet Jewelers Ltd. | 13208 | &nbsp;&nbsp;1218702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 7204 | &nbsp;&nbsp;431952 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 6747 | &nbsp;&nbsp;$269408 |
|  | Steven Madden Ltd. | 13650 | &nbsp;&nbsp;598962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 7143 | &nbsp;&nbsp;607298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 1052 | &nbsp;&nbsp;83234 |
| \* | Stride, Inc. | 10327 | &nbsp;&nbsp;873664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 13643 | &nbsp;&nbsp;94000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 38627 | &nbsp;&nbsp;2354316 |
|  | Thor Industries, Inc. | 20886 | &nbsp;&nbsp;2336517 |
| #\* | Tilly's, Inc., Class A | 201 | &nbsp;&nbsp;295 |
|  | Toll Brothers, Inc. | 33070 | &nbsp;&nbsp;4778284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 27021 | &nbsp;&nbsp;901150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 41577 | &nbsp;&nbsp;256530 |
|  | Upbound Group, Inc. | 22889 | &nbsp;&nbsp;432602 |
| \* | Urban Outfitters, Inc. | 26372 | &nbsp;&nbsp;1868456 |
| \* | Vera Bradley, Inc. | 3367 | &nbsp;&nbsp;8081 |
|  | Visteon Corp. | 10787 | &nbsp;&nbsp;980107 |
|  | Weyco Group, Inc. | 3084 | &nbsp;&nbsp;97516 |
| # | Whirlpool Corp. | 9052 | &nbsp;&nbsp;724069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 3102 | &nbsp;&nbsp;142413 |
| \* | Zumiez, Inc. | 5063 | &nbsp;&nbsp;124600 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;93705804 |
| CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 149678 | &nbsp;&nbsp;2492139 |
|  | Andersons, Inc. | 10801 | &nbsp;&nbsp;669554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 1840 | &nbsp;&nbsp;393061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 16208 | &nbsp;&nbsp;451069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 54992 | &nbsp;&nbsp;1505131 |
|  | Calavo Growers, Inc. | 2115 | &nbsp;&nbsp;53806 |
| # | Campbell's Co. | 83127 | &nbsp;&nbsp;2325893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 3200 | &nbsp;&nbsp;108256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 15767 | &nbsp;&nbsp;483574 |
|  | Conagra Brands, Inc. | 112134 | &nbsp;&nbsp;2075600 |
| \* | Coty, Inc., Class A | 90378 | &nbsp;&nbsp;286498 |
|  | Dole PLC | 37601 | &nbsp;&nbsp;598984 |
|  | Flowers Foods, Inc. | 51761 | &nbsp;&nbsp;591628 |
| \* | Freshpet, Inc. | 345 | &nbsp;&nbsp;24047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 4152 | &nbsp;&nbsp;310819 |
|  | Ingredion, Inc. | 20635 | &nbsp;&nbsp;2436993 |
|  | Interparfums, Inc. | 6362 | &nbsp;&nbsp;620740 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 2600 | &nbsp;&nbsp;$247000 |
|  | J.M. Smucker Co. | 32023 | &nbsp;&nbsp;3357932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 2546 | &nbsp;&nbsp;205971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 1635 | &nbsp;&nbsp;75096 |
|  | Limoneira Co. | 779 | &nbsp;&nbsp;11218 |
| \* | Maplebear, Inc. | 22428 | &nbsp;&nbsp;833424 |
| \* | Medifast, Inc. | 755 | &nbsp;&nbsp;8637 |
| \* | Mission Produce, Inc. | 18175 | &nbsp;&nbsp;244635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 73240 | &nbsp;&nbsp;3518450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 6830 | &nbsp;&nbsp;186596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 5004 | &nbsp;&nbsp;126201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 4471 | &nbsp;&nbsp;47437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 4158 | &nbsp;&nbsp;251767 |
|  | PriceSmart, Inc. | 8700 | &nbsp;&nbsp;1237227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 46482 | &nbsp;&nbsp;1076988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 1783 | &nbsp;&nbsp;212765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 10726 | &nbsp;&nbsp;201327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 6675 | &nbsp;&nbsp;425264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 6000 | &nbsp;&nbsp;227280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 13059 | &nbsp;&nbsp;321774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 17075 | &nbsp;&nbsp;635702 |
|  | Utz Brands, Inc. | 7011 | &nbsp;&nbsp;73896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 4119 | &nbsp;&nbsp;146884 |
| » | &nbsp;&nbsp;&nbsp;&nbsp;Walgreens Boots <br>Alliance, Inc.<br>| 18138 | &nbsp;&nbsp;9613 |
|  | Weis Markets, Inc. | 7829 | &nbsp;&nbsp;557033 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;29667909 |
| ENERGY — (3.5%) | ENERGY — (3.5%) | ENERGY — (3.5%) | ENERGY — (3.5%) |
|  | Archrock, Inc. | 44499 | &nbsp;&nbsp;1316725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy <br>Solutions, Inc.<br>| 15403 | &nbsp;&nbsp;179753 |
| \* | Bristow Group, Inc. | 11433 | &nbsp;&nbsp;502595 |
|  | Cactus, Inc., Class A | 13365 | &nbsp;&nbsp;751514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 21715 | &nbsp;&nbsp;47773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 6893 | &nbsp;&nbsp;$134689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 3774 | &nbsp;&nbsp;34004 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 30399 | &nbsp;&nbsp;486688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 2832 | &nbsp;&nbsp;128120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 3758 | &nbsp;&nbsp;58099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 37419 | &nbsp;&nbsp;297107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 31692 | &nbsp;&nbsp;1073725 |
|  | HF Sinclair Corp. | 49727 | &nbsp;&nbsp;2585307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 24958 | &nbsp;&nbsp;620206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 25889 | &nbsp;&nbsp;1087597 |
| \* | Nabors Industries Ltd. | 5758 | &nbsp;&nbsp;384865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 28806 | &nbsp;&nbsp;566902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 5097 | &nbsp;&nbsp;176560 |
|  | Noble Corp. PLC | 51437 | &nbsp;&nbsp;1832186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 38579 | &nbsp;&nbsp;964475 |
|  | NOV, Inc. | 103011 | &nbsp;&nbsp;1890252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 27718 | &nbsp;&nbsp;834312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 15718 | &nbsp;&nbsp;133131 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 149894 | &nbsp;&nbsp;1128702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 9245 | &nbsp;&nbsp;142558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 11962 | &nbsp;&nbsp;404435 |
|  | RPC, Inc. | 84182 | &nbsp;&nbsp;559810 |
| \* | Seadrill Ltd. | 17864 | &nbsp;&nbsp;687407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 32037 | &nbsp;&nbsp;387327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 11007 | &nbsp;&nbsp;1035538 |
|  | World Kinect Corp. | 9676 | &nbsp;&nbsp;260381 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;20692743 |
| FINANCIALS — (29.8%) | FINANCIALS — (29.8%) | FINANCIALS — (29.8%) | FINANCIALS — (29.8%) |
|  | 1st Source Corp. | 5488 | &nbsp;&nbsp;369507 |
|  | ACNB Corp. | 2280 | &nbsp;&nbsp;115186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 7249 | &nbsp;&nbsp;2269589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 5021 | &nbsp;&nbsp;123617 |
|  | Ally Financial, Inc. | 70800 | &nbsp;&nbsp;2993424 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 7220 | &nbsp;&nbsp;$280425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 9344 | &nbsp;&nbsp;103251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 13872 | &nbsp;&nbsp;1807105 |
|  | Ameris Bancorp | 15570 | &nbsp;&nbsp;1255253 |
|  | AMERISAFE, Inc. | 2567 | &nbsp;&nbsp;96545 |
|  | Ames National Corp. | 2367 | &nbsp;&nbsp;61779 |
|  | Arrow Financial Corp. | 3500 | &nbsp;&nbsp;118335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 37857 | &nbsp;&nbsp;1031982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 306 | &nbsp;&nbsp;12072 |
|  | Assurant, Inc. | 8331 | &nbsp;&nbsp;1983861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 13489 | &nbsp;&nbsp;1144542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 32124 | &nbsp;&nbsp;1247696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 3806 | &nbsp;&nbsp;196504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 25721 | &nbsp;&nbsp;2653893 |
| \* | Axos Financial, Inc. | 14261 | &nbsp;&nbsp;1411696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 32401 | &nbsp;&nbsp;647372 |
|  | BancFirst Corp. | 765 | &nbsp;&nbsp;84112 |
|  | Bank First Corp. | 1396 | &nbsp;&nbsp;194798 |
|  | Bank of Hawaii Corp. | 3106 | &nbsp;&nbsp;232267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 3023 | &nbsp;&nbsp;81168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 9515 | &nbsp;&nbsp;492877 |
|  | Bank OZK | 27715 | &nbsp;&nbsp;1318125 |
|  | Bank7 Corp. | 1903 | &nbsp;&nbsp;84569 |
|  | BankUnited, Inc. | 17603 | &nbsp;&nbsp;835614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 1826 | &nbsp;&nbsp;87995 |
|  | Banner Corp. | 7922 | &nbsp;&nbsp;489897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 4147 | &nbsp;&nbsp;140625 |
|  | BayCom Corp. | 3607 | &nbsp;&nbsp;105252 |
|  | BCB Bancorp, Inc. | 1760 | &nbsp;&nbsp;13886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 20696 | &nbsp;&nbsp;586732 |
|  | BOK Financial Corp. | 13894 | &nbsp;&nbsp;1805386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 10820 | &nbsp;&nbsp;784883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 5951 | &nbsp;&nbsp;114319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 19093 | &nbsp;&nbsp;1223098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 1631 | &nbsp;&nbsp;106798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 6761 | &nbsp;&nbsp;$190457 |
| \* | BV Financial, Inc. | 912 | &nbsp;&nbsp;17437 |
|  | Byline Bancorp, Inc. | 10021 | &nbsp;&nbsp;319971 |
|  | C&F Financial Corp. | 728 | &nbsp;&nbsp;54818 |
|  | Cadence Bank | 41688 | &nbsp;&nbsp;1755482 |
|  | California BanCorp | 5023 | &nbsp;&nbsp;90364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 3847 | &nbsp;&nbsp;183002 |
|  | Capital Bancorp, Inc. | 2331 | &nbsp;&nbsp;71608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 5210 | &nbsp;&nbsp;217570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 14348 | &nbsp;&nbsp;104453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 5406 | &nbsp;&nbsp;115742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 2575 | &nbsp;&nbsp;115772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 17782 | &nbsp;&nbsp;910083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 6778 | &nbsp;&nbsp;220759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 1081 | &nbsp;&nbsp;65692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 2282 | &nbsp;&nbsp;65471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 3770 | &nbsp;&nbsp;85805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 298 | &nbsp;&nbsp;18849 |
|  | City Holding Co. | 2858 | &nbsp;&nbsp;351791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 3868 | &nbsp;&nbsp;93335 |
|  | CNB Financial Corp. | 3121 | &nbsp;&nbsp;86452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 21516 | &nbsp;&nbsp;904748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 1269 | &nbsp;&nbsp;121545 |
|  | Colony Bankcorp, Inc. | 4760 | &nbsp;&nbsp;92630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 60363 | &nbsp;&nbsp;1777087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 6639 | &nbsp;&nbsp;108017 |
|  | Comerica, Inc. | 29493 | &nbsp;&nbsp;2615144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 24770 | &nbsp;&nbsp;1303893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 10768 | &nbsp;&nbsp;673000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 5338 | &nbsp;&nbsp;329355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 3839 | &nbsp;&nbsp;92021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 9660 | &nbsp;&nbsp;257149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 5067 | &nbsp;&nbsp;43728 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 61027 | &nbsp;&nbsp;$1881462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 430 | &nbsp;&nbsp;214243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 10636 | &nbsp;&nbsp;1465854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 7186 | &nbsp;&nbsp;567838 |
|  | CVB Financial Corp. | 33015 | &nbsp;&nbsp;650726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 377 | &nbsp;&nbsp;64599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 15355 | &nbsp;&nbsp;236313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 4672 | &nbsp;&nbsp;158941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 7840 | &nbsp;&nbsp;146373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 832 | &nbsp;&nbsp;43056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 1400 | &nbsp;&nbsp;30394 |
|  | Eagle Bancorp, Inc. | 42 | &nbsp;&nbsp;1124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 22882 | &nbsp;&nbsp;2618616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 12185 | &nbsp;&nbsp;249610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 7389 | &nbsp;&nbsp;322308 |
|  | Enact Holdings, Inc. | 14464 | &nbsp;&nbsp;575233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 867 | &nbsp;&nbsp;47858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 9073 | &nbsp;&nbsp;1498587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 8552 | &nbsp;&nbsp;490457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 2563 | &nbsp;&nbsp;118206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 1053 | &nbsp;&nbsp;112281 |
|  | Essent Group Ltd. | 23911 | &nbsp;&nbsp;1504480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 10413 | &nbsp;&nbsp;754526 |
|  | Everest Group Ltd. | 705 | &nbsp;&nbsp;233552 |
|  | EVERTEC, Inc. | 6220 | &nbsp;&nbsp;186662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 12979 | &nbsp;&nbsp;278400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 20906 | &nbsp;&nbsp;616518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 2807 | &nbsp;&nbsp;75312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 9576 | &nbsp;&nbsp;124296 |
|  | FB Financial Corp. | 7365 | &nbsp;&nbsp;423708 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 3132 | &nbsp;&nbsp;$530248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 29308 | &nbsp;&nbsp;1594062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 1438 | &nbsp;&nbsp;33491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 5106 | &nbsp;&nbsp;168192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 22790 | &nbsp;&nbsp;1439872 |
|  | First BanCorp | 41577 | &nbsp;&nbsp;919683 |
|  | First Bancorp, Inc. | 2747 | &nbsp;&nbsp;75130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 6711 | &nbsp;&nbsp;388768 |
|  | First Bank | 5876 | &nbsp;&nbsp;98012 |
|  | First Busey Corp. | 19001 | &nbsp;&nbsp;468375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 2501 | &nbsp;&nbsp;143357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 22946 | &nbsp;&nbsp;413716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 4987 | &nbsp;&nbsp;179632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 1482 | &nbsp;&nbsp;43452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 27485 | &nbsp;&nbsp;789919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 3571 | &nbsp;&nbsp;113629 |
|  | First Financial Corp. | 3398 | &nbsp;&nbsp;221414 |
| \* | First Foundation, Inc. | 8333 | &nbsp;&nbsp;52331 |
|  | First Hawaiian, Inc. | 28186 | &nbsp;&nbsp;748338 |
|  | First Horizon Corp. | 118822 | &nbsp;&nbsp;2909951 |
|  | First Internet Bancorp | 1700 | &nbsp;&nbsp;37043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 23809 | &nbsp;&nbsp;844505 |
|  | First Merchants Corp. | 13885 | &nbsp;&nbsp;552068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 5521 | &nbsp;&nbsp;232434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 1286 | &nbsp;&nbsp;13413 |
|  | First United Corp. | 1585 | &nbsp;&nbsp;60753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 1560 | &nbsp;&nbsp;39234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 70 | &nbsp;&nbsp;11935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 4412 | &nbsp;&nbsp;174186 |
|  | Five Star Bancorp | 3302 | &nbsp;&nbsp;130825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 982 | &nbsp;&nbsp;15506 |
|  | FNB Corp. | 80047 | &nbsp;&nbsp;1404825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 96702 | &nbsp;&nbsp;2574207 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | FS Bancorp, Inc. | 2327 | &nbsp;&nbsp;$97687 |
|  | Fulton Financial Corp. | 42194 | &nbsp;&nbsp;871306 |
|  | FVCBankcorp, Inc. | 731 | &nbsp;&nbsp;11067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 110404 | &nbsp;&nbsp;920769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 7238 | &nbsp;&nbsp;304503 |
|  | Glacier Bancorp, Inc. | 5011 | &nbsp;&nbsp;253958 |
|  | Globe Life, Inc. | 15006 | &nbsp;&nbsp;2104141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 3335 | &nbsp;&nbsp;204702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 10461 | &nbsp;&nbsp;127415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 1766 | &nbsp;&nbsp;24494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 20025 | &nbsp;&nbsp;555694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 19027 | &nbsp;&nbsp;1309058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 7184 | &nbsp;&nbsp;190879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 5920 | &nbsp;&nbsp;1030909 |
|  | HBT Financial, Inc. | 6139 | &nbsp;&nbsp;165630 |
|  | HCI Group, Inc. | 3211 | &nbsp;&nbsp;509489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 8827 | &nbsp;&nbsp;112368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 5269 | &nbsp;&nbsp;135993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 8072 | &nbsp;&nbsp;210437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 293 | &nbsp;&nbsp;87446 |
|  | Home Bancorp, Inc. | 2324 | &nbsp;&nbsp;138720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 34883 | &nbsp;&nbsp;1008119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 4220 | &nbsp;&nbsp;181966 |
|  | Hope Bancorp, Inc. | 28131 | &nbsp;&nbsp;337009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 9412 | &nbsp;&nbsp;421752 |
|  | Horizon Bancorp, Inc. | 5086 | &nbsp;&nbsp;89615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 6334 | &nbsp;&nbsp;110718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 5192 | &nbsp;&nbsp;182499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 11090 | &nbsp;&nbsp;895850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 14332 | &nbsp;&nbsp;998081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 5193 | &nbsp;&nbsp;80284 |
|  | Invesco Ltd. | 100016 | &nbsp;&nbsp;2729437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 2295 | &nbsp;&nbsp;65293 |
|  | Investors Title Co. | 499 | &nbsp;&nbsp;129451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 22694 | &nbsp;&nbsp;$2698771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 35256 | &nbsp;&nbsp;1696871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 9356 | &nbsp;&nbsp;572400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 10000 | &nbsp;&nbsp;77900 |
|  | Kemper Corp. | 14294 | &nbsp;&nbsp;563327 |
|  | Kingstone Cos., Inc. | 3885 | &nbsp;&nbsp;60023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 3400 | &nbsp;&nbsp;202640 |
|  | LCNB Corp. | 2465 | &nbsp;&nbsp;42176 |
| \* | LendingClub Corp. | 26308 | &nbsp;&nbsp;444868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 63413 | &nbsp;&nbsp;2638615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 8537 | &nbsp;&nbsp;341139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 866 | &nbsp;&nbsp;18541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 3100 | &nbsp;&nbsp;46469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 4671 | &nbsp;&nbsp;242799 |
|  | Merchants Bancorp | 10152 | &nbsp;&nbsp;420902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 13910 | &nbsp;&nbsp;1218377 |
|  | Meridian Corp. | 1862 | &nbsp;&nbsp;35248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 4512 | &nbsp;&nbsp;127103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 2485 | &nbsp;&nbsp;230111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 62422 | &nbsp;&nbsp;1680400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 3685 | &nbsp;&nbsp;121568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 2591 | &nbsp;&nbsp;59204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 830 | &nbsp;&nbsp;38446 |
|  | MVB Financial Corp. | 2600 | &nbsp;&nbsp;73424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 8544 | &nbsp;&nbsp;343298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 833 | &nbsp;&nbsp;30330 |
|  | Navient Corp. | 10944 | &nbsp;&nbsp;107361 |
|  | NB Bancorp, Inc. | 876 | &nbsp;&nbsp;19027 |
|  | NBT Bancorp, Inc. | 11717 | &nbsp;&nbsp;520586 |
|  | Nelnet, Inc., Class A | 6405 | &nbsp;&nbsp;844820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 9598 | &nbsp;&nbsp;115752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 2952 | &nbsp;&nbsp;430933 |
| \* | NMI Holdings, Inc. | 25665 | &nbsp;&nbsp;993749 |
|  | Northeast Bank | 2260 | &nbsp;&nbsp;260420 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 3060 | &nbsp;&nbsp;$72216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 10583 | &nbsp;&nbsp;130383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 6252 | &nbsp;&nbsp;147297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 35011 | &nbsp;&nbsp;450942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 406 | &nbsp;&nbsp;12355 |
|  | Oak Valley Bancorp | 1180 | &nbsp;&nbsp;37701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 14578 | &nbsp;&nbsp;273338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 4142 | &nbsp;&nbsp;23485 |
|  | OFG Bancorp | 14444 | &nbsp;&nbsp;582093 |
|  | Old National Bancorp | 82869 | &nbsp;&nbsp;2024490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 55350 | &nbsp;&nbsp;2168060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 12089 | &nbsp;&nbsp;239846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 30605 | &nbsp;&nbsp;2005852 |
| \* | Onity Group, Inc. | 2606 | &nbsp;&nbsp;117843 |
|  | OP Bancorp | 4129 | &nbsp;&nbsp;57723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 9172 | &nbsp;&nbsp;49712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 2408 | &nbsp;&nbsp;202344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 1775 | &nbsp;&nbsp;54706 |
|  | Origin Bancorp, Inc. | 4171 | &nbsp;&nbsp;178644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 4648 | &nbsp;&nbsp;167421 |
|  | Park National Corp. | 3861 | &nbsp;&nbsp;629111 |
|  | Parke Bancorp, Inc. | 2375 | &nbsp;&nbsp;64861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 5492 | &nbsp;&nbsp;495873 |
|  | PCB Bancorp | 3867 | &nbsp;&nbsp;86775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 2753 | &nbsp;&nbsp;87325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 12809 | &nbsp;&nbsp;1279875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 700 | &nbsp;&nbsp;25641 |
|  | Peoples Bancorp, Inc. | 8875 | &nbsp;&nbsp;288615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 2077 | &nbsp;&nbsp;108212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 30640 | &nbsp;&nbsp;2913558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 5951 | &nbsp;&nbsp;99858 |
|  | Popular, Inc. | 16010 | &nbsp;&nbsp;2137815 |
| \* | PRA Group, Inc. | 6623 | &nbsp;&nbsp;84708 |
|  | Preferred Bank | 4075 | &nbsp;&nbsp;349513 |
|  | Primis Financial Corp. | 2678 | &nbsp;&nbsp;36099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 25 | &nbsp;&nbsp;$906 |
| \* | ProAssurance Corp. | 11478 | &nbsp;&nbsp;277997 |
|  | PROG Holdings, Inc. | 4623 | &nbsp;&nbsp;149970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 21303 | &nbsp;&nbsp;1470120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 29907 | &nbsp;&nbsp;662141 |
|  | QCR Holdings, Inc. | 4040 | &nbsp;&nbsp;364650 |
|  | Radian Group, Inc. | 31438 | &nbsp;&nbsp;1034310 |
|  | RBB Bancorp | 2873 | &nbsp;&nbsp;59586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 1569 | &nbsp;&nbsp;130321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 2260 | &nbsp;&nbsp;83733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 10092 | &nbsp;&nbsp;2046153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 7730 | &nbsp;&nbsp;2177541 |
|  | Renasant Corp. | 22274 | &nbsp;&nbsp;839953 |
| \* | Repay Holdings Corp. | 14189 | &nbsp;&nbsp;49520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 4245 | &nbsp;&nbsp;308229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond Mutual <br>BanCorp, Inc.<br>| 550 | &nbsp;&nbsp;7717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 4900 | &nbsp;&nbsp;25333 |
|  | RLI Corp. | 14264 | &nbsp;&nbsp;833446 |
|  | S&T Bancorp, Inc. | 9881 | &nbsp;&nbsp;421326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 3522 | &nbsp;&nbsp;277181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 18358 | &nbsp;&nbsp;613892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 2984 | &nbsp;&nbsp;26319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 967 | &nbsp;&nbsp;81305 |
| \* | Selectquote, Inc. | 5652 | &nbsp;&nbsp;8026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 631 | &nbsp;&nbsp;51647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 7289 | &nbsp;&nbsp;138272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siebert Financial <br>Corp.<br>| 2700 | &nbsp;&nbsp;8019 |
|  | Sierra Bancorp | 4635 | &nbsp;&nbsp;164125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 11380 | &nbsp;&nbsp;231355 |
| \* | SiriusPoint Ltd. | 40518 | &nbsp;&nbsp;826972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skyward Specialty <br>Insurance Group, <br>Inc.<br>| 829 | &nbsp;&nbsp;36990 |
|  | SLM Corp. | 38269 | &nbsp;&nbsp;1039003 |
|  | SmartFinancial, Inc. | 4132 | &nbsp;&nbsp;164949 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 3123 | &nbsp;&nbsp;$130104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 1200 | &nbsp;&nbsp;65928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 2534 | &nbsp;&nbsp;158552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 7054 | &nbsp;&nbsp;227068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 22551 | &nbsp;&nbsp;2307644 |
|  | Stellar Bancorp, Inc. | 10906 | &nbsp;&nbsp;405049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 6712 | &nbsp;&nbsp;452590 |
|  | Stifel Financial Corp. | 6606 | &nbsp;&nbsp;814520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 3787 | &nbsp;&nbsp;256342 |
| \* | StoneX Group, Inc. | 10606 | &nbsp;&nbsp;1190630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 12830 | &nbsp;&nbsp;1298011 |
|  | TFS Financial Corp. | 24338 | &nbsp;&nbsp;342557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 2389 | &nbsp;&nbsp;96898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 2200 | &nbsp;&nbsp;85668 |
|  | Tiptree, Inc. | 12630 | &nbsp;&nbsp;225824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 3015 | &nbsp;&nbsp;241562 |
|  | Towne Bank | 16686 | &nbsp;&nbsp;584010 |
|  | TriCo Bancshares | 7053 | &nbsp;&nbsp;351380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 3826 | &nbsp;&nbsp;241382 |
|  | TrustCo Bank Corp. | 5545 | &nbsp;&nbsp;240653 |
|  | Trustmark Corp. | 13392 | &nbsp;&nbsp;569428 |
|  | UMB Financial Corp. | 13188 | &nbsp;&nbsp;1676722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 32483 | &nbsp;&nbsp;1375005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 27517 | &nbsp;&nbsp;947410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 6077 | &nbsp;&nbsp;218407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 1700 | &nbsp;&nbsp;18258 |
|  | Unity Bancorp, Inc. | 2946 | &nbsp;&nbsp;158966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 7418 | &nbsp;&nbsp;225878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 7243 | &nbsp;&nbsp;240033 |
|  | Unum Group | 27407 | &nbsp;&nbsp;2082110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 2309 | &nbsp;&nbsp;43525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 121657 | &nbsp;&nbsp;1515859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 6898 | &nbsp;&nbsp;139960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 5670 | &nbsp;&nbsp;399905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 813 | &nbsp;&nbsp;$33268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 2257 | &nbsp;&nbsp;368455 |
|  | Voya Financial, Inc. | 9287 | &nbsp;&nbsp;711941 |
|  | WaFd, Inc. | 18647 | &nbsp;&nbsp;608265 |
|  | Walker & Dunlop, Inc. | 10298 | &nbsp;&nbsp;647641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 2337 | &nbsp;&nbsp;80323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 3929 | &nbsp;&nbsp;71861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 37711 | &nbsp;&nbsp;2480252 |
|  | WesBanco, Inc. | 24512 | &nbsp;&nbsp;865029 |
|  | West BanCorp, Inc. | 4789 | &nbsp;&nbsp;113643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 5357 | &nbsp;&nbsp;270957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 17417 | &nbsp;&nbsp;1552726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 5200 | &nbsp;&nbsp;69836 |
|  | Western Union Co. | 15305 | &nbsp;&nbsp;143408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 546 | &nbsp;&nbsp;9997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 584 | &nbsp;&nbsp;1194239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 15229 | &nbsp;&nbsp;2246125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 1270 | &nbsp;&nbsp;153988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 14092 | &nbsp;&nbsp;912175 |
|  | Zions Bancorp NA | 33088 | &nbsp;&nbsp;1982302 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;175327207 |
| HEALTH CARE — (8.0%) | HEALTH CARE — (8.0%) | HEALTH CARE — (8.0%) | HEALTH CARE — (8.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 9818 | &nbsp;&nbsp;131954 |
| \* | Accendra Health, Inc. | 10256 | &nbsp;&nbsp;22666 |
|  | Acme United Corp. | 800 | &nbsp;&nbsp;33432 |
| \* | AdaptHealth Corp. | 36272 | &nbsp;&nbsp;364534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 4928 | &nbsp;&nbsp;509949 |
| \* | Align Technology, Inc. | 5145 | &nbsp;&nbsp;838789 |
| \* | Alkermes PLC | 15192 | &nbsp;&nbsp;514857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 18165 | &nbsp;&nbsp;481191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amylyx <br>Pharmaceuticals, <br>Inc.<br>| 338 | &nbsp;&nbsp;4830 |
| \* | Astrana Health, Inc. | 1191 | &nbsp;&nbsp;27083 |
| \* | Avanos Medical, Inc. | 1700 | &nbsp;&nbsp;22644 |
| \* | Avantor, Inc. | 150288 | &nbsp;&nbsp;1641145 |
| \* | Azenta, Inc. | 1263 | &nbsp;&nbsp;49105 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 5582 | &nbsp;&nbsp;$315606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 6381 | &nbsp;&nbsp;1874100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 4571 | &nbsp;&nbsp;11382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 15143 | &nbsp;&nbsp;594666 |
|  | Bruker Corp. | 11600 | &nbsp;&nbsp;513764 |
| \* | CareCloud, Inc. | 9662 | &nbsp;&nbsp;26184 |
| \* | CareDx, Inc. | 3907 | &nbsp;&nbsp;80289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 4315 | &nbsp;&nbsp;169968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 27760 | &nbsp;&nbsp;674568 |
| \* | Certara, Inc. | 41323 | &nbsp;&nbsp;363229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 11984 | &nbsp;&nbsp;2522392 |
|  | CONMED Corp. | 1288 | &nbsp;&nbsp;49446 |
| \* | Cooper Cos., Inc. | 13560 | &nbsp;&nbsp;1103513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 5240 | &nbsp;&nbsp;48837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 3688 | &nbsp;&nbsp;8556 |
| \* | DocGo, Inc. | 3938 | &nbsp;&nbsp;3019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dynavax Technologies <br>Corp.<br>| 1189 | &nbsp;&nbsp;18412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 138982 | &nbsp;&nbsp;3346687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 20761 | &nbsp;&nbsp;235430 |
| \* | Enovis Corp. | 5614 | &nbsp;&nbsp;123733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 40700 | &nbsp;&nbsp;955229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics, <br>Inc.<br>| 9449 | &nbsp;&nbsp;11244 |
| \* | FONAR Corp. | 1044 | &nbsp;&nbsp;19460 |
| \* | Fulgent Genetics, Inc. | 783 | &nbsp;&nbsp;20515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 5592 | &nbsp;&nbsp;507083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 16787 | &nbsp;&nbsp;613061 |
| \* | Health Catalyst, Inc. | 9996 | &nbsp;&nbsp;21491 |
|  | HealthStream, Inc. | 8084 | &nbsp;&nbsp;180192 |
| \* | Henry Schein, Inc. | 7665 | &nbsp;&nbsp;578554 |
| \* | Hologic, Inc. | 31528 | &nbsp;&nbsp;2362393 |
| \* | ICON PLC | 2651 | &nbsp;&nbsp;477843 |
| \* | ICU Medical, Inc. | 3908 | &nbsp;&nbsp;585809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 4211 | &nbsp;&nbsp;34783 |
| \* | Innoviva, Inc. | 23400 | &nbsp;&nbsp;468000 |
| \* | Inogen, Inc. | 1463 | &nbsp;&nbsp;8632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 8105 | &nbsp;&nbsp;704000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 13021 | &nbsp;&nbsp;$145054 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 8657 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 6631 | &nbsp;&nbsp;1090733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 778 | &nbsp;&nbsp;30762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 6160 | &nbsp;&nbsp;412227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 16277 | &nbsp;&nbsp;115078 |
| \* | LivaNova PLC | 8257 | &nbsp;&nbsp;542567 |
| \* | MaxCyte, Inc. | 10247 | &nbsp;&nbsp;9292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical <br>Systems, Inc.<br>| 3719 | &nbsp;&nbsp;301574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 969 | &nbsp;&nbsp;76318 |
| \* | MiMedx Group, Inc. | 20638 | &nbsp;&nbsp;105460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 8516 | &nbsp;&nbsp;1529388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 5192 | &nbsp;&nbsp;743027 |
| \* | Neogen Corp. | 6971 | &nbsp;&nbsp;71244 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 907 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 907 | &nbsp;&nbsp;0 |
| \* | Omnicell, Inc. | 6875 | &nbsp;&nbsp;333438 |
| \* | OptimizeRx Corp. | 4689 | &nbsp;&nbsp;50454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 11677 | &nbsp;&nbsp;32579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organogenesis <br>Holdings, Inc.<br>| 3916 | &nbsp;&nbsp;15664 |
|  | Organon & Co. | 31455 | &nbsp;&nbsp;268626 |
| \* | OrthoPediatrics Corp. | 1929 | &nbsp;&nbsp;33680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 5071 | &nbsp;&nbsp;104158 |
| \* | PACS Group, Inc. | 2 | &nbsp;&nbsp;68 |
| #\*†† | PDL BioPharma, Inc. | 11311 | &nbsp;&nbsp;4751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 22084 | &nbsp;&nbsp;472156 |
| \* | Pennant Group, Inc. | 7575 | &nbsp;&nbsp;209222 |
|  | Perrigo Co. PLC | 38382 | &nbsp;&nbsp;545408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 10022 | &nbsp;&nbsp;646118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 18139 | &nbsp;&nbsp;117541 |
| \* | QuidelOrtho Corp. | 9554 | &nbsp;&nbsp;259582 |
|  | Revvity, Inc. | 20652 | &nbsp;&nbsp;2246938 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 7876 | &nbsp;&nbsp;1418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 31404 | &nbsp;&nbsp;472630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 15627 | &nbsp;&nbsp;104701 |
| \* | Simulations Plus, Inc. | 2700 | &nbsp;&nbsp;45603 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 15452 | &nbsp;&nbsp;$744168 |
| \* | Surgery Partners, Inc. | 26469 | &nbsp;&nbsp;393329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 5669 | &nbsp;&nbsp;163607 |
| \* | Teladoc Health, Inc. | 20795 | &nbsp;&nbsp;113333 |
| \* | TruBridge, Inc. | 4455 | &nbsp;&nbsp;86204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 1914 | &nbsp;&nbsp;160527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 15738 | &nbsp;&nbsp;3167430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 904 | &nbsp;&nbsp;55198 |
| \* | Varex Imaging Corp. | 3956 | &nbsp;&nbsp;55147 |
| \* | Veracyte, Inc. | 20468 | &nbsp;&nbsp;779421 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 14476 | &nbsp;&nbsp;28663 |
|  | Viatris, Inc. | 455227 | &nbsp;&nbsp;5958921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 949 | &nbsp;&nbsp;3701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 4009 | &nbsp;&nbsp;106479 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;47227836 |
| INDUSTRIALS — (18.4%) | INDUSTRIALS — (18.4%) | INDUSTRIALS — (18.4%) | INDUSTRIALS — (18.4%) |
| \* | AAR Corp. | 8279 | &nbsp;&nbsp;876829 |
|  | ABM Industries, Inc. | 17763 | &nbsp;&nbsp;817809 |
|  | ACCO Brands Corp. | 10774 | &nbsp;&nbsp;42126 |
|  | Acuity, Inc. | 4042 | &nbsp;&nbsp;1249948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 9897 | &nbsp;&nbsp;144892 |
| \* | AerSale Corp. | 4262 | &nbsp;&nbsp;31922 |
|  | AGCO Corp. | 20576 | &nbsp;&nbsp;2333524 |
|  | Air Lease Corp. | 8903 | &nbsp;&nbsp;575401 |
|  | Alamo Group, Inc. | 3558 | &nbsp;&nbsp;694913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 2460 | &nbsp;&nbsp;136505 |
|  | Alight, Inc., Class A | 142783 | &nbsp;&nbsp;218458 |
|  | Allient, Inc. | 2557 | &nbsp;&nbsp;156003 |
| \* | Alpha Pro Tech Ltd. | 1796 | &nbsp;&nbsp;9052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 50262 | &nbsp;&nbsp;1798374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 8612 | &nbsp;&nbsp;269900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 4573 | &nbsp;&nbsp;271590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 6087 | &nbsp;&nbsp;226010 |
|  | ArcBest Corp. | 8900 | &nbsp;&nbsp;802958 |
|  | Arcosa, Inc. | 13644 | &nbsp;&nbsp;1561829 |
|  | Astec Industries, Inc. | 6597 | &nbsp;&nbsp;321406 |
| \* | Asure Software, Inc. | 7807 | &nbsp;&nbsp;75103 |
|  | Atkore, Inc. | 2874 | &nbsp;&nbsp;199599 |
|  | AZZ, Inc. | 7210 | &nbsp;&nbsp;896131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 2230 | &nbsp;&nbsp;$155119 |
|  | Boise Cascade Co. | 13552 | &nbsp;&nbsp;1095137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 3915 | &nbsp;&nbsp;136359 |
|  | Brady Corp., Class A | 10375 | &nbsp;&nbsp;897126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 35817 | &nbsp;&nbsp;478515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 29558 | &nbsp;&nbsp;3381435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 2646 | &nbsp;&nbsp;1642055 |
| \* | Chart Industries, Inc. | 1042 | &nbsp;&nbsp;216048 |
|  | Civeo Corp. | 4391 | &nbsp;&nbsp;111180 |
| \* | Clarivate PLC | 101137 | &nbsp;&nbsp;268013 |
|  | CNH Industrial NV | 441271 | &nbsp;&nbsp;4748076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 1594 | &nbsp;&nbsp;33602 |
|  | Concentrix Corp. | 24404 | &nbsp;&nbsp;911489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 13849 | &nbsp;&nbsp;80047 |
| \* | Conduent, Inc. | 49718 | &nbsp;&nbsp;69108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 300 | &nbsp;&nbsp;4959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 7508 | &nbsp;&nbsp;184697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 47578 | &nbsp;&nbsp;300693 |
|  | Deluxe Corp. | 17792 | &nbsp;&nbsp;469709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 4036 | &nbsp;&nbsp;114582 |
| \* | DNOW, Inc. | 54279 | &nbsp;&nbsp;824498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 4907 | &nbsp;&nbsp;184896 |
| \* | Ducommun, Inc. | 4947 | &nbsp;&nbsp;560742 |
| \* | DXP Enterprises, Inc. | 2443 | &nbsp;&nbsp;317712 |
|  | Eastern Co. | 1614 | &nbsp;&nbsp;30182 |
|  | EnerSys | 10341 | &nbsp;&nbsp;1863345 |
|  | Ennis, Inc. | 9689 | &nbsp;&nbsp;188839 |
|  | Enpro, Inc. | 4109 | &nbsp;&nbsp;981147 |
| \* | Enviri Corp. | 20650 | &nbsp;&nbsp;390698 |
|  | Esab Corp. | 131 | &nbsp;&nbsp;15864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 3302 | &nbsp;&nbsp;753417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 439 | &nbsp;&nbsp;23210 |
|  | EVI Industries, Inc. | 201 | &nbsp;&nbsp;5166 |
| \* | First Advantage Corp. | 13044 | &nbsp;&nbsp;176094 |
|  | Flowserve Corp. | 9771 | &nbsp;&nbsp;763604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 537 | &nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 34351 | &nbsp;&nbsp;1858389 |
| \* | FTI Consulting, Inc. | 5834 | &nbsp;&nbsp;1019025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 43961 | &nbsp;&nbsp;1011982 |
|  | GATX Corp. | 8278 | &nbsp;&nbsp;1505851 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 3292 | &nbsp;&nbsp;$47207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 3644 | &nbsp;&nbsp;612338 |
|  | Genpact Ltd. | 42777 | &nbsp;&nbsp;1886466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 7095 | &nbsp;&nbsp;363690 |
|  | Gorman-Rupp Co. | 7266 | &nbsp;&nbsp;395924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 21061 | &nbsp;&nbsp;315494 |
|  | Greenbrier Cos., Inc. | 12210 | &nbsp;&nbsp;615628 |
| \* | GXO Logistics, Inc. | 21603 | &nbsp;&nbsp;1222514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 40933 | &nbsp;&nbsp;660659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 13935 | &nbsp;&nbsp;262257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 17953 | &nbsp;&nbsp;181146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 7867 | &nbsp;&nbsp;509624 |
|  | Herc Holdings, Inc. | 7484 | &nbsp;&nbsp;1072757 |
|  | Hillenbrand, Inc. | 17850 | &nbsp;&nbsp;569593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 51798 | &nbsp;&nbsp;485347 |
|  | HNI Corp. | 16025 | &nbsp;&nbsp;765835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 17199 | &nbsp;&nbsp;818328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 12335 | &nbsp;&nbsp;88442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 2733 | &nbsp;&nbsp;1149254 |
| \* | Hurco Cos., Inc. | 1160 | &nbsp;&nbsp;19186 |
|  | Hyster-Yale, Inc. | 3155 | &nbsp;&nbsp;105535 |
| \* | IBEX Holdings Ltd. | 2040 | &nbsp;&nbsp;75888 |
|  | ICF International, Inc. | 954 | &nbsp;&nbsp;88960 |
|  | IDEX Corp. | 4606 | &nbsp;&nbsp;914521 |
|  | Insteel Industries, Inc. | 6591 | &nbsp;&nbsp;218426 |
|  | Interface, Inc. | 18398 | &nbsp;&nbsp;578985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 6100 | &nbsp;&nbsp;41846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 9019 | &nbsp;&nbsp;24532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 3657 | &nbsp;&nbsp;39459 |
|  | Kennametal, Inc. | 25752 | &nbsp;&nbsp;885611 |
| \* | Kirby Corp. | 4368 | &nbsp;&nbsp;513939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 31888 | &nbsp;&nbsp;1757029 |
|  | Korn Ferry | 15978 | &nbsp;&nbsp;1109992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 3570 | &nbsp;&nbsp;107278 |
|  | Lindsay Corp. | 1136 | &nbsp;&nbsp;142307 |
|  | LSI Industries, Inc. | 8254 | &nbsp;&nbsp;182496 |
|  | Luxfer Holdings PLC | 7317 | &nbsp;&nbsp;110779 |
| \* | Manitowoc Co., Inc. | 5620 | &nbsp;&nbsp;72610 |
| \* | Masterbrand, Inc. | 35086 | &nbsp;&nbsp;425242 |
|  | Matson, Inc. | 10788 | &nbsp;&nbsp;1729316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Maximus, Inc. | 12352 | &nbsp;&nbsp;$1166523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 8033 | &nbsp;&nbsp;157447 |
|  | McGrath RentCorp | 5775 | &nbsp;&nbsp;645010 |
|  | Miller Industries, Inc. | 3650 | &nbsp;&nbsp;149540 |
|  | MillerKnoll, Inc. | 19276 | &nbsp;&nbsp;387062 |
| \* | Mistras Group, Inc. | 9639 | &nbsp;&nbsp;136295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 3184 | &nbsp;&nbsp;70940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 3155 | &nbsp;&nbsp;266093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Industries, <br>Inc.<br>| 14059 | &nbsp;&nbsp;1913992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 12175 | &nbsp;&nbsp;168137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 3517 | &nbsp;&nbsp;237222 |
| \* | OPENLANE, Inc. | 33467 | &nbsp;&nbsp;1005349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 10645 | &nbsp;&nbsp;130082 |
|  | Oshkosh Corp. | 17535 | &nbsp;&nbsp;2521884 |
|  | Owens Corning | 19386 | &nbsp;&nbsp;2323218 |
| \* | PAMT Corp. | 4920 | &nbsp;&nbsp;53382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 3791 | &nbsp;&nbsp;85525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 2111 | &nbsp;&nbsp;60966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 1615 | &nbsp;&nbsp;405268 |
| \* | Proto Labs, Inc. | 2353 | &nbsp;&nbsp;123885 |
|  | Quad/Graphics, Inc. | 371 | &nbsp;&nbsp;2271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 12103 | &nbsp;&nbsp;226568 |
| \* | Radiant Logistics, Inc. | 14977 | &nbsp;&nbsp;100795 |
|  | Regal Rexnord Corp. | 15667 | &nbsp;&nbsp;2530220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 45679 | &nbsp;&nbsp;1564963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 1140 | &nbsp;&nbsp;5164 |
|  | REV Group, Inc. | 57 | &nbsp;&nbsp;3642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 18987 | &nbsp;&nbsp;1218776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 4467 | &nbsp;&nbsp;263598 |
|  | Ryder System, Inc. | 12748 | &nbsp;&nbsp;2438437 |
| \* | Saia, Inc. | 2433 | &nbsp;&nbsp;814739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 30622 | &nbsp;&nbsp;821894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 9616 | &nbsp;&nbsp;978524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 35241 | &nbsp;&nbsp;1218986 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 8677 | &nbsp;&nbsp;$81911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 992 | &nbsp;&nbsp;238080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 35524 | &nbsp;&nbsp;2794318 |
| \* | TaskUS, Inc., Class A | 4974 | &nbsp;&nbsp;53719 |
| \* | Taylor Devices, Inc. | 698 | &nbsp;&nbsp;50773 |
|  | Tecnoglass, Inc. | 8605 | &nbsp;&nbsp;420871 |
|  | Tennant Co. | 2764 | &nbsp;&nbsp;210313 |
|  | Terex Corp. | 19285 | &nbsp;&nbsp;1099245 |
|  | Textron, Inc. | 16438 | &nbsp;&nbsp;1447530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 7783 | &nbsp;&nbsp;352181 |
| \* | TIC Solutions, Inc. | 17896 | &nbsp;&nbsp;180750 |
|  | Timken Co. | 14090 | &nbsp;&nbsp;1313047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 6724 | &nbsp;&nbsp;64147 |
| \* | Titan Machinery, Inc. | 2854 | &nbsp;&nbsp;46435 |
|  | Trinity Industries, Inc. | 24799 | &nbsp;&nbsp;712723 |
| \* | TrueBlue, Inc. | 3604 | &nbsp;&nbsp;19317 |
| \* | TTEC Holdings, Inc. | 18842 | &nbsp;&nbsp;60106 |
|  | Tutor Perini Corp. | 14838 | &nbsp;&nbsp;1170570 |
|  | Twin Disc, Inc. | 4046 | &nbsp;&nbsp;69551 |
|  | UFP Industries, Inc. | 12828 | &nbsp;&nbsp;1324876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 4292 | &nbsp;&nbsp;242713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 38038 | &nbsp;&nbsp;1951730 |
|  | UniFirst Corp. | 4062 | &nbsp;&nbsp;873330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 7152 | &nbsp;&nbsp;114504 |
| \* | V2X, Inc. | 8018 | &nbsp;&nbsp;551879 |
|  | Vestis Corp. | 19971 | &nbsp;&nbsp;130411 |
|  | Virco Mfg. Corp. | 2762 | &nbsp;&nbsp;19306 |
|  | VSE Corp. | 26 | &nbsp;&nbsp;5683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 6189 | &nbsp;&nbsp;62695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 23650 | &nbsp;&nbsp;810012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 15364 | &nbsp;&nbsp;4446802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 2317 | &nbsp;&nbsp;422343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 1663 | &nbsp;&nbsp;33310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 4769 | &nbsp;&nbsp;265013 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;108490278 |
| INFORMATION TECHNOLOGY — (7.8%) | INFORMATION TECHNOLOGY — (7.8%) | INFORMATION TECHNOLOGY — (7.8%) | INFORMATION TECHNOLOGY — (7.8%) |
| \* | 8x8, Inc. | 28880 | &nbsp;&nbsp;47941 |
| \* | ACI Worldwide, Inc. | 14756 | &nbsp;&nbsp;639820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 36311 | &nbsp;&nbsp;3527614 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 5707 | &nbsp;&nbsp;$126125 |
|  | Amdocs Ltd. | 20332 | &nbsp;&nbsp;1666004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 69724 | &nbsp;&nbsp;3369761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 18273 | &nbsp;&nbsp;2420990 |
| \* | ASGN, Inc. | 5149 | &nbsp;&nbsp;268211 |
| \* | AstroNova, Inc. | 670 | &nbsp;&nbsp;6090 |
| \* | Aviat Networks, Inc. | 2869 | &nbsp;&nbsp;62573 |
|  | Avnet, Inc. | 33784 | &nbsp;&nbsp;2107784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 3281 | &nbsp;&nbsp;288958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 12099 | &nbsp;&nbsp;630842 |
| \* | Cerence, Inc. | 6559 | &nbsp;&nbsp;74314 |
| #\* | Cipher Mining, Inc. | 15896 | &nbsp;&nbsp;253700 |
| \* | Cirrus Logic, Inc. | 8095 | &nbsp;&nbsp;1055102 |
| #\* | Cleanspark, Inc. | 101085 | &nbsp;&nbsp;1196846 |
|  | Crane NXT Co. | 10487 | &nbsp;&nbsp;529803 |
| \* | Crexendo, Inc. | 2850 | &nbsp;&nbsp;19950 |
|  | CTS Corp. | 7788 | &nbsp;&nbsp;400381 |
| \* | Daktronics, Inc. | 4313 | &nbsp;&nbsp;99846 |
| \* | Diebold Nixdorf, Inc. | 6239 | &nbsp;&nbsp;430553 |
| \* | Digi International, Inc. | 10179 | &nbsp;&nbsp;438410 |
| \* | Diodes, Inc. | 13418 | &nbsp;&nbsp;794211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 807 | &nbsp;&nbsp;51801 |
| \* | DXC Technology Co. | 68827 | &nbsp;&nbsp;993174 |
| \* | EPAM Systems, Inc. | 746 | &nbsp;&nbsp;155616 |
|  | ePlus, Inc. | 7258 | &nbsp;&nbsp;622809 |
| \* | Five9, Inc. | 797 | &nbsp;&nbsp;14075 |
| \* | Globant SA | 287 | &nbsp;&nbsp;19195 |
| \* | Harmonic, Inc. | 19519 | &nbsp;&nbsp;189725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 2160 | &nbsp;&nbsp;47974 |
| \* | Ichor Holdings Ltd. | 2463 | &nbsp;&nbsp;74727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 11345 | &nbsp;&nbsp;63192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 4102 | &nbsp;&nbsp;344650 |
| \* | IPG Photonics Corp. | 9239 | &nbsp;&nbsp;853776 |
| \* | Itron, Inc. | 6110 | &nbsp;&nbsp;605379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 7123 | &nbsp;&nbsp;215186 |
| \* | Knowles Corp. | 31372 | &nbsp;&nbsp;760457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 1822 | &nbsp;&nbsp;104455 |
| \* | KVH Industries, Inc. | 1756 | &nbsp;&nbsp;11730 |
| \* | Lantronix, Inc. | 5108 | &nbsp;&nbsp;33917 |
|  | Littelfuse, Inc. | 2170 | &nbsp;&nbsp;702559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 10001 | &nbsp;&nbsp;243524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 3040 | &nbsp;&nbsp;24290 |
| \* | Mitek Systems, Inc. | 10716 | &nbsp;&nbsp;107374 |
| \* | N-able, Inc. | 17844 | &nbsp;&nbsp;108313 |
| \* | nCino, Inc. | 4437 | &nbsp;&nbsp;94730 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | NCR Voyix Corp. | 32557 | &nbsp;&nbsp;$322965 |
| \* | NETGEAR, Inc. | 803 | &nbsp;&nbsp;16791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 19824 | &nbsp;&nbsp;551305 |
| \* | ON24, Inc. | 8676 | &nbsp;&nbsp;69148 |
|  | OneSpan, Inc. | 11491 | &nbsp;&nbsp;135364 |
|  | PC Connection, Inc. | 8964 | &nbsp;&nbsp;527173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 15531 | &nbsp;&nbsp;298351 |
| \* | Photronics, Inc. | 19774 | &nbsp;&nbsp;683587 |
| \* | Plexus Corp. | 7987 | &nbsp;&nbsp;1592049 |
| \* | Powerfleet, Inc. NJ | 19247 | &nbsp;&nbsp;98352 |
| \* | Qorvo, Inc. | 3675 | &nbsp;&nbsp;287054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 32779 | &nbsp;&nbsp;85881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richardson <br>Electronics Ltd.<br>| 346 | &nbsp;&nbsp;4183 |
| \* | Rogers Corp. | 599 | &nbsp;&nbsp;58247 |
| \* | Sanmina Corp. | 17147 | &nbsp;&nbsp;2429387 |
| \* | ScanSource, Inc. | 9180 | &nbsp;&nbsp;394648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 5680 | &nbsp;&nbsp;316717 |
| \* | Synaptics, Inc. | 1595 | &nbsp;&nbsp;131603 |
|  | TD SYNNEX Corp. | 22872 | &nbsp;&nbsp;3629100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 36410 | &nbsp;&nbsp;3575462 |
| \* | Turtle Beach Corp. | 5708 | &nbsp;&nbsp;68268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 13048 | &nbsp;&nbsp;407489 |
| \* | Viasat, Inc. | 44919 | &nbsp;&nbsp;2028991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 26755 | &nbsp;&nbsp;539113 |
| # | Xerox Holdings Corp. | 21155 | &nbsp;&nbsp;46329 |
| \* | Xperi, Inc. | 572 | &nbsp;&nbsp;3238 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 2168 | &nbsp;&nbsp;509437 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;45708689 |
| MATERIALS — (5.5%) | MATERIALS — (5.5%) | MATERIALS — (5.5%) | MATERIALS — (5.5%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 1080 | &nbsp;&nbsp;5486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 3897 | &nbsp;&nbsp;21706 |
|  | AptarGroup, Inc. | 18497 | &nbsp;&nbsp;2311200 |
|  | Ashland, Inc. | 11305 | &nbsp;&nbsp;691414 |
|  | Avient Corp. | 25024 | &nbsp;&nbsp;904618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 66522 | &nbsp;&nbsp;2233809 |
|  | Ball Corp. | 87173 | &nbsp;&nbsp;4957528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 5366 | &nbsp;&nbsp;147243 |
|  | Celanese Corp. | 14537 | &nbsp;&nbsp;646024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 32834 | &nbsp;&nbsp;2523950 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 32647 | &nbsp;&nbsp;$950028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 79969 | &nbsp;&nbsp;1171546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 7728 | &nbsp;&nbsp;545751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 3492 | &nbsp;&nbsp;290465 |
|  | HB Fuller Co. | 21469 | &nbsp;&nbsp;1290287 |
|  | Innospec, Inc. | 6036 | &nbsp;&nbsp;493262 |
| \* | Intrepid Potash, Inc. | 2723 | &nbsp;&nbsp;89423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 4394 | &nbsp;&nbsp;538792 |
| \* | Knife River Corp. | 13303 | &nbsp;&nbsp;893563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 7755 | &nbsp;&nbsp;228462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 3376 | &nbsp;&nbsp;282706 |
|  | Materion Corp. | 5724 | &nbsp;&nbsp;791515 |
|  | Mativ Holdings, Inc. | 18437 | &nbsp;&nbsp;222166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 13479 | &nbsp;&nbsp;27362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 9081 | &nbsp;&nbsp;597167 |
|  | Mosaic Co. | 79206 | &nbsp;&nbsp;2178165 |
|  | Myers Industries, Inc. | 8989 | &nbsp;&nbsp;185803 |
|  | Nexa Resources SA | 16090 | &nbsp;&nbsp;202895 |
|  | Olympic Steel, Inc. | 3097 | &nbsp;&nbsp;148935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 40154 | &nbsp;&nbsp;1050027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 2181 | &nbsp;&nbsp;335307 |
|  | Reliance, Inc. | 1597 | &nbsp;&nbsp;526211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 9095 | &nbsp;&nbsp;256661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 7267 | &nbsp;&nbsp;686877 |
|  | Silgan Holdings, Inc. | 31360 | &nbsp;&nbsp;1353184 |
|  | Sonoco Products Co. | 28799 | &nbsp;&nbsp;1382352 |
|  | Stepan Co. | 964 | &nbsp;&nbsp;55536 |
|  | Sylvamo Corp. | 8810 | &nbsp;&nbsp;431161 |
|  | TriMas Corp. | 12503 | &nbsp;&nbsp;434729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 13016 | &nbsp;&nbsp;523634 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;32606950 |
| REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) | REAL ESTATE — (1.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 47712 | &nbsp;&nbsp;597354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 66368 | &nbsp;&nbsp;1091090 |
| \* | Forestar Group, Inc. | 14830 | &nbsp;&nbsp;385877 |
| \* | FRP Holdings, Inc. | 5276 | &nbsp;&nbsp;126149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 13550 | &nbsp;&nbsp;1106493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 6457 | &nbsp;&nbsp;2311025 |

---

------

**U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 40399 | &nbsp;&nbsp;$397930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 6482 | &nbsp;&nbsp;176310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 33870 | &nbsp;&nbsp;603902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 4179 | &nbsp;&nbsp;32513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 2545 | &nbsp;&nbsp;48075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 1319 | &nbsp;&nbsp;39135 |
| \* | Tejon Ranch Co. | 5306 | &nbsp;&nbsp;85373 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;7001226 |
| UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 26412 | &nbsp;&nbsp;1306866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 10343 | &nbsp;&nbsp;1292254 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;2599120 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($447153086) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($447153086) |  | &nbsp;&nbsp;576551077 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) | TEMPORARY CASH INVESTMENTS — (0.4%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 2184734 | &nbsp;&nbsp;$2184734 |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 866382 | &nbsp;&nbsp;10021437 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $459,359,202)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $459,359,202)^^ |  | &nbsp;&nbsp;$588757248 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$13523315 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$13523315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;93705804 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;93705804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;29658296 | &nbsp;&nbsp;&nbsp;$9613 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29667909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;20692743 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20692743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;175327207 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;175327207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;47193004 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$34832 | &nbsp;&nbsp;&nbsp;47227836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;108490278 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108490278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;45708689 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45708689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;32606950 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;32606950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;7001226 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7001226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;2599120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2599120 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;2184734 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2184734 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10021437 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10021437 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$578691366 | &nbsp;&nbsp;&nbsp;$10031050 | &nbsp;&nbsp;&nbsp;$34,832˂˃ | &nbsp;&nbsp;&nbsp;$588757248 |

---

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

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**International Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) |  |
| AUSTRALIA — (4.9%) | AUSTRALIA — (4.9%) | AUSTRALIA — (4.9%) |  |
| # | Accent Group Ltd. | 105559 | &nbsp;&nbsp;$67793 |
| # | Acrow Ltd. | 105465 | &nbsp;&nbsp;75434 |
| # | Adairs Ltd. | 90926 | &nbsp;&nbsp;110407 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 22621 | &nbsp;&nbsp;16316 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 138805 | &nbsp;&nbsp;144504 |
|  | ALS Ltd. | 120912 | &nbsp;&nbsp;2061727 |
| \* | AMA Group Ltd. | 43533 | &nbsp;&nbsp;22700 |
|  | Amotiv Ltd. | 54516 | &nbsp;&nbsp;318045 |
|  | AMP Ltd. | 1218515 | &nbsp;&nbsp;1426535 |
| # | Ampol Ltd. | 140049 | &nbsp;&nbsp;2813681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 319113 | &nbsp;&nbsp;8118342 |
| \* | Appen Ltd. | 25162 | &nbsp;&nbsp;32229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 408545 | &nbsp;&nbsp;64125 |
|  | ARB Corp. Ltd. | 20136 | &nbsp;&nbsp;360111 |
|  | Aristocrat Leisure Ltd. | 103750 | &nbsp;&nbsp;3854283 |
|  | ARN Media Ltd. | 113080 | &nbsp;&nbsp;29160 |
|  | Atlas Arteria Ltd. | 234015 | &nbsp;&nbsp;807605 |
| \* | Aurelia Metals Ltd. | 282616 | &nbsp;&nbsp;59874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 77521 | &nbsp;&nbsp;243205 |
| \* | Austal Ltd. | 168865 | &nbsp;&nbsp;814341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Austin Engineering <br>Ltd.<br>| 59853 | &nbsp;&nbsp;10595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 70333 | &nbsp;&nbsp;133354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 60020 | &nbsp;&nbsp;190955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 149104 | &nbsp;&nbsp;213198 |
| # | Autosports Group Ltd. | 7525 | &nbsp;&nbsp;19945 |
| †† | AVZ Minerals Ltd. | 69347 | &nbsp;&nbsp;7271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 6687 | &nbsp;&nbsp;11121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 244715 | &nbsp;&nbsp;1152574 |
|  | Bapcor Ltd. | 23182 | &nbsp;&nbsp;34275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 40884 | &nbsp;&nbsp;70918 |
|  | Bega Cheese Ltd. | 78096 | &nbsp;&nbsp;330561 |
| \* | Bellevue Gold Ltd. | 206809 | &nbsp;&nbsp;242519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 92796 | &nbsp;&nbsp;706623 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Black Cat Syndicate <br>Ltd. (BC8 AU)<br>| 35405 | &nbsp;&nbsp;32884 |
|  | Brambles Ltd. | 414055 | &nbsp;&nbsp;6427252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 125536 | &nbsp;&nbsp;178103 |
| # | Breville Group Ltd. | 61979 | &nbsp;&nbsp;1381072 |
| \* | Capricorn Metals Ltd. | 111750 | &nbsp;&nbsp;1046697 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | CAR Group Ltd. | 49768 | &nbsp;&nbsp;$952306 |
| #\* | Catapult Sports Ltd. | 43692 | &nbsp;&nbsp;105963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 39015 | &nbsp;&nbsp;219920 |
|  | Challenger Ltd. | 288452 | &nbsp;&nbsp;1837278 |
| # | Champion Iron Ltd. | 186970 | &nbsp;&nbsp;755157 |
| \* | Chrysos Corp. Ltd. | 12858 | &nbsp;&nbsp;70753 |
|  | Civmec Australia Ltd. | 50600 | &nbsp;&nbsp;54802 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 69563 | &nbsp;&nbsp;26305 |
|  | Cochlear Ltd. | 17567 | &nbsp;&nbsp;3274372 |
|  | Codan Ltd. | 45688 | &nbsp;&nbsp;1203048 |
| # | Cogstate Ltd. | 11856 | &nbsp;&nbsp;17774 |
|  | Coles Group Ltd. | 168615 | &nbsp;&nbsp;2491260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 114370 | &nbsp;&nbsp;11839679 |
|  | Computershare Ltd. | 180211 | &nbsp;&nbsp;4092692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 15991 | &nbsp;&nbsp;157073 |
|  | CSL Ltd. | 27475 | &nbsp;&nbsp;3462120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalrymple Bay <br>Infrastructure Ltd.<br>| 240616 | &nbsp;&nbsp;813957 |
|  | Data#3 Ltd. | 90027 | &nbsp;&nbsp;609803 |
| #\* | Deep Yellow Ltd. | 279913 | &nbsp;&nbsp;546608 |
| #\* | Develop Global Ltd. | 62758 | &nbsp;&nbsp;225471 |
|  | Dicker Data Ltd. | 48339 | &nbsp;&nbsp;337041 |
|  | Downer EDI Ltd. | 180376 | &nbsp;&nbsp;1005890 |
| \* | DUG Technology Ltd. | 6526 | &nbsp;&nbsp;8518 |
| # | Duratec Ltd. | 25001 | &nbsp;&nbsp;37488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 71645 | &nbsp;&nbsp;1329992 |
| \* | Emeco Holdings Ltd. | 114482 | &nbsp;&nbsp;104660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 171314 | &nbsp;&nbsp;805426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Group <br>Ltd.<br>| 202239 | &nbsp;&nbsp;519541 |
|  | EQT Holdings Ltd. | 7874 | &nbsp;&nbsp;134331 |
|  | Evolution Mining Ltd. | 292414 | &nbsp;&nbsp;2808118 |
| # | Fiducian Group Ltd. | 4858 | &nbsp;&nbsp;36402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 137030 | &nbsp;&nbsp;272349 |
| # | Fleetwood Ltd. | 63521 | &nbsp;&nbsp;122893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 41876 | &nbsp;&nbsp;469651 |
|  | Fortescue Ltd. | 387914 | &nbsp;&nbsp;5617330 |
|  | G8 Education Ltd. | 203469 | &nbsp;&nbsp;94538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 6119 | &nbsp;&nbsp;22760 |
| #\* | Genesis Minerals Ltd. | 125351 | &nbsp;&nbsp;618982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 76877 | &nbsp;&nbsp;231405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 105630 | &nbsp;&nbsp;529675 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | GWA Group Ltd. | 119306 | &nbsp;&nbsp;$220722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 46900 | &nbsp;&nbsp;161965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 132091 | &nbsp;&nbsp;593579 |
|  | Healius Ltd. | 119486 | &nbsp;&nbsp;74798 |
|  | Helia Group Ltd. | 256449 | &nbsp;&nbsp;1036962 |
|  | HUB24 Ltd. | 28797 | &nbsp;&nbsp;2017693 |
| \* | IGO Ltd. | 149846 | &nbsp;&nbsp;856554 |
|  | Imdex Ltd. | 304982 | &nbsp;&nbsp;788328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMM <br>AU)<br>| 246179 | &nbsp;&nbsp;67766 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMMP <br>US), Sponsored <br>ADR<br>| 4300 | &nbsp;&nbsp;11739 |
| \* | Insignia Financial Ltd. | 468153 | &nbsp;&nbsp;1512626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 701309 | &nbsp;&nbsp;3697401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 80915 | &nbsp;&nbsp;147039 |
| #\* | ioneer Ltd. | 120906 | &nbsp;&nbsp;12558 |
| # | IPH Ltd. | 108914 | &nbsp;&nbsp;282611 |
|  | IRESS Ltd. | 81551 | &nbsp;&nbsp;459133 |
|  | IVE Group Ltd. | 54371 | &nbsp;&nbsp;113882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC <br>(JHX AU), CDI<br>| 101867 | &nbsp;&nbsp;2321235 |
|  | JB Hi-Fi Ltd. | 40944 | &nbsp;&nbsp;2306807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 234084 | &nbsp;&nbsp;294988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jumbo Interactive <br>Ltd.<br>| 3096 | &nbsp;&nbsp;22097 |
|  | Jupiter Mines Ltd. | 273843 | &nbsp;&nbsp;51876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsgate <br>Consolidated Ltd.<br>| 23046 | &nbsp;&nbsp;100560 |
| # | Kogan.com Ltd. | 31922 | &nbsp;&nbsp;81325 |
| # | L1 Group Ltd. | 186518 | &nbsp;&nbsp;158904 |
|  | Lendlease Corp. Ltd. | 279429 | &nbsp;&nbsp;935113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Financial <br>Group Ltd.<br>| 4265 | &nbsp;&nbsp;12084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 34756 | &nbsp;&nbsp;133407 |
|  | Lottery Corp. Ltd.  | 554145 | &nbsp;&nbsp;1974099 |
|  | Lovisa Holdings Ltd. | 29476 | &nbsp;&nbsp;632212 |
|  | Lycopodium Ltd. | 16294 | &nbsp;&nbsp;177969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 129977 | &nbsp;&nbsp;1308364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 10678 | &nbsp;&nbsp;76964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 730659 | &nbsp;&nbsp;329840 |
|  | Macquarie Group Ltd. | 34775 | &nbsp;&nbsp;5103602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 2101 | &nbsp;&nbsp;102168 |
| # | Mader Group Ltd. | 4543 | &nbsp;&nbsp;25944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 83260 | &nbsp;&nbsp;503338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 44304 | &nbsp;&nbsp;$525229 |
|  | Medibank Pvt Ltd. | 846153 | &nbsp;&nbsp;2715020 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 173604 | &nbsp;&nbsp;304518 |
| #\* | Metals X Ltd. | 398484 | &nbsp;&nbsp;355687 |
|  | Metcash Ltd. | 829804 | &nbsp;&nbsp;1913045 |
| \* | MGX Resources Ltd. | 260409 | &nbsp;&nbsp;88274 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 49045 | &nbsp;&nbsp;1929205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 41359 | &nbsp;&nbsp;889891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 140227 | &nbsp;&nbsp;68568 |
| \* | Myer Holdings Ltd. | 207678 | &nbsp;&nbsp;62683 |
|  | MyState Ltd. | 66355 | &nbsp;&nbsp;206822 |
| #\* | Nanosonics Ltd. | 23645 | &nbsp;&nbsp;63846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia <br>Bank Ltd.<br>| 393585 | &nbsp;&nbsp;11823060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 117612 | &nbsp;&nbsp;258999 |
|  | Netwealth Group Ltd. | 66300 | &nbsp;&nbsp;1123376 |
|  | nib holdings Ltd. | 366329 | &nbsp;&nbsp;1708640 |
| # | Nick Scali Ltd. | 24349 | &nbsp;&nbsp;413612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 132179 | &nbsp;&nbsp;2429886 |
| \* | Nufarm Ltd. | 196518 | &nbsp;&nbsp;320905 |
| \* | Nuix Ltd. | 62171 | &nbsp;&nbsp;74401 |
|  | Objective Corp. Ltd. | 12027 | &nbsp;&nbsp;125883 |
| #\* | Omni Bridgeway Ltd. | 10760 | &nbsp;&nbsp;11557 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 36486 | &nbsp;&nbsp;30582 |
|  | Orica Ltd. | 135838 | &nbsp;&nbsp;2419845 |
|  | Orora Ltd. | 608745 | &nbsp;&nbsp;864421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 18366 | &nbsp;&nbsp;126385 |
| \* | Paragon Care Ltd. | 56430 | &nbsp;&nbsp;8234 |
|  | Peet Ltd. | 185175 | &nbsp;&nbsp;258723 |
|  | Perenti Ltd. | 657127 | &nbsp;&nbsp;1265041 |
|  | Perpetual Ltd. | 30192 | &nbsp;&nbsp;378073 |
|  | Perseus Mining Ltd. | 702513 | &nbsp;&nbsp;2705724 |
| \* | PEXA Group Ltd. | 64718 | &nbsp;&nbsp;618769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Investment <br>Management Group <br>Ltd.<br>| 5059 | &nbsp;&nbsp;59328 |
| \* | PLS Group Ltd. | 468180 | &nbsp;&nbsp;1373724 |
| # | Praemium Ltd. | 78103 | &nbsp;&nbsp;41004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 28957 | &nbsp;&nbsp;268211 |
|  | Pro Medicus Ltd. | 31434 | &nbsp;&nbsp;4018625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 4529 | &nbsp;&nbsp;15519 |
| # | PWR Holdings Ltd. | 14264 | &nbsp;&nbsp;92173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 598895 | &nbsp;&nbsp;8208319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 323594 | &nbsp;&nbsp;996609 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 23269 | &nbsp;&nbsp;$586979 |
| # | REA Group Ltd. | 18274 | &nbsp;&nbsp;2402735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 14937 | &nbsp;&nbsp;26240 |
| # | Reece Ltd. | 46136 | &nbsp;&nbsp;472246 |
|  | Regis Healthcare Ltd. | 33733 | &nbsp;&nbsp;158159 |
|  | Regis Resources Ltd. | 437717 | &nbsp;&nbsp;2281492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 253965 | &nbsp;&nbsp;659944 |
| \* | Resolute Mining Ltd. | 378929 | &nbsp;&nbsp;339453 |
|  | Rio Tinto Ltd. | 7794 | &nbsp;&nbsp;812016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 69599 | &nbsp;&nbsp;241013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 218869 | &nbsp;&nbsp;2969841 |
|  | SEEK Ltd. | 96029 | &nbsp;&nbsp;1394771 |
|  | Servcorp Ltd. | 16465 | &nbsp;&nbsp;88480 |
|  | Service Stream Ltd. | 250257 | &nbsp;&nbsp;396634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 39601 | &nbsp;&nbsp;41362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Healthcare <br>Ltd.<br>| 1828981 | &nbsp;&nbsp;3919217 |
|  | Sims Ltd. (SGM AU) | 83375 | &nbsp;&nbsp;1167347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sims Ltd. (SMSMY <br>US), Sponsored <br>ADR<br>| 419 | &nbsp;&nbsp;5857 |
| \* | SiteMinder Ltd. | 57149 | &nbsp;&nbsp;200459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 114263 | &nbsp;&nbsp;670122 |
|  | Sonic Healthcare Ltd. | 81634 | &nbsp;&nbsp;1305476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 71752 | &nbsp;&nbsp;127430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 99044 | &nbsp;&nbsp;44249 |
|  | SRG Global Ltd. | 156242 | &nbsp;&nbsp;327636 |
| #\* | St Barbara Ltd. | 265679 | &nbsp;&nbsp;130191 |
|  | Steadfast Group Ltd. | 344133 | &nbsp;&nbsp;1246275 |
| \* | Strickland Metals Ltd. | 83179 | &nbsp;&nbsp;10843 |
|  | Suncorp Group Ltd. | 226030 | &nbsp;&nbsp;2660810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 68217 | &nbsp;&nbsp;696104 |
| # | Supply Network Ltd. | 537 | &nbsp;&nbsp;13710 |
| #\* | Syrah Resources Ltd. | 86857 | &nbsp;&nbsp;13989 |
|  | Tabcorp Holdings Ltd. | 952509 | &nbsp;&nbsp;584725 |
|  | Technology One Ltd. | 148017 | &nbsp;&nbsp;2584198 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telix Pharmaceuticals <br>Ltd.<br>| 10629 | &nbsp;&nbsp;77553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 6467 | &nbsp;&nbsp;53788 |
|  | Transurban Group | 226449 | &nbsp;&nbsp;2190389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 124508 | &nbsp;&nbsp;463965 |
| #\* | Tyro Payments Ltd. | 162309 | &nbsp;&nbsp;107143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Store <br>Holdings Ltd.<br>| 2327 | &nbsp;&nbsp;13384 |
| \* | Vault Minerals Ltd. | 246554 | &nbsp;&nbsp;943506 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 377683 | &nbsp;&nbsp;$1512606 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 516214 | &nbsp;&nbsp;646219 |
| # | Vulcan Steel Ltd. | 14319 | &nbsp;&nbsp;68935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wagners Holding Co. <br>Ltd.<br>| 5933 | &nbsp;&nbsp;14790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 80921 | &nbsp;&nbsp;258945 |
| # | Webjet Group Ltd. | 105200 | &nbsp;&nbsp;58721 |
|  | Wesfarmers Ltd. | 115152 | &nbsp;&nbsp;6642725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 230109 | &nbsp;&nbsp;557532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 242539 | &nbsp;&nbsp;1148642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 395631 | &nbsp;&nbsp;10630246 |
| # | WiseTech Global Ltd. | 22853 | &nbsp;&nbsp;915642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 173975 | &nbsp;&nbsp;3733570 |
|  | Worley Ltd. | 167720 | &nbsp;&nbsp;1560050 |
| #\* | Xero Ltd. | 47714 | &nbsp;&nbsp;3109582 |
| # | XRF Scientific Ltd. | 27486 | &nbsp;&nbsp;41553 |
| #\* | Zip Co. Ltd. | 222234 | &nbsp;&nbsp;409989 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;225103811 |
| AUSTRIA — (0.5%) | AUSTRIA — (0.5%) | AUSTRIA — (0.5%) |  |
|  | ANDRITZ AG | 28047 | &nbsp;&nbsp;2426749 |
| Ω | BAWAG Group AG | 38902 | &nbsp;&nbsp;6328415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CA Immobilien <br>Anlagen AG<br>| 7538 | &nbsp;&nbsp;224932 |
| \* | CPI Europe AG | 8306 | &nbsp;&nbsp;153213 |
|  | DO & Co. AG | 1810 | &nbsp;&nbsp;423290 |
|  | Erste Group Bank AG | 47996 | &nbsp;&nbsp;6239907 |
| \* | Eurotelesites AG | 18802 | &nbsp;&nbsp;94648 |
|  | EVN AG | 6689 | &nbsp;&nbsp;225384 |
| \* | FACC AG | 4000 | &nbsp;&nbsp;53545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 25524 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 10366 | &nbsp;&nbsp;404264 |
|  | Palfinger AG | 6724 | &nbsp;&nbsp;288930 |
|  | Porr AG | 8733 | &nbsp;&nbsp;359170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 27193 | &nbsp;&nbsp;1370675 |
|  | SBO AG | 4966 | &nbsp;&nbsp;186571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 2291 | &nbsp;&nbsp;237236 |
|  | Telekom Austria AG | 31026 | &nbsp;&nbsp;329488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 2066 | &nbsp;&nbsp;49024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 47884 | &nbsp;&nbsp;887624 |
|  | Verbund AG | 15436 | &nbsp;&nbsp;1132624 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 11240 | &nbsp;&nbsp;$883509 |
|  | Wienerberger AG | 11807 | &nbsp;&nbsp;390275 |
|  | Zumtobel Group AG | 10633 | &nbsp;&nbsp;45089 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;22734562 |
| BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 3256 | &nbsp;&nbsp;2738200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 4228 | &nbsp;&nbsp;3553634 |
|  | Azelis Group NV | 76141 | &nbsp;&nbsp;753991 |
|  | Barco NV | 18894 | &nbsp;&nbsp;259375 |
|  | Bekaert SA | 14482 | &nbsp;&nbsp;710442 |
| \* | bpost SA | 53034 | &nbsp;&nbsp;136852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 3294 | &nbsp;&nbsp;35741 |
|  | Colruyt Group NV | 32915 | &nbsp;&nbsp;1261293 |
|  | Deceuninck NV | 20459 | &nbsp;&nbsp;55923 |
|  | D'ieteren Group | 8646 | &nbsp;&nbsp;1969372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 43010 | &nbsp;&nbsp;89288 |
|  | Elia Group SA | 15657 | &nbsp;&nbsp;2266831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 5830 | &nbsp;&nbsp;251173 |
|  | Fagron | 36632 | &nbsp;&nbsp;963031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 9005 | &nbsp;&nbsp;303571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>NA)<br>| 9114 | &nbsp;&nbsp;308356 |
|  | Gimv NV | 14409 | &nbsp;&nbsp;778143 |
| \* | Immobel SA | 529 | &nbsp;&nbsp;15165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ion Beam <br>Applications<br>| 5863 | &nbsp;&nbsp;105272 |
|  | KBC Group NV | 54646 | &nbsp;&nbsp;7700469 |
| # | Lotus Bakeries NV | 173 | &nbsp;&nbsp;2039609 |
|  | Melexis NV | 6028 | &nbsp;&nbsp;455703 |
|  | Proximus SADP | 8269 | &nbsp;&nbsp;75445 |
| # | Recticel SA | 13767 | &nbsp;&nbsp;166587 |
|  | Syensqo SA | 20930 | &nbsp;&nbsp;1761547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 8253 | &nbsp;&nbsp;267698 |
|  | UCB SA | 33374 | &nbsp;&nbsp;10169907 |
|  | Umicore SA | 45911 | &nbsp;&nbsp;1091409 |
|  | Van de Velde NV | 2854 | &nbsp;&nbsp;102484 |
|  | VGP NV | 3309 | &nbsp;&nbsp;405797 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;40792308 |
| CANADA — (10.9%) | CANADA — (10.9%) | CANADA — (10.9%) |  |
| \* | 5N Plus, Inc. | 65199 | &nbsp;&nbsp;1153007 |
| # | Acadian Timber Corp. | 3700 | &nbsp;&nbsp;43776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 11457 | &nbsp;&nbsp;48718 |
|  | ADENTRA, Inc. | 10229 | &nbsp;&nbsp;271942 |
|  | Aecon Group, Inc. | 17217 | &nbsp;&nbsp;446341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 3096 | &nbsp;&nbsp;$66074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 17700 | &nbsp;&nbsp;235931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 4051 | &nbsp;&nbsp;770038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 75659 | &nbsp;&nbsp;14413064 |
| \* | Aimia, Inc. | 11631 | &nbsp;&nbsp;25626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AirBoss of America <br>Corp.<br>| 3500 | &nbsp;&nbsp;11978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 382 | &nbsp;&nbsp;14156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI US), Class A<br>| 217427 | &nbsp;&nbsp;8023056 |
| \* | Allied Gold Corp. | 6921 | &nbsp;&nbsp;218303 |
|  | AltaGas Ltd. | 109467 | &nbsp;&nbsp;3301737 |
|  | Altus Group Ltd. | 13057 | &nbsp;&nbsp;443016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 17500 | &nbsp;&nbsp;71457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 8700 | &nbsp;&nbsp;33416 |
| \* | Aritzia, Inc. | 44981 | &nbsp;&nbsp;3545559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Sonoran <br>Copper Co., Inc.<br>| 9500 | &nbsp;&nbsp;38931 |
|  | Atco Ltd., Class I | 26256 | &nbsp;&nbsp;1139981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 68615 | &nbsp;&nbsp;4815371 |
| #\* | ATS Corp. (ATS CN) | 21121 | &nbsp;&nbsp;600288 |
| \* | AutoCanada, Inc. | 2455 | &nbsp;&nbsp;50230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 132950 | &nbsp;&nbsp;651455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 69987 | &nbsp;&nbsp;340775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 6100 | &nbsp;&nbsp;344904 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP US)<br>| 25128 | &nbsp;&nbsp;58548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO CN)<br>| 40616 | &nbsp;&nbsp;5529312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 67757 | &nbsp;&nbsp;9225116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 100854 | &nbsp;&nbsp;7540070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 75921 | &nbsp;&nbsp;5672817 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch & Lomb <br>Corp.<br>| 4972 | &nbsp;&nbsp;83032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC CN)<br>| 4900 | &nbsp;&nbsp;28105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 57650 | &nbsp;&nbsp;330911 |
| # | BCE, Inc. (BCE US) | 7288 | &nbsp;&nbsp;188468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 34357 | &nbsp;&nbsp;760994 |
| \* | Bitfarms Ltd. BITF US | 13091 | &nbsp;&nbsp;30633 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 19500 | &nbsp;&nbsp;$236294 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>US<br>| 117051 | &nbsp;&nbsp;417872 |
|  | BMTC Group, Inc. | 1803 | &nbsp;&nbsp;17108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/A CN), <br>Class A<br>| 1000 | &nbsp;&nbsp;171850 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/B CN), <br>Class B<br>| 34610 | &nbsp;&nbsp;5912409 |
|  | Boralex, Inc., Class A | 49526 | &nbsp;&nbsp;918394 |
| # | Boyd Group, Inc. | 7192 | &nbsp;&nbsp;1178745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bragg Gaming Group, <br>Inc.<br>| 5867 | &nbsp;&nbsp;12438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>US)<br>| 232436 | &nbsp;&nbsp;10587437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC CN, Class A<br>| 24243 | &nbsp;&nbsp;1159381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC US, Class A<br>| 16137 | &nbsp;&nbsp;772155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable <br>Corp.<br>| 55859 | &nbsp;&nbsp;2325969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 1656 | &nbsp;&nbsp;75563 |
|  | BRP, Inc. (DOO CN) | 8687 | &nbsp;&nbsp;655648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. (DOOO <br>US)<br>| 3500 | &nbsp;&nbsp;263795 |
| \* | CAE, Inc. (CAE US) | 79744 | &nbsp;&nbsp;2554998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 21100 | &nbsp;&nbsp;77325 |
|  | Calian Group Ltd. | 3442 | &nbsp;&nbsp;170400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 40982 | &nbsp;&nbsp;5056769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 33549 | &nbsp;&nbsp;292212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 9165 | &nbsp;&nbsp;111193 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 4166 | &nbsp;&nbsp;50659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM CN)<br>| 74337 | &nbsp;&nbsp;6870024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 59989 | &nbsp;&nbsp;5542384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 27303 | &nbsp;&nbsp;3359012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Utilities Ltd., <br>Class A<br>| 43035 | &nbsp;&nbsp;1392834 |
| \* | Canfor Corp. | 24048 | &nbsp;&nbsp;253258 |
|  | Cascades, Inc. | 30019 | &nbsp;&nbsp;281969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 82575 | &nbsp;&nbsp;$4976392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>CN)<br>| 4222 | &nbsp;&nbsp;1186402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 33555 | &nbsp;&nbsp;9428619 |
|  | Centerra Gold, Inc. | 114460 | &nbsp;&nbsp;1917398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 162478 | &nbsp;&nbsp;1694406 |
|  | CGI, Inc. (GIB US) | 41426 | &nbsp;&nbsp;3553522 |
|  | CGI, Inc. (GIBA CN) | 14620 | &nbsp;&nbsp;1253005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 6600 | &nbsp;&nbsp;70912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 6936 | &nbsp;&nbsp;334307 |
|  | Cogeco, Inc. | 1929 | &nbsp;&nbsp;94605 |
| \* | Colabor Group, Inc. | 16300 | &nbsp;&nbsp;479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 1837 | &nbsp;&nbsp;251013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 21327 | &nbsp;&nbsp;2915401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 30323 | &nbsp;&nbsp;107561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc.<br>| 3958 | &nbsp;&nbsp;7304591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corby Spirit & Wine <br>Ltd.<br>| 4000 | &nbsp;&nbsp;40745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 45900 | &nbsp;&nbsp;115209 |
| #\* | D2L, Inc. | 1800 | &nbsp;&nbsp;14369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;D-BOX Technologies, <br>Inc.<br>| 29000 | &nbsp;&nbsp;17464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 51172 | &nbsp;&nbsp;2504390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSG <br>CN)<br>| 600 | &nbsp;&nbsp;44809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 14620 | &nbsp;&nbsp;1092991 |
| \* | Docebo, Inc. | 1256 | &nbsp;&nbsp;24564 |
|  | Dollarama, Inc. | 71097 | &nbsp;&nbsp;9581243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 38876 | &nbsp;&nbsp;274372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorel Industries, Inc., <br>Class B<br>| 9728 | &nbsp;&nbsp;14217 |
|  | DPM Metals, Inc. | 40986 | &nbsp;&nbsp;1430063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 11846 | &nbsp;&nbsp;170602 |
|  | Dye & Durham Ltd. | 8956 | &nbsp;&nbsp;27427 |
|  | Dynacor Group, Inc. | 4300 | &nbsp;&nbsp;19263 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 61800 | &nbsp;&nbsp;$787449 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 67227 | &nbsp;&nbsp;2885383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 36946 | &nbsp;&nbsp;1585099 |
| \* | Electrovaya, Inc. | 7051 | &nbsp;&nbsp;76362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 327791 | &nbsp;&nbsp;8305210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 79878 | &nbsp;&nbsp;2609315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>CN)<br>| 857 | &nbsp;&nbsp;41848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>US)<br>| 135809 | &nbsp;&nbsp;6632912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 108606 | &nbsp;&nbsp;5929378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 44158 | &nbsp;&nbsp;810420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 49878 | &nbsp;&nbsp;915760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 4973 | &nbsp;&nbsp;68332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 14114 | &nbsp;&nbsp;32651 |
| # | EQB, Inc. | 16583 | &nbsp;&nbsp;1293246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 2987 | &nbsp;&nbsp;42731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 116340 | &nbsp;&nbsp;1663662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 27628 | &nbsp;&nbsp;926851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 37892 | &nbsp;&nbsp;1269761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 8130 | &nbsp;&nbsp;86336 |
|  | Extendicare, Inc. | 23875 | &nbsp;&nbsp;406611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 3079 | &nbsp;&nbsp;5081271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 94789 | &nbsp;&nbsp;5944283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 8000 | &nbsp;&nbsp;85720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 59289 | &nbsp;&nbsp;1235583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 37 | &nbsp;&nbsp;770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 11100 | &nbsp;&nbsp;313766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 1298 | &nbsp;&nbsp;201099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 10383 | &nbsp;&nbsp;1612065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 33964 | &nbsp;&nbsp;72335 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 156051 | &nbsp;&nbsp;1526179 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 34368 | &nbsp;&nbsp;$336196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 52 | &nbsp;&nbsp;137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 538 | &nbsp;&nbsp;14370 |
|  | George Weston Ltd. | 53280 | &nbsp;&nbsp;3716081 |
|  | Gibson Energy, Inc. | 126457 | &nbsp;&nbsp;2489856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 60171 | &nbsp;&nbsp;140965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 35564 | &nbsp;&nbsp;1664781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 6900 | &nbsp;&nbsp;42617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond <br>Manufacturing Co. <br>Ltd., Class A<br>| 600 | &nbsp;&nbsp;4468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 4267 | &nbsp;&nbsp;562687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 6336 | &nbsp;&nbsp;72124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 83923 | &nbsp;&nbsp;1987682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 125149 | &nbsp;&nbsp;2963528 |
| Ω | Hydro One Ltd. | 73989 | &nbsp;&nbsp;2925001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 33571 | &nbsp;&nbsp;4124969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 41094 | &nbsp;&nbsp;747089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 91446 | &nbsp;&nbsp;1659480 |
|  | IGM Financial, Inc. | 55109 | &nbsp;&nbsp;2665500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 9243 | &nbsp;&nbsp;295961 |
|  | Intact Financial Corp. | 60602 | &nbsp;&nbsp;11033556 |
| \* | Interfor Corp. | 15756 | &nbsp;&nbsp;117680 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 12028 | &nbsp;&nbsp;306077 |
| \* | K92 Mining, Inc. | 98472 | &nbsp;&nbsp;1848452 |
|  | K-Bro Linen, Inc. | 2722 | &nbsp;&nbsp;68207 |
|  | Keyera Corp. | 75386 | &nbsp;&nbsp;2552821 |
| \* | Kinaxis, Inc. | 1320 | &nbsp;&nbsp;133294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 140151 | &nbsp;&nbsp;4413524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 197409 | &nbsp;&nbsp;6230228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 17200 | &nbsp;&nbsp;73264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 47201 | &nbsp;&nbsp;1023298 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Laramide Resources <br>Ltd.<br>| 9500 | &nbsp;&nbsp;5861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 700 | &nbsp;&nbsp;113612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 25 | &nbsp;&nbsp;734 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Leon's Furniture Ltd. | 5062 | &nbsp;&nbsp;$102307 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 84915 | &nbsp;&nbsp;917082 |
|  | Linamar Corp. | 6500 | &nbsp;&nbsp;412059 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lithium Americas <br>Corp.<br>| 2000 | &nbsp;&nbsp;9740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. L <br>CN<br>| 128775 | &nbsp;&nbsp;5794489 |
|  | Lundin Gold, Inc. | 86829 | &nbsp;&nbsp;6509385 |
|  | Lundin Mining Corp. | 168872 | &nbsp;&nbsp;4260091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 2100 | &nbsp;&nbsp;107356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 75082 | &nbsp;&nbsp;3839693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mainstreet Equity <br>Corp.<br>| 800 | &nbsp;&nbsp;102593 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 38043 | &nbsp;&nbsp;417407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 13100 | &nbsp;&nbsp;93417 |
| \* | Mattr Corp. | 28816 | &nbsp;&nbsp;173956 |
| \* | MDA Space Ltd. | 23824 | &nbsp;&nbsp;672387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medexus <br>Pharmaceuticals, <br>Inc.<br>| 6500 | &nbsp;&nbsp;13509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 5000 | &nbsp;&nbsp;55704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 6227 | &nbsp;&nbsp;74176 |
|  | Metro, Inc. | 87871 | &nbsp;&nbsp;5833093 |
|  | Morguard Corp. | 853 | &nbsp;&nbsp;73921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 3609 | &nbsp;&nbsp;112406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 63459 | &nbsp;&nbsp;7561554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 12000 | &nbsp;&nbsp;168854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 439237 | &nbsp;&nbsp;4412854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>US)<br>| 63776 | &nbsp;&nbsp;639673 |
| \* | NFI Group, Inc. | 3296 | &nbsp;&nbsp;40037 |
|  | North West Co., Inc. | 34705 | &nbsp;&nbsp;1238945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>US)<br>| 64810 | &nbsp;&nbsp;4464761 |
|  | OceanaGold Corp. | 147871 | &nbsp;&nbsp;4791307 |
|  | Onex Corp. | 21999 | &nbsp;&nbsp;1874435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 24170 | &nbsp;&nbsp;617363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 78261 | &nbsp;&nbsp;1998003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 504 | &nbsp;&nbsp;19873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR US)<br>| 1333 | &nbsp;&nbsp;52574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 43283 | &nbsp;&nbsp;$2358309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 101572 | &nbsp;&nbsp;5545853 |
|  | Pason Systems, Inc. | 45310 | &nbsp;&nbsp;401639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pet Valu Holdings <br>Ltd.<br>| 9024 | &nbsp;&nbsp;180924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 36100 | &nbsp;&nbsp;221905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PMET Resources, <br>Inc.<br>| 4200 | &nbsp;&nbsp;19031 |
| # | Pollard Banknote Ltd. | 2929 | &nbsp;&nbsp;40634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 1462 | &nbsp;&nbsp;116627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 10006 | &nbsp;&nbsp;797882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 14068 | &nbsp;&nbsp;967036 |
|  | Pulse Seismic, Inc. | 6600 | &nbsp;&nbsp;18564 |
| \* | Quarterhill, Inc. | 42151 | &nbsp;&nbsp;28170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 100394 | &nbsp;&nbsp;3662153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 28575 | &nbsp;&nbsp;3245263 |
| \* | Real Matters, Inc. | 9500 | &nbsp;&nbsp;43396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 5770 | &nbsp;&nbsp;386588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 74846 | &nbsp;&nbsp;5013934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 21663 | &nbsp;&nbsp;647830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 64919 | &nbsp;&nbsp;2454587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 49847 | &nbsp;&nbsp;1881640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 133492 | &nbsp;&nbsp;22226935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 123085 | &nbsp;&nbsp;20460420 |
|  | Russel Metals, Inc. | 31041 | &nbsp;&nbsp;1099936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 3900 | &nbsp;&nbsp;18102 |
|  | Saputo, Inc. | 32103 | &nbsp;&nbsp;968524 |
|  | Savaria Corp. | 18711 | &nbsp;&nbsp;325672 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SA US)<br>| 13747 | &nbsp;&nbsp;388490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 211260 | &nbsp;&nbsp;2725986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>US), Class A<br>| 103293 | &nbsp;&nbsp;13555140 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 22839 | &nbsp;&nbsp;$355756 |
| \* | SNDL, Inc. | 4981 | &nbsp;&nbsp;7670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 1500 | &nbsp;&nbsp;19058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 21959 | &nbsp;&nbsp;623636 |
| Ω | Spin Master Corp. | 1967 | &nbsp;&nbsp;26883 |
|  | Sprott, Inc. (SII CN) | 1170 | &nbsp;&nbsp;143461 |
|  | Sprott, Inc. (SII US) | 5108 | &nbsp;&nbsp;626649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 52483 | &nbsp;&nbsp;1196396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM US)<br>| 24249 | &nbsp;&nbsp;553605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 23133 | &nbsp;&nbsp;2292489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 19321 | &nbsp;&nbsp;1914325 |
|  | Stella-Jones, Inc. | 22858 | &nbsp;&nbsp;1532652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StorageVault Canada, <br>Inc.<br>| 41557 | &nbsp;&nbsp;151377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF CN)<br>| 68450 | &nbsp;&nbsp;4313157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF US)<br>| 77593 | &nbsp;&nbsp;4891463 |
|  | Superior Plus Corp. | 92835 | &nbsp;&nbsp;497702 |
|  | Supremex, Inc. | 7100 | &nbsp;&nbsp;19241 |
|  | Sylogist Ltd. | 3300 | &nbsp;&nbsp;9791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiga Building <br>Products Ltd.<br>| 5000 | &nbsp;&nbsp;12852 |
|  | TELUS Corp. | 23749 | &nbsp;&nbsp;331385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 8457 | &nbsp;&nbsp;876102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII CN)<br>| 12211 | &nbsp;&nbsp;1312258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 1281 | &nbsp;&nbsp;137772 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Theratechnologies, <br>Inc.<br>| 5606 | &nbsp;&nbsp;2130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 21647 | &nbsp;&nbsp;2394808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 26630 | &nbsp;&nbsp;136705 |
|  | TMX Group Ltd. | 78800 | &nbsp;&nbsp;2909173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 49388 | &nbsp;&nbsp;2377182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 43233 | &nbsp;&nbsp;5507116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD CN)<br>| 92172 | &nbsp;&nbsp;8614408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD US)<br>| 130774 | &nbsp;&nbsp;12226061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 31209 | &nbsp;&nbsp;377949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 48333 | &nbsp;&nbsp;819955 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 104285 | &nbsp;&nbsp;$535345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 1100 | &nbsp;&nbsp;37088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 26232 | &nbsp;&nbsp;884544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 17381 | &nbsp;&nbsp;530116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 3158 | &nbsp;&nbsp;48981 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 1006 | &nbsp;&nbsp;66 |
| \* | Vitalhub Corp. | 6517 | &nbsp;&nbsp;40347 |
|  | Wajax Corp. | 12100 | &nbsp;&nbsp;251215 |
| \* | Wall Financial Corp. | 1000 | &nbsp;&nbsp;11714 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 84882 | &nbsp;&nbsp;246857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 124295 | &nbsp;&nbsp;2034690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 24293 | &nbsp;&nbsp;1659021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Western Forest <br>Products, Inc.<br>| 1419 | &nbsp;&nbsp;15747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 49186 | &nbsp;&nbsp;6486158 |
|  | Winpak Ltd. | 12300 | &nbsp;&nbsp;388516 |
|  | WSP Global, Inc. | 28196 | &nbsp;&nbsp;5450764 |
|  | Yellow Pages Ltd. | 3240 | &nbsp;&nbsp;27840 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;501638410 |
| CHINA — (0.0%) | CHINA — (0.0%) | CHINA — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 34632 | &nbsp;&nbsp;830670 |
| DENMARK — (2.7%) | DENMARK — (2.7%) | DENMARK — (2.7%) |  |
|  | AL Sydbank | 24450 | &nbsp;&nbsp;2214316 |
| #\* | ALK-Abello AS | 49880 | &nbsp;&nbsp;1648221 |
|  | Alm Brand AS | 365365 | &nbsp;&nbsp;1010621 |
| # | Ambu AS, Class B | 28664 | &nbsp;&nbsp;388704 |
| \* | Bang & Olufsen AS | 55525 | &nbsp;&nbsp;103288 |
| \* | Bavarian Nordic AS | 35701 | &nbsp;&nbsp;1087784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg AS, <br>Class B<br>| 18600 | &nbsp;&nbsp;2528654 |
| # | cBrain AS | 2252 | &nbsp;&nbsp;29023 |
|  | Chemometec AS | 3546 | &nbsp;&nbsp;342713 |
|  | Coloplast AS, Class B | 21866 | &nbsp;&nbsp;1863966 |
|  | Columbus AS | 33734 | &nbsp;&nbsp;53612 |
|  | Danske Bank AS | 165759 | &nbsp;&nbsp;8445095 |
| #\* | Demant AS | 35068 | &nbsp;&nbsp;1227499 |
|  | DSV AS | 30905 | &nbsp;&nbsp;8689949 |
|  | FLSmidth & Co. AS | 25906 | &nbsp;&nbsp;2220629 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 29126 | &nbsp;&nbsp;$9488828 |
| #\* | GN Store Nord AS | 56773 | &nbsp;&nbsp;996583 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 37 | &nbsp;&nbsp;6859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 18301 | &nbsp;&nbsp;106901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 124313 | &nbsp;&nbsp;833438 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 5321 | &nbsp;&nbsp;78942 |
| #\* | Huscompagniet AS | 3263 | &nbsp;&nbsp;17842 |
|  | ISS AS | 59925 | &nbsp;&nbsp;2272637 |
|  | Jeudan AS | 1158 | &nbsp;&nbsp;37420 |
|  | Jyske Bank AS | 22307 | &nbsp;&nbsp;3246260 |
| # | Matas AS | 23541 | &nbsp;&nbsp;360743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 299 | &nbsp;&nbsp;26095 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 20047 | &nbsp;&nbsp;1058055 |
| \* | Nilfisk Holding AS | 4726 | &nbsp;&nbsp;104554 |
| \* | NKT AS | 27364 | &nbsp;&nbsp;3578836 |
| \*Ω | NNIT AS | 3672 | &nbsp;&nbsp;26663 |
| \* | North Media AS | 1395 | &nbsp;&nbsp;10184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 660210 | &nbsp;&nbsp;39202756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis <br>Novozymes B, <br>Class B<br>| 95623 | &nbsp;&nbsp;5859161 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 3176 | &nbsp;&nbsp;97128 |
| \*Ω | Orsted AS | 87000 | &nbsp;&nbsp;1957088 |
|  | Pandora AS | 40536 | &nbsp;&nbsp;3281131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parken Sport & <br>Entertainment AS<br>| 758 | &nbsp;&nbsp;19645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 7791 | &nbsp;&nbsp;1111019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 16083 | &nbsp;&nbsp;4054454 |
|  | Royal Unibrew AS | 21210 | &nbsp;&nbsp;1998292 |
| \* | RTX AS | 2621 | &nbsp;&nbsp;47644 |
|  | Schouw & Co. AS | 4762 | &nbsp;&nbsp;502528 |
|  | Solar AS, Class B | 1905 | &nbsp;&nbsp;67336 |
|  | SP Group AS | 6285 | &nbsp;&nbsp;364827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 4968 | &nbsp;&nbsp;294322 |
|  | TCM Group AS | 725 | &nbsp;&nbsp;7749 |
| # | Tivoli AS | 528 | &nbsp;&nbsp;51742 |
| \* | Trifork Group AG | 5690 | &nbsp;&nbsp;84848 |
| # | Tryg AS | 111991 | &nbsp;&nbsp;2721718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 252556 | &nbsp;&nbsp;7655322 |
| \* | Zealand Pharma AS | 9532 | &nbsp;&nbsp;637476 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;124121100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (2.0%) | FINLAND — (2.0%) | FINLAND — (2.0%) |  |
|  | Aktia Bank OYJ | 27365 | &nbsp;&nbsp;$398959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 263 | &nbsp;&nbsp;14742 |
|  | Alma Media OYJ | 17897 | &nbsp;&nbsp;292759 |
|  | Anora Group OYJ | 3054 | &nbsp;&nbsp;15610 |
|  | Citycon OYJ | 13086 | &nbsp;&nbsp;59004 |
|  | Digia OYJ | 6198 | &nbsp;&nbsp;46745 |
|  | Elisa OYJ | 40815 | &nbsp;&nbsp;1805452 |
| #Ω | Enento Group OYJ | 8250 | &nbsp;&nbsp;151457 |
| # | eQ OYJ | 1422 | &nbsp;&nbsp;18420 |
|  | Evli OYJ, Class B | 498 | &nbsp;&nbsp;15548 |
| # | Fiskars OYJ Abp | 4668 | &nbsp;&nbsp;67439 |
| # | Fortum OYJ | 170022 | &nbsp;&nbsp;4016317 |
|  | F-Secure OYJ | 43507 | &nbsp;&nbsp;97360 |
|  | Gofore OYJ | 2178 | &nbsp;&nbsp;34292 |
|  | Harvia OYJ | 6433 | &nbsp;&nbsp;313104 |
|  | Hiab OYJ | 26891 | &nbsp;&nbsp;1597899 |
|  | Huhtamaki OYJ | 44397 | &nbsp;&nbsp;1558101 |
|  | Ilkka OYJ | 2760 | &nbsp;&nbsp;12651 |
| \* | Incap OYJ | 1295 | &nbsp;&nbsp;15157 |
|  | Kalmar OYJ, Class B | 26891 | &nbsp;&nbsp;1374878 |
|  | Kemira OYJ | 52787 | &nbsp;&nbsp;1241595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 61177 | &nbsp;&nbsp;1529841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 171468 | &nbsp;&nbsp;4337002 |
| \* | Kojamo OYJ | 17814 | &nbsp;&nbsp;201431 |
|  | Kone OYJ, Class B | 80307 | &nbsp;&nbsp;5771252 |
|  | Konecranes OYJ | 35033 | &nbsp;&nbsp;4125560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 7150 | &nbsp;&nbsp;63564 |
| \* | Lindex Group OYJ | 26585 | &nbsp;&nbsp;77702 |
|  | Luotea PLC | 7150 | &nbsp;&nbsp;24483 |
|  | Mandatum OYJ | 151337 | &nbsp;&nbsp;1234203 |
|  | Marimekko OYJ | 15410 | &nbsp;&nbsp;235126 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 10481 | &nbsp;&nbsp;32558 |
|  | Metso OYJ | 353148 | &nbsp;&nbsp;6904303 |
|  | Neste OYJ | 99394 | &nbsp;&nbsp;2539014 |
| # | NoHo Partners OYJ | 1829 | &nbsp;&nbsp;17345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 68512 | &nbsp;&nbsp;440532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 515756 | &nbsp;&nbsp;3321937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FP)<br>| 4241 | &nbsp;&nbsp;27267 |
|  | Nokian Renkaat OYJ | 31152 | &nbsp;&nbsp;399660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 626335 | &nbsp;&nbsp;12101038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 126848 | &nbsp;&nbsp;2447530 |
|  | Olvi OYJ, Class A | 3986 | &nbsp;&nbsp;158269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 24674 | &nbsp;&nbsp;34112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 10006 | &nbsp;&nbsp;821581 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 47289 | &nbsp;&nbsp;$3910708 |
|  | Outokumpu OYJ | 194622 | &nbsp;&nbsp;1092715 |
|  | Pihlajalinna OYJ | 7347 | &nbsp;&nbsp;125510 |
|  | Ponsse OYJ | 4654 | &nbsp;&nbsp;141064 |
|  | Puuilo OYJ | 30785 | &nbsp;&nbsp;449298 |
| \* | QT Group OYJ | 6824 | &nbsp;&nbsp;214580 |
|  | Raisio OYJ, Class V | 46952 | &nbsp;&nbsp;152819 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Remedy <br>Entertainment OYJ<br>| 787 | &nbsp;&nbsp;13984 |
|  | Revenio Group OYJ | 7904 | &nbsp;&nbsp;188031 |
|  | Sampo OYJ, Class A | 714450 | &nbsp;&nbsp;7968833 |
|  | Sanoma OYJ | 38158 | &nbsp;&nbsp;436507 |
|  | Scanfil OYJ | 6480 | &nbsp;&nbsp;87012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 212273 | &nbsp;&nbsp;2443684 |
|  | Taaleri PLC | 5611 | &nbsp;&nbsp;50951 |
| Ω | Terveystalo OYJ | 103507 | &nbsp;&nbsp;1243830 |
| # | TietoEVRY OYJ | 43781 | &nbsp;&nbsp;950387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 19181 | &nbsp;&nbsp;175084 |
|  | UPM-Kymmene OYJ | 70205 | &nbsp;&nbsp;1936824 |
|  | Vaisala OYJ, Class A | 13918 | &nbsp;&nbsp;692257 |
| # | Valmet OYJ | 51181 | &nbsp;&nbsp;1753796 |
|  | Wartsila OYJ Abp | 235487 | &nbsp;&nbsp;9546653 |
| #\* | YIT OYJ | 19187 | &nbsp;&nbsp;70203 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;93637529 |
| FRANCE — (7.7%) | FRANCE — (7.7%) | FRANCE — (7.7%) |  |
| \* | 74Software SA | 7355 | &nbsp;&nbsp;318366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 13537 | &nbsp;&nbsp;1788533 |
|  | Airbus SE | 93989 | &nbsp;&nbsp;21518756 |
| \* | Alstom SA | 128532 | &nbsp;&nbsp;4103818 |
|  | Altamir | 583 | &nbsp;&nbsp;20461 |
|  | Alten SA | 13900 | &nbsp;&nbsp;1362629 |
| Ω | Amundi SA | 28934 | &nbsp;&nbsp;2572496 |
| #\*Ω | Aramis Group SAS | 7169 | &nbsp;&nbsp;39159 |
|  | Arkema SA | 16002 | &nbsp;&nbsp;963673 |
|  | Assystem SA | 1932 | &nbsp;&nbsp;108656 |
|  | Aubay | 2029 | &nbsp;&nbsp;143980 |
|  | AXA SA | 200919 | &nbsp;&nbsp;9161722 |
| Ω | Ayvens SA | 79295 | &nbsp;&nbsp;1149605 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 1130 | &nbsp;&nbsp;31162 |
|  | Beneteau SACA | 14888 | &nbsp;&nbsp;140017 |
|  | BioMerieux | 12372 | &nbsp;&nbsp;1436717 |
|  | BNP Paribas SA | 110305 | &nbsp;&nbsp;11927546 |
|  | Boiron SA | 1876 | &nbsp;&nbsp;66393 |
|  | Bollore SE | 171523 | &nbsp;&nbsp;977925 |
|  | Bouygues SA | 54837 | &nbsp;&nbsp;2964148 |
|  | Bureau Veritas SA | 129551 | &nbsp;&nbsp;4170548 |
|  | Capgemini SE | 38257 | &nbsp;&nbsp;5944298 |
|  | Carrefour SA | 300378 | &nbsp;&nbsp;4919942 |
|  | Catana Group | 3154 | &nbsp;&nbsp;10435 |
|  | CBo Territoria | 19983 | &nbsp;&nbsp;88083 |
| \* | Cegedim SA | 3604 | &nbsp;&nbsp;57121 |
|  | Cie des Alpes | 7941 | &nbsp;&nbsp;244493 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| \* | Claranova SE | 10065 | &nbsp;&nbsp;$15041 |
|  | Coface SA | 53480 | &nbsp;&nbsp;978104 |
|  | Credit Agricole SA | 185981 | &nbsp;&nbsp;4027683 |
|  | Danone SA | 40271 | &nbsp;&nbsp;3155631 |
|  | Dassault Aviation SA | 2624 | &nbsp;&nbsp;997579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes <br>SE<br>| 107651 | &nbsp;&nbsp;2960919 |
|  | Derichebourg SA | 35040 | &nbsp;&nbsp;330248 |
|  | Edenred SE | 38355 | &nbsp;&nbsp;803376 |
|  | Eiffage SA | 38638 | &nbsp;&nbsp;5730298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricite de <br>Strasbourg SA<br>| 206 | &nbsp;&nbsp;53175 |
|  | Elis SA | 30235 | &nbsp;&nbsp;877856 |
|  | Equasens | 164 | &nbsp;&nbsp;7715 |
|  | EssilorLuxottica SA | 12823 | &nbsp;&nbsp;3919938 |
|  | Eurazeo SE | 20491 | &nbsp;&nbsp;1230874 |
|  | Eurofins Scientific SE | 32355 | &nbsp;&nbsp;2617292 |
| Ω | Euronext NV | 14296 | &nbsp;&nbsp;2002208 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 118489 | &nbsp;&nbsp;321653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 353 | &nbsp;&nbsp;16183 |
|  | FDJ UNITED | 17509 | &nbsp;&nbsp;463392 |
| \* | Figeac Aero | 1448 | &nbsp;&nbsp;18467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 3748 | &nbsp;&nbsp;157797 |
| \* | Forvia SE (1EO IM) | 2574 | &nbsp;&nbsp;42070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 54993 | &nbsp;&nbsp;897894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 26974 | &nbsp;&nbsp;5811505 |
|  | Getlink SE | 57799 | &nbsp;&nbsp;1144096 |
|  | GL Events SACA | 4130 | &nbsp;&nbsp;157457 |
|  | Groupe Crit SA | 1898 | &nbsp;&nbsp;143132 |
|  | Groupe SFPI | 6644 | &nbsp;&nbsp;13377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 7522 | &nbsp;&nbsp;18097915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 984 | &nbsp;&nbsp;477280 |
|  | Imerys SA | 4002 | &nbsp;&nbsp;124786 |
|  | Infotel SA | 2381 | &nbsp;&nbsp;122854 |
|  | Interparfums SA | 12382 | &nbsp;&nbsp;376945 |
|  | Ipsen SA | 19303 | &nbsp;&nbsp;3153439 |
|  | IPSOS SA | 18582 | &nbsp;&nbsp;788317 |
| # | Jacquet Metals SACA | 6987 | &nbsp;&nbsp;192378 |
|  | JCDecaux SE | 29721 | &nbsp;&nbsp;586210 |
|  | Kaufman & Broad SA | 11178 | &nbsp;&nbsp;415914 |
|  | Kering SA | 11685 | &nbsp;&nbsp;3647796 |
|  | Laurent-Perrier | 972 | &nbsp;&nbsp;104206 |
|  | Legrand SA | 45838 | &nbsp;&nbsp;7318395 |
|  | Linedata Services | 233 | &nbsp;&nbsp;11737 |
|  | LISI SA | 2079 | &nbsp;&nbsp;131802 |
|  | LNA Sante SA | 321 | &nbsp;&nbsp;8864 |
|  | L'Oreal SA | 50782 | &nbsp;&nbsp;23331232 |
| \* | Lumibird | 531 | &nbsp;&nbsp;14887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 56239 | &nbsp;&nbsp;36296891 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maisons du Monde <br>SA<br>| 3180 | &nbsp;&nbsp;$6033 |
|  | Manitou BF SA | 4749 | &nbsp;&nbsp;125207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 15263 | &nbsp;&nbsp;218633 |
|  | Nexans SA | 15855 | &nbsp;&nbsp;2497358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 1390 | &nbsp;&nbsp;77555 |
|  | Oeneo SA | 5443 | &nbsp;&nbsp;59611 |
|  | Opmobility | 6634 | &nbsp;&nbsp;127105 |
|  | Orange SA (ORA FP) | 882909 | &nbsp;&nbsp;16413292 |
|  | Pernod Ricard SA | 23844 | &nbsp;&nbsp;2132050 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pierre Et Vacances <br>SA<br>| 19662 | &nbsp;&nbsp;42201 |
|  | Pluxee NV | 25611 | &nbsp;&nbsp;339295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 76094 | &nbsp;&nbsp;7605463 |
|  | Quadient SA | 9709 | &nbsp;&nbsp;183734 |
| # | Remy Cointreau SA | 1112 | &nbsp;&nbsp;53030 |
|  | Renault SA | 75063 | &nbsp;&nbsp;2832830 |
|  | Rexel SA | 127326 | &nbsp;&nbsp;5335668 |
|  | Robertet SA | 322 | &nbsp;&nbsp;322855 |
|  | Rubis SCA | 41180 | &nbsp;&nbsp;1667504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SA d'Explosifs et de <br>Produits Chimiques<br>| 100 | &nbsp;&nbsp;29206 |
|  | Safran SA | 54414 | &nbsp;&nbsp;19441641 |
|  | Sanofi SA (SAN FP) | 114758 | &nbsp;&nbsp;10824392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sartorius Stedim <br>Biotech<br>| 3208 | &nbsp;&nbsp;716885 |
|  | Savencia SA | 397 | &nbsp;&nbsp;28137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(0NWV LI)<br>| 278 | &nbsp;&nbsp;79639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 54213 | &nbsp;&nbsp;15542967 |
|  | SCOR SE | 111660 | &nbsp;&nbsp;3638683 |
|  | SEB SA | 2982 | &nbsp;&nbsp;168210 |
|  | SES SA | 137295 | &nbsp;&nbsp;1124520 |
| \*Ω | SMCP SA | 17880 | &nbsp;&nbsp;129980 |
|  | Societe BIC SA | 5913 | &nbsp;&nbsp;380909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Societe des Bains de <br>Mer et du Cercle <br>des Etrangers a <br>Monaco<br>| 419 | &nbsp;&nbsp;65363 |
|  | Societe Generale SA | 190730 | &nbsp;&nbsp;16713562 |
|  | Sopra Steria Group | 8406 | &nbsp;&nbsp;1535482 |
|  | SPIE SA | 71078 | &nbsp;&nbsp;3894639 |
| # | Stef SA | 917 | &nbsp;&nbsp;136097 |
|  | Sword Group | 3554 | &nbsp;&nbsp;153820 |
|  | Synergie SE | 4886 | &nbsp;&nbsp;177649 |
|  | Technip Energies NV | 88987 | &nbsp;&nbsp;3487348 |
|  | Teleperformance SE | 14421 | &nbsp;&nbsp;931530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 29732 | &nbsp;&nbsp;287369 |
|  | Thales SA | 18857 | &nbsp;&nbsp;5772611 |
|  | Thermador Groupe | 3288 | &nbsp;&nbsp;306859 |
| # | Tikehau Capital SCA | 14025 | &nbsp;&nbsp;267778 |
|  | Trigano SA | 3683 | &nbsp;&nbsp;732810 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 22927 | &nbsp;&nbsp;$118285 |
|  | Valeo SE | 45309 | &nbsp;&nbsp;632803 |
|  | Vallourec SACA | 86392 | &nbsp;&nbsp;1833484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VIE FP)<br>| 21512 | &nbsp;&nbsp;806854 |
|  | Vetoquinol SA | 921 | &nbsp;&nbsp;94882 |
|  | VIEL & Cie SA | 5994 | &nbsp;&nbsp;128254 |
|  | Vinci SA | 79513 | &nbsp;&nbsp;11432745 |
|  | Virbac SACA | 1494 | &nbsp;&nbsp;622802 |
| \* | Viridien | 3789 | &nbsp;&nbsp;573162 |
|  | Vivendi SE | 215726 | &nbsp;&nbsp;601861 |
| #\* | Voltalia SA | 12701 | &nbsp;&nbsp;106852 |
| # | Vusion | 3771 | &nbsp;&nbsp;587062 |
| # | Wavestone | 1980 | &nbsp;&nbsp;141363 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;354615409 |
| GERMANY — (6.7%) | GERMANY — (6.7%) | GERMANY — (6.7%) |  |
|  | Adesso SE | 1832 | &nbsp;&nbsp;176667 |
|  | adidas AG | 38730 | &nbsp;&nbsp;6866965 |
|  | Adtran Networks SE | 4294 | &nbsp;&nbsp;113016 |
|  | AIXTRON SE | 27387 | &nbsp;&nbsp;628295 |
|  | All for One Group SE | 996 | &nbsp;&nbsp;47393 |
|  | Allgeier SE | 3172 | &nbsp;&nbsp;84219 |
|  | Allianz SE (ALV GR) | 37331 | &nbsp;&nbsp;16437646 |
|  | Alzchem Group AG | 989 | &nbsp;&nbsp;180804 |
|  | Amadeus Fire AG | 3509 | &nbsp;&nbsp;161821 |
| \* | Aroundtown SA | 133304 | &nbsp;&nbsp;423604 |
|  | Atoss Software SE | 3950 | &nbsp;&nbsp;455233 |
| Ω | Aumann AG | 1641 | &nbsp;&nbsp;27332 |
| \* | Aumovio SE | 15062 | &nbsp;&nbsp;722738 |
|  | Aurubis AG | 16913 | &nbsp;&nbsp;3193749 |
| \* | Basler AG | 1078 | &nbsp;&nbsp;20577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 54402 | &nbsp;&nbsp;5602333 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 21057 | &nbsp;&nbsp;85299 |
| # | Bechtle AG | 41549 | &nbsp;&nbsp;2153575 |
| # | Beiersdorf AG | 21721 | &nbsp;&nbsp;2590867 |
|  | Bertrandt AG | 877 | &nbsp;&nbsp;19960 |
|  | Bijou Brigitte AG | 991 | &nbsp;&nbsp;50902 |
|  | Bilfinger SE | 12322 | &nbsp;&nbsp;1726419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 25391 | &nbsp;&nbsp;98094 |
| # | Brenntag SE | 56836 | &nbsp;&nbsp;3457883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 10650 | &nbsp;&nbsp;358334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 6997 | &nbsp;&nbsp;232227 |
| \* | Ceconomy AG | 74997 | &nbsp;&nbsp;396315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 3319 | &nbsp;&nbsp;397537 |
|  | Commerzbank AG | 213718 | &nbsp;&nbsp;8784834 |
|  | Continental AG | 30124 | &nbsp;&nbsp;2370434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 27822 | &nbsp;&nbsp;2338189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 168354 | &nbsp;&nbsp;8151521 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| #\*Ω | Delivery Hero SE | 1884 | &nbsp;&nbsp;$52543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 2931 | &nbsp;&nbsp;121084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 41253 | &nbsp;&nbsp;1617943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 177722 | &nbsp;&nbsp;7013103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 5305 | &nbsp;&nbsp;160287 |
|  | Deutsche Boerse AG | 34209 | &nbsp;&nbsp;8662580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche EuroShop <br>AG<br>| 1289 | &nbsp;&nbsp;29449 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 52973 | &nbsp;&nbsp;261385 |
|  | Deutsche Post AG | 167439 | &nbsp;&nbsp;9364607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 337881 | &nbsp;&nbsp;11338696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Wohnen <br>SE<br>| 9457 | &nbsp;&nbsp;235123 |
|  | Deutz AG | 31499 | &nbsp;&nbsp;403367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 1079 | &nbsp;&nbsp;90846 |
|  | Duerr AG | 18847 | &nbsp;&nbsp;502337 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 19199 | &nbsp;&nbsp;1405637 |
|  | E.ON SE | 924938 | &nbsp;&nbsp;19617782 |
|  | Eckert & Ziegler SE | 19282 | &nbsp;&nbsp;341368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 2017 | &nbsp;&nbsp;274484 |
|  | ElringKlinger AG | 8425 | &nbsp;&nbsp;42458 |
| # | Energiekontor AG | 1757 | &nbsp;&nbsp;79846 |
|  | Evonik Industries AG | 77337 | &nbsp;&nbsp;1197943 |
| #\* | Evotec SE | 10829 | &nbsp;&nbsp;79749 |
|  | Fabasoft AG | 2351 | &nbsp;&nbsp;42944 |
|  | Fielmann Group AG | 7266 | &nbsp;&nbsp;356128 |
|  | flatexDEGIRO SE | 39205 | &nbsp;&nbsp;1912409 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 13920 | &nbsp;&nbsp;1287952 |
|  | Freenet AG | 63008 | &nbsp;&nbsp;2275166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 27130 | &nbsp;&nbsp;1221365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 51589 | &nbsp;&nbsp;2885772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 4641 | &nbsp;&nbsp;498561 |
|  | FUCHS SE | 23091 | &nbsp;&nbsp;812646 |
|  | GEA Group AG | 92131 | &nbsp;&nbsp;6587627 |
|  | Gesco SE | 3348 | &nbsp;&nbsp;59714 |
| # | GFT Technologies SE | 5933 | &nbsp;&nbsp;146103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand City Properties <br>SA<br>| 10673 | &nbsp;&nbsp;119620 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 82259 | &nbsp;&nbsp;178844 |
| \* | HelloFresh SE | 1666 | &nbsp;&nbsp;10943 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 24186 | &nbsp;&nbsp;$1996533 |
| # | Hensoldt AG | 31479 | &nbsp;&nbsp;3127205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 4368 | &nbsp;&nbsp;417382 |
| # | HUGO BOSS AG | 20367 | &nbsp;&nbsp;844490 |
|  | Indus Holding AG | 5070 | &nbsp;&nbsp;192908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 164614 | &nbsp;&nbsp;8046742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 717 | &nbsp;&nbsp;40752 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 19087 | &nbsp;&nbsp;194884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 4593 | &nbsp;&nbsp;114226 |
|  | Jenoptik AG | 13495 | &nbsp;&nbsp;425893 |
| Ω | JOST Werke SE | 6051 | &nbsp;&nbsp;448811 |
| # | K&S AG | 17272 | &nbsp;&nbsp;282998 |
| # | KION Group AG | 25987 | &nbsp;&nbsp;1835587 |
| # | Kloeckner & Co. SE | 11670 | &nbsp;&nbsp;152026 |
| #\* | Knaus Tabbert AG | 1096 | &nbsp;&nbsp;16628 |
|  | Knorr-Bremse AG | 39485 | &nbsp;&nbsp;4597444 |
| \* | Koenig & Bauer AG | 2506 | &nbsp;&nbsp;27602 |
| # | Kontron AG | 15395 | &nbsp;&nbsp;427121 |
|  | Krones AG | 7777 | &nbsp;&nbsp;1251473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 4116 | &nbsp;&nbsp;365672 |
|  | Lanxess AG | 15086 | &nbsp;&nbsp;311607 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LPKF Laser & <br>Electronics SE<br>| 7573 | &nbsp;&nbsp;70226 |
| #\* | Medios AG | 515 | &nbsp;&nbsp;9761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 121399 | &nbsp;&nbsp;8296918 |
| # | MLP SE | 28411 | &nbsp;&nbsp;247658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTU Aero Engines <br>AG<br>| 17728 | &nbsp;&nbsp;7881423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 16890 | &nbsp;&nbsp;10236630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 4664 | &nbsp;&nbsp;180242 |
| # | Nagarro SE | 3351 | &nbsp;&nbsp;281628 |
| # | Nemetschek SE | 27202 | &nbsp;&nbsp;2376757 |
| \* | Nordex SE | 55299 | &nbsp;&nbsp;2213973 |
|  | Norma Group SE | 4317 | &nbsp;&nbsp;75143 |
| # | Patrizia SE | 20944 | &nbsp;&nbsp;211958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 5983 | &nbsp;&nbsp;13391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 1358 | &nbsp;&nbsp;264139 |
| # | Puma SE (PUM GR) | 21535 | &nbsp;&nbsp;550479 |
| \* | PVA TePla AG | 4827 | &nbsp;&nbsp;151567 |
| \* | q.beyond AG | 35343 | &nbsp;&nbsp;33838 |
|  | Rational AG | 3199 | &nbsp;&nbsp;2563411 |
| # | RENK Group AG | 27398 | &nbsp;&nbsp;1763935 |
|  | Rheinmetall AG | 7601 | &nbsp;&nbsp;16105350 |
| # | RTL Group SA | 14060 | &nbsp;&nbsp;613013 |
|  | SAF-Holland SE | 6396 | &nbsp;&nbsp;128580 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | SAP SE (SAP GR) | 86919 | &nbsp;&nbsp;$17363667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAP SE (SAP US), <br>Sponsored ADR<br>| 2854 | &nbsp;&nbsp;573768 |
|  | Schaeffler AG | 37198 | &nbsp;&nbsp;438717 |
| #Ω | Scout24 SE | 13220 | &nbsp;&nbsp;1316199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 525 | &nbsp;&nbsp;147483 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFC Energy AG, <br>Class BR<br>| 1752 | &nbsp;&nbsp;29187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens AG (SIE <br>GR)<br>| 74214 | &nbsp;&nbsp;22437127 |
| \* | Siemens Energy AG | 113713 | &nbsp;&nbsp;19374423 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 39183 | &nbsp;&nbsp;1955759 |
|  | Sixt SE | 8425 | &nbsp;&nbsp;660195 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 1004 | &nbsp;&nbsp;43677 |
|  | Stabilus SE | 4379 | &nbsp;&nbsp;100528 |
|  | STRATEC SE | 225 | &nbsp;&nbsp;5962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 9923 | &nbsp;&nbsp;396735 |
|  | Surteco Group SE | 706 | &nbsp;&nbsp;10832 |
| # | SUSS MicroTec SE | 8081 | &nbsp;&nbsp;475315 |
| # | Symrise AG | 48255 | &nbsp;&nbsp;4062446 |
|  | Takkt AG | 6992 | &nbsp;&nbsp;29898 |
| \* | Talanx AG | 26514 | &nbsp;&nbsp;3344228 |
| \*Ω | TeamViewer SE | 8393 | &nbsp;&nbsp;56118 |
|  | Technotrans SE | 1764 | &nbsp;&nbsp;69412 |
|  | United Internet AG | 39002 | &nbsp;&nbsp;1268849 |
| \* | Verbio SE | 9842 | &nbsp;&nbsp;290622 |
|  | Volkswagen AG | 2682 | &nbsp;&nbsp;325509 |
| # | Vossloh AG | 2950 | &nbsp;&nbsp;282402 |
| # | Wacker Chemie AG | 3208 | &nbsp;&nbsp;260530 |
| # | Wacker Neuson SE | 12495 | &nbsp;&nbsp;285371 |
|  | Washtec AG | 4132 | &nbsp;&nbsp;235536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 10291 | &nbsp;&nbsp;183179 |
| #\*Ω | Zalando SE | 84061 | &nbsp;&nbsp;2417204 |
|  | Zeal Network SE | 1749 | &nbsp;&nbsp;100678 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;307572753 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 18000 | &nbsp;&nbsp;17176 |
|  | AIA Group Ltd. | 1303600 | &nbsp;&nbsp;15040250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analogue Holdings <br>Ltd.<br>| 192000 | &nbsp;&nbsp;24605 |
|  | ASMPT Ltd. | 48400 | &nbsp;&nbsp;645461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 124000 | &nbsp;&nbsp;236853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Mart 360 <br>Holdings Ltd.<br>| 90000 | &nbsp;&nbsp;23161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 282000 | &nbsp;&nbsp;1485009 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Budweiser Brewing <br>Co. APAC Ltd.<br>| 171900 | &nbsp;&nbsp;169488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build King Holdings <br>Ltd.<br>| 110000 | &nbsp;&nbsp;$19692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Motor Bus Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;6016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 130000 | &nbsp;&nbsp;73950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Estates <br>Holdings Ltd.<br>| 140000 | &nbsp;&nbsp;22749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 138000 | &nbsp;&nbsp;258373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 159823 | &nbsp;&nbsp;936265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 124000 | &nbsp;&nbsp;24290 |
| #†† | Convoy, Inc. | 528000 | &nbsp;&nbsp;2115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 66000 | &nbsp;&nbsp;256635 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 100500 | &nbsp;&nbsp;94764 |
| \* | CSC Holdings Ltd. | 12550000 | &nbsp;&nbsp;48193 |
|  | CTF Services Ltd. | 451583 | &nbsp;&nbsp;529001 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;CW Group Holdings <br>Ltd.<br>| 85500 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 112800 | &nbsp;&nbsp;160678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 54000 | &nbsp;&nbsp;261129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 2610000 | &nbsp;&nbsp;275249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 63000 | &nbsp;&nbsp;45652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holdings <br>Ltd.<br>| 30000 | &nbsp;&nbsp;45804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 1350000 | &nbsp;&nbsp;51013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 50000 | &nbsp;&nbsp;36458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 376000 | &nbsp;&nbsp;70750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 129000 | &nbsp;&nbsp;22631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 45693 | &nbsp;&nbsp;94332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 130050 | &nbsp;&nbsp;199945 |
|  | Guoco Group Ltd. | 10000 | &nbsp;&nbsp;91483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 985000 | &nbsp;&nbsp;336878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 155000 | &nbsp;&nbsp;333778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanison Construction <br>Holdings Ltd.<br>| 9806 | &nbsp;&nbsp;276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 83200 | &nbsp;&nbsp;13058 |
|  | HKT Trust & HKT Ltd. | 726000 | &nbsp;&nbsp;1087998 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 92000 | &nbsp;&nbsp;$57896 |
| \*Ω | Honma Golf Ltd. | 11500 | &nbsp;&nbsp;4591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hysan Development <br>Co. Ltd.<br>| 84000 | &nbsp;&nbsp;230696 |
|  | IGG, Inc. | 298000 | &nbsp;&nbsp;140558 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 135000 | &nbsp;&nbsp;110652 |
|  | JBM Healthcare Ltd. | 30000 | &nbsp;&nbsp;10288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 117000 | &nbsp;&nbsp;403008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 572000 | &nbsp;&nbsp;190160 |
|  | Kerry Properties Ltd. | 221500 | &nbsp;&nbsp;672421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 139500 | &nbsp;&nbsp;125936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 155000 | &nbsp;&nbsp;636760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 430400 | &nbsp;&nbsp;266954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 160000 | &nbsp;&nbsp;86496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGM China Holdings <br>Ltd.<br>| 158000 | &nbsp;&nbsp;252305 |
| \* | Midland Holdings Ltd. | 251026 | &nbsp;&nbsp;97728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 9000 | &nbsp;&nbsp;12452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 116000 | &nbsp;&nbsp;87429 |
|  | NagaCorp Ltd. | 193140 | &nbsp;&nbsp;113781 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 415000 | &nbsp;&nbsp;603811 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 550000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 210476 | &nbsp;&nbsp;91860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 301000 | &nbsp;&nbsp;189953 |
|  | PCCW Ltd. | 777000 | &nbsp;&nbsp;580687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 406000 | &nbsp;&nbsp;145961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 80000 | &nbsp;&nbsp;71398 |
|  | PRADA SpA | 206700 | &nbsp;&nbsp;1056728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sa Sa International <br>Holdings Ltd.<br>| 410000 | &nbsp;&nbsp;30914 |
| Ω | Samsonite Group SA | 568200 | &nbsp;&nbsp;1443608 |
|  | Sands China Ltd. | 182800 | &nbsp;&nbsp;396727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Holdings Group <br>Ltd.<br>| 263000 | &nbsp;&nbsp;53064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun Tak Holdings <br>Ltd.<br>| 264000 | &nbsp;&nbsp;22681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 542000 | &nbsp;&nbsp;44420 |
|  | Sino Land Co. Ltd. | 601822 | &nbsp;&nbsp;905687 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinohope Technology <br>Holdings Ltd.<br>| 55500 | &nbsp;&nbsp;$18096 |
| #\* | SJM Holdings Ltd. | 464000 | &nbsp;&nbsp;142404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 330000 | &nbsp;&nbsp;18371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Soundwill Holdings <br>Ltd.<br>| 11500 | &nbsp;&nbsp;9530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 157707 | &nbsp;&nbsp;2532599 |
|  | Sundart Holdings Ltd. | 134000 | &nbsp;&nbsp;14121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 62000 | &nbsp;&nbsp;598293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 112500 | &nbsp;&nbsp;182649 |
|  | Swire Properties Ltd. | 83600 | &nbsp;&nbsp;253396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Hing Group <br>Holdings Ltd.<br>| 93000 | &nbsp;&nbsp;12844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 268000 | &nbsp;&nbsp;3658601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 102000 | &nbsp;&nbsp;39675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Health <br>International <br>Medical Group Ltd.<br>| 952000 | &nbsp;&nbsp;29237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 224000 | &nbsp;&nbsp;30989 |
| \* | Viva Goods Co. Ltd. | 1016000 | &nbsp;&nbsp;83237 |
| #\* | Vobile Group Ltd. | 174000 | &nbsp;&nbsp;107901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 186400 | &nbsp;&nbsp;184426 |
|  | VTech Holdings Ltd. | 41500 | &nbsp;&nbsp;323181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wealthink <br>AI-Innovation <br>Capital Ltd.<br>| 468000 | &nbsp;&nbsp;10964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wharf Real Estate <br>Investment Co. Ltd.<br>| 268000 | &nbsp;&nbsp;930432 |
|  | Wynn Macau Ltd. | 276400 | &nbsp;&nbsp;204543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunfeng Financial <br>Group Ltd.<br>| 28000 | &nbsp;&nbsp;11546 |
| \* | ZO Future Group | 54000 | &nbsp;&nbsp;15480 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;41591283 |
| IRELAND — (0.5%) | IRELAND — (0.5%) | IRELAND — (0.5%) |  |
|  | AIB Group PLC | 783187 | &nbsp;&nbsp;8754567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 414757 | &nbsp;&nbsp;8426805 |
|  | Cairn Homes PLC | 358413 | &nbsp;&nbsp;885693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 14225 | &nbsp;&nbsp;272095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 53426 | &nbsp;&nbsp;1029569 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 263160 | &nbsp;&nbsp;610164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 18224 | &nbsp;&nbsp;1619966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 44267 | &nbsp;&nbsp;3854530 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 6807 | &nbsp;&nbsp;$25176 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;25478565 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abra Information <br>Technologies Ltd.<br>| 16331 | &nbsp;&nbsp;28830 |
|  | Ackerstein Group Ltd. | 1931 | &nbsp;&nbsp;4911 |
| \* | AFI Properties Ltd. | 4667 | &nbsp;&nbsp;358202 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 2276 | &nbsp;&nbsp;213191 |
| \* | Airport City Ltd. | 16977 | &nbsp;&nbsp;315820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaad Massuot <br>Yitzhak Ltd.<br>| 1115 | &nbsp;&nbsp;12941 |
| \* | Allot Ltd. | 5136 | &nbsp;&nbsp;52733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alony Hetz Properties <br>& Investments Ltd.<br>| 26451 | &nbsp;&nbsp;349027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 23843 | &nbsp;&nbsp;48023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amos Luzon <br>Development & <br>Energy Group Ltd.<br>| 25438 | &nbsp;&nbsp;39437 |
|  | Arad Ltd. | 4385 | &nbsp;&nbsp;73668 |
| \* | Argo Properties NV | 3398 | &nbsp;&nbsp;137461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ari Real Estate Arena <br>Investment Ltd.<br>| 19579 | &nbsp;&nbsp;27354 |
| \* | Ashdod Refinery Ltd. | 1321 | &nbsp;&nbsp;27308 |
|  | Ashtrom Group Ltd. | 11089 | &nbsp;&nbsp;245169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC IT)<br>| 772 | &nbsp;&nbsp;6418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 7436 | &nbsp;&nbsp;62091 |
| # | Aura Investments Ltd. | 53611 | &nbsp;&nbsp;378038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 3721 | &nbsp;&nbsp;27843 |
|  | Ayalon Holdings Ltd. | 2054 | &nbsp;&nbsp;62155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 17797 | &nbsp;&nbsp;113907 |
|  | Azrieli Group Ltd. | 1558 | &nbsp;&nbsp;208936 |
|  | Bank Hapoalim BM | 102634 | &nbsp;&nbsp;2537259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 157351 | &nbsp;&nbsp;3782612 |
|  | Baran Group Ltd. | 1341 | &nbsp;&nbsp;11900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 2202 | &nbsp;&nbsp;556144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Shopping Centers <br>Ltd.<br>| 1996 | &nbsp;&nbsp;480106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Square Real <br>Estate Ltd.<br>| 1661 | &nbsp;&nbsp;242379 |
| \* | Camtek Ltd. | 1965 | &nbsp;&nbsp;293693 |
|  | Carasso Motors Ltd. | 14778 | &nbsp;&nbsp;177197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carasso Real Estate <br>Ltd.<br>| 1280 | &nbsp;&nbsp;13985 |
| \* | Cielo-Blu Group Ltd. | 22037 | &nbsp;&nbsp;22620 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 31127 | &nbsp;&nbsp;$2263775 |
| \* | Compugen Ltd. | 14192 | &nbsp;&nbsp;27166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 2260 | &nbsp;&nbsp;344349 |
|  | Danya Cebus Ltd. | 3427 | &nbsp;&nbsp;160209 |
|  | Delta Galil Ltd. | 4359 | &nbsp;&nbsp;237056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 1130 | &nbsp;&nbsp;53704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 1548 | &nbsp;&nbsp;26030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 450 | &nbsp;&nbsp;79047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 1328 | &nbsp;&nbsp;70835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 58132 | &nbsp;&nbsp;813217 |
| # | Duniec Brothers Ltd. | 384 | &nbsp;&nbsp;33555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT US)<br>| 1786 | &nbsp;&nbsp;1254790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 6258 | &nbsp;&nbsp;200326 |
|  | Electra Ltd. | 18160 | &nbsp;&nbsp;629849 |
| \* | Ellomay Capital Ltd. | 2313 | &nbsp;&nbsp;62171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energix-Renewable <br>Energies Ltd.<br>| 72572 | &nbsp;&nbsp;461276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 20678 | &nbsp;&nbsp;1166921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 11932 | &nbsp;&nbsp;663061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International <br>Bank of Israel Ltd.<br>| 8738 | &nbsp;&nbsp;741872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 1725 | &nbsp;&nbsp;148918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 3085 | &nbsp;&nbsp;492349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>US), Sponsored <br>ADR<br>| 1495 | &nbsp;&nbsp;242115 |
|  | Fox Wizel Ltd. | 3392 | &nbsp;&nbsp;342453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 14276 | &nbsp;&nbsp;276700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 18978 | &nbsp;&nbsp;152806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 27993 | &nbsp;&nbsp;1283994 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | Hilan Ltd. | 6150 | &nbsp;&nbsp;$490696 |
| # | Hiper Global Ltd. | 5670 | &nbsp;&nbsp;46088 |
|  | ICL Group Ltd. | 50134 | &nbsp;&nbsp;272220 |
|  | IDI Insurance Co. Ltd. | 4267 | &nbsp;&nbsp;335141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 21432 | &nbsp;&nbsp;139529 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 41130 | &nbsp;&nbsp;232086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 70244 | &nbsp;&nbsp;827570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Shipyards <br>Industries Ltd.<br>| 1109 | &nbsp;&nbsp;63410 |
| \* | Israir Group Ltd. | 35939 | &nbsp;&nbsp;19215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 412 | &nbsp;&nbsp;130334 |
|  | Isrotel Ltd. | 952 | &nbsp;&nbsp;52986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>IT)<br>| 4386 | &nbsp;&nbsp;36865 |
|  | Kvutzat Acro Ltd. | 7991 | &nbsp;&nbsp;111540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 7139 | &nbsp;&nbsp;85539 |
|  | Lapidoth Capital Ltd. | 2897 | &nbsp;&nbsp;91113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 6801 | &nbsp;&nbsp;39671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 2246 | &nbsp;&nbsp;267572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 312 | &nbsp;&nbsp;8130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC US)<br>| 20236 | &nbsp;&nbsp;519863 |
| \* | Malam - Team Ltd. | 1744 | &nbsp;&nbsp;73924 |
|  | Matrix IT Ltd. | 13031 | &nbsp;&nbsp;584891 |
|  | Max Stock Ltd. | 15933 | &nbsp;&nbsp;143807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 19996 | &nbsp;&nbsp;99380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Or Holdings <br>Ltd.<br>| 6763 | &nbsp;&nbsp;735919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 9819 | &nbsp;&nbsp;79116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 10987 | &nbsp;&nbsp;1411776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 498 | &nbsp;&nbsp;100426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 54177 | &nbsp;&nbsp;290693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivne Real Estate KD <br>Ltd.<br>| 149167 | &nbsp;&nbsp;695137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 800 | &nbsp;&nbsp;105830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 11132 | &nbsp;&nbsp;870846 |
|  | Nawi Group Ltd. | 3426 | &nbsp;&nbsp;60686 |
| \* | Nayax Ltd. | 808 | &nbsp;&nbsp;45361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 3471 | &nbsp;&nbsp;$199950 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 305 | &nbsp;&nbsp;26255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 16681 | &nbsp;&nbsp;1504645 |
| \* | Nice Ltd. (NICE IT) | 528 | &nbsp;&nbsp;55849 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 4410 | &nbsp;&nbsp;469268 |
|  | Novolog Ltd. | 98757 | &nbsp;&nbsp;39154 |
|  | Oil Refineries Ltd. | 888081 | &nbsp;&nbsp;292035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 16381 | &nbsp;&nbsp;470900 |
| \* | OY Nofar Energy Ltd. | 6172 | &nbsp;&nbsp;308276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 5815 | &nbsp;&nbsp;106160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 65428 | &nbsp;&nbsp;795029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 6410 | &nbsp;&nbsp;1568513 |
| \* | Perion Network Ltd. | 11494 | &nbsp;&nbsp;99584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Financial <br>Ltd.<br>| 78881 | &nbsp;&nbsp;3828699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 847 | &nbsp;&nbsp;46924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 14681 | &nbsp;&nbsp;49026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 2819 | &nbsp;&nbsp;142322 |
| #\* | Priortech Ltd. | 1051 | &nbsp;&nbsp;87795 |
|  | Qualitau Ltd. | 1731 | &nbsp;&nbsp;374322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 3808 | &nbsp;&nbsp;433961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 20347 | &nbsp;&nbsp;31970 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rapac Communication <br>& Infrastructure <br>Ltd.<br>| 1869 | &nbsp;&nbsp;47069 |
|  | Retailors Ltd. | 6404 | &nbsp;&nbsp;91396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sano-Brunos <br>Enterprises Ltd.<br>| 805 | &nbsp;&nbsp;108404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 3137 | &nbsp;&nbsp;185389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 55692 | &nbsp;&nbsp;61189 |
|  | Shufersal Ltd. | 75348 | &nbsp;&nbsp;973123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 15948 | &nbsp;&nbsp;324502 |
| # | Tadiran Group Ltd. | 1128 | &nbsp;&nbsp;55915 |
| #\* | TAT Technologies Ltd. | 916 | &nbsp;&nbsp;45035 |
|  | Telsys Ltd. | 1322 | &nbsp;&nbsp;97491 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 37384 | &nbsp;&nbsp;$1268378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 59061 | &nbsp;&nbsp;2012799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 17040 | &nbsp;&nbsp;61293 |
|  | Turpaz Industries Ltd. | 13251 | &nbsp;&nbsp;334083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 4021 | &nbsp;&nbsp;46432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 2615 | &nbsp;&nbsp;46576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villar International <br>Ltd.<br>| 619 | &nbsp;&nbsp;36801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 9397 | &nbsp;&nbsp;145509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 2970 | &nbsp;&nbsp;377082 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;49456365 |
| ITALY — (2.7%) | ITALY — (2.7%) | ITALY — (2.7%) |  |
|  | A2A SpA | 307439 | &nbsp;&nbsp;927481 |
|  | ACEA SpA | 27501 | &nbsp;&nbsp;766516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroporto Guglielmo <br>Marconi Di Bologna <br>SpA<br>| 974 | &nbsp;&nbsp;12480 |
|  | Amplifon SpA | 34883 | &nbsp;&nbsp;562407 |
|  | Ariston Holding NV | 32764 | &nbsp;&nbsp;184779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 81401 | &nbsp;&nbsp;205773 |
|  | Ascopiave SpA | 41478 | &nbsp;&nbsp;165447 |
|  | Avio SpA | 617 | &nbsp;&nbsp;25394 |
|  | Azimut Holding SpA | 69440 | &nbsp;&nbsp;2933417 |
|  | B&C Speakers SpA | 956 | &nbsp;&nbsp;15811 |
|  | Banca Generali SpA | 29500 | &nbsp;&nbsp;1987711 |
|  | Banca IFIS SpA | 10903 | &nbsp;&nbsp;355048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 99397 | &nbsp;&nbsp;2331675 |
| \*Ω | Banca Sistema SpA | 11045 | &nbsp;&nbsp;20885 |
| # | BasicNet SpA | 14461 | &nbsp;&nbsp;122419 |
| \*Ω | BFF Bank SpA | 86415 | &nbsp;&nbsp;828649 |
| # | Biesse SpA | 4084 | &nbsp;&nbsp;30180 |
|  | BPER Banca SpA | 553181 | &nbsp;&nbsp;7790686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 14615 | &nbsp;&nbsp;1400763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 29772 | &nbsp;&nbsp;99027 |
|  | Cembre SpA | 670 | &nbsp;&nbsp;55321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 136243 | &nbsp;&nbsp;112927 |
| # | Comer Industries SpA | 320 | &nbsp;&nbsp;19567 |
|  | Credito Emiliano SpA | 22111 | &nbsp;&nbsp;406689 |
|  | Datalogic SpA | 2702 | &nbsp;&nbsp;13313 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Davide <br>Campari-Milano NV<br>| 78122 | &nbsp;&nbsp;$556791 |
|  | De' Longhi SpA | 15609 | &nbsp;&nbsp;690030 |
| Ω | Enav SpA | 41833 | &nbsp;&nbsp;241441 |
|  | Enel SpA | 828305 | &nbsp;&nbsp;9151567 |
|  | ERG SpA | 18489 | &nbsp;&nbsp;492065 |
|  | Esprinet SpA | 17273 | &nbsp;&nbsp;127121 |
|  | Ferrari NV (RACE IM) | 8345 | &nbsp;&nbsp;2783640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ferrari NV (RACE <br>US)<br>| 11040 | &nbsp;&nbsp;3678197 |
| # | Ferretti SpA | 34012 | &nbsp;&nbsp;145046 |
|  | Fila SpA | 7599 | &nbsp;&nbsp;82533 |
| \* | Fincantieri SpA | 20361 | &nbsp;&nbsp;386484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 345969 | &nbsp;&nbsp;9171719 |
|  | FNM SpA | 22102 | &nbsp;&nbsp;12995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 6093 | &nbsp;&nbsp;40359 |
|  | Gefran SpA | 856 | &nbsp;&nbsp;11030 |
| # | GPI SpA | 2000 | &nbsp;&nbsp;42736 |
|  | Hera SpA | 510606 | &nbsp;&nbsp;2526838 |
|  | IMMSI SpA | 75654 | &nbsp;&nbsp;47816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrie De Nora <br>SpA<br>| 4710 | &nbsp;&nbsp;42501 |
|  | Intercos SpA | 16815 | &nbsp;&nbsp;254457 |
|  | Interpump Group SpA | 12616 | &nbsp;&nbsp;731918 |
|  | Intesa Sanpaolo SpA | 1637328 | &nbsp;&nbsp;11591270 |
|  | Iren SpA | 103840 | &nbsp;&nbsp;332375 |
|  | Italgas SpA | 286718 | &nbsp;&nbsp;3444681 |
|  | Italmobiliare SpA | 5708 | &nbsp;&nbsp;188479 |
|  | Iveco Group NV | 78399 | &nbsp;&nbsp;1753683 |
|  | Leonardo SpA | 48967 | &nbsp;&nbsp;3272298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lottomatica Group <br>SpA<br>| 57114 | &nbsp;&nbsp;1404897 |
|  | LU-VE SpA | 1230 | &nbsp;&nbsp;58551 |
|  | Maire SpA | 82336 | &nbsp;&nbsp;1438603 |
| # | MARR SpA | 11918 | &nbsp;&nbsp;126597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 89106 | &nbsp;&nbsp;327427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 83358 | &nbsp;&nbsp;310952 |
|  | Moncler SpA | 109297 | &nbsp;&nbsp;6368045 |
| #Ω | Nexi SpA | 72349 | &nbsp;&nbsp;308891 |
| Ω | OVS SpA | 100260 | &nbsp;&nbsp;566703 |
| # | Pharmanutra SpA | 1858 | &nbsp;&nbsp;139114 |
| # | Piaggio & C SpA | 34873 | &nbsp;&nbsp;72120 |
|  | Prysmian SpA | 45612 | &nbsp;&nbsp;5402434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 33654 | &nbsp;&nbsp;1854313 |
|  | Reply SpA | 9757 | &nbsp;&nbsp;1279172 |
| \* | Revo SpA | 3451 | &nbsp;&nbsp;91510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 61164 | &nbsp;&nbsp;70685 |
| \* | Safilo Group SpA | 87662 | &nbsp;&nbsp;222199 |
| # | Saipem SpA | 1135846 | &nbsp;&nbsp;4194969 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 4458 | &nbsp;&nbsp;$35119 |
| # | Sanlorenzo SpA | 6170 | &nbsp;&nbsp;236410 |
| # | Sesa SpA | 4115 | &nbsp;&nbsp;436510 |
|  | Snam SpA | 321461 | &nbsp;&nbsp;2209300 |
|  | Sogefi SpA | 10917 | &nbsp;&nbsp;41583 |
|  | SOL SpA | 17027 | &nbsp;&nbsp;916710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>US)<br>| 97814 | &nbsp;&nbsp;965424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>UX)<br>| 109045 | &nbsp;&nbsp;1076274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 51995 | &nbsp;&nbsp;588629 |
| Ω | Technogym SpA | 54150 | &nbsp;&nbsp;1130809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 5070729 | &nbsp;&nbsp;3439642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 2631887 | &nbsp;&nbsp;2089785 |
|  | Tenaris SA (TEN IM) | 47641 | &nbsp;&nbsp;1058247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 26146 | &nbsp;&nbsp;1158268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale<br>| 188559 | &nbsp;&nbsp;2043284 |
|  | Tinexta SpA | 4730 | &nbsp;&nbsp;84937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TREVI - Finanziaria <br>Industriale SpA<br>| 35645 | &nbsp;&nbsp;29583 |
| # | TXT e-solutions SpA | 4111 | &nbsp;&nbsp;138927 |
|  | UniCredit SpA | 84547 | &nbsp;&nbsp;7367935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 161525 | &nbsp;&nbsp;3597438 |
| # | Webuild SpA | 155398 | &nbsp;&nbsp;643644 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;126700075 |
| JAPAN — (18.2%) | JAPAN — (18.2%) | JAPAN — (18.2%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;&Do Holdings Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;19056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 8800 | &nbsp;&nbsp;129990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AB & Company Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;26534 |
| # | ABC-Mart, Inc. | 32200 | &nbsp;&nbsp;515844 |
| # | Achilles Corp. | 4100 | &nbsp;&nbsp;38635 |
|  | Acom Co. Ltd. | 98800 | &nbsp;&nbsp;326833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 19300 | &nbsp;&nbsp;55317 |
|  | ADEKA Corp. | 42500 | &nbsp;&nbsp;1263283 |
| # | Ad-sol Nissin Corp. | 7800 | &nbsp;&nbsp;89067 |
|  | Advan Group Co. Ltd. | 8700 | &nbsp;&nbsp;53457 |
| # | Advanced Media, Inc. | 3000 | &nbsp;&nbsp;20920 |
|  | Advantest Corp. | 127000 | &nbsp;&nbsp;21004083 |
|  | Aeon Co. Ltd. | 316062 | &nbsp;&nbsp;4322969 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;46036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 19800 | &nbsp;&nbsp;216131 |
| # | Aeon Hokkaido Corp. | 15400 | &nbsp;&nbsp;93301 |
| # | Aeon Kyushu Co. Ltd. | 1900 | &nbsp;&nbsp;35761 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | AGS Corp. | 1200 | &nbsp;&nbsp;$10991 |
|  | Ai Holdings Corp. | 9300 | &nbsp;&nbsp;160327 |
|  | Aica Kogyo Co. Ltd. | 20600 | &nbsp;&nbsp;467590 |
|  | Aichi Corp. | 13000 | &nbsp;&nbsp;114615 |
|  | Aichi Steel Corp. | 32800 | &nbsp;&nbsp;653137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;36064 |
|  | Aida Engineering Ltd. | 14500 | &nbsp;&nbsp;112322 |
|  | Aiful Corp. | 24800 | &nbsp;&nbsp;88182 |
|  | Ain Holdings, Inc. | 13200 | &nbsp;&nbsp;551229 |
|  | Aiphone Co. Ltd. | 3600 | &nbsp;&nbsp;69175 |
|  | Air Water, Inc. | 43100 | &nbsp;&nbsp;654224 |
|  | Airman Corp. | 9300 | &nbsp;&nbsp;116101 |
| # | Airtech Japan Ltd. | 2700 | &nbsp;&nbsp;21520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 14500 | &nbsp;&nbsp;206387 |
|  | Aisin Corp. | 42900 | &nbsp;&nbsp;768554 |
| # | AIT Corp. | 8400 | &nbsp;&nbsp;121849 |
|  | Ajis Co. Ltd. | 2400 | &nbsp;&nbsp;49055 |
|  | Akatsuki Corp. | 10000 | &nbsp;&nbsp;40240 |
|  | Akatsuki, Inc. | 4300 | &nbsp;&nbsp;70795 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 28300 | &nbsp;&nbsp;20715 |
|  | Akita Bank Ltd. | 4200 | &nbsp;&nbsp;138019 |
| # | Albis Co. Ltd. | 3200 | &nbsp;&nbsp;54201 |
|  | Alconix Corp. | 1300 | &nbsp;&nbsp;22812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 64700 | &nbsp;&nbsp;1041985 |
|  | Alinco, Inc. | 4100 | &nbsp;&nbsp;29712 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;41191 |
| # | Alpen Co. Ltd. | 5100 | &nbsp;&nbsp;71571 |
|  | Alpha Systems, Inc. | 3400 | &nbsp;&nbsp;83289 |
|  | Alps Alpine Co. Ltd. | 51316 | &nbsp;&nbsp;672132 |
|  | ALSOK Co. Ltd. | 129000 | &nbsp;&nbsp;999351 |
| # | Altech Corp. | 13900 | &nbsp;&nbsp;236350 |
|  | Amada Co. Ltd. | 114800 | &nbsp;&nbsp;1470663 |
|  | Amano Corp. | 22200 | &nbsp;&nbsp;563426 |
|  | Amiyaki Tei Co. Ltd. | 4800 | &nbsp;&nbsp;43094 |
|  | Amuse, Inc. | 1300 | &nbsp;&nbsp;16947 |
|  | Amvis Holdings, Inc. | 14700 | &nbsp;&nbsp;45367 |
|  | Anabuki Kosan, Inc. | 2300 | &nbsp;&nbsp;34636 |
|  | Anest Iwata Corp. | 17000 | &nbsp;&nbsp;181771 |
|  | Anicom Holdings, Inc. | 27471 | &nbsp;&nbsp;186916 |
|  | Anrakutei Co. Ltd. | 800 | &nbsp;&nbsp;19235 |
|  | Anycolor, Inc. | 10500 | &nbsp;&nbsp;299739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 8900 | &nbsp;&nbsp;151064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 15000 | &nbsp;&nbsp;146747 |
|  | Aozora Bank Ltd. | 13400 | &nbsp;&nbsp;217094 |
|  | Appier Group, Inc. | 26300 | &nbsp;&nbsp;176646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 5200 | &nbsp;&nbsp;44234 |
|  | Arata Corp. | 12400 | &nbsp;&nbsp;247389 |
|  | ARCLANDS Corp. | 9819 | &nbsp;&nbsp;121581 |
|  | ARE Holdings, Inc. | 41100 | &nbsp;&nbsp;963512 |
|  | Arealink Co. Ltd. | 21600 | &nbsp;&nbsp;155219 |
| \* | Arent, Inc. | 1000 | &nbsp;&nbsp;23371 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Argo Graphics, Inc. | 24400 | &nbsp;&nbsp;$227248 |
|  | Ariake Japan Co. Ltd. | 2200 | &nbsp;&nbsp;79754 |
|  | Artience Co. Ltd. | 22000 | &nbsp;&nbsp;527435 |
| # | Artner Co. Ltd. | 4500 | &nbsp;&nbsp;60339 |
|  | As One Corp. | 35700 | &nbsp;&nbsp;536249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 10800 | &nbsp;&nbsp;63206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 295297 | &nbsp;&nbsp;3091420 |
|  | Asahi Kasei Corp. | 455900 | &nbsp;&nbsp;4422689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 11200 | &nbsp;&nbsp;261079 |
|  | Asahi Net, Inc. | 11600 | &nbsp;&nbsp;53268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Printing Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;10982 |
|  | Asahi Yukizai Corp. | 9500 | &nbsp;&nbsp;331928 |
|  | Asanuma Corp. | 25000 | &nbsp;&nbsp;170874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 1200 | &nbsp;&nbsp;10924 |
|  | Asics Corp. | 160400 | &nbsp;&nbsp;3861257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 3600 | &nbsp;&nbsp;58216 |
|  | ASKUL Corp. | 6900 | &nbsp;&nbsp;60944 |
|  | Astellas Pharma, Inc. | 429200 | &nbsp;&nbsp;5970123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 14100 | &nbsp;&nbsp;43631 |
|  | Atrae, Inc. | 8500 | &nbsp;&nbsp;38137 |
| \* | Atsugi Co. Ltd. | 3000 | &nbsp;&nbsp;22421 |
| # | Aucnet, Inc. | 12800 | &nbsp;&nbsp;170220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 30200 | &nbsp;&nbsp;321707 |
| # | Aval Data Corp. | 1300 | &nbsp;&nbsp;24859 |
|  | Avant Group Corp. | 8900 | &nbsp;&nbsp;94550 |
|  | Avantia Co. Ltd. | 1900 | &nbsp;&nbsp;10429 |
|  | Avex, Inc. | 6300 | &nbsp;&nbsp;48758 |
|  | Axial Retailing, Inc. | 16800 | &nbsp;&nbsp;126157 |
|  | Azbil Corp. | 157200 | &nbsp;&nbsp;1375768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 17500 | &nbsp;&nbsp;112324 |
|  | AZOOM Co. Ltd. | 1800 | &nbsp;&nbsp;52733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 107900 | &nbsp;&nbsp;2799866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 8500 | &nbsp;&nbsp;111352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 900 | &nbsp;&nbsp;36558 |
|  | Bank of Saga Ltd. | 3300 | &nbsp;&nbsp;98227 |
|  | Base Co. Ltd. | 4900 | &nbsp;&nbsp;96567 |
| \* | baudroie, Inc. | 1700 | &nbsp;&nbsp;22490 |
|  | BayCurrent, Inc. | 43600 | &nbsp;&nbsp;1536259 |
|  | Beauty Garage, Inc. | 3800 | &nbsp;&nbsp;35977 |
| # | Belc Co. Ltd. | 4700 | &nbsp;&nbsp;232839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 10100 | &nbsp;&nbsp;93656 |
|  | Bell-Park Co. Ltd. | 1400 | &nbsp;&nbsp;23157 |
|  | Belluna Co. Ltd. | 13273 | &nbsp;&nbsp;83588 |
| \* | Bengo4.com, Inc. | 2300 | &nbsp;&nbsp;43244 |
| # | Bewith, Inc. | 2200 | &nbsp;&nbsp;23630 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Bic Camera, Inc. | 34600 | &nbsp;&nbsp;$384477 |
|  | BIPROGY, Inc. | 39200 | &nbsp;&nbsp;1301807 |
|  | B-Lot Co. Ltd. | 2000 | &nbsp;&nbsp;19461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;631200 |
|  | BML, Inc. | 6708 | &nbsp;&nbsp;169758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 2900 | &nbsp;&nbsp;29739 |
|  | Br Holdings Corp. | 8900 | &nbsp;&nbsp;20316 |
|  | Broadleaf Co. Ltd. | 20600 | &nbsp;&nbsp;88066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 44600 | &nbsp;&nbsp;909287 |
| # | Buffalo, Inc. | 1700 | &nbsp;&nbsp;49507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 27200 | &nbsp;&nbsp;355644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 5400 | &nbsp;&nbsp;117384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 12000 | &nbsp;&nbsp;111254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BuySell Technologies <br>Co. Ltd.<br>| 500 | &nbsp;&nbsp;15854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;578234 |
|  | CAC Holdings Corp. | 5100 | &nbsp;&nbsp;66155 |
| # | Can Do Co. Ltd. | 900 | &nbsp;&nbsp;19927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 17700 | &nbsp;&nbsp;772226 |
|  | Canon, Inc. (7751 JP) | 63300 | &nbsp;&nbsp;1926781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canon, Inc. (CAJ US), <br>Sponsored ADR<br>| 10743 | &nbsp;&nbsp;326909 |
|  | Capcom Co. Ltd. | 77200 | &nbsp;&nbsp;1967744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 1900 | &nbsp;&nbsp;30065 |
|  | Careerlink Co. Ltd. | 4900 | &nbsp;&nbsp;83690 |
| # | Carlit Co. Ltd. | 10600 | &nbsp;&nbsp;155598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 59800 | &nbsp;&nbsp;584664 |
|  | Cawachi Ltd. | 6000 | &nbsp;&nbsp;120255 |
|  | CDS Co. Ltd. | 1300 | &nbsp;&nbsp;15276 |
|  | Celsys, Inc. | 16700 | &nbsp;&nbsp;156237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 19500 | &nbsp;&nbsp;263664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Japan Railway <br>Co.<br>| 36775 | &nbsp;&nbsp;1025951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 900 | &nbsp;&nbsp;16974 |
| # | Ceres, Inc. | 3300 | &nbsp;&nbsp;39150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 12100 | &nbsp;&nbsp;82307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 4800 | &nbsp;&nbsp;40475 |
|  | Chiba Bank Ltd.  | 32700 | &nbsp;&nbsp;442716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 400 | &nbsp;&nbsp;3715 |
|  | Chino Corp. | 6200 | &nbsp;&nbsp;56398 |
|  | Chiyoda Co. Ltd. | 5400 | &nbsp;&nbsp;38376 |
| \* | Chiyoda Corp. | 47500 | &nbsp;&nbsp;394829 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;$57761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;29768 |
|  | Chori Co. Ltd. | 1600 | &nbsp;&nbsp;40863 |
|  | Chudenko Corp. | 14100 | &nbsp;&nbsp;402176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai <br>Pharmaceutical Co. <br>Ltd.<br>| 108800 | &nbsp;&nbsp;6214731 |
|  | Chugai Ro Co. Ltd. | 1900 | &nbsp;&nbsp;57619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 23700 | &nbsp;&nbsp;668433 |
|  | CKD Corp. | 11200 | &nbsp;&nbsp;298751 |
|  | CK-San-Etsu Co. Ltd. | 2300 | &nbsp;&nbsp;63617 |
|  | Cleanup Corp. | 13500 | &nbsp;&nbsp;76285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 30300 | &nbsp;&nbsp;675892 |
|  | COLOPL, Inc. | 28800 | &nbsp;&nbsp;83154 |
| # | Colowide Co. Ltd. | 19099 | &nbsp;&nbsp;217875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 5000 | &nbsp;&nbsp;71287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Institute of <br>Japan Ltd.<br>| 16560 | &nbsp;&nbsp;56140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 37521 | &nbsp;&nbsp;1172304 |
| \* | COOKPAD, Inc. | 11000 | &nbsp;&nbsp;10452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;12519 |
| # | Core Corp. | 2600 | &nbsp;&nbsp;38632 |
| # | Corona Corp. | 4800 | &nbsp;&nbsp;29508 |
|  | Cosel Co. Ltd. | 13300 | &nbsp;&nbsp;100304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;32654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 21800 | &nbsp;&nbsp;976559 |
| # | Cota Co. Ltd. | 9189 | &nbsp;&nbsp;69795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 10847 | &nbsp;&nbsp;227842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;88569 |
|  | Cresco Ltd. | 14200 | &nbsp;&nbsp;154175 |
| # | Cross Cat Co. Ltd. | 2700 | &nbsp;&nbsp;18110 |
| \* | CrowdWorks, Inc. | 2100 | &nbsp;&nbsp;10558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 13400 | &nbsp;&nbsp;256147 |
|  | CTS Co. Ltd. | 8700 | &nbsp;&nbsp;57377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 16800 | &nbsp;&nbsp;81025 |
|  | CyberAgent, Inc. | 154754 | &nbsp;&nbsp;1403941 |
|  | Cyberlinks Co. Ltd. | 1100 | &nbsp;&nbsp;9259 |
|  | Cybozu, Inc. | 11300 | &nbsp;&nbsp;174275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 40800 | &nbsp;&nbsp;732042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 14600 | &nbsp;&nbsp;130142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Dai-Dan Co. Ltd. | 48000 | &nbsp;&nbsp;$832591 |
|  | Daido Steel Co. Ltd. | 58000 | &nbsp;&nbsp;745058 |
|  | Daifuku Co. Ltd. | 75400 | &nbsp;&nbsp;2704838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 9500 | &nbsp;&nbsp;151059 |
|  | Daiho Corp. | 13000 | &nbsp;&nbsp;66063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 3000 | &nbsp;&nbsp;26717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;209948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 2300 | &nbsp;&nbsp;56128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;73991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 506199 | &nbsp;&nbsp;4451586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 203100 | &nbsp;&nbsp;3720714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 15300 | &nbsp;&nbsp;129823 |
|  | Daikin Industries Ltd. | 21900 | &nbsp;&nbsp;2624285 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikoku Denki Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;11034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;108351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 9400 | &nbsp;&nbsp;49834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 6850 | &nbsp;&nbsp;192952 |
|  | Daiseki Co. Ltd. | 9380 | &nbsp;&nbsp;210821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 4800 | &nbsp;&nbsp;118936 |
| # | Daisyo Corp. | 1400 | &nbsp;&nbsp;10342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 131800 | &nbsp;&nbsp;2675200 |
|  | Daitron Co. Ltd. | 5400 | &nbsp;&nbsp;88526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 124600 | &nbsp;&nbsp;4245629 |
|  | Daiwa Industries Ltd. | 13400 | &nbsp;&nbsp;134757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 124300 | &nbsp;&nbsp;1211227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 49400 | &nbsp;&nbsp;971492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 40100 | &nbsp;&nbsp;422804 |
|  | Dear Life Co. Ltd. | 22000 | &nbsp;&nbsp;163201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delica Foods Holdings <br>Co. Ltd.<br>| 1800 | &nbsp;&nbsp;10338 |
| # | DeNA Co. Ltd. | 46100 | &nbsp;&nbsp;755989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Densan System <br>Holdings Co. Ltd.<br>| 2700 | &nbsp;&nbsp;56730 |
|  | Denso Corp. | 97600 | &nbsp;&nbsp;1354177 |
|  | Dentsu Group, Inc. | 65600 | &nbsp;&nbsp;1273397 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Dentsu Soken, Inc. | 33000 | &nbsp;&nbsp;$520181 |
|  | Denyo Co. Ltd. | 8200 | &nbsp;&nbsp;194460 |
|  | DIC Corp. | 36100 | &nbsp;&nbsp;883543 |
|  | Digital Arts, Inc. | 3800 | &nbsp;&nbsp;138015 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital Hearts <br>Holdings Co. Ltd.<br>| 10800 | &nbsp;&nbsp;64276 |
| \* | Digital Holdings, Inc. | 4300 | &nbsp;&nbsp;56124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 3600 | &nbsp;&nbsp;29631 |
| # | Dip Corp. | 24800 | &nbsp;&nbsp;329157 |
|  | Disco Corp. | 10600 | &nbsp;&nbsp;4518256 |
| # | DKS Co. Ltd. | 4000 | &nbsp;&nbsp;265545 |
|  | DMG Mori Co. Ltd. | 74600 | &nbsp;&nbsp;1316559 |
|  | DMW Corp. | 300 | &nbsp;&nbsp;10471 |
|  | Doshisha Co. Ltd. | 10800 | &nbsp;&nbsp;225775 |
|  | Double Standard, Inc. | 2100 | &nbsp;&nbsp;22858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 24100 | &nbsp;&nbsp;1427395 |
|  | DTS Corp. | 74000 | &nbsp;&nbsp;602840 |
|  | Duskin Co. Ltd. | 17500 | &nbsp;&nbsp;480663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 5600 | &nbsp;&nbsp;89372 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 5500 | &nbsp;&nbsp;110162 |
|  | Earth Corp. | 2100 | &nbsp;&nbsp;66373 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;41382 |
|  | Ebara Corp. | 154200 | &nbsp;&nbsp;4668379 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 1900 | &nbsp;&nbsp;32065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;116384 |
|  | Ebase Co. Ltd. | 5200 | &nbsp;&nbsp;14685 |
| # | Eco's Co. Ltd. | 4400 | &nbsp;&nbsp;86740 |
|  | EDION Corp. | 34000 | &nbsp;&nbsp;465406 |
|  | eGuarantee, Inc. | 13000 | &nbsp;&nbsp;147350 |
|  | Eisai Co. Ltd. | 18800 | &nbsp;&nbsp;524133 |
|  | Eizo Corp. | 14600 | &nbsp;&nbsp;204431 |
|  | EJ Holdings, Inc. | 5000 | &nbsp;&nbsp;58195 |
|  | Elan Corp. | 5100 | &nbsp;&nbsp;22114 |
|  | Elecom Co. Ltd. | 15300 | &nbsp;&nbsp;163512 |
|  | EM Systems Co. Ltd. | 13800 | &nbsp;&nbsp;64963 |
|  | en, Inc. | 8000 | &nbsp;&nbsp;74343 |
|  | Endo Lighting Corp. | 4900 | &nbsp;&nbsp;75410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ensuiko Sugar <br>Refining Co. Ltd.<br>| 3100 | &nbsp;&nbsp;10832 |
| # | Envipro Holdings, Inc. | 3000 | &nbsp;&nbsp;16668 |
|  | eRex Co. Ltd. | 1300 | &nbsp;&nbsp;5297 |
|  | ERI Holdings Co. Ltd. | 1200 | &nbsp;&nbsp;33469 |
| # | ES-Con Japan Ltd. | 13100 | &nbsp;&nbsp;101147 |
|  | Eslead Corp. | 4000 | &nbsp;&nbsp;175005 |
|  | eWeLL Co. Ltd. | 1000 | &nbsp;&nbsp;16192 |
|  | EXEO Group, Inc. | 85900 | &nbsp;&nbsp;1433175 |
|  | Ezaki Glico Co. Ltd. | 16400 | &nbsp;&nbsp;589104 |
|  | F&M Co. Ltd. | 3000 | &nbsp;&nbsp;47265 |
|  | FaithNetwork Co. Ltd. | 4200 | &nbsp;&nbsp;22741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;48455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | FANUC Corp. | 52600 | &nbsp;&nbsp;$2112131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fast Retailing Co. <br>Ltd.<br>| 33900 | &nbsp;&nbsp;12933963 |
| \* | f-code, Inc. | 1600 | &nbsp;&nbsp;17128 |
| # | Ferrotec Corp. | 19600 | &nbsp;&nbsp;749376 |
| # | FFRI Security, Inc. | 1800 | &nbsp;&nbsp;108128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;84339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 31900 | &nbsp;&nbsp;419085 |
| # | FINDEX, Inc. | 9100 | &nbsp;&nbsp;50598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 1100 | &nbsp;&nbsp;15845 |
| # | Fixstars Corp. | 10300 | &nbsp;&nbsp;101203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 8800 | &nbsp;&nbsp;83481 |
| # | Focus Systems Corp. | 3300 | &nbsp;&nbsp;39194 |
| # | Forval Corp. | 2800 | &nbsp;&nbsp;20693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;30520 |
|  | FP Corp. | 11500 | &nbsp;&nbsp;195764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 12845 | &nbsp;&nbsp;110582 |
|  | Freebit Co. Ltd. | 2300 | &nbsp;&nbsp;24522 |
|  | F-Tech, Inc. | 2200 | &nbsp;&nbsp;11232 |
|  | Fudo Tetra Corp. | 3500 | &nbsp;&nbsp;67986 |
| # | Fuji Co. Ltd. | 16000 | &nbsp;&nbsp;218051 |
|  | Fuji Corp. (6134 JP) | 18500 | &nbsp;&nbsp;455782 |
|  | Fuji Corp. Ltd. | 12600 | &nbsp;&nbsp;67273 |
|  | Fuji Electric Co. Ltd. | 22190 | &nbsp;&nbsp;1580652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 16281 | &nbsp;&nbsp;409976 |
|  | Fuji Pharma Co. Ltd. | 3600 | &nbsp;&nbsp;44490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 20400 | &nbsp;&nbsp;421886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji United Holdings <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;19646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 2000 | &nbsp;&nbsp;29368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 16600 | &nbsp;&nbsp;79951 |
|  | Fujikura Ltd. | 43100 | &nbsp;&nbsp;5417106 |
|  | Fujimi, Inc. | 22300 | &nbsp;&nbsp;394190 |
|  | Fujishoji Co. Ltd. | 2500 | &nbsp;&nbsp;17635 |
|  | Fujitsu Ltd. | 171000 | &nbsp;&nbsp;4751369 |
| # | Fujiya Co. Ltd. | 3400 | &nbsp;&nbsp;56315 |
|  | Fukuda Corp. | 3100 | &nbsp;&nbsp;156391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;334486 |
|  | Fukui Bank Ltd. | 4938 | &nbsp;&nbsp;93293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 4700 | &nbsp;&nbsp;96195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 13700 | &nbsp;&nbsp;149149 |
|  | Fumakilla Ltd. | 1700 | &nbsp;&nbsp;12735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 41100 | &nbsp;&nbsp;297922 |
|  | Furukawa Co. Ltd. | 21000 | &nbsp;&nbsp;628920 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Furukawa Electric Co. <br>Ltd.<br>| 17500 | &nbsp;&nbsp;$1524407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;152301 |
|  | Furyu Corp. | 7700 | &nbsp;&nbsp;51381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;404861 |
|  | Fuso Dentsu Co. Ltd. | 900 | &nbsp;&nbsp;11563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 20200 | &nbsp;&nbsp;135914 |
|  | Future Corp. | 20500 | &nbsp;&nbsp;251560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 37800 | &nbsp;&nbsp;1063009 |
|  | G-7 Holdings, Inc. | 11500 | &nbsp;&nbsp;108579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;107664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 9800 | &nbsp;&nbsp;66419 |
|  | Gakkyusha Co. Ltd. | 3400 | &nbsp;&nbsp;52802 |
|  | Gakujo Co. Ltd. | 6300 | &nbsp;&nbsp;72280 |
|  | Galilei Co. Ltd. | 7800 | &nbsp;&nbsp;194576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamecard Holdings, <br>Inc.<br>| 1400 | &nbsp;&nbsp;27238 |
|  | Gecoss Corp. | 7500 | &nbsp;&nbsp;76855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 5200 | &nbsp;&nbsp;104520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 8600 | &nbsp;&nbsp;234509 |
|  | Geo Holdings Corp. | 6300 | &nbsp;&nbsp;74214 |
|  | Gift Holdings, Inc. | 2000 | &nbsp;&nbsp;47465 |
| # | giftee, Inc. | 8100 | &nbsp;&nbsp;66688 |
| # | Giken Ltd. | 3200 | &nbsp;&nbsp;41405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 1000 | &nbsp;&nbsp;13420 |
|  | GLOBERIDE, Inc. | 6700 | &nbsp;&nbsp;95293 |
|  | Glory Ltd. | 22100 | &nbsp;&nbsp;575657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 1630 | &nbsp;&nbsp;34319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 1400 | &nbsp;&nbsp;46042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 20500 | &nbsp;&nbsp;117974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 43962 | &nbsp;&nbsp;1095585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 22200 | &nbsp;&nbsp;1282181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokurakuyu Holdings <br>Co. Ltd.<br>| 5600 | &nbsp;&nbsp;17629 |
|  | Goldcrest Co. Ltd. | 7500 | &nbsp;&nbsp;161206 |
|  | Goldwin, Inc. | 41700 | &nbsp;&nbsp;695938 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Kineya Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;9708 |
|  | Grandy House Corp. | 7300 | &nbsp;&nbsp;29676 |
|  | GREE Holdings, Inc. | 38100 | &nbsp;&nbsp;99870 |
|  | grems, Inc. | 5400 | &nbsp;&nbsp;83998 |
|  | GSI Creos Corp. | 4500 | &nbsp;&nbsp;73076 |
|  | G-Tekt Corp. | 5500 | &nbsp;&nbsp;69795 |
| \* | Gumi, Inc. | 9800 | &nbsp;&nbsp;22475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 2100 | &nbsp;&nbsp;$66439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GungHo Online <br>Entertainment, Inc.<br>| 800 | &nbsp;&nbsp;13597 |
|  | Gunma Bank Ltd. | 40800 | &nbsp;&nbsp;513660 |
|  | Gunosy, Inc. | 3300 | &nbsp;&nbsp;12185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 8800 | &nbsp;&nbsp;182784 |
|  | H2O Retailing Corp. | 27160 | &nbsp;&nbsp;371925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 6700 | &nbsp;&nbsp;73836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 4900 | &nbsp;&nbsp;116828 |
| # | Hakudo Co. Ltd. | 1400 | &nbsp;&nbsp;21260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 81000 | &nbsp;&nbsp;605230 |
| # | Hakuto Co. Ltd. | 5600 | &nbsp;&nbsp;150350 |
|  | Halows Co. Ltd. | 4400 | &nbsp;&nbsp;129400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamamatsu Photonics <br>KK<br>| 69700 | &nbsp;&nbsp;778846 |
|  | Handsman Co. Ltd. | 300 | &nbsp;&nbsp;1585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 29400 | &nbsp;&nbsp;820937 |
|  | Hanwa Co. Ltd. | 24300 | &nbsp;&nbsp;1235756 |
|  | Happinet Corp. | 23800 | &nbsp;&nbsp;426339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;56542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 7600 | &nbsp;&nbsp;48376 |
|  | Haseko Corp. | 99000 | &nbsp;&nbsp;2029140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 4800 | &nbsp;&nbsp;40467 |
|  | Hazama Ando Corp. | 55100 | &nbsp;&nbsp;712510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 11600 | &nbsp;&nbsp;169746 |
|  | Heiwado Co. Ltd. | 10000 | &nbsp;&nbsp;190557 |
|  | Hibino Corp. | 900 | &nbsp;&nbsp;18757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 8700 | &nbsp;&nbsp;270957 |
|  | Hikari Tsushin, Inc. | 2700 | &nbsp;&nbsp;745689 |
| # | HI-LEX Corp. | 1400 | &nbsp;&nbsp;31334 |
|  | Himacs Ltd. | 2480 | &nbsp;&nbsp;20980 |
|  | Hioki EE Corp. | 3400 | &nbsp;&nbsp;135409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 4935 | &nbsp;&nbsp;87870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;50013 |
|  | Hirata Corp. | 8500 | &nbsp;&nbsp;141244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 4525 | &nbsp;&nbsp;488527 |
|  | Hirose Tusyo, Inc. | 1400 | &nbsp;&nbsp;33493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Gas Co. <br>Ltd.<br>| 22200 | &nbsp;&nbsp;52860 |
|  | HIS Co. Ltd. | 32400 | &nbsp;&nbsp;269111 |
|  | Hisaka Works Ltd. | 8100 | &nbsp;&nbsp;80799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 7224 | &nbsp;&nbsp;297594 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 45900 | &nbsp;&nbsp;$1500884 |
|  | Hitachi Ltd. (6501 JP) | 585300 | &nbsp;&nbsp;20309973 |
|  | Hochiki Corp. | 4700 | &nbsp;&nbsp;150322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;73835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 2200 | &nbsp;&nbsp;56583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Gas Co. <br>Ltd.<br>| 31800 | &nbsp;&nbsp;169457 |
|  | Hokkan Holdings Ltd. | 2300 | &nbsp;&nbsp;34742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 10800 | &nbsp;&nbsp;122378 |
| # | Hokuetsu Corp. | 31300 | &nbsp;&nbsp;183978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 7319 | &nbsp;&nbsp;74524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 325100 | &nbsp;&nbsp;3269704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 25574 | &nbsp;&nbsp;775659 |
|  | H-One Co. Ltd. | 6200 | &nbsp;&nbsp;58077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;40967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 13800 | &nbsp;&nbsp;118394 |
|  | Horiba Ltd. | 17000 | &nbsp;&nbsp;2016295 |
|  | Hoshizaki Corp. | 23500 | &nbsp;&nbsp;774679 |
|  | Hosiden Corp. | 9200 | &nbsp;&nbsp;153263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 5000 | &nbsp;&nbsp;198329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;66745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 8603 | &nbsp;&nbsp;166633 |
|  | HS Holdings Co. Ltd. | 3500 | &nbsp;&nbsp;29503 |
|  | Hulic Co. Ltd. | 199600 | &nbsp;&nbsp;2378616 |
|  | IBJ, Inc. | 7000 | &nbsp;&nbsp;32740 |
| # | Ichibanya Co. Ltd. | 20700 | &nbsp;&nbsp;120034 |
|  | Ichiken Co. Ltd. | 1600 | &nbsp;&nbsp;51645 |
|  | Ichikoh Industries Ltd. | 7500 | &nbsp;&nbsp;24955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 9700 | &nbsp;&nbsp;132416 |
| # | Icom, Inc. | 1700 | &nbsp;&nbsp;32873 |
|  | ID Holdings Corp. | 5899 | &nbsp;&nbsp;76313 |
|  | Idec Corp. | 10200 | &nbsp;&nbsp;190105 |
|  | IDOM, Inc. | 33000 | &nbsp;&nbsp;324878 |
|  | Ifuji Sangyo Co. Ltd. | 1000 | &nbsp;&nbsp;13431 |
|  | IHI Corp. | 112000 | &nbsp;&nbsp;2591253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 40120 | &nbsp;&nbsp;662610 |
| # | IKK Holdings, Inc. | 4500 | &nbsp;&nbsp;23194 |
|  | I'll, Inc. | 4700 | &nbsp;&nbsp;75448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imasen Electric <br>Industrial<br>| 1800 | &nbsp;&nbsp;10331 |
|  | i-mobile Co. Ltd. | 24300 | &nbsp;&nbsp;81478 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;$30616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 36800 | &nbsp;&nbsp;612950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;44446 |
|  | Inabata & Co. Ltd. | 5800 | &nbsp;&nbsp;146801 |
|  | Ines Corp. | 8300 | &nbsp;&nbsp;100818 |
| # | Infomart Corp. | 83100 | &nbsp;&nbsp;242845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 62080 | &nbsp;&nbsp;929809 |
|  | Innotech Corp. | 3900 | &nbsp;&nbsp;53487 |
|  | Insource Co. Ltd. | 10200 | &nbsp;&nbsp;47846 |
|  | Intage Holdings, Inc. | 3000 | &nbsp;&nbsp;32870 |
| # | Intelligent Wave, Inc. | 3200 | &nbsp;&nbsp;19690 |
|  | Inter Action Corp. | 1200 | &nbsp;&nbsp;11251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 47100 | &nbsp;&nbsp;761047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;10897 |
|  | IPS, Inc. | 3300 | &nbsp;&nbsp;63102 |
|  | ISB Corp. | 4700 | &nbsp;&nbsp;55147 |
|  | Ise Chemicals Corp. | 9000 | &nbsp;&nbsp;345819 |
|  | Iseki & Co. Ltd. | 6000 | &nbsp;&nbsp;69425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 47600 | &nbsp;&nbsp;763912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;58406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 4100 | &nbsp;&nbsp;77842 |
| # | Istyle, Inc. | 38700 | &nbsp;&nbsp;113534 |
|  | Isuzu Motors Ltd. | 290000 | &nbsp;&nbsp;4671843 |
|  | Itfor, Inc. | 15000 | &nbsp;&nbsp;164537 |
| # | ITmedia, Inc. | 6200 | &nbsp;&nbsp;68945 |
|  | Ito En Ltd. | 23291 | &nbsp;&nbsp;430421 |
|  | Itochu Enex Co. Ltd. | 40000 | &nbsp;&nbsp;495563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;214299 |
|  | Itoki Corp. | 17500 | &nbsp;&nbsp;295161 |
| # | Iwaki Co. Ltd. | 4300 | &nbsp;&nbsp;74576 |
|  | IX Knowledge, Inc. | 1100 | &nbsp;&nbsp;9585 |
|  | Izumi Co. Ltd. | 7600 | &nbsp;&nbsp;150346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 62700 | &nbsp;&nbsp;915364 |
|  | J Trust Co. Ltd. | 13600 | &nbsp;&nbsp;42985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;268774 |
| \* | Jade Group, Inc. | 1400 | &nbsp;&nbsp;15116 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 31200 | &nbsp;&nbsp;492529 |
|  | JANOME Corp. | 2200 | &nbsp;&nbsp;17069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 14200 | &nbsp;&nbsp;444651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Animal Referral <br>Medical Center Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;23398 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 9600 | &nbsp;&nbsp;$149983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 4400 | &nbsp;&nbsp;52155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Cash Machine <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;39487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 3200 | &nbsp;&nbsp;2956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 2800 | &nbsp;&nbsp;86378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 47200 | &nbsp;&nbsp;496972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Foundation <br>Engineering Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;33782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 12900 | &nbsp;&nbsp;185836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 22900 | &nbsp;&nbsp;228741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 21400 | &nbsp;&nbsp;248168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Bank Co. <br>Ltd.<br>| 143900 | &nbsp;&nbsp;2556729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 50600 | &nbsp;&nbsp;1567186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management <br>Center Co. Ltd.<br>| 9500 | &nbsp;&nbsp;78694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;143338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pure Chemical <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;41170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 16300 | &nbsp;&nbsp;224208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 7800 | &nbsp;&nbsp;431751 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;106706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 18100 | &nbsp;&nbsp;218127 |
|  | JBCC Holdings, Inc. | 18400 | &nbsp;&nbsp;177237 |
|  | JCU Corp. | 12900 | &nbsp;&nbsp;471524 |
|  | JDC Corp. | 8700 | &nbsp;&nbsp;35480 |
|  | Jeol Ltd. | 17700 | &nbsp;&nbsp;714071 |
|  | JFE Systems, Inc. | 5600 | &nbsp;&nbsp;82122 |
|  | JGC Holdings Corp. | 83600 | &nbsp;&nbsp;1171576 |
|  | Jichodo Co. Ltd. | 300 | &nbsp;&nbsp;19468 |
| # | JINS Holdings, Inc. | 2400 | &nbsp;&nbsp;80337 |
|  | JINUSHI Co. Ltd. | 7600 | &nbsp;&nbsp;155801 |
| # | JK Holdings Co. Ltd. | 5600 | &nbsp;&nbsp;51916 |
|  | J-Lease Co. Ltd. | 4500 | &nbsp;&nbsp;41772 |
|  | JM Holdings Co. Ltd. | 12200 | &nbsp;&nbsp;141364 |
|  | Joshin Denki Co. Ltd. | 7800 | &nbsp;&nbsp;138542 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Joyful Honda Co. Ltd. | 9600 | &nbsp;&nbsp;$132050 |
| # | JP-Holdings, Inc. | 12800 | &nbsp;&nbsp;57929 |
|  | JSP Corp. | 5500 | &nbsp;&nbsp;86752 |
|  | JTEKT Corp. | 32900 | &nbsp;&nbsp;388478 |
|  | Justsystems Corp. | 12300 | &nbsp;&nbsp;379907 |
|  | JVCKenwood Corp. | 83620 | &nbsp;&nbsp;679655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 20800 | &nbsp;&nbsp;522371 |
| # | Kagome Co. Ltd. | 13900 | &nbsp;&nbsp;246149 |
|  | Kajima Corp. | 65701 | &nbsp;&nbsp;2680342 |
|  | Kakaku.com, Inc. | 51200 | &nbsp;&nbsp;698786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaken Pharmaceutical <br>Co. Ltd.<br>| 6700 | &nbsp;&nbsp;176100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 6800 | &nbsp;&nbsp;25465 |
|  | Kamigumi Co. Ltd. | 18600 | &nbsp;&nbsp;650922 |
| # | Kanaden Corp. | 10000 | &nbsp;&nbsp;137911 |
|  | Kanadevia Corp. | 69600 | &nbsp;&nbsp;459549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 5500 | &nbsp;&nbsp;17551 |
|  | Kanamoto Co. Ltd. | 11400 | &nbsp;&nbsp;274957 |
|  | Kandenko Co. Ltd. | 47700 | &nbsp;&nbsp;1717314 |
|  | Kaneka Corp. | 11800 | &nbsp;&nbsp;357821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;14426 |
|  | Kanematsu Corp. | 82400 | &nbsp;&nbsp;1082298 |
|  | Kanemi Co. Ltd. | 1000 | &nbsp;&nbsp;22780 |
| # | Kanro, Inc. | 4800 | &nbsp;&nbsp;50113 |
|  | Kansai Paint Co. Ltd. | 65800 | &nbsp;&nbsp;1050126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 6690 | &nbsp;&nbsp;55977 |
|  | Kao Corp. | 32200 | &nbsp;&nbsp;1288079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;131175 |
|  | Katitas Co. Ltd. | 24800 | &nbsp;&nbsp;490012 |
|  | Kato Sangyo Co. Ltd. | 13900 | &nbsp;&nbsp;585064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 4200 | &nbsp;&nbsp;127192 |
|  | Kawaden Corp. | 1100 | &nbsp;&nbsp;14659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;28023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 33333 | &nbsp;&nbsp;2782512 |
|  | KDDI Corp. | 357800 | &nbsp;&nbsp;6041087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 6700 | &nbsp;&nbsp;138721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 17700 | &nbsp;&nbsp;393183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihanshin Building <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;111608 |
|  | Keikyu Corp. | 30600 | &nbsp;&nbsp;300747 |
|  | Keio Corp. | 18318 | &nbsp;&nbsp;456876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keisei Electric Railway <br>Co. Ltd.<br>| 67500 | &nbsp;&nbsp;533392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;11668 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kewpie Corp. | 20300 | &nbsp;&nbsp;$569697 |
|  | Keyence Corp. | 19200 | &nbsp;&nbsp;7043719 |
|  | KH Neochem Co. Ltd. | 4865 | &nbsp;&nbsp;80022 |
| # | Kibun Foods, Inc. | 3000 | &nbsp;&nbsp;21356 |
|  | Kikkoman Corp. | 69000 | &nbsp;&nbsp;624144 |
|  | Kimoto Co. Ltd. | 12900 | &nbsp;&nbsp;21124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 4600 | &nbsp;&nbsp;37587 |
|  | Kinden Corp. | 33900 | &nbsp;&nbsp;1500073 |
| # | Kinjiro Co. Ltd. | 1400 | &nbsp;&nbsp;9797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Department <br>Store Co. Ltd.<br>| 3200 | &nbsp;&nbsp;37594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Group <br>Holdings Co. Ltd.<br>| 23000 | &nbsp;&nbsp;477338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirin Holdings Co. <br>Ltd.<br>| 129200 | &nbsp;&nbsp;2008704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 6800 | &nbsp;&nbsp;202538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;151347 |
|  | Kitagawa Corp. | 2700 | &nbsp;&nbsp;30915 |
|  | Kita-Nippon Bank Ltd. | 1500 | &nbsp;&nbsp;45573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 4800 | &nbsp;&nbsp;48153 |
| # | Kitanotatsujin Corp. | 10100 | &nbsp;&nbsp;9348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitoku Shinryo Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;11592 |
|  | Kitz Corp. | 23100 | &nbsp;&nbsp;301491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;8688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 8500 | &nbsp;&nbsp;61696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 22200 | &nbsp;&nbsp;246245 |
|  | Kohnan Shoji Co. Ltd. | 8800 | &nbsp;&nbsp;221468 |
|  | Kohsoku Corp. | 4300 | &nbsp;&nbsp;83596 |
|  | Koike-ya, Inc. | 600 | &nbsp;&nbsp;17957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 44200 | &nbsp;&nbsp;691960 |
| # | Kojima Co. Ltd. | 11500 | &nbsp;&nbsp;92919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kokusai Electric <br>Corp.<br>| 52500 | &nbsp;&nbsp;2179606 |
|  | Kokuyo Co. Ltd. | 130000 | &nbsp;&nbsp;761664 |
|  | Komatsu Ltd. | 178100 | &nbsp;&nbsp;6816811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 11300 | &nbsp;&nbsp;63511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;95434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 20300 | &nbsp;&nbsp;372146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;66921 |
|  | Komeri Co. Ltd. | 7200 | &nbsp;&nbsp;153639 |
|  | Komori Corp. | 19500 | &nbsp;&nbsp;211661 |
|  | Konami Group Corp. | 22500 | &nbsp;&nbsp;3285522 |
| # | Kondotec, Inc. | 5200 | &nbsp;&nbsp;50147 |
|  | Konica Minolta, Inc. | 65600 | &nbsp;&nbsp;287147 |
|  | Konishi Co. Ltd. | 40000 | &nbsp;&nbsp;337428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;$139900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;39036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;45187 |
| # | Kose Holdings Corp. | 21359 | &nbsp;&nbsp;762005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 39200 | &nbsp;&nbsp;455263 |
| \* | Kourakuen Corp. | 6300 | &nbsp;&nbsp;45851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 3600 | &nbsp;&nbsp;72866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 9600 | &nbsp;&nbsp;54868 |
|  | Kraftia Corp. | 16900 | &nbsp;&nbsp;881364 |
|  | Krosaki Harima Corp. | 4000 | &nbsp;&nbsp;108532 |
| # | KRS Corp. | 4200 | &nbsp;&nbsp;81124 |
|  | K's Holdings Corp. | 34076 | &nbsp;&nbsp;354387 |
|  | KU Holdings Co. Ltd. | 5300 | &nbsp;&nbsp;43146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 200200 | &nbsp;&nbsp;3067396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 59600 | &nbsp;&nbsp;668898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 39800 | &nbsp;&nbsp;181063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunimine Industries <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;26174 |
|  | Kuraray Co. Ltd. | 37200 | &nbsp;&nbsp;401593 |
|  | Kureha Corp. | 16400 | &nbsp;&nbsp;465748 |
| # | Kurimoto Ltd. | 26000 | &nbsp;&nbsp;288742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water <br>Industries Ltd.<br>| 37091 | &nbsp;&nbsp;1855283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 9700 | &nbsp;&nbsp;106672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 20600 | &nbsp;&nbsp;539930 |
|  | KYB Corp. | 5900 | &nbsp;&nbsp;167623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;110084 |
|  | Kyoei Steel Ltd. | 17300 | &nbsp;&nbsp;278833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 6600 | &nbsp;&nbsp;81750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 16100 | &nbsp;&nbsp;343908 |
|  | Kyokuyo Co. Ltd. | 5700 | &nbsp;&nbsp;189759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 1800 | &nbsp;&nbsp;18892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 21800 | &nbsp;&nbsp;94862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Electronic <br>Instruments Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;16789 |
|  | Kyowa Kirin Co. Ltd. | 40336 | &nbsp;&nbsp;654819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 5700 | &nbsp;&nbsp;40172 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Leasing <br>Service Co. Ltd.<br>| 4700 | &nbsp;&nbsp;$43721 |
|  | Kyushu Railway Co. | 26200 | &nbsp;&nbsp;667196 |
|  | LA Holdings Co. Ltd. | 1700 | &nbsp;&nbsp;109885 |
| # | Lacto Japan Co. Ltd. | 1500 | &nbsp;&nbsp;34159 |
|  | Lasertec Corp. | 15800 | &nbsp;&nbsp;3629851 |
|  | Leopalace21 Corp. | 128100 | &nbsp;&nbsp;572640 |
|  | Life Corp. | 18800 | &nbsp;&nbsp;310284 |
| # | LIFULL Co. Ltd. | 46600 | &nbsp;&nbsp;52918 |
|  | LIKE, Inc. | 5800 | &nbsp;&nbsp;57342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 17000 | &nbsp;&nbsp;55395 |
|  | Lintec Corp. | 18100 | &nbsp;&nbsp;558433 |
|  | Lion Corp. | 38600 | &nbsp;&nbsp;413789 |
|  | LITALICO, Inc. | 4800 | &nbsp;&nbsp;36928 |
|  | Lixil Corp. | 39700 | &nbsp;&nbsp;455428 |
|  | Loadstar Capital KK | 4300 | &nbsp;&nbsp;83839 |
| # | Look Holdings, Inc. | 1900 | &nbsp;&nbsp;30326 |
|  | LY Corp. | 361732 | &nbsp;&nbsp;926186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 4200 | &nbsp;&nbsp;85549 |
| # | M3, Inc. | 103970 | &nbsp;&nbsp;1282889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 50400 | &nbsp;&nbsp;473452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 54500 | &nbsp;&nbsp;934434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;93352 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 4100 | &nbsp;&nbsp;55676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 4500 | &nbsp;&nbsp;67092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 7400 | &nbsp;&nbsp;78269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 10600 | &nbsp;&nbsp;781187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 34300 | &nbsp;&nbsp;1191772 |
|  | Mamiya-Op Co. Ltd. | 1500 | &nbsp;&nbsp;16555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mammy Mart Holdings <br>Corp.<br>| 4000 | &nbsp;&nbsp;36477 |
|  | Mandom Corp. | 7200 | &nbsp;&nbsp;147600 |
|  | Mani, Inc. | 25200 | &nbsp;&nbsp;248618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 4200 | &nbsp;&nbsp;88606 |
|  | Marubun Corp. | 7100 | &nbsp;&nbsp;62941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maruchiyo Yamaokaya <br>Corp.<br>| 3600 | &nbsp;&nbsp;76561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;26693 |
|  | Maruha Nichiro Corp. | 62400 | &nbsp;&nbsp;562004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 62100 | &nbsp;&nbsp;615341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen CHI Holdings <br>Co. Ltd.<br>| 8100 | &nbsp;&nbsp;17490 |
|  | Maruzen Co. Ltd. | 4500 | &nbsp;&nbsp;107735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;184965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Marvelous, Inc. | 8200 | &nbsp;&nbsp;$25456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 5800 | &nbsp;&nbsp;39489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;222456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 10300 | &nbsp;&nbsp;99910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;235340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 97060 | &nbsp;&nbsp;1554790 |
|  | Max Co. Ltd. | 10000 | &nbsp;&nbsp;422863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;96906 |
| # | Mazda Motor Corp. | 179299 | &nbsp;&nbsp;1379769 |
|  | MCJ Co. Ltd. | 25100 | &nbsp;&nbsp;255779 |
| # | MEC Co. Ltd. | 8300 | &nbsp;&nbsp;297988 |
|  | Media Do Co. Ltd. | 500 | &nbsp;&nbsp;5304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 10545 | &nbsp;&nbsp;35489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 76000 | &nbsp;&nbsp;1377451 |
| \* | Medley, Inc. | 2500 | &nbsp;&nbsp;38606 |
|  | Megachips Corp. | 3500 | &nbsp;&nbsp;191701 |
|  | Meidensha Corp. | 14000 | &nbsp;&nbsp;548665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiho Facility Works <br>Ltd.<br>| 1900 | &nbsp;&nbsp;13474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 3900 | &nbsp;&nbsp;59448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 32052 | &nbsp;&nbsp;752005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;178303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 36300 | &nbsp;&nbsp;811990 |
|  | Meiwa Corp. | 9600 | &nbsp;&nbsp;57403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;31019 |
|  | Members Co. Ltd. | 2800 | &nbsp;&nbsp;25585 |
| # | Menicon Co. Ltd. | 9300 | &nbsp;&nbsp;97527 |
| \* | Mercari, Inc. | 58300 | &nbsp;&nbsp;1293809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;115662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;11649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 8400 | &nbsp;&nbsp;30092 |
| # | Migalo Holdings, Inc. | 14000 | &nbsp;&nbsp;38319 |
|  | Milbon Co. Ltd. | 2700 | &nbsp;&nbsp;44361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;122347 |
|  | Minebea Mitsumi, Inc. | 57341 | &nbsp;&nbsp;1171874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;71491 |
|  | Mirait One Corp. | 40000 | &nbsp;&nbsp;959834 |
| # | Mirarth Holdings, Inc. | 57700 | &nbsp;&nbsp;147297 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 6197 | &nbsp;&nbsp;$77395 |
|  | MISUMI Group, Inc. | 62500 | &nbsp;&nbsp;1033143 |
|  | Mitani Corp. | 11200 | &nbsp;&nbsp;172502 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 12600 | &nbsp;&nbsp;49151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;54470 |
| # | Mitsuba Corp. | 6800 | &nbsp;&nbsp;57465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 167800 | &nbsp;&nbsp;1107849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 190600 | &nbsp;&nbsp;5958516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 124600 | &nbsp;&nbsp;3175545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 50400 | &nbsp;&nbsp;999820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 461500 | &nbsp;&nbsp;4027482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 321000 | &nbsp;&nbsp;9451502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 4500 | &nbsp;&nbsp;95542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 19300 | &nbsp;&nbsp;195420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 99995 | &nbsp;&nbsp;854153 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 290200 | &nbsp;&nbsp;713406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 13300 | &nbsp;&nbsp;197294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 4000 | &nbsp;&nbsp;125627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;31602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (8306 JP)<br>| 517000 | &nbsp;&nbsp;9363053 |
|  | Mitsui Chemicals, Inc. | 63000 | &nbsp;&nbsp;920497 |
|  | Mitsui E&S Co. Ltd. | 47200 | &nbsp;&nbsp;2097523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 247500 | &nbsp;&nbsp;2838058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;1827124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 24600 | &nbsp;&nbsp;575421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 21100 | &nbsp;&nbsp;296799 |
|  | Miura Co. Ltd. | 24000 | &nbsp;&nbsp;493489 |
|  | MIXI, Inc. | 16400 | &nbsp;&nbsp;288696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 7200 | &nbsp;&nbsp;90695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;25806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 76900 | &nbsp;&nbsp;$3338859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 71800 | &nbsp;&nbsp;662907 |
|  | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp;41515 |
|  | Mizuno Corp. | 26700 | &nbsp;&nbsp;553176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mochida <br>Pharmaceutical Co. <br>Ltd.<br>| 6298 | &nbsp;&nbsp;147646 |
|  | Modec, Inc. | 10200 | &nbsp;&nbsp;994678 |
|  | MonotaRO Co. Ltd. | 85000 | &nbsp;&nbsp;1146560 |
|  | MORESCO Corp. | 2300 | &nbsp;&nbsp;28137 |
|  | Morinaga & Co. Ltd. | 17400 | &nbsp;&nbsp;304305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 12900 | &nbsp;&nbsp;333128 |
| # | Moriroku Co. Ltd. | 4200 | &nbsp;&nbsp;65990 |
|  | Morita Holdings Corp. | 13200 | &nbsp;&nbsp;239450 |
|  | Morito Co. Ltd. | 7100 | &nbsp;&nbsp;82715 |
|  | Morozoff Ltd. | 1800 | &nbsp;&nbsp;18093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 3300 | &nbsp;&nbsp;89899 |
|  | MrMax Holdings Ltd. | 11600 | &nbsp;&nbsp;58973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 178456 | &nbsp;&nbsp;4546624 |
|  | MTG Co. Ltd. | 2100 | &nbsp;&nbsp;57416 |
| # | MTI Ltd. | 2100 | &nbsp;&nbsp;9997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;114750 |
|  | m-up Holdings, Inc. | 26400 | &nbsp;&nbsp;141066 |
|  | Murakami Corp. | 2000 | &nbsp;&nbsp;83966 |
|  | Muto Seiko Co. | 800 | &nbsp;&nbsp;11574 |
|  | Nabtesco Corp. | 5600 | &nbsp;&nbsp;151747 |
| # | NAC Co. Ltd. | 7200 | &nbsp;&nbsp;25269 |
|  | Nachi-Fujikoshi Corp. | 3000 | &nbsp;&nbsp;94972 |
|  | Nafco Co. Ltd. | 6100 | &nbsp;&nbsp;85931 |
|  | Nagaileben Co. Ltd. | 2100 | &nbsp;&nbsp;24261 |
| # | Nagano Keiki Co. Ltd. | 4800 | &nbsp;&nbsp;82695 |
|  | Nagase & Co. Ltd. | 51700 | &nbsp;&nbsp;1343716 |
|  | Nagase Brothers, Inc. | 3400 | &nbsp;&nbsp;58335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nagoya Railroad Co. <br>Ltd.<br>| 22400 | &nbsp;&nbsp;250349 |
|  | Nakabayashi Co. Ltd. | 10000 | &nbsp;&nbsp;38121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakakita Seisakusho <br>Co. Ltd.<br>| 500 | &nbsp;&nbsp;21278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakamoto Packs Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;20531 |
| # | Nakamuraya Co. Ltd. | 500 | &nbsp;&nbsp;9873 |
|  | Nakanishi, Inc. | 28600 | &nbsp;&nbsp;401001 |
|  | Nakano Corp. | 6500 | &nbsp;&nbsp;53182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;545203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nankai Electric <br>Railway Co. Ltd.<br>| 16100 | &nbsp;&nbsp;298134 |
|  | Nanyo Corp. | 2400 | &nbsp;&nbsp;23259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasu Denki Tekko Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;57132 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Natori Co. Ltd. | 2500 | &nbsp;&nbsp;$30460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 2600 | &nbsp;&nbsp;53922 |
|  | NCS&A Co. Ltd. | 2000 | &nbsp;&nbsp;20043 |
| #\* | NE, Inc. | 1300 | &nbsp;&nbsp;6090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 6000 | &nbsp;&nbsp;157998 |
|  | NEC Corp. | 147600 | &nbsp;&nbsp;5003587 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Net Protections <br>Holdings, Inc.<br>| 11300 | &nbsp;&nbsp;35007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 2860 | &nbsp;&nbsp;26912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Cosmos Electric <br>Co. Ltd.<br>| 200 | &nbsp;&nbsp;5392 |
|  | Nexon Co. Ltd. | 46400 | &nbsp;&nbsp;1110083 |
|  | Nextage Co. Ltd. | 20400 | &nbsp;&nbsp;432178 |
|  | NHK Spring Co. Ltd. | 83400 | &nbsp;&nbsp;1515686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;32348 |
|  | Nice Corp. | 3400 | &nbsp;&nbsp;42680 |
|  | Nichias Corp. | 4200 | &nbsp;&nbsp;210709 |
| # | Nichiban Co. Ltd. | 800 | &nbsp;&nbsp;10158 |
|  | Nichiden Corp. | 7500 | &nbsp;&nbsp;122492 |
|  | Nichimo Co. Ltd. | 800 | &nbsp;&nbsp;13036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;70128 |
|  | Nichirin Co. Ltd. | 3430 | &nbsp;&nbsp;81521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (6594 <br>JP)<br>| 61178 | &nbsp;&nbsp;875137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (NJDCY <br>US), Sponsored <br>ADR<br>| 2902 | &nbsp;&nbsp;9881 |
|  | Nifco, Inc. | 40800 | &nbsp;&nbsp;1270266 |
| # | Nihon Dengi Co. Ltd. | 4400 | &nbsp;&nbsp;301339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;16784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 16700 | &nbsp;&nbsp;35111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;136855 |
|  | Nihon Kohden Corp. | 3000 | &nbsp;&nbsp;33259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 75600 | &nbsp;&nbsp;347205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 40500 | &nbsp;&nbsp;386080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 5600 | &nbsp;&nbsp;84825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 2300 | &nbsp;&nbsp;45937 |
|  | Nikkiso Co. Ltd. | 21800 | &nbsp;&nbsp;251472 |
| # | Nikko Co. Ltd. | 9200 | &nbsp;&nbsp;48497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 29200 | &nbsp;&nbsp;692202 |
|  | Nikon Corp. | 51900 | &nbsp;&nbsp;653248 |
|  | Nintendo Co. Ltd. | 112900 | &nbsp;&nbsp;6991390 |
|  | Nippi, Inc. | 600 | &nbsp;&nbsp;54484 |
|  | Nippn Corp. | 11500 | &nbsp;&nbsp;196311 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 4500 | &nbsp;&nbsp;$43052 |
|  | Nippon Aqua Co. Ltd. | 4300 | &nbsp;&nbsp;24600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Avionics Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;99029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;32163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 2900 | &nbsp;&nbsp;50946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Care Supply <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;20647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 2000 | &nbsp;&nbsp;42311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 14900 | &nbsp;&nbsp;336088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;145930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 84100 | &nbsp;&nbsp;1910300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Fine Chemical <br>Co. Ltd.<br>| 5100 | &nbsp;&nbsp;86485 |
|  | Nippon Gas Co. Ltd. | 66500 | &nbsp;&nbsp;1261174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 61200 | &nbsp;&nbsp;711245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 27360 | &nbsp;&nbsp;482689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 239500 | &nbsp;&nbsp;1590285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 78100 | &nbsp;&nbsp;144081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;112480 |
|  | Nippon Seiki Co. Ltd. | 12700 | &nbsp;&nbsp;205678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;40586 |
|  | Nippon Sharyo Ltd. | 3000 | &nbsp;&nbsp;71310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 11967 | &nbsp;&nbsp;399457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;460889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 14800 | &nbsp;&nbsp;126916 |
|  | Nippon Soda Co. Ltd. | 22200 | &nbsp;&nbsp;529808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 12900 | &nbsp;&nbsp;310036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 15600 | &nbsp;&nbsp;92773 |
|  | Nireco Corp. | 1000 | &nbsp;&nbsp;14006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 13100 | &nbsp;&nbsp;487488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 4500 | &nbsp;&nbsp;62249 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Railroad <br>Co. Ltd.<br>| 9900 | &nbsp;&nbsp;$182322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;229883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 62404 | &nbsp;&nbsp;2151034 |
| \* | Nissan Motor Co. Ltd. | 275400 | &nbsp;&nbsp;671250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 16300 | &nbsp;&nbsp;104817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 5300 | &nbsp;&nbsp;18082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;109752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 4000 | &nbsp;&nbsp;22549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 19600 | &nbsp;&nbsp;102286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 5100 | &nbsp;&nbsp;186205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 38580 | &nbsp;&nbsp;489917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 28204 | &nbsp;&nbsp;261497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 8200 | &nbsp;&nbsp;36717 |
|  | Nissui Corp. | 98700 | &nbsp;&nbsp;832046 |
|  | Niterra Co. Ltd. | 9000 | &nbsp;&nbsp;393497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 62600 | &nbsp;&nbsp;1070083 |
|  | Nitta Corp. | 5100 | &nbsp;&nbsp;134370 |
|  | Nitta Gelatin, Inc. | 7100 | &nbsp;&nbsp;57772 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;382887 |
|  | Nitto Denko Corp. | 247500 | &nbsp;&nbsp;5500274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 400 | &nbsp;&nbsp;18065 |
|  | Nitto Kogyo Corp. | 10900 | &nbsp;&nbsp;291603 |
|  | Nitto Kohki Co. Ltd. | 4600 | &nbsp;&nbsp;55793 |
|  | Nitto Seiko Co. Ltd. | 7800 | &nbsp;&nbsp;36387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 6500 | &nbsp;&nbsp;54753 |
|  | Nittoku Co. Ltd. | 2100 | &nbsp;&nbsp;31848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;105677 |
|  | Nojima Corp. | 92400 | &nbsp;&nbsp;644736 |
|  | Nomura Co. Ltd. | 12700 | &nbsp;&nbsp;112254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 457500 | &nbsp;&nbsp;4146019 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 30971 | &nbsp;&nbsp;274713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 207000 | &nbsp;&nbsp;1375565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 50666 | &nbsp;&nbsp;1541279 |
|  | Noritake Co. Ltd. | 4400 | &nbsp;&nbsp;174800 |
|  | Noritsu Koki Co. Ltd. | 25500 | &nbsp;&nbsp;363470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Noritz Corp. | 11900 | &nbsp;&nbsp;$159108 |
|  | NPR-RIKEN Corp. | 3900 | &nbsp;&nbsp;91727 |
| # | NS Solutions Corp. | 19800 | &nbsp;&nbsp;523104 |
|  | NSD Co. Ltd. | 33500 | &nbsp;&nbsp;703108 |
|  | NSK Ltd. | 69300 | &nbsp;&nbsp;481950 |
|  | NSW, Inc. | 3100 | &nbsp;&nbsp;49558 |
|  | NTT, Inc. | 2588000 | &nbsp;&nbsp;2600627 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nxera Pharma Co. <br>Ltd.<br>| 27400 | &nbsp;&nbsp;144421 |
| # | Oat Agrio Co. Ltd. | 5000 | &nbsp;&nbsp;68793 |
| # | Obara Group, Inc. | 1900 | &nbsp;&nbsp;46415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OBIC Business <br>Consultants Co. <br>Ltd.<br>| 6300 | &nbsp;&nbsp;279078 |
|  | Obic Co. Ltd. | 57200 | &nbsp;&nbsp;1589814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ochi Holdings Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;17220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odakyu Electric <br>Railway Co. Ltd.<br>| 47200 | &nbsp;&nbsp;505567 |
| # | Oenon Holdings, Inc. | 11900 | &nbsp;&nbsp;34316 |
|  | Ohashi Technica, Inc. | 5000 | &nbsp;&nbsp;37070 |
| # | Ohba Co. Ltd. | 4500 | &nbsp;&nbsp;33584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohmoto Gumi Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;30511 |
|  | OIE Sangyo Co. Ltd. | 2000 | &nbsp;&nbsp;33055 |
|  | Oiles Corp. | 5300 | &nbsp;&nbsp;83371 |
| # | Oisix ra daichi, Inc. | 7300 | &nbsp;&nbsp;67692 |
| # | Okabe Co. Ltd. | 11500 | &nbsp;&nbsp;70957 |
| # | Okada Aiyon Corp. | 2000 | &nbsp;&nbsp;30283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 3400 | &nbsp;&nbsp;121069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 1100 | &nbsp;&nbsp;34528 |
|  | Okamura Corp. | 24100 | &nbsp;&nbsp;369889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 26100 | &nbsp;&nbsp;344390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 18200 | &nbsp;&nbsp;381509 |
|  | OKUMA Corp. | 21200 | &nbsp;&nbsp;526159 |
|  | Okumura Corp. | 14600 | &nbsp;&nbsp;608037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;123332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Olba Healthcare <br>Holdings, Inc.<br>| 800 | &nbsp;&nbsp;10946 |
|  | Olympus Corp. | 267000 | &nbsp;&nbsp;3189183 |
|  | Omron Corp. | 22340 | &nbsp;&nbsp;569999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 58700 | &nbsp;&nbsp;874533 |
|  | Onoken Co. Ltd. | 7400 | &nbsp;&nbsp;68175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 39400 | &nbsp;&nbsp;186852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;46603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 52900 | &nbsp;&nbsp;3112729 |
|  | Open Up Group, Inc. | 35700 | &nbsp;&nbsp;429164 |
|  | Optex Group Co. Ltd. | 9900 | &nbsp;&nbsp;153706 |
| #\* | Optim Corp. | 10100 | &nbsp;&nbsp;32496 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimus Group Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;$11233 |
|  | Optorun Co. Ltd. | 2700 | &nbsp;&nbsp;35632 |
|  | Oracle Corp. Japan | 8700 | &nbsp;&nbsp;588686 |
|  | Organo Corp. | 14700 | &nbsp;&nbsp;1552193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Consultants <br>Holdings Co. Ltd.<br>| 4200 | &nbsp;&nbsp;88936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Land Co. <br>Ltd.<br>| 62000 | &nbsp;&nbsp;1085397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 40000 | &nbsp;&nbsp;106214 |
|  | Osaka Gas Co. Ltd. | 39300 | &nbsp;&nbsp;1475426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 5693 | &nbsp;&nbsp;149750 |
| # | Osaka Steel Co. Ltd. | 1300 | &nbsp;&nbsp;26478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 9400 | &nbsp;&nbsp;75533 |
|  | Otsuka Corp. | 62900 | &nbsp;&nbsp;1247086 |
|  | OUG Holdings, Inc. | 1000 | &nbsp;&nbsp;25738 |
|  | Oyo Corp. | 9900 | &nbsp;&nbsp;184327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;204718 |
|  | Pack Corp. | 25300 | &nbsp;&nbsp;212169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 38800 | &nbsp;&nbsp;416468 |
|  | PALTAC Corp. | 11700 | &nbsp;&nbsp;366141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 250000 | &nbsp;&nbsp;1480135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 197500 | &nbsp;&nbsp;2707862 |
|  | Paraca, Inc. | 2000 | &nbsp;&nbsp;26203 |
|  | Park24 Co. Ltd. | 27226 | &nbsp;&nbsp;379413 |
|  | Parker Corp. | 7900 | &nbsp;&nbsp;75614 |
|  | Pasona Group, Inc. | 16200 | &nbsp;&nbsp;208636 |
|  | Pegasus Co. Ltd. | 13300 | &nbsp;&nbsp;62430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 73200 | &nbsp;&nbsp;768248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People Dreams & <br>Technologies Group <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;35842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 1105200 | &nbsp;&nbsp;1935668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;15217 |
|  | PHC Holdings Corp. | 9300 | &nbsp;&nbsp;65272 |
| #\* | PIA Corp. | 2100 | &nbsp;&nbsp;36256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;26713 |
|  | Pigeon Corp. | 46700 | &nbsp;&nbsp;486690 |
|  | PILLAR Corp. | 13400 | &nbsp;&nbsp;559540 |
|  | Pilot Corp. | 10501 | &nbsp;&nbsp;330158 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PKSHA Technology, <br>Inc.<br>| 700 | &nbsp;&nbsp;14292 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 10800 | &nbsp;&nbsp;$155149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pole To Win Holdings, <br>Inc.<br>| 4300 | &nbsp;&nbsp;8799 |
| # | Port, Inc. | 3500 | &nbsp;&nbsp;49318 |
|  | PR Times Corp. | 1800 | &nbsp;&nbsp;30769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 600 | &nbsp;&nbsp;12967 |
|  | Press Kogyo Co. Ltd. | 12000 | &nbsp;&nbsp;67822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 30100 | &nbsp;&nbsp;134900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 7325 | &nbsp;&nbsp;126989 |
| # | Pronexus, Inc. | 4500 | &nbsp;&nbsp;33690 |
| # | Pro-Ship, Inc. | 10600 | &nbsp;&nbsp;110691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 4640 | &nbsp;&nbsp;91171 |
|  | Qol Holdings Co. Ltd. | 15100 | &nbsp;&nbsp;207350 |
|  | Quick Co. Ltd. | 29700 | &nbsp;&nbsp;167045 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raccoon Holdings, <br>Inc.<br>| 2900 | &nbsp;&nbsp;12083 |
|  | Raito Kogyo Co. Ltd. | 15900 | &nbsp;&nbsp;359535 |
|  | Raiznext Corp. | 5500 | &nbsp;&nbsp;89696 |
|  | Raksul, Inc. | 30200 | &nbsp;&nbsp;396949 |
| # | Rakumachi, Inc. | 1500 | &nbsp;&nbsp;10316 |
|  | Rakus Co. Ltd. | 64800 | &nbsp;&nbsp;368798 |
| \* | Rakuten Bank Ltd. | 15400 | &nbsp;&nbsp;737016 |
| \* | Rakuten Group, Inc. | 155100 | &nbsp;&nbsp;929935 |
| # | Rasa Corp. | 2500 | &nbsp;&nbsp;33127 |
| # | Rasa Industries Ltd. | 4800 | &nbsp;&nbsp;227137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 375400 | &nbsp;&nbsp;19773730 |
|  | Relo Group, Inc. | 39944 | &nbsp;&nbsp;453750 |
| #\* | Remixpoint, Inc. | 31100 | &nbsp;&nbsp;52937 |
| # | Renaissance, Inc. | 1500 | &nbsp;&nbsp;10560 |
|  | Rengo Co. Ltd. | 82000 | &nbsp;&nbsp;702473 |
| \* | RENOVA, Inc. | 6900 | &nbsp;&nbsp;30856 |
|  | Resona Holdings, Inc. | 54600 | &nbsp;&nbsp;636643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 38300 | &nbsp;&nbsp;2224271 |
|  | Restar Corp. | 5100 | &nbsp;&nbsp;97079 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;60270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 2600 | &nbsp;&nbsp;25879 |
|  | Ricoh Co. Ltd. | 119300 | &nbsp;&nbsp;1055644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 9700 | &nbsp;&nbsp;375896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ride On Express <br>Holdings Co. Ltd.<br>| 2400 | &nbsp;&nbsp;16012 |
|  | Riken Keiki Co. Ltd. | 10800 | &nbsp;&nbsp;230654 |
|  | Riken Technos Corp. | 21600 | &nbsp;&nbsp;232829 |
|  | Rinnai Corp. | 15800 | &nbsp;&nbsp;414993 |
|  | Rion Co. Ltd. | 3400 | &nbsp;&nbsp;60352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rise Consulting <br>Group, Inc.<br>| 3800 | &nbsp;&nbsp;13290 |
|  | Riso Kagaku Corp. | 1800 | &nbsp;&nbsp;14211 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riso Kyoiku Group <br>Corp.<br>| 14500 | &nbsp;&nbsp;$19343 |
|  | Rix Corp. | 900 | &nbsp;&nbsp;21543 |
|  | Rock Field Co. Ltd. | 1700 | &nbsp;&nbsp;15330 |
| # | Rokko Butter Co. Ltd. | 2657 | &nbsp;&nbsp;20415 |
|  | Roland Corp. | 5600 | &nbsp;&nbsp;138226 |
|  | RYODEN Corp. | 8900 | &nbsp;&nbsp;212159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 125800 | &nbsp;&nbsp;2509055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 9511 | &nbsp;&nbsp;191682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyu Systems Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;51552 |
|  | S&B Foods, Inc. | 5800 | &nbsp;&nbsp;163831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 7300 | &nbsp;&nbsp;38435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saibu Gas Holdings <br>Co. Ltd.<br>| 9600 | &nbsp;&nbsp;148350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saison Technology <br>Co. Ltd.<br>| 700 | &nbsp;&nbsp;11252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 4500 | &nbsp;&nbsp;96844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 3800 | &nbsp;&nbsp;53991 |
|  | Sakata INX Corp. | 28900 | &nbsp;&nbsp;443185 |
|  | Sakata Seed Corp. | 11100 | &nbsp;&nbsp;291965 |
|  | Sala Corp. | 10100 | &nbsp;&nbsp;72433 |
|  | Samco, Inc. | 400 | &nbsp;&nbsp;12292 |
|  | San Holdings, Inc. | 3800 | &nbsp;&nbsp;36492 |
|  | San-Ai Obbli Co. Ltd. | 39900 | &nbsp;&nbsp;567030 |
|  | Sangetsu Corp. | 26100 | &nbsp;&nbsp;532819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 26600 | &nbsp;&nbsp;1145938 |
|  | Sanko Gosei Ltd. | 5600 | &nbsp;&nbsp;34893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 6500 | &nbsp;&nbsp;60566 |
|  | Sankyo Co. Ltd. | 110400 | &nbsp;&nbsp;1726936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;38513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 20200 | &nbsp;&nbsp;102887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Tateyama, <br>Inc.<br>| 4300 | &nbsp;&nbsp;17909 |
|  | Sankyu, Inc. | 16700 | &nbsp;&nbsp;994908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;32572 |
|  | Sanrio Co. Ltd. | 46600 | &nbsp;&nbsp;1441731 |
| \* | Sansan, Inc. | 6800 | &nbsp;&nbsp;65713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 4600 | &nbsp;&nbsp;72284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;101418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen <br>Pharmaceutical Co. <br>Ltd.<br>| 134400 | &nbsp;&nbsp;1511950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanwa Holdings <br>Corp.<br>| 84400 | &nbsp;&nbsp;1911770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 4900 | &nbsp;&nbsp;$175056 |
|  | Sanyo Denki Co. Ltd. | 11400 | &nbsp;&nbsp;306519 |
|  | Sanyo Shokai Ltd. | 4300 | &nbsp;&nbsp;122300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;109964 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sapporo Holdings <br>Ltd.<br>| 66500 | &nbsp;&nbsp;709954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sata Construction Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;60515 |
|  | Sato Corp. | 5500 | &nbsp;&nbsp;82523 |
| # | Sato Shoji Corp. | 6100 | &nbsp;&nbsp;92895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;48639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 12800 | &nbsp;&nbsp;196336 |
|  | SAXA, Inc. | 1300 | &nbsp;&nbsp;55421 |
| \* | SBI ARUHI Corp. | 600 | &nbsp;&nbsp;3446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SBI Global Asset <br>Management Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;18917 |
|  | SBI Holdings, Inc. | 143700 | &nbsp;&nbsp;3249633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Insurance Group <br>Co. Ltd.<br>| 1900 | &nbsp;&nbsp;27044 |
| # | SBS Holdings, Inc. | 5300 | &nbsp;&nbsp;132124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings <br>Co. Ltd.<br>| 14800 | &nbsp;&nbsp;1884824 |
|  | Scroll Corp. | 10400 | &nbsp;&nbsp;87678 |
|  | SEC Carbon Ltd. | 1000 | &nbsp;&nbsp;17331 |
|  | Secom Co. Ltd. | 51600 | &nbsp;&nbsp;1890293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sega Sammy <br>Holdings, Inc.<br>| 50500 | &nbsp;&nbsp;792089 |
| # | Segue Group Co. Ltd. | 2500 | &nbsp;&nbsp;8296 |
|  | Seika Corp. | 14700 | &nbsp;&nbsp;221148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 5800 | &nbsp;&nbsp;62667 |
|  | Seiko Epson Corp. | 69200 | &nbsp;&nbsp;890445 |
|  | Seiko Group Corp. | 7500 | &nbsp;&nbsp;374662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 21900 | &nbsp;&nbsp;340926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;583684 |
| # | Sekisui House Ltd. | 115000 | &nbsp;&nbsp;2562982 |
|  | Sekisui Jushi Corp. | 6200 | &nbsp;&nbsp;83425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;10657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 43020 | &nbsp;&nbsp;535873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;276525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Septeni Holdings Co. <br>Ltd.<br>| 12300 | &nbsp;&nbsp;34700 |
|  | SERAKU Co. Ltd. | 1200 | &nbsp;&nbsp;12869 |
|  | Seria Co. Ltd. | 14900 | &nbsp;&nbsp;354035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings <br>Co. Ltd.<br>| 411900 | &nbsp;&nbsp;5898654 |
|  | Seven Bank Ltd. | 237428 | &nbsp;&nbsp;457032 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFP Holdings Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;$12885 |
|  | SG Holdings Co. Ltd. | 62400 | &nbsp;&nbsp;600712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 6600 | &nbsp;&nbsp;49602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;247775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 5100 | &nbsp;&nbsp;768867 |
|  | Shibuya Corp. | 5000 | &nbsp;&nbsp;113863 |
| \* | SHIFT, Inc. | 75000 | &nbsp;&nbsp;355569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 16000 | &nbsp;&nbsp;445531 |
|  | Shimadaya Corp. | 1500 | &nbsp;&nbsp;17356 |
|  | Shimadzu Corp. | 51300 | &nbsp;&nbsp;1390338 |
|  | Shimamura Co. Ltd. | 11200 | &nbsp;&nbsp;750680 |
|  | Shimano, Inc. | 8000 | &nbsp;&nbsp;911900 |
|  | Shimizu Bank Ltd. | 1700 | &nbsp;&nbsp;27611 |
|  | Shimizu Corp. | 98800 | &nbsp;&nbsp;1754581 |
| # | Shimojima Co. Ltd. | 4600 | &nbsp;&nbsp;41201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 8600 | &nbsp;&nbsp;182852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;194318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 128200 | &nbsp;&nbsp;4215800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;287378 |
| # | Shinko Shoji Co. Ltd. | 18100 | &nbsp;&nbsp;126219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 23100 | &nbsp;&nbsp;326402 |
|  | Shinnihon Corp. | 9900 | &nbsp;&nbsp;127806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;98446 |
|  | Shinsho Corp. | 6000 | &nbsp;&nbsp;103168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 2600 | &nbsp;&nbsp;15943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 3900 | &nbsp;&nbsp;78943 |
|  | Shionogi & Co. Ltd. | 69700 | &nbsp;&nbsp;1435066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 31100 | &nbsp;&nbsp;512648 |
|  | Shiseido Co. Ltd. | 142996 | &nbsp;&nbsp;2442331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 47200 | &nbsp;&nbsp;771059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 24900 | &nbsp;&nbsp;197094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 69200 | &nbsp;&nbsp;621191 |
|  | Shoei Co. Ltd. | 12000 | &nbsp;&nbsp;138094 |
| # | Shoei Foods Corp. | 1600 | &nbsp;&nbsp;42148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 27600 | &nbsp;&nbsp;139445 |
|  | Siix Corp. | 9400 | &nbsp;&nbsp;76834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 75600 | &nbsp;&nbsp;468685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;$136058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 8600 | &nbsp;&nbsp;582015 |
|  | Sinko Industries Ltd. | 15300 | &nbsp;&nbsp;146914 |
|  | Sintokogio Ltd. | 8900 | &nbsp;&nbsp;65621 |
|  | SK Kaken Co. Ltd. | 3200 | &nbsp;&nbsp;220806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;81902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 63700 | &nbsp;&nbsp;920775 |
|  | SMC Corp. | 5200 | &nbsp;&nbsp;2021611 |
|  | SMS Co. Ltd. | 24200 | &nbsp;&nbsp;256100 |
|  | Socionext, Inc. | 87800 | &nbsp;&nbsp;1174875 |
|  | Soda Nikka Co. Ltd. | 6600 | &nbsp;&nbsp;49952 |
|  | Sodick Co. Ltd. | 13800 | &nbsp;&nbsp;93318 |
|  | SoftBank Corp. | 4538000 | &nbsp;&nbsp;6168317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SoftBank Group <br>Corp.<br>| 677872 | &nbsp;&nbsp;18510913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 11100 | &nbsp;&nbsp;148938 |
|  | Software Service, Inc. | 1300 | &nbsp;&nbsp;107434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;186060 |
|  | Solasto Corp. | 16700 | &nbsp;&nbsp;98875 |
|  | Soliton Systems KK | 5500 | &nbsp;&nbsp;69539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. 8729 JP<br>| 1021500 | &nbsp;&nbsp;1028135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 1021500 | &nbsp;&nbsp;22521937 |
|  | Sotetsu Holdings, Inc. | 13300 | &nbsp;&nbsp;240383 |
| # | Space Co. Ltd. | 6900 | &nbsp;&nbsp;68869 |
|  | Sparx Group Co. Ltd. | 9260 | &nbsp;&nbsp;98628 |
|  | SPK Corp. | 3600 | &nbsp;&nbsp;54061 |
|  | S-Pool, Inc. | 20800 | &nbsp;&nbsp;34631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 31800 | &nbsp;&nbsp;549551 |
|  | SRA Holdings | 7000 | &nbsp;&nbsp;254507 |
|  | SRE Holdings Corp. | 4000 | &nbsp;&nbsp;76525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 11500 | &nbsp;&nbsp;92637 |
|  | ST Corp. | 5500 | &nbsp;&nbsp;54325 |
| # | ST HD Co. Ltd. | 12400 | &nbsp;&nbsp;223158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 15200 | &nbsp;&nbsp;143516 |
|  | Starts Corp., Inc. | 16500 | &nbsp;&nbsp;523463 |
| # | Stella Chemifa Corp. | 5100 | &nbsp;&nbsp;175241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 2400 | &nbsp;&nbsp;20237 |
|  | Strike Co. Ltd. | 2519 | &nbsp;&nbsp;68656 |
| # | Studio Alice Co. Ltd. | 3000 | &nbsp;&nbsp;38638 |
|  | Subaru Corp. | 250700 | &nbsp;&nbsp;5382067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;48880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sugi Holdings Co. <br>Ltd.<br>| 48900 | &nbsp;&nbsp;1123929 |
| # | Sugimoto & Co. Ltd. | 9800 | &nbsp;&nbsp;89998 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 22600 | &nbsp;&nbsp;$795970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 245031 | &nbsp;&nbsp;745415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 95800 | &nbsp;&nbsp;4194077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 116700 | &nbsp;&nbsp;1265298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 33900 | &nbsp;&nbsp;1055464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 42100 | &nbsp;&nbsp;2379002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (8316 JP)<br>| 269312 | &nbsp;&nbsp;9477210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 88600 | &nbsp;&nbsp;2959132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Pharma <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;55060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 108800 | &nbsp;&nbsp;3029751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 3200 | &nbsp;&nbsp;110946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 6800 | &nbsp;&nbsp;163118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 15400 | &nbsp;&nbsp;244277 |
|  | Sundrug Co. Ltd. | 29300 | &nbsp;&nbsp;780202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 16600 | &nbsp;&nbsp;525872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 9800 | &nbsp;&nbsp;190361 |
|  | Suzuden Corp. | 3700 | &nbsp;&nbsp;41069 |
|  | Suzuken Co. Ltd. | 33790 | &nbsp;&nbsp;1362063 |
|  | Suzuki Motor Corp. | 155900 | &nbsp;&nbsp;2125707 |
|  | SWCC Corp. | 12300 | &nbsp;&nbsp;916733 |
|  | Sysmex Corp. | 16200 | &nbsp;&nbsp;153289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;94072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 5000 | &nbsp;&nbsp;45190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;44644 |
|  | Systena Corp. | 91500 | &nbsp;&nbsp;300257 |
| # | Syuppin Co. Ltd. | 13500 | &nbsp;&nbsp;101264 |
|  | T Hasegawa Co. Ltd. | 16700 | &nbsp;&nbsp;307218 |
|  | T RAD Co. Ltd. | 500 | &nbsp;&nbsp;27612 |
|  | T&D Holdings, Inc. | 84600 | &nbsp;&nbsp;2089534 |
|  | Tachikawa Corp. | 2200 | &nbsp;&nbsp;27509 |
|  | Tachi-S Co. Ltd. | 10700 | &nbsp;&nbsp;145855 |
|  | Tadano Ltd. | 29200 | &nbsp;&nbsp;215801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 15000 | &nbsp;&nbsp;216690 |
|  | Taiho Kogyo Co. Ltd. | 3300 | &nbsp;&nbsp;18083 |
|  | Taikisha Ltd. | 19800 | &nbsp;&nbsp;442313 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Taiko Bank Ltd. | 1100 | &nbsp;&nbsp;$16881 |
|  | Taisei Corp. | 21200 | &nbsp;&nbsp;2114660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisei Lamick Group <br>Head Quarter & <br>Innovation Co. Ltd.<br>| 2100 | &nbsp;&nbsp;35056 |
|  | Taisei Oncho Co. Ltd. | 1900 | &nbsp;&nbsp;57768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 61192 | &nbsp;&nbsp;1980595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 7500 | &nbsp;&nbsp;185532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;122564 |
|  | Takara & Co. Ltd. | 5100 | &nbsp;&nbsp;139943 |
|  | Takara Bio, Inc. | 11800 | &nbsp;&nbsp;61989 |
|  | Takara Holdings, Inc. | 54423 | &nbsp;&nbsp;562095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;160395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 40000 | &nbsp;&nbsp;390594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 33200 | &nbsp;&nbsp;959836 |
|  | Takashima & Co. Ltd. | 10400 | &nbsp;&nbsp;60901 |
| # | Takashimaya Co. Ltd. | 67600 | &nbsp;&nbsp;844964 |
|  | TAKEBISHI Corp. | 4600 | &nbsp;&nbsp;68012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda <br>Pharmaceutical Co. <br>Ltd. (4502 JP)<br>| 232530 | &nbsp;&nbsp;7915252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 20600 | &nbsp;&nbsp;852922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;38118 |
| # | Tama Home Co. Ltd. | 8100 | &nbsp;&nbsp;194582 |
| # | Tanseisha Co. Ltd. | 4300 | &nbsp;&nbsp;42547 |
|  | Tayca Corp. | 3500 | &nbsp;&nbsp;31543 |
|  | Tazmo Co. Ltd. | 2000 | &nbsp;&nbsp;32700 |
|  | TBS Holdings, Inc. | 10500 | &nbsp;&nbsp;407116 |
| # | TDC Soft, Inc. | 13000 | &nbsp;&nbsp;103005 |
|  | TechMatrix Corp. | 21800 | &nbsp;&nbsp;298173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;36007 |
|  | Techno Ryowa Ltd. | 4800 | &nbsp;&nbsp;241749 |
|  | Techno Smart Corp. | 1700 | &nbsp;&nbsp;22733 |
|  | Technoflex Corp. | 1200 | &nbsp;&nbsp;16030 |
|  | Teijin Ltd. | 42642 | &nbsp;&nbsp;412534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Electric <br>Manufacturing Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;78834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 5800 | &nbsp;&nbsp;112612 |
|  | Tekken Corp. | 3800 | &nbsp;&nbsp;119672 |
| # | Temairazu, Inc. | 1300 | &nbsp;&nbsp;26116 |
|  | Terumo Corp. | 74900 | &nbsp;&nbsp;979786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 24500 | &nbsp;&nbsp;58365 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | THK Co. Ltd. | 18800 | &nbsp;&nbsp;$561693 |
|  | Tigers Polymer Corp. | 2500 | &nbsp;&nbsp;15574 |
|  | TIS, Inc. | 43100 | &nbsp;&nbsp;1254146 |
|  | TKC Corp. | 11699 | &nbsp;&nbsp;307603 |
|  | Toa Corp. (1885 JP) | 18000 | &nbsp;&nbsp;366051 |
|  | Toa Corp. (6809 JP) | 7700 | &nbsp;&nbsp;82280 |
|  | TOA ROAD Corp. | 6900 | &nbsp;&nbsp;77780 |
|  | Toagosei Co. Ltd. | 46400 | &nbsp;&nbsp;527406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 5030 | &nbsp;&nbsp;79042 |
|  | Tobu Railway Co. Ltd. | 26200 | &nbsp;&nbsp;462546 |
|  | Tocalo Co. Ltd. | 21400 | &nbsp;&nbsp;358018 |
| # | Tochigi Bank Ltd. | 22300 | &nbsp;&nbsp;120972 |
|  | Toda Corp. | 96300 | &nbsp;&nbsp;840576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;448814 |
|  | Toei Co. Ltd. | 6100 | &nbsp;&nbsp;222053 |
|  | Toell Co. Ltd. | 3900 | &nbsp;&nbsp;21816 |
|  | Toenec Corp. | 23500 | &nbsp;&nbsp;311318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Togami Electric <br>Manufacturing Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;24213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Chemical <br>Industry Co. Ltd.<br>| 200 | &nbsp;&nbsp;976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 9900 | &nbsp;&nbsp;81926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 12800 | &nbsp;&nbsp;652543 |
|  | Toho Gas Co. Ltd. | 32600 | &nbsp;&nbsp;1079920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 21500 | &nbsp;&nbsp;642768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho System Science <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;14862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 6300 | &nbsp;&nbsp;75753 |
|  | Tokai Corp. | 6000 | &nbsp;&nbsp;95639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 29800 | &nbsp;&nbsp;221404 |
|  | Tokai Rika Co. Ltd. | 13500 | &nbsp;&nbsp;273626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 28300 | &nbsp;&nbsp;135587 |
|  | Token Corp. | 1520 | &nbsp;&nbsp;146068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. (8766 <br>JP)<br>| 288300 | &nbsp;&nbsp;10745672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 4800 | &nbsp;&nbsp;51266 |
|  | Tokyo Base Co. Ltd. | 15700 | &nbsp;&nbsp;42908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 15600 | &nbsp;&nbsp;356884 |
|  | Tokyo Electron Ltd. | 54200 | &nbsp;&nbsp;14442069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 12500 | &nbsp;&nbsp;148646 |
|  | Tokyo Gas Co. Ltd. | 70900 | &nbsp;&nbsp;3145523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo <br>Co. Ltd.<br>| 44600 | &nbsp;&nbsp;2105190 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Printing Ink <br>Manufacturing Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;$14309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;67970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 14900 | &nbsp;&nbsp;1349948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 75200 | &nbsp;&nbsp;1769623 |
|  | Tokyotokeiba Co. Ltd. | 2300 | &nbsp;&nbsp;79669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 24500 | &nbsp;&nbsp;202449 |
|  | Tokyu Corp. | 38683 | &nbsp;&nbsp;436723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 307000 | &nbsp;&nbsp;2842670 |
|  | Toli Corp. | 19900 | &nbsp;&nbsp;98097 |
|  | Tomato Bank Ltd. | 1200 | &nbsp;&nbsp;12491 |
| # | Tomen Devices Corp. | 1200 | &nbsp;&nbsp;90548 |
| # | Tomoe Corp. | 6300 | &nbsp;&nbsp;82563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 11100 | &nbsp;&nbsp;138606 |
|  | Tomoku Co. Ltd. | 4400 | &nbsp;&nbsp;98638 |
|  | Tomy Co. Ltd. | 43900 | &nbsp;&nbsp;775209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 24740 | &nbsp;&nbsp;764212 |
|  | Topre Corp. | 8700 | &nbsp;&nbsp;141726 |
|  | Toray Industries, Inc. | 162207 | &nbsp;&nbsp;1196473 |
| # | Torigoe Co. Ltd. | 1500 | &nbsp;&nbsp;10160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;90902 |
|  | Tosei Corp. | 28000 | &nbsp;&nbsp;285251 |
|  | Toshiba TEC Corp. | 12000 | &nbsp;&nbsp;201804 |
|  | Totech Corp. | 18200 | &nbsp;&nbsp;473562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 10900 | &nbsp;&nbsp;328195 |
|  | TOTO Ltd. | 20300 | &nbsp;&nbsp;638007 |
| # | Tottori Bank Ltd. | 1500 | &nbsp;&nbsp;16613 |
| # | Toumei Co. Ltd. | 2200 | &nbsp;&nbsp;15598 |
|  | Tow Co. Ltd. | 18500 | &nbsp;&nbsp;45261 |
| # | Toyo Innovex Co. Ltd. | 5800 | &nbsp;&nbsp;25501 |
|  | Toyo Kanetsu KK | 10200 | &nbsp;&nbsp;175618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 52700 | &nbsp;&nbsp;1322235 |
|  | Toyobo Co. Ltd. | 37323 | &nbsp;&nbsp;320299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 18600 | &nbsp;&nbsp;505323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 37300 | &nbsp;&nbsp;626339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 9300 | &nbsp;&nbsp;1189991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 1423500 | &nbsp;&nbsp;32264320 |
|  | Toyota Tsusho Corp. | 141100 | &nbsp;&nbsp;5138752 |
|  | TPR Co. Ltd. | 11600 | &nbsp;&nbsp;100811 |
|  | Transaction Co. Ltd. | 17800 | &nbsp;&nbsp;137292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Transaction Media <br>Networks, Inc.<br>| 5500 | &nbsp;&nbsp;15921 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Transcosmos, Inc. | 9200 | &nbsp;&nbsp;$224363 |
|  | TRE Holdings Corp. | 9100 | &nbsp;&nbsp;100986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 5100 | &nbsp;&nbsp;56148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(4704 JP)<br>| 41600 | &nbsp;&nbsp;1631882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 18600 | &nbsp;&nbsp;293964 |
|  | TS Tech Co. Ltd. | 22400 | &nbsp;&nbsp;275186 |
|  | TSI Holdings Co. Ltd. | 23500 | &nbsp;&nbsp;160294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 5400 | &nbsp;&nbsp;12176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 22500 | &nbsp;&nbsp;345147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 7200 | &nbsp;&nbsp;133067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 12200 | &nbsp;&nbsp;144544 |
|  | Tsugami Corp. | 16600 | &nbsp;&nbsp;345268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukada Global <br>Holdings, Inc.<br>| 5200 | &nbsp;&nbsp;19156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;23056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuruha Holdings, <br>Inc.<br>| 113650 | &nbsp;&nbsp;1810986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 9800 | &nbsp;&nbsp;138333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;42626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuzuki Denki Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;124866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 9700 | &nbsp;&nbsp;224333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 4300 | &nbsp;&nbsp;127187 |
| # | TWOSTONE&Sons | 2800 | &nbsp;&nbsp;12096 |
|  | TYK Corp. | 7300 | &nbsp;&nbsp;29149 |
|  | UACJ Corp. | 68400 | &nbsp;&nbsp;1082602 |
|  | Uchida Yoko Co. Ltd. | 13500 | &nbsp;&nbsp;181475 |
|  | Ueki Corp. | 1200 | &nbsp;&nbsp;22228 |
|  | Ukai Co. Ltd. | 100 | &nbsp;&nbsp;2163 |
|  | ULS Group, Inc. | 14000 | &nbsp;&nbsp;51616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrafabrics Holdings <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;10157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 24300 | &nbsp;&nbsp;292531 |
|  | Unipres Corp. | 10900 | &nbsp;&nbsp;96409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 11041 | &nbsp;&nbsp;163099 |
|  | United Arrows Ltd. | 9900 | &nbsp;&nbsp;154133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 16031 | &nbsp;&nbsp;96624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Urbanet Corp. Co. <br>Ltd.<br>| 14400 | &nbsp;&nbsp;52674 |
|  | Ushio, Inc. | 33300 | &nbsp;&nbsp;598622 |
|  | USS Co. Ltd. | 133200 | &nbsp;&nbsp;1471771 |
|  | UT Group Co. Ltd. | 228000 | &nbsp;&nbsp;304340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 16600 | &nbsp;&nbsp;$375833 |
|  | Valqua Ltd. | 10100 | &nbsp;&nbsp;286451 |
| # | Value HR Co. Ltd. | 5400 | &nbsp;&nbsp;48485 |
|  | Vector, Inc. | 12500 | &nbsp;&nbsp;118252 |
|  | Vertex Corp. | 9600 | &nbsp;&nbsp;82257 |
|  | Vision, Inc. | 16700 | &nbsp;&nbsp;140030 |
| \* | Visional, Inc. | 13600 | &nbsp;&nbsp;749495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 22300 | &nbsp;&nbsp;202481 |
|  | VT Holdings Co. Ltd. | 31700 | &nbsp;&nbsp;111432 |
| # | WA, Inc. | 1300 | &nbsp;&nbsp;11203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 17700 | &nbsp;&nbsp;499065 |
|  | Wacom Co. Ltd. | 67200 | &nbsp;&nbsp;325654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;68428 |
|  | Wakita & Co. Ltd. | 15300 | &nbsp;&nbsp;199373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 2200 | &nbsp;&nbsp;48975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;48562 |
| # | Watahan & Co. Ltd. | 7500 | &nbsp;&nbsp;68709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wavelock Holdings <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;11143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WDB Holdings Co. <br>Ltd.<br>| 1309 | &nbsp;&nbsp;13576 |
|  | Weathernews, Inc. | 3200 | &nbsp;&nbsp;84351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;12945 |
|  | Wellnet Corp. | 4700 | &nbsp;&nbsp;20079 |
| # | West Holdings Corp. | 14884 | &nbsp;&nbsp;153162 |
| # | Will Group, Inc. | 8500 | &nbsp;&nbsp;65421 |
| \* | WingArc1st, Inc. | 9200 | &nbsp;&nbsp;193837 |
|  | Workman Co. Ltd. | 6234 | &nbsp;&nbsp;256470 |
|  | World Co. Ltd. | 10200 | &nbsp;&nbsp;206989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;65479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 13400 | &nbsp;&nbsp;93315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YAC Holdings Co. <br>Ltd.<br>| 4599 | &nbsp;&nbsp;32946 |
|  | Yagi & Co. Ltd. | 1400 | &nbsp;&nbsp;30444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 12700 | &nbsp;&nbsp;190624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 5800 | &nbsp;&nbsp;75224 |
|  | YAMABIKO Corp. | 14200 | &nbsp;&nbsp;295615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 7800 | &nbsp;&nbsp;87312 |
|  | Yamada Corp. | 300 | &nbsp;&nbsp;13057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 104362 | &nbsp;&nbsp;365867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 6000 | &nbsp;&nbsp;108546 |
|  | Yamaha Corp. | 66600 | &nbsp;&nbsp;484080 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 200100 | &nbsp;&nbsp;$1511095 |
| # | Yamatane Corp. | 4400 | &nbsp;&nbsp;64332 |
|  | Yamato Corp. | 10100 | &nbsp;&nbsp;152701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 35400 | &nbsp;&nbsp;462845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;504644 |
| # | Yamaura Corp. | 2700 | &nbsp;&nbsp;25685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 27700 | &nbsp;&nbsp;586893 |
|  | Yamazen Corp. | 26000 | &nbsp;&nbsp;239807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 30700 | &nbsp;&nbsp;979921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 5700 | &nbsp;&nbsp;82134 |
| # | YE DIGITAL Corp. | 3000 | &nbsp;&nbsp;15407 |
|  | Yellow Hat Ltd. | 29000 | &nbsp;&nbsp;316614 |
|  | Yodoko Ltd. | 51000 | &nbsp;&nbsp;462049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 14300 | &nbsp;&nbsp;287816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 23800 | &nbsp;&nbsp;793465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 111700 | &nbsp;&nbsp;1017333 |
|  | Yokowo Co. Ltd. | 2800 | &nbsp;&nbsp;39882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yomeishu Seizo Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;22114 |
|  | Yondenko Corp. | 17400 | &nbsp;&nbsp;188542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 5400 | &nbsp;&nbsp;63617 |
|  | Yonex Co. Ltd. | 23600 | &nbsp;&nbsp;497550 |
|  | Yorozu Corp. | 3200 | &nbsp;&nbsp;21077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yossix Holdings Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;38642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 400 | &nbsp;&nbsp;4708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 7200 | &nbsp;&nbsp;263883 |
|  | Yurtec Corp. | 19500 | &nbsp;&nbsp;342852 |
|  | Yushin Co. | 3400 | &nbsp;&nbsp;16736 |
|  | Yutaka Giken Co. Ltd. | 1500 | &nbsp;&nbsp;31928 |
|  | Zacros Corp. | 28800 | &nbsp;&nbsp;216846 |
|  | Zaoh Co. Ltd. | 2300 | &nbsp;&nbsp;38166 |
| # | Zenitaka Corp. | 900 | &nbsp;&nbsp;45785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 48100 | &nbsp;&nbsp;956305 |
|  | Zenrin Co. Ltd. | 650 | &nbsp;&nbsp;4409 |
|  | Zeon Corp. | 53800 | &nbsp;&nbsp;657427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;15936 |
| # | ZIGExN Co. Ltd. | 40500 | &nbsp;&nbsp;122788 |
|  | Zojirushi Corp. | 5600 | &nbsp;&nbsp;55981 |
|  | ZOZO, Inc. | 89700 | &nbsp;&nbsp;740873 |
|  | Zuiko Corp. | 4800 | &nbsp;&nbsp;31179 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;843225536 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (5.6%) | NETHERLANDS — (5.6%) | NETHERLANDS — (5.6%) |  |
|  | Aalberts NV | 18617 | &nbsp;&nbsp;$714865 |
| Ω | ABN AMRO Bank NV | 175938 | &nbsp;&nbsp;6482127 |
|  | Acomo NV | 14752 | &nbsp;&nbsp;435092 |
|  | Aegon Ltd. (AEG US) | 290070 | &nbsp;&nbsp;2259645 |
|  | Aegon Ltd. (AGN NA) | 376088 | &nbsp;&nbsp;2953974 |
| # | Akzo Nobel NV | 85978 | &nbsp;&nbsp;6023412 |
|  | Allfunds Group PLC | 195185 | &nbsp;&nbsp;1891552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 14363 | &nbsp;&nbsp;614446 |
|  | Aperam SA | 22613 | &nbsp;&nbsp;973001 |
| # | Arcadis NV | 36472 | &nbsp;&nbsp;1637962 |
|  | ASM International NV | 9126 | &nbsp;&nbsp;7664318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 6365 | &nbsp;&nbsp;9126678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 66830 | &nbsp;&nbsp;95099090 |
|  | ASR Nederland NV | 140206 | &nbsp;&nbsp;10183252 |
| \*Ω | Basic-Fit NV | 22055 | &nbsp;&nbsp;840763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 17813 | &nbsp;&nbsp;3467181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 7330 | &nbsp;&nbsp;65045 |
| #\* | CM.com NV | 5683 | &nbsp;&nbsp;29715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 44682 | &nbsp;&nbsp;4085884 |
|  | Corbion NV | 15225 | &nbsp;&nbsp;365694 |
| Ω | CTP NV | 46247 | &nbsp;&nbsp;1008216 |
| \* | Flow Traders Ltd. | 11882 | &nbsp;&nbsp;386551 |
|  | Fugro NV | 35052 | &nbsp;&nbsp;484370 |
|  | Havas NV | 25805 | &nbsp;&nbsp;533182 |
|  | Heineken NV | 28422 | &nbsp;&nbsp;2346225 |
| # | IMCD NV | 27239 | &nbsp;&nbsp;2546095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 587920 | &nbsp;&nbsp;17338288 |
| \* | InPost SA | 90721 | &nbsp;&nbsp;1421943 |
|  | JDE Peet's NV | 14243 | &nbsp;&nbsp;536208 |
|  | Kendrion NV | 3304 | &nbsp;&nbsp;58202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 240765 | &nbsp;&nbsp;9413946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 132137 | &nbsp;&nbsp;1385813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 16526 | &nbsp;&nbsp;1346544 |
|  | Koninklijke KPN NV | 2139452 | &nbsp;&nbsp;10477993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 110980 | &nbsp;&nbsp;3185121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 160799 | &nbsp;&nbsp;4617473 |
|  | Koninklijke Vopak NV | 20583 | &nbsp;&nbsp;1027276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV<br>| 6494 | &nbsp;&nbsp;115297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC NA<br>| 11523 | &nbsp;&nbsp;204800 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 83413 | &nbsp;&nbsp;1480581 |
|  | Nedap NV | 1163 | &nbsp;&nbsp;120044 |
|  | NN Group NV | 153865 | &nbsp;&nbsp;12196447 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| \* | Pharming Group NV | 117290 | &nbsp;&nbsp;$239129 |
|  | PostNL NV | 130018 | &nbsp;&nbsp;182070 |
|  | Prosus NV (PRX NA) | 166825 | &nbsp;&nbsp;9592645 |
|  | Randstad NV | 64005 | &nbsp;&nbsp;2290517 |
|  | SBM Offshore NV | 117153 | &nbsp;&nbsp;4208164 |
| Ω | Signify NV | 33450 | &nbsp;&nbsp;710128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sligro Food Group <br>NV<br>| 1917 | &nbsp;&nbsp;25826 |
|  | TKH Group NV | 16137 | &nbsp;&nbsp;708165 |
| \* | TomTom NV | 13177 | &nbsp;&nbsp;99003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music <br>Group NV<br>| 233183 | &nbsp;&nbsp;5717073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 15885 | &nbsp;&nbsp;963252 |
|  | Wolters Kluwer NV | 80997 | &nbsp;&nbsp;7605860 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;259486143 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
| # | a2 Milk Co. Ltd.  | 103845 | &nbsp;&nbsp;617118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 213783 | &nbsp;&nbsp;1065278 |
| # | Briscoe Group Ltd. | 8008 | &nbsp;&nbsp;24086 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 299697 | &nbsp;&nbsp;525596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CHRYY <br>US), ADR<br>| 880 | &nbsp;&nbsp;24878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 190810 | &nbsp;&nbsp;1091085 |
|  | Contact Energy Ltd. | 101812 | &nbsp;&nbsp;573798 |
|  | EBOS Group Ltd. | 51567 | &nbsp;&nbsp;798858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 73142 | &nbsp;&nbsp;1708695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 84453 | &nbsp;&nbsp;741780 |
| \* | Gentrack Group Ltd. | 17516 | &nbsp;&nbsp;80441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 28311 | &nbsp;&nbsp;169060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 304600 | &nbsp;&nbsp;220947 |
|  | Infratil Ltd. | 50049 | &nbsp;&nbsp;332939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investore Property <br>Ltd.<br>| 146341 | &nbsp;&nbsp;97310 |
| \* | KMD Brands Ltd. | 52230 | &nbsp;&nbsp;8624 |
|  | Mainfreight Ltd. | 10461 | &nbsp;&nbsp;423458 |
|  | Mercury NZ Ltd. | 100551 | &nbsp;&nbsp;383603 |
|  | Meridian Energy Ltd. | 168960 | &nbsp;&nbsp;573178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napier Port Holdings <br>Ltd.<br>| 4632 | &nbsp;&nbsp;10510 |
| # | NZME Ltd. (NZM AU) | 3265 | &nbsp;&nbsp;2230 |
|  | NZX Ltd. | 164695 | &nbsp;&nbsp;149642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 121694 | &nbsp;&nbsp;61980 |
|  | Port of Tauranga Ltd. | 34021 | &nbsp;&nbsp;164297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 101470 | &nbsp;&nbsp;170061 |
|  | Scales Corp. Ltd. | 64513 | &nbsp;&nbsp;223098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
| \* | Serko Ltd. | 22697 | &nbsp;&nbsp;$40341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 99190 | &nbsp;&nbsp;308853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 76616 | &nbsp;&nbsp;153883 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 103244 | &nbsp;&nbsp;57549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 185418 | &nbsp;&nbsp;252385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 56097 | &nbsp;&nbsp;390128 |
|  | TOWER Ltd. | 174508 | &nbsp;&nbsp;202856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 13736 | &nbsp;&nbsp;71281 |
|  | Vector Ltd. | 66685 | &nbsp;&nbsp;193619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 82312 | &nbsp;&nbsp;91854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warehouse Group <br>Ltd.<br>| 19984 | &nbsp;&nbsp;8793 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;12014092 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | 2020 Bulkers Ltd. | 5417 | &nbsp;&nbsp;80447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 123021 | &nbsp;&nbsp;103519 |
|  | AF Gruppen ASA | 13945 | &nbsp;&nbsp;267029 |
|  | Aker Solutions ASA | 173288 | &nbsp;&nbsp;633203 |
| # | AKVA Group ASA | 1484 | &nbsp;&nbsp;13031 |
|  | Archer Ltd. | 33998 | &nbsp;&nbsp;89642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arendals <br>Fossekompani ASA<br>| 734 | &nbsp;&nbsp;11796 |
|  | Atea ASA | 44322 | &nbsp;&nbsp;709280 |
|  | B2 Impact ASA | 72702 | &nbsp;&nbsp;156860 |
| #\* | BEWi ASA | 13631 | &nbsp;&nbsp;23474 |
| # | Borregaard ASA | 31918 | &nbsp;&nbsp;642330 |
|  | Bouvet ASA | 31928 | &nbsp;&nbsp;192908 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bw Lpg Ltd. BWLP <br>US<br>| 14233 | &nbsp;&nbsp;222604 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 4341 | &nbsp;&nbsp;68721 |
|  | BW Offshore Ltd. | 10055 | &nbsp;&nbsp;48999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 121222 | &nbsp;&nbsp;155784 |
| # | DNB Bank ASA | 161006 | &nbsp;&nbsp;4616579 |
|  | DOF Group ASA | 53156 | &nbsp;&nbsp;622142 |
| Ω | Elmera Group ASA | 70924 | &nbsp;&nbsp;296147 |
|  | Elopak ASA | 76869 | &nbsp;&nbsp;399511 |
| Ω | Entra ASA | 21524 | &nbsp;&nbsp;252082 |
| Ω | Europris ASA | 101496 | &nbsp;&nbsp;932433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 47960 | &nbsp;&nbsp;1365064 |
| \* | Grieg Seafood ASA | 17155 | &nbsp;&nbsp;132832 |
| Ω | Kid ASA | 12875 | &nbsp;&nbsp;166611 |
|  | Kitron ASA | 67277 | &nbsp;&nbsp;578272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 323369 | &nbsp;&nbsp;72514 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 104609 | &nbsp;&nbsp;$3593432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leroy Seafood Group <br>ASA<br>| 22262 | &nbsp;&nbsp;109704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 102460 | &nbsp;&nbsp;357290 |
|  | Magnora ASA | 16615 | &nbsp;&nbsp;36108 |
|  | Medistim ASA | 3403 | &nbsp;&nbsp;79074 |
|  | Mowi ASA | 31958 | &nbsp;&nbsp;736703 |
| Ω | Multiconsult ASA | 5960 | &nbsp;&nbsp;105228 |
| \* | Napatech AS | 3698 | &nbsp;&nbsp;12894 |
| #\* | NEL ASA | 87510 | &nbsp;&nbsp;19963 |
|  | Norbit ASA | 6025 | &nbsp;&nbsp;115800 |
|  | Norconsult Norge AS | 14154 | &nbsp;&nbsp;66747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Semiconductor <br>ASA<br>| 29568 | &nbsp;&nbsp;397081 |
|  | Norsk Hydro ASA | 74986 | &nbsp;&nbsp;665717 |
| \* | Northern Ocean Ltd. | 10938 | &nbsp;&nbsp;10407 |
| \* | NRC Group ASA | 21505 | &nbsp;&nbsp;20436 |
|  | Odfjell Drilling Ltd. | 56536 | &nbsp;&nbsp;562730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 3913 | &nbsp;&nbsp;23892 |
| # | Orkla ASA | 47569 | &nbsp;&nbsp;565993 |
| \* | Otello Corp. ASA | 9524 | &nbsp;&nbsp;18047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paratus Energy <br>Services Ltd.<br>| 6431 | &nbsp;&nbsp;31247 |
|  | Pareto Bank ASA | 16478 | &nbsp;&nbsp;138493 |
|  | Pexip Holding ASA | 12536 | &nbsp;&nbsp;100420 |
| \* | PhotoCure ASA | 6697 | &nbsp;&nbsp;47988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 33026 | &nbsp;&nbsp;1789052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Property Invest <br>AS<br>| 27280 | &nbsp;&nbsp;67632 |
|  | Rana Gruber ASA | 5863 | &nbsp;&nbsp;47294 |
|  | Reach Subsea ASA | 19395 | &nbsp;&nbsp;14952 |
| # | Salmar ASA | 6070 | &nbsp;&nbsp;361581 |
|  | SATS ASA | 12194 | &nbsp;&nbsp;50824 |
| \*Ω | Scatec ASA | 72506 | &nbsp;&nbsp;866191 |
| \* | Sea1 offshore, Inc. | 28559 | &nbsp;&nbsp;74051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SED Energy Holdings <br>PLC<br>| 58956 | &nbsp;&nbsp;51200 |
|  | Selvaag Bolig ASA | 22992 | &nbsp;&nbsp;82785 |
| #\* | SmartCraft ASA | 7109 | &nbsp;&nbsp;15976 |
|  | Solstad Offshore ASA | 14544 | &nbsp;&nbsp;76967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 19503 | &nbsp;&nbsp;396440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 65535 | &nbsp;&nbsp;1321141 |
|  | Sparebanken More | 20031 | &nbsp;&nbsp;227881 |
|  | Sparebanken Norge | 6826 | &nbsp;&nbsp;135990 |
|  | Storebrand ASA | 215885 | &nbsp;&nbsp;3777956 |
|  | Subsea 7 SA | 85030 | &nbsp;&nbsp;2173544 |
|  | TGS ASA | 44726 | &nbsp;&nbsp;471425 |
| \* | Thor Medical ASA | 64307 | &nbsp;&nbsp;32536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TOMRA Systems <br>ASA<br>| 30260 | &nbsp;&nbsp;401435 |
|  | Veidekke ASA | 43427 | &nbsp;&nbsp;800298 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vend Marketplaces <br>ASA, Class B<br>| 19547 | &nbsp;&nbsp;$541190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 5667 | &nbsp;&nbsp;403474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class B<br>| 1503 | &nbsp;&nbsp;95219 |
|  | Zalaris ASA | 8474 | &nbsp;&nbsp;78765 |
| \* | Zaptec ASA | 6781 | &nbsp;&nbsp;16229 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;35041236 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |  |
| # | Altri SGPS SA | 30604 | &nbsp;&nbsp;157028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 2667805 | &nbsp;&nbsp;2887637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 12125 | &nbsp;&nbsp;96180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 33316 | &nbsp;&nbsp;268047 |
|  | EDP Renovaveis SA | 129974 | &nbsp;&nbsp;1974484 |
|  | EDP SA (EDP PL) | 932445 | &nbsp;&nbsp;4768005 |
|  | Ibersol SGPS SA | 5326 | &nbsp;&nbsp;67206 |
| # | Navigator Co. SA | 51006 | &nbsp;&nbsp;193069 |
|  | NOS SGPS SA | 91019 | &nbsp;&nbsp;473162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REN - Redes <br>Energeticas <br>Nacionais SGPS <br>SA<br>| 167843 | &nbsp;&nbsp;684018 |
|  | Sonae SGPS SA | 418269 | &nbsp;&nbsp;877754 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;12446590 |
| SINGAPORE — (0.9%) | SINGAPORE — (0.9%) | SINGAPORE — (0.9%) |  |
| \* | AEM Holdings Ltd. | 58043 | &nbsp;&nbsp;88190 |
|  | Aztech Global Ltd. | 48500 | &nbsp;&nbsp;25143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 115185 | &nbsp;&nbsp;176861 |
|  | BRC Asia Ltd. | 23800 | &nbsp;&nbsp;78327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 79000 | &nbsp;&nbsp;317647 |
|  | Centurion Corp. Ltd. | 94500 | &nbsp;&nbsp;112905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 148900 | &nbsp;&nbsp;204696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 198500 | &nbsp;&nbsp;114072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 281700 | &nbsp;&nbsp;2052628 |
|  | CSE Global Ltd. | 233598 | &nbsp;&nbsp;206236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 275304 | &nbsp;&nbsp;12796778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 54700 | &nbsp;&nbsp;225234 |
| \*†† | Ezion Holdings Ltd. | 350280 | &nbsp;&nbsp;0 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
| #\*†† | Ezra Holdings Ltd. | 140402 | &nbsp;&nbsp;$0 |
|  | Far East Orchard Ltd. | 19400 | &nbsp;&nbsp;19836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 66800 | &nbsp;&nbsp;141365 |
|  | Fraser & Neave Ltd. | 19200 | &nbsp;&nbsp;23079 |
|  | Frasers Property Ltd. | 89600 | &nbsp;&nbsp;79402 |
|  | Frencken Group Ltd. | 117100 | &nbsp;&nbsp;153989 |
| \* | Gallant Venture Ltd. | 272800 | &nbsp;&nbsp;16275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 994600 | &nbsp;&nbsp;574229 |
|  | GuocoLand Ltd. | 129966 | &nbsp;&nbsp;275547 |
|  | Haw Par Corp. Ltd. | 47300 | &nbsp;&nbsp;608683 |
|  | Ho Bee Land Ltd. | 89300 | &nbsp;&nbsp;171202 |
|  | Hong Fok Corp. Ltd. | 87200 | &nbsp;&nbsp;58470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 44100 | &nbsp;&nbsp;95270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 152900 | &nbsp;&nbsp;1297337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotel Grand Central <br>Ltd.<br>| 19700 | &nbsp;&nbsp;11301 |
|  | Hour Glass Ltd. | 84500 | &nbsp;&nbsp;148677 |
|  | HRnetgroup Ltd. | 119200 | &nbsp;&nbsp;69755 |
|  | iFAST Corp. Ltd. | 51900 | &nbsp;&nbsp;430384 |
|  | ISDN Holdings Ltd. | 71160 | &nbsp;&nbsp;22456 |
|  | Keppel Ltd. | 346900 | &nbsp;&nbsp;2984319 |
|  | LHN Ltd. | 30700 | &nbsp;&nbsp;16409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 242300 | &nbsp;&nbsp;23922 |
|  | Metro Holdings Ltd. | 128400 | &nbsp;&nbsp;54352 |
| #\*†† | Midas Holdings Ltd. | 200100 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 22400 | &nbsp;&nbsp;10064 |
|  | Netlink NBN Trust | 773900 | &nbsp;&nbsp;595363 |
|  | OUE Ltd. | 49300 | &nbsp;&nbsp;45721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 232945 | &nbsp;&nbsp;3887745 |
| \* | Oxley Holdings Ltd. | 373865 | &nbsp;&nbsp;24965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Century <br>Regional <br>Developments Ltd.<br>| 48300 | &nbsp;&nbsp;18430 |
|  | Pan-United Corp. Ltd. | 105900 | &nbsp;&nbsp;95903 |
|  | Propnex Ltd. | 69200 | &nbsp;&nbsp;119221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 53280 | &nbsp;&nbsp;21606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 154100 | &nbsp;&nbsp;120641 |
|  | SATS Ltd. | 102600 | &nbsp;&nbsp;305660 |
| # | Seatrium Ltd. | 594820 | &nbsp;&nbsp;986445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 141000 | &nbsp;&nbsp;301582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 44900 | &nbsp;&nbsp;116524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sing Investments & <br>Finance Ltd.<br>| 9700 | &nbsp;&nbsp;12677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 88300 | &nbsp;&nbsp;1223494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 68500 | &nbsp;&nbsp;188148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
| # | Singapore Post Ltd. | 471600 | &nbsp;&nbsp;$146430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 316400 | &nbsp;&nbsp;2432353 |
|  | StarHub Ltd. | 112000 | &nbsp;&nbsp;100178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 80806 | &nbsp;&nbsp;113839 |
| \*†† | Swiber Holdings Ltd. | 50250 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Medical <br>Group Ltd.<br>| 916800 | &nbsp;&nbsp;44027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 94500 | &nbsp;&nbsp;2848148 |
|  | UOL Group Ltd. | 187851 | &nbsp;&nbsp;1604356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 154710 | &nbsp;&nbsp;106512 |
|  | Vicom Ltd. | 32400 | &nbsp;&nbsp;42104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 274100 | &nbsp;&nbsp;191770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 246500 | &nbsp;&nbsp;319530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 718400 | &nbsp;&nbsp;1886742 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;41585154 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |  |
|  | Acciona SA | 17506 | &nbsp;&nbsp;3762315 |
|  | Acerinox SA | 63330 | &nbsp;&nbsp;940746 |
| Ω | Aedas Homes SA | 2525 | &nbsp;&nbsp;71694 |
| Ω | Aena SME SA | 89400 | &nbsp;&nbsp;2776545 |
|  | Almirall SA | 17537 | &nbsp;&nbsp;262518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amadeus IT Group <br>SA<br>| 143660 | &nbsp;&nbsp;9631920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 39441 | &nbsp;&nbsp;245433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 89063 | &nbsp;&nbsp;138992 |
|  | Azkoyen SA | 4058 | &nbsp;&nbsp;41999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 491782 | &nbsp;&nbsp;12483218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA US), <br>Sponsored ADR<br>| 52384 | &nbsp;&nbsp;1331601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 2576619 | &nbsp;&nbsp;10107515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 2061320 | &nbsp;&nbsp;26319063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN US), <br>Sponsored ADR<br>| 38617 | &nbsp;&nbsp;492365 |
|  | Bankinter SA | 299967 | &nbsp;&nbsp;5120428 |
|  | CaixaBank SA | 895177 | &nbsp;&nbsp;11816493 |
| #Ω | Cellnex Telecom SA | 58302 | &nbsp;&nbsp;1803289 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 13228 | &nbsp;&nbsp;$881821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 21443 | &nbsp;&nbsp;542800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 234 | &nbsp;&nbsp;10858 |
|  | Ebro Foods SA | 9648 | &nbsp;&nbsp;210279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 29809 | &nbsp;&nbsp;123337 |
|  | Elecnor SA | 17817 | &nbsp;&nbsp;567914 |
|  | Enagas SA | 38067 | &nbsp;&nbsp;626703 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 24710 | &nbsp;&nbsp;65068 |
|  | Endesa SA | 34501 | &nbsp;&nbsp;1273595 |
| \* | Ercros SA | 13714 | &nbsp;&nbsp;55571 |
|  | Faes Farma SA | 97892 | &nbsp;&nbsp;606931 |
|  | Ferrovial SE | 50012 | &nbsp;&nbsp;3378063 |
|  | Fluidra SA | 22163 | &nbsp;&nbsp;644684 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 40092 | &nbsp;&nbsp;143744 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 32275 | &nbsp;&nbsp;133299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 4308 | &nbsp;&nbsp;491742 |
|  | Grifols SA | 59472 | &nbsp;&nbsp;760887 |
|  | Iberdrola SA | 6700 | &nbsp;&nbsp;150299 |
|  | Iberdrola SA IBE SM | 489103 | &nbsp;&nbsp;10996385 |
| # | Indra Sistemas SA | 40975 | &nbsp;&nbsp;2648376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 303676 | &nbsp;&nbsp;19760226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 6903 | &nbsp;&nbsp;589387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 153281 | &nbsp;&nbsp;213773 |
|  | Mapfre SA | 447822 | &nbsp;&nbsp;2049115 |
| Ω | Neinor Homes SA | 15557 | &nbsp;&nbsp;370688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 124337 | &nbsp;&nbsp;52827 |
|  | Pharma Mar SA | 1779 | &nbsp;&nbsp;166438 |
|  | Prim SA | 1123 | &nbsp;&nbsp;16977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de <br>Informaciones SA, <br>Class A<br>| 48173 | &nbsp;&nbsp;19667 |
| Ω | Prosegur Cash SA | 43253 | &nbsp;&nbsp;32873 |
| \* | Realia Business SA | 166736 | &nbsp;&nbsp;202173 |
| # | Redeia Corp. SA | 147722 | &nbsp;&nbsp;2552922 |
|  | Sacyr SA | 1339 | &nbsp;&nbsp;6295 |
|  | Sacyr SA SCYR SM | 107160 | &nbsp;&nbsp;504251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 44306 | &nbsp;&nbsp;977178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Soltec Power Holdings <br>SA<br>| 4800 | &nbsp;&nbsp;$4322 |
| #\*Ω | Talgo SA | 14985 | &nbsp;&nbsp;52097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 38833 | &nbsp;&nbsp;1470394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 1178997 | &nbsp;&nbsp;4772929 |
| # | Tubacex SA | 61124 | &nbsp;&nbsp;249732 |
| Ω | Unicaja Banco SA | 502777 | &nbsp;&nbsp;1722959 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;147445713 |
| SWEDEN — (3.7%) | SWEDEN — (3.7%) | SWEDEN — (3.7%) |  |
| # | AAK AB | 17148 | &nbsp;&nbsp;479834 |
| Ω | AcadeMedia AB | 38662 | &nbsp;&nbsp;409663 |
|  | AddLife AB, Class B | 43022 | &nbsp;&nbsp;659047 |
|  | Addnode Group AB | 45365 | &nbsp;&nbsp;436001 |
|  | AddTech AB, Class B | 88465 | &nbsp;&nbsp;2872369 |
|  | AFRY AB | 52632 | &nbsp;&nbsp;835164 |
|  | Alfa Laval AB | 51089 | &nbsp;&nbsp;2959190 |
| Ω | Alimak Group AB | 28194 | &nbsp;&nbsp;431693 |
|  | Alleima AB | 87037 | &nbsp;&nbsp;760681 |
|  | Alligo AB, Class B | 9012 | &nbsp;&nbsp;128180 |
| Ω | Ambea AB | 56626 | &nbsp;&nbsp;863518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Annehem Fastigheter <br>AB, Class B<br>| 20118 | &nbsp;&nbsp;37023 |
|  | AQ Group AB | 12285 | &nbsp;&nbsp;270405 |
|  | Arjo AB, Class B | 35959 | &nbsp;&nbsp;107797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 63035 | &nbsp;&nbsp;756363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 86434 | &nbsp;&nbsp;3494866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 416508 | &nbsp;&nbsp;8589305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 274818 | &nbsp;&nbsp;4943334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atrium Ljungberg AB, <br>Class B<br>| 75650 | &nbsp;&nbsp;286526 |
| Ω | Attendo AB | 55711 | &nbsp;&nbsp;556135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 85894 | &nbsp;&nbsp;3346637 |
| # | Axfood AB | 47948 | &nbsp;&nbsp;1642763 |
|  | Beijer Alma AB | 16990 | &nbsp;&nbsp;504902 |
|  | Beijer Ref AB | 45857 | &nbsp;&nbsp;652768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 16194 | &nbsp;&nbsp;503808 |
|  | Betsson AB, Class B | 91315 | &nbsp;&nbsp;1072183 |
| #\* | Better Collective AS | 2771 | &nbsp;&nbsp;33045 |
| \* | BHG Group AB | 59540 | &nbsp;&nbsp;205094 |
|  | Bilia AB, Class A | 51649 | &nbsp;&nbsp;731833 |
|  | Billerud Aktiebolag | 80527 | &nbsp;&nbsp;651149 |
| \*Ω | BioArctic AB | 16487 | &nbsp;&nbsp;592071 |
|  | BioGaia AB, Class B | 45491 | &nbsp;&nbsp;559528 |
|  | Bjorn Borg AB | 8728 | &nbsp;&nbsp;57441 |
| \* | Boliden AB | 73561 | &nbsp;&nbsp;5151233 |
| \* | Bonava AB, Class B | 19180 | &nbsp;&nbsp;28092 |
| #\*Ω | Boozt AB | 20939 | &nbsp;&nbsp;212644 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| Ω | Bravida Holding AB | 105011 | &nbsp;&nbsp;$1034577 |
|  | Bufab AB | 56260 | &nbsp;&nbsp;622760 |
|  | Bulten AB | 5358 | &nbsp;&nbsp;29887 |
|  | Bure Equity AB | 35951 | &nbsp;&nbsp;887680 |
|  | Byggmax Group AB | 33690 | &nbsp;&nbsp;213864 |
| \* | Camurus AB | 11538 | &nbsp;&nbsp;866122 |
| \* | Carasent AB | 12948 | &nbsp;&nbsp;37521 |
| # | Castellum AB | 87452 | &nbsp;&nbsp;1081103 |
|  | Catella AB | 30701 | &nbsp;&nbsp;93954 |
|  | Catena AB | 11657 | &nbsp;&nbsp;605111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cibus Nordic Real <br>Estate AB publ<br>| 20624 | &nbsp;&nbsp;357497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 39038 | &nbsp;&nbsp;1336691 |
|  | Cloetta AB, Class B | 56728 | &nbsp;&nbsp;277476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 40136 | &nbsp;&nbsp;83539 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 38883 | &nbsp;&nbsp;230656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (COREB <br>SS), Class B<br>| 34471 | &nbsp;&nbsp;15957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (CORED <br>SS), Class D<br>| 2536 | &nbsp;&nbsp;68114 |
|  | CTT Systems AB | 3225 | &nbsp;&nbsp;59158 |
|  | Dios Fastigheter AB | 28555 | &nbsp;&nbsp;206807 |
| Ω | Dometic Group AB | 46401 | &nbsp;&nbsp;199702 |
|  | Duni AB | 8229 | &nbsp;&nbsp;96785 |
| #\*Ω | Dustin Group AB | 466812 | &nbsp;&nbsp;90897 |
| \* | Dynavox Group AB | 30792 | &nbsp;&nbsp;301242 |
|  | Eastnine AB | 14357 | &nbsp;&nbsp;80283 |
|  | Elanders AB, Class B | 5057 | &nbsp;&nbsp;33710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 65569 | &nbsp;&nbsp;529640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 105894 | &nbsp;&nbsp;729652 |
|  | Elekta AB, Class B | 77072 | &nbsp;&nbsp;495434 |
| #\* | Embracer Group AB | 40136 | &nbsp;&nbsp;219845 |
| #\* | Enad Global 7 AB | 8884 | &nbsp;&nbsp;12252 |
| \* | Enea AB | 4829 | &nbsp;&nbsp;36297 |
| # | Engcon AB | 11770 | &nbsp;&nbsp;105587 |
|  | Ependion AB | 3773 | &nbsp;&nbsp;45054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 119387 | &nbsp;&nbsp;3346797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 73342 | &nbsp;&nbsp;1828936 |
| # | EQT AB | 20316 | &nbsp;&nbsp;771108 |
| #Ω | Evolution AB | 23018 | &nbsp;&nbsp;1495275 |
|  | Ework Group AB | 5246 | &nbsp;&nbsp;56082 |
| # | Fabege AB | 102226 | &nbsp;&nbsp;944247 |
|  | Fagerhult Group AB | 15173 | &nbsp;&nbsp;63966 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighets AB Balder, <br>Class B<br>| 79516 | &nbsp;&nbsp;599758 |
| \* | Fastighets AB Trianon | 12292 | &nbsp;&nbsp;26996 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 2201 | &nbsp;&nbsp;$13125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARA SS), <br>Class A<br>| 14604 | &nbsp;&nbsp;75091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARD SS), <br>Class D<br>| 6387 | &nbsp;&nbsp;53771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 579 | &nbsp;&nbsp;34095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FormPipe Software <br>AB<br>| 5484 | &nbsp;&nbsp;14206 |
|  | G5 Entertainment AB | 2548 | &nbsp;&nbsp;26900 |
|  | Getinge AB, Class B | 63348 | &nbsp;&nbsp;1388101 |
|  | Granges AB | 59043 | &nbsp;&nbsp;990763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gruvaktiebolaget <br>Viscaria<br>| 14284 | &nbsp;&nbsp;32465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, <br>Class B<br>| 98108 | &nbsp;&nbsp;1964626 |
|  | Hanza AB | 4885 | &nbsp;&nbsp;76331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heba Fastighets AB, <br>Class B<br>| 14702 | &nbsp;&nbsp;49752 |
|  | Hemnet Group AB | 59642 | &nbsp;&nbsp;951069 |
|  | Hexagon AB, Class B | 133965 | &nbsp;&nbsp;1510460 |
| \* | Hexatronic Group AB | 54874 | &nbsp;&nbsp;144359 |
|  | Hexpol AB | 75304 | &nbsp;&nbsp;616340 |
| \* | HMS Networks AB | 12718 | &nbsp;&nbsp;573314 |
| Ω | Hoist Finance AB | 36279 | &nbsp;&nbsp;510333 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 18806 | &nbsp;&nbsp;704904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hufvudstaden AB, <br>Class A<br>| 39757 | &nbsp;&nbsp;549373 |
|  | Humana AB | 18614 | &nbsp;&nbsp;99319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 6401 | &nbsp;&nbsp;32689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 90655 | &nbsp;&nbsp;463119 |
|  | Indutrade AB | 59512 | &nbsp;&nbsp;1397073 |
|  | INVISIO AB | 20829 | &nbsp;&nbsp;609490 |
|  | Inwido AB | 22636 | &nbsp;&nbsp;389617 |
|  | JM AB | 25486 | &nbsp;&nbsp;392190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;John Mattson <br>Fastighetsforetagen <br>AB<br>| 8820 | &nbsp;&nbsp;65416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 1160 | &nbsp;&nbsp;27080 |
| \* | Karnov Group AB | 25012 | &nbsp;&nbsp;274821 |
| #\* | K-fast Holding AB | 33974 | &nbsp;&nbsp;46655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Klarabo Sverige AB, <br>Class B<br>| 19376 | &nbsp;&nbsp;32412 |
|  | KNOW IT AB | 11631 | &nbsp;&nbsp;152305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group <br>AB, Class B<br>| 85860 | &nbsp;&nbsp;1881244 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| # | Lifco AB, Class B | 46402 | &nbsp;&nbsp;$1594465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 6782 | &nbsp;&nbsp;193582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 28206 | &nbsp;&nbsp;592953 |
|  | Logistea AB, Class B | 38748 | &nbsp;&nbsp;62566 |
|  | Loomis AB | 18478 | &nbsp;&nbsp;766767 |
| \* | Medcap AB | 3271 | &nbsp;&nbsp;180526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 16981 | &nbsp;&nbsp;386434 |
|  | MEKO AB | 13105 | &nbsp;&nbsp;104167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Systemation AB, <br>Class B<br>| 5726 | &nbsp;&nbsp;42765 |
|  | Midsona AB, Class B | 13356 | &nbsp;&nbsp;14776 |
|  | MIPS AB | 5300 | &nbsp;&nbsp;164968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 60348 | &nbsp;&nbsp;704468 |
|  | Momentum Group AB | 5204 | &nbsp;&nbsp;76843 |
| Ω | Munters Group AB | 55652 | &nbsp;&nbsp;1098774 |
|  | Mycronic AB | 61708 | &nbsp;&nbsp;1420401 |
| \* | NCAB Group AB | 50467 | &nbsp;&nbsp;262366 |
|  | NCC AB, Class B | 44361 | &nbsp;&nbsp;1135941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 7369 | &nbsp;&nbsp;119013 |
| \* | Neobo Fastigheter AB | 24965 | &nbsp;&nbsp;52473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 46248 | &nbsp;&nbsp;11299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 35622 | &nbsp;&nbsp;427141 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 155070 | &nbsp;&nbsp;594039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nivika Fastigheter AB, <br>Class B<br>| 9301 | &nbsp;&nbsp;46010 |
| #\* | Nobia AB | 107702 | &nbsp;&nbsp;46764 |
|  | Nolato AB, Class B | 24244 | &nbsp;&nbsp;158449 |
| # | Nordnet AB publ | 62336 | &nbsp;&nbsp;2016762 |
| \* | Norion Bank AB | 47759 | &nbsp;&nbsp;363799 |
|  | Note AB | 4465 | &nbsp;&nbsp;83055 |
| # | NP3 Fastigheter AB | 10674 | &nbsp;&nbsp;316787 |
|  | Nyfosa AB | 37828 | &nbsp;&nbsp;300720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 45371 | &nbsp;&nbsp;647988 |
| \* | Orexo AB | 4555 | &nbsp;&nbsp;15293 |
|  | Pandox AB | 40276 | &nbsp;&nbsp;869005 |
|  | Peab AB, Class B | 57607 | &nbsp;&nbsp;575765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Platzer Fastigheter <br>Holding AB, <br>Class B<br>| 21161 | &nbsp;&nbsp;176284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 16148 | &nbsp;&nbsp;344934 |
|  | Rejlers AB | 6037 | &nbsp;&nbsp;123586 |
|  | Rusta AB | 17884 | &nbsp;&nbsp;164421 |
|  | Rvrc Holding AB | 49049 | &nbsp;&nbsp;376857 |
| # | Saab AB, Class B | 27844 | &nbsp;&nbsp;2172469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAA <br>SS), Class A<br>| 309 | &nbsp;&nbsp;6789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAB <br>SS), Class B<br>| 35133 | &nbsp;&nbsp;774723 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBB <br>SS<br>| 350991 | &nbsp;&nbsp;$193296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBD <br>SS, Class D<br>| 18499 | &nbsp;&nbsp;22534 |
|  | Sandvik AB | 129240 | &nbsp;&nbsp;5103215 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 91538 | &nbsp;&nbsp;914716 |
| \* | Sdiptech AB, Class B | 7712 | &nbsp;&nbsp;147718 |
|  | Sectra AB, Class B | 69815 | &nbsp;&nbsp;1726134 |
|  | Securitas AB, Class B | 126576 | &nbsp;&nbsp;2093174 |
| \*Ω | Sinch AB | 229002 | &nbsp;&nbsp;686185 |
|  | SinterCast AB | 1838 | &nbsp;&nbsp;20053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), <br>Class A<br>| 327012 | &nbsp;&nbsp;7028934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBC SS), <br>Class C<br>| 3672 | &nbsp;&nbsp;80897 |
|  | Skanska AB, Class B | 71874 | &nbsp;&nbsp;2182970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 2962 | &nbsp;&nbsp;78424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 49068 | &nbsp;&nbsp;1282966 |
| # | SkiStar AB | 27008 | &nbsp;&nbsp;508405 |
|  | Solid Forsakring AB | 5045 | &nbsp;&nbsp;52166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stendorren <br>Fastigheter AB<br>| 4794 | &nbsp;&nbsp;105400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stenhus Fastigheter I <br>Norden AB<br>| 39732 | &nbsp;&nbsp;50393 |
| \* | Stillfront Group AB | 84014 | &nbsp;&nbsp;51977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 572768 | &nbsp;&nbsp;695398 |
|  | Svedbergs Group AB | 12363 | &nbsp;&nbsp;91756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 5252 | &nbsp;&nbsp;65542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 95228 | &nbsp;&nbsp;1192342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), <br>Class A<br>| 267461 | &nbsp;&nbsp;4216537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), <br>Class B<br>| 6334 | &nbsp;&nbsp;166011 |
|  | Sweco AB, Class B | 80123 | &nbsp;&nbsp;1327407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 138165 | &nbsp;&nbsp;5371891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Logistic <br>Property AB, <br>Class B<br>| 17170 | &nbsp;&nbsp;80814 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 49382 | &nbsp;&nbsp;$1875299 |
|  | Synsam AB | 75586 | &nbsp;&nbsp;555908 |
|  | Systemair AB | 33125 | &nbsp;&nbsp;322429 |
|  | Tele2 AB, Class B | 243542 | &nbsp;&nbsp;4480813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson (ERIC <br>US), Sponsored <br>ADR<br>| 45200 | &nbsp;&nbsp;488160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICA SS), <br>Class A<br>| 6510 | &nbsp;&nbsp;70760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICB SS), <br>Class B<br>| 401321 | &nbsp;&nbsp;4346372 |
|  | Telia Co. AB | 519083 | &nbsp;&nbsp;2371409 |
| Ω | Thule Group AB | 29701 | &nbsp;&nbsp;711567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trelleborg AB, <br>Class B<br>| 20576 | &nbsp;&nbsp;832633 |
|  | Troax Group AB | 9144 | &nbsp;&nbsp;149182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 77461 | &nbsp;&nbsp;134131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 4446 | &nbsp;&nbsp;192126 |
| \* | Vestum AB | 15230 | &nbsp;&nbsp;13810 |
| \* | Vimian Group AB | 7817 | &nbsp;&nbsp;23437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 11921 | &nbsp;&nbsp;334743 |
|  | Vitrolife AB | 16532 | &nbsp;&nbsp;215500 |
|  | Volati AB | 7227 | &nbsp;&nbsp;77255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 48000 | &nbsp;&nbsp;1743992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB <br>SS), Class B<br>| 335482 | &nbsp;&nbsp;12190542 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 144322 | &nbsp;&nbsp;481618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenstam AB, <br>Class B<br>| 147862 | &nbsp;&nbsp;673374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter <br>AB<br>| 119878 | &nbsp;&nbsp;1238588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 2801 | &nbsp;&nbsp;28420 |
| #\* | XSpray Pharma AB | 2616 | &nbsp;&nbsp;7159 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;170866781 |
| SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) | SWITZERLAND — (8.3%) |  |
|  | ABB Ltd. | 257472 | &nbsp;&nbsp;22167830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLLY US), <br>ADR<br>| 1336 | &nbsp;&nbsp;127735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 46024 | &nbsp;&nbsp;4408475 |
|  | Adecco Group AG | 97908 | &nbsp;&nbsp;2877163 |
| # | Alcon AG ALC US | 51496 | &nbsp;&nbsp;4170146 |
|  | Allreal Holding AG | 8736 | &nbsp;&nbsp;2555392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | ALSO Holding AG | 3802 | &nbsp;&nbsp;$979785 |
|  | APG SGA SA | 611 | &nbsp;&nbsp;166735 |
|  | Arbonia AG | 858 | &nbsp;&nbsp;5606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 7319 | &nbsp;&nbsp;263245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 12119 | &nbsp;&nbsp;1640066 |
| # | Belimo Holding AG | 5246 | &nbsp;&nbsp;5737953 |
|  | Bellevue Group AG | 1028 | &nbsp;&nbsp;15063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 2673 | &nbsp;&nbsp;1115473 |
|  | BKW AG | 8476 | &nbsp;&nbsp;1602484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 2376 | &nbsp;&nbsp;466940 |
|  | Bucher Industries AG | 2910 | &nbsp;&nbsp;1349961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 1848 | &nbsp;&nbsp;1277608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 2811 | &nbsp;&nbsp;510862 |
|  | Bystronic AG | 352 | &nbsp;&nbsp;122850 |
| # | Calida Holding AG | 727 | &nbsp;&nbsp;11426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 142 | &nbsp;&nbsp;29256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 15276 | &nbsp;&nbsp;1952761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cham Swiss <br>Properties AG<br>| 1743 | &nbsp;&nbsp;56838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 223 | &nbsp;&nbsp;35482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 443 | &nbsp;&nbsp;168764 |
| # | Clariant AG | 75101 | &nbsp;&nbsp;694880 |
| # | Coltene Holding AG | 840 | &nbsp;&nbsp;59975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 986 | &nbsp;&nbsp;201521 |
|  | DKSH Holding AG | 23649 | &nbsp;&nbsp;1735177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 13160 | &nbsp;&nbsp;989667 |
|  | DSM-Firmenich AG | 17566 | &nbsp;&nbsp;1385141 |
|  | EFG International AG | 46629 | &nbsp;&nbsp;1191602 |
|  | Emmi AG | 816 | &nbsp;&nbsp;826689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 1737 | &nbsp;&nbsp;1350462 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 840 | &nbsp;&nbsp;11110 |
|  | Flughafen Zurich AG | 8362 | &nbsp;&nbsp;2597080 |
|  | Forbo Holding AG | 196 | &nbsp;&nbsp;231473 |
|  | Galderma Group AG | 22652 | &nbsp;&nbsp;4222309 |
| Ω | Galenica AG | 35154 | &nbsp;&nbsp;4394164 |
|  | Geberit AG | 12147 | &nbsp;&nbsp;9275330 |
|  | Georg Fischer AG | 18974 | &nbsp;&nbsp;1264633 |
|  | Givaudan SA | 2064 | &nbsp;&nbsp;7978366 |
|  | Glarner Kantonalbank | 1134 | &nbsp;&nbsp;32256 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 42878 | &nbsp;&nbsp;10874747 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiag Immobilien <br>Holding AG<br>| 801 | &nbsp;&nbsp;$128777 |
|  | Huber & Suhner AG | 8082 | &nbsp;&nbsp;1634622 |
|  | Implenia AG | 4981 | &nbsp;&nbsp;477020 |
|  | Inficon Holding AG | 4862 | &nbsp;&nbsp;769414 |
|  | Interroll Holding AG | 150 | &nbsp;&nbsp;361219 |
|  | Intershop Holding AG | 2180 | &nbsp;&nbsp;472420 |
|  | Investis Holding SA | 1724 | &nbsp;&nbsp;345287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 86265 | &nbsp;&nbsp;7205740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 1536 | &nbsp;&nbsp;605291 |
|  | Kardex Holding AG | 2737 | &nbsp;&nbsp;962159 |
| \* | Komax Holding AG | 387 | &nbsp;&nbsp;33527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 11897 | &nbsp;&nbsp;2754895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 10056 | &nbsp;&nbsp;706423 |
|  | Lastminute.com NV | 3748 | &nbsp;&nbsp;69215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 5939 | &nbsp;&nbsp;740564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 10148 | &nbsp;&nbsp;871104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 29073 | &nbsp;&nbsp;2504700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 3344 | &nbsp;&nbsp;426013 |
| Ω | Medacta Group SA | 3168 | &nbsp;&nbsp;677858 |
| Ω | Medmix AG | 2102 | &nbsp;&nbsp;31077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 2096 | &nbsp;&nbsp;98619 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 56 | &nbsp;&nbsp;58464 |
|  | Mikron Holding AG | 1314 | &nbsp;&nbsp;29357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 18598 | &nbsp;&nbsp;339137 |
|  | Mobimo Holding AG | 3646 | &nbsp;&nbsp;1836069 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 6124 | &nbsp;&nbsp;264323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 4815 | &nbsp;&nbsp;203421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 13040 | &nbsp;&nbsp;1934742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS <br>US), Sponsored <br>ADR<br>| 337133 | &nbsp;&nbsp;50124934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novavest Real Estate <br>AG<br>| 964 | &nbsp;&nbsp;50261 |
|  | Orell Fuessli AG | 246 | &nbsp;&nbsp;38201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 6332 | &nbsp;&nbsp;8633960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peach Property Group <br>AG<br>| 2272 | &nbsp;&nbsp;17056 |
|  | Phoenix Mecano AG | 277 | &nbsp;&nbsp;158693 |
|  | Plazza AG, Class A | 134 | &nbsp;&nbsp;75884 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 1208 | &nbsp;&nbsp;42701 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSP Swiss Property <br>AG<br>| 19021 | &nbsp;&nbsp;$3817877 |
| # | Rieter Holding AG | 20670 | &nbsp;&nbsp;88964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(RO SW), <br>Class BR<br>| 5281 | &nbsp;&nbsp;2440462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 116234 | &nbsp;&nbsp;52856198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Romande Energie <br>Holding SA<br>| 3252 | &nbsp;&nbsp;179956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 103371 | &nbsp;&nbsp;8189653 |
|  | Schindler Holding AG | 4589 | &nbsp;&nbsp;1687749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schweiter <br>Technologies AG<br>| 50 | &nbsp;&nbsp;16213 |
| \*Ω | Sensirion Holding AG | 2094 | &nbsp;&nbsp;156438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Urban Properties <br>AG<br>| 145 | &nbsp;&nbsp;19613 |
|  | SFS Group AG | 5511 | &nbsp;&nbsp;809093 |
|  | SGS SA | 62404 | &nbsp;&nbsp;7510912 |
|  | Siegfried Holding AG | 8140 | &nbsp;&nbsp;1000908 |
| # | SIG Group AG | 183721 | &nbsp;&nbsp;2842793 |
|  | Sika AG | 42089 | &nbsp;&nbsp;8076478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON NO<br>| 13175 | &nbsp;&nbsp;135893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 23949 | &nbsp;&nbsp;246459 |
|  | Sonova Holding AG | 18671 | &nbsp;&nbsp;5109940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 1220 | &nbsp;&nbsp;937688 |
| # | Stadler Rail AG | 17707 | &nbsp;&nbsp;453651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straumann Holding <br>AG<br>| 21980 | &nbsp;&nbsp;2643528 |
|  | Sulzer AG | 8243 | &nbsp;&nbsp;1776095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 27234 | &nbsp;&nbsp;1545703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 10557 | &nbsp;&nbsp;2490793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 19757 | &nbsp;&nbsp;936055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 9539 | &nbsp;&nbsp;10460014 |
|  | Swiss Prime Site AG | 36674 | &nbsp;&nbsp;6243403 |
|  | Swiss Re AG | 103571 | &nbsp;&nbsp;16548967 |
| # | Swisscom AG | 13006 | &nbsp;&nbsp;10678978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 6994 | &nbsp;&nbsp;3981728 |
|  | Tecan Group AG | 622 | &nbsp;&nbsp;109587 |
|  | Temenos AG | 18168 | &nbsp;&nbsp;1605576 |
|  | TX Group AG | 1492 | &nbsp;&nbsp;321392 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 52577 | &nbsp;&nbsp;2479030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG <br>(UBSG SW)<br>| 287351 | &nbsp;&nbsp;13596121 |
|  | Valiant Holding AG | 6872 | &nbsp;&nbsp;1379511 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Varia U.S. Properties <br>AG<br>| 767 | &nbsp;&nbsp;$20029 |
| Ω | VAT Group AG | 5891 | &nbsp;&nbsp;3809511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 433 | &nbsp;&nbsp;412417 |
|  | Vontobel Holding AG | 16069 | &nbsp;&nbsp;1384922 |
|  | VP Bank AG, Class A | 1171 | &nbsp;&nbsp;127766 |
|  | VZ Holding AG | 5795 | &nbsp;&nbsp;1135885 |
|  | V-ZUG Holding AG | 600 | &nbsp;&nbsp;30925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 963 | &nbsp;&nbsp;172551 |
|  | Warteck Invest AG | 38 | &nbsp;&nbsp;96761 |
| # | Ypsomed Holding AG | 1282 | &nbsp;&nbsp;507371 |
|  | Zehnder Group AG | 1233 | &nbsp;&nbsp;131294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 135 | &nbsp;&nbsp;406799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 52 | &nbsp;&nbsp;631792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 19902 | &nbsp;&nbsp;14158716 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;385215786 |
| UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) |  |
|  | 3i Group PLC | 183251 | &nbsp;&nbsp;8418390 |
|  | 4imprint Group PLC | 11905 | &nbsp;&nbsp;666997 |
|  | Aberdeen Group PLC | 714349 | &nbsp;&nbsp;2132893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 1111 | &nbsp;&nbsp;4292 |
|  | Admiral Group PLC | 103501 | &nbsp;&nbsp;3895153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 30507 | &nbsp;&nbsp;89877 |
|  | AG Barr PLC | 33913 | &nbsp;&nbsp;295926 |
| Ω | Airtel Africa PLC | 434917 | &nbsp;&nbsp;1896251 |
|  | AJ Bell PLC | 136933 | &nbsp;&nbsp;869655 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 68516 | &nbsp;&nbsp;202297 |
|  | Antofagasta PLC | 35601 | &nbsp;&nbsp;1764084 |
| \* | AO World PLC | 118657 | &nbsp;&nbsp;175710 |
|  | Ashmore Group PLC | 30370 | &nbsp;&nbsp;98534 |
|  | Ashtead Group PLC | 77699 | &nbsp;&nbsp;5002238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 25658 | &nbsp;&nbsp;4780448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 368869 | &nbsp;&nbsp;34219977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 43021 | &nbsp;&nbsp;602595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 2188 | &nbsp;&nbsp;9257 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 476190 | &nbsp;&nbsp;3510228 |
|  | Aviva PLC | 584887 | &nbsp;&nbsp;5098955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avon Technologies <br>PLC<br>| 1703 | &nbsp;&nbsp;41027 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 285549 | &nbsp;&nbsp;$689372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 225580 | &nbsp;&nbsp;4447632 |
|  | BAE Systems PLC | 354628 | &nbsp;&nbsp;9627065 |
|  | Balfour Beatty PLC | 188688 | &nbsp;&nbsp;1847692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 1252014 | &nbsp;&nbsp;8356027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 196894 | &nbsp;&nbsp;5266914 |
|  | Barratt Redrow PLC | 594963 | &nbsp;&nbsp;3168018 |
|  | Beazley PLC | 398001 | &nbsp;&nbsp;6183157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 34007 | &nbsp;&nbsp;55012 |
|  | Bellway PLC | 63366 | &nbsp;&nbsp;2358162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 49472 | &nbsp;&nbsp;2795140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 42088 | &nbsp;&nbsp;286307 |
| #\* | boohoo Group PLC | 332375 | &nbsp;&nbsp;113463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brickability Group <br>PLC<br>| 63876 | &nbsp;&nbsp;47677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 2856 | &nbsp;&nbsp;62655 |
|  | BT Group PLC | 2133328 | &nbsp;&nbsp;5607496 |
|  | Bunzl PLC | 113857 | &nbsp;&nbsp;3192899 |
| \* | Burberry Group PLC | 173797 | &nbsp;&nbsp;2625886 |
|  | Burford Capital Ltd. | 61422 | &nbsp;&nbsp;585296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 90756 | &nbsp;&nbsp;418504 |
|  | C&C Group PLC | 92730 | &nbsp;&nbsp;138705 |
| \* | Canal & SA | 258055 | &nbsp;&nbsp;1119358 |
| \* | Capita PLC | 13141 | &nbsp;&nbsp;68011 |
|  | Capital Ltd. | 44729 | &nbsp;&nbsp;80921 |
| \* | Carclo PLC | 19854 | &nbsp;&nbsp;15114 |
|  | Card Factory PLC | 82928 | &nbsp;&nbsp;77126 |
|  | Castings PLC | 3885 | &nbsp;&nbsp;14603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 53520 | &nbsp;&nbsp;163680 |
|  | Chemring Group PLC | 78841 | &nbsp;&nbsp;538985 |
|  | Chesnara PLC | 88613 | &nbsp;&nbsp;370866 |
|  | Clarkson PLC | 11351 | &nbsp;&nbsp;651723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 83764 | &nbsp;&nbsp;581478 |
| Ω | CMC Markets PLC | 34131 | &nbsp;&nbsp;152486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 23634 | &nbsp;&nbsp;1283554 |
|  | Compass Group PLC | 302533 | &nbsp;&nbsp;9071576 |
|  | Computacenter PLC | 49401 | &nbsp;&nbsp;2260955 |
|  | Conduit Holdings Ltd. | 33335 | &nbsp;&nbsp;175405 |
| Ω | Convatec Group PLC | 419916 | &nbsp;&nbsp;1324549 |
|  | Costain Group PLC | 106443 | &nbsp;&nbsp;257808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 138281 | &nbsp;&nbsp;289208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 27386 | &nbsp;&nbsp;1023403 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Currys PLC | 737423 | &nbsp;&nbsp;$1477836 |
|  | CVS Group PLC | 28899 | &nbsp;&nbsp;515695 |
|  | DCC PLC | 46265 | &nbsp;&nbsp;2932710 |
| \* | DFS Furniture PLC | 66002 | &nbsp;&nbsp;178474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 56877 | &nbsp;&nbsp;5278186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DGE <br>LN)<br>| 19868 | &nbsp;&nbsp;457169 |
|  | Diploma PLC | 40010 | &nbsp;&nbsp;2914794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 24389 | &nbsp;&nbsp;210017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 54308 | &nbsp;&nbsp;135510 |
|  | dotdigital group PLC | 28075 | &nbsp;&nbsp;28465 |
|  | Dr. Martens PLC | 69786 | &nbsp;&nbsp;64336 |
|  | Drax Group PLC | 225933 | &nbsp;&nbsp;2787778 |
|  | Dunelm Group PLC | 52688 | &nbsp;&nbsp;665447 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EKF Diagnostics <br>Holdings PLC<br>| 91050 | &nbsp;&nbsp;30694 |
|  | Elementis PLC | 217555 | &nbsp;&nbsp;479512 |
|  | Essentra PLC | 58257 | &nbsp;&nbsp;80260 |
|  | Everplay Group PLC | 13468 | &nbsp;&nbsp;60401 |
|  | Experian PLC | 293106 | &nbsp;&nbsp;11101312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDM Group Holdings <br>PLC<br>| 17876 | &nbsp;&nbsp;39531 |
|  | Fevara PLC | 9982 | &nbsp;&nbsp;18508 |
|  | Firstgroup PLC | 220220 | &nbsp;&nbsp;563300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flowtech Fluidpower <br>PLC<br>| 100 | &nbsp;&nbsp;76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 27631 | &nbsp;&nbsp;160159 |
|  | Foxtons Group PLC | 150258 | &nbsp;&nbsp;110236 |
| \* | Frasers Group PLC | 32059 | &nbsp;&nbsp;305393 |
|  | Fresnillo PLC | 97883 | &nbsp;&nbsp;4820401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 4349 | &nbsp;&nbsp;28383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 4475 | &nbsp;&nbsp;41251 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 43359 | &nbsp;&nbsp;96619 |
|  | Future PLC | 144 | &nbsp;&nbsp;1066 |
|  | FW Thorpe PLC | 2801 | &nbsp;&nbsp;10736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 34108 | &nbsp;&nbsp;244833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 13277 | &nbsp;&nbsp;3097366 |
| \* | Gaming Realms PLC | 126894 | &nbsp;&nbsp;69279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 21827 | &nbsp;&nbsp;271873 |
|  | GB Group PLC | 139238 | &nbsp;&nbsp;456632 |
|  | Genuit Group PLC | 70728 | &nbsp;&nbsp;322021 |
| \* | Georgia Capital PLC | 13215 | &nbsp;&nbsp;611061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 6576 | &nbsp;&nbsp;62694 |
|  | Goodwin PLC | 155 | &nbsp;&nbsp;53424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 64271 | &nbsp;&nbsp;$821756 |
|  | Grainger PLC | 279882 | &nbsp;&nbsp;744970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 53124 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 202871 | &nbsp;&nbsp;802318 |
|  | Greggs PLC | 21008 | &nbsp;&nbsp;462243 |
| \* | Griffin Mining Ltd. | 5707 | &nbsp;&nbsp;24029 |
|  | GSK PLC (GSK LN) | 333670 | &nbsp;&nbsp;8629255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 81069 | &nbsp;&nbsp;4183181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 55690 | &nbsp;&nbsp;17327 |
| \*Ω | Gym Group PLC | 36369 | &nbsp;&nbsp;84401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>LN)<br>| 915972 | &nbsp;&nbsp;4790441 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>US), ADR<br>| 45689 | &nbsp;&nbsp;478364 |
|  | Halfords Group PLC | 77447 | &nbsp;&nbsp;159275 |
|  | Halma PLC | 61637 | &nbsp;&nbsp;2993622 |
|  | Harworth Group PLC | 72789 | &nbsp;&nbsp;164139 |
|  | Hays PLC | 402995 | &nbsp;&nbsp;262057 |
| \* | Headlam Group PLC | 23382 | &nbsp;&nbsp;14143 |
|  | Helical PLC | 46922 | &nbsp;&nbsp;123795 |
|  | Henry Boot PLC | 43597 | &nbsp;&nbsp;115684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 23273 | &nbsp;&nbsp;488183 |
|  | Hill & Smith PLC | 39930 | &nbsp;&nbsp;1220141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 20483 | &nbsp;&nbsp;132486 |
|  | Hiscox Ltd. | 129263 | &nbsp;&nbsp;2629117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 190661 | &nbsp;&nbsp;1720630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 50982 | &nbsp;&nbsp;181161 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 39268 | &nbsp;&nbsp;63045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 278689 | &nbsp;&nbsp;3192636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 536883 | &nbsp;&nbsp;9471113 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 287705 | &nbsp;&nbsp;25320917 |
|  | Hunting PLC | 109130 | &nbsp;&nbsp;663952 |
| Ω | Ibstock PLC | 30625 | &nbsp;&nbsp;53283 |
|  | ICG PLC | 114260 | &nbsp;&nbsp;2843184 |
| # | IDOX PLC | 148025 | &nbsp;&nbsp;143370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 119986 | &nbsp;&nbsp;2225986 |
|  | IMI PLC | 114629 | &nbsp;&nbsp;4328666 |
|  | Inchcape PLC | 203781 | &nbsp;&nbsp;2278763 |
|  | Informa PLC | 394405 | &nbsp;&nbsp;4759612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 35038 | &nbsp;&nbsp;168675 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 132983 | &nbsp;&nbsp;$450831 |
|  | Intertek Group PLC | 39524 | &nbsp;&nbsp;2424704 |
|  | Investec PLC | 111666 | &nbsp;&nbsp;927300 |
| \* | IP Group PLC | 417811 | &nbsp;&nbsp;339315 |
|  | ITV PLC | 1061118 | &nbsp;&nbsp;1183087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 24023 | &nbsp;&nbsp;220295 |
|  | J Sainsbury PLC | 810697 | &nbsp;&nbsp;3552241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 9648 | &nbsp;&nbsp;59068 |
| # | James Halstead PLC | 42786 | &nbsp;&nbsp;80817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 871655 | &nbsp;&nbsp;975493 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 473199 | &nbsp;&nbsp;168230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 95524 | &nbsp;&nbsp;3089042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 199510 | &nbsp;&nbsp;512862 |
|  | Just Group PLC | 670745 | &nbsp;&nbsp;1987204 |
|  | Kainos Group PLC | 31803 | &nbsp;&nbsp;391555 |
|  | Keller Group PLC | 21231 | &nbsp;&nbsp;516752 |
|  | Kier Group PLC | 161755 | &nbsp;&nbsp;495662 |
|  | Kingfisher PLC | 717173 | &nbsp;&nbsp;3305014 |
|  | Kitwave Group PLC | 22866 | &nbsp;&nbsp;92770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 6242 | &nbsp;&nbsp;16825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 113747 | &nbsp;&nbsp;960632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General <br>Group PLC<br>| 1441997 | &nbsp;&nbsp;5235624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 11242 | &nbsp;&nbsp;1553187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 9915718 | &nbsp;&nbsp;14806191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 5154 | &nbsp;&nbsp;27481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 50845 | &nbsp;&nbsp;184762 |
| Ω | Luceco PLC | 24469 | &nbsp;&nbsp;52760 |
|  | M&C Saatchi PLC | 14575 | &nbsp;&nbsp;25661 |
|  | M&G PLC | 1304539 | &nbsp;&nbsp;5530262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 29086 | &nbsp;&nbsp;28648 |
|  | Man Group PLC | 294898 | &nbsp;&nbsp;1064405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 933555 | &nbsp;&nbsp;4681966 |
|  | Marshalls PLC | 53354 | &nbsp;&nbsp;114280 |
| \* | Marston's PLC | 137174 | &nbsp;&nbsp;113434 |
|  | McBride PLC | 92936 | &nbsp;&nbsp;203799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 141957 | &nbsp;&nbsp;269005 |
|  | Mears Group PLC | 46241 | &nbsp;&nbsp;232253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries <br>PLC<br>| 239415 | &nbsp;&nbsp;2058472 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 30646 | &nbsp;&nbsp;$56028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 97664 | &nbsp;&nbsp;352942 |
|  | MJ Gleeson PLC | 9659 | &nbsp;&nbsp;51163 |
|  | Mondi PLC | 144569 | &nbsp;&nbsp;1689469 |
|  | MONY Group PLC | 354845 | &nbsp;&nbsp;905823 |
|  | Moonpig Group PLC | 156112 | &nbsp;&nbsp;457980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 28698 | &nbsp;&nbsp;1941202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 14543 | &nbsp;&nbsp;155676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NG LN)<br>| 192772 | &nbsp;&nbsp;3275110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NGG US), <br>Sponsored ADR<br>| 52317 | &nbsp;&nbsp;4461071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 1236363 | &nbsp;&nbsp;11269178 |
|  | NCC Group PLC | 111566 | &nbsp;&nbsp;215082 |
|  | Next 15 Group PLC | 11151 | &nbsp;&nbsp;53747 |
|  | Next PLC | 29404 | &nbsp;&nbsp;5338557 |
|  | Nichols PLC | 727 | &nbsp;&nbsp;10061 |
|  | Ninety One PLC | 97363 | &nbsp;&nbsp;338953 |
|  | Norcros PLC | 9229 | &nbsp;&nbsp;44827 |
| \* | Ocado Group PLC | 141962 | &nbsp;&nbsp;425443 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 51184 | &nbsp;&nbsp;153768 |
|  | OSB Group PLC | 217602 | &nbsp;&nbsp;1818771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 5233 | &nbsp;&nbsp;181085 |
|  | Pagegroup PLC | 225092 | &nbsp;&nbsp;636045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 92530 | &nbsp;&nbsp;1125997 |
| # | PayPoint PLC | 31492 | &nbsp;&nbsp;229146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 176687 | &nbsp;&nbsp;2323955 |
|  | Pennon Group PLC | 141317 | &nbsp;&nbsp;1059250 |
|  | Persimmon PLC | 92352 | &nbsp;&nbsp;1778443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 126436 | &nbsp;&nbsp;354104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 252684 | &nbsp;&nbsp;2561123 |
|  | Playtech PLC | 86040 | &nbsp;&nbsp;349586 |
|  | Plus500 Ltd. | 60436 | &nbsp;&nbsp;3478785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 49054 | &nbsp;&nbsp;395945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 9439 | &nbsp;&nbsp;118768 |
|  | Porvair PLC | 5022 | &nbsp;&nbsp;58236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 2869 | &nbsp;&nbsp;70290 |
|  | Premier Foods PLC | 261806 | &nbsp;&nbsp;677529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 166690 | &nbsp;&nbsp;2737924 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PUK <br>US), ADR<br>| 162492 | &nbsp;&nbsp;$5360611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 35409 | &nbsp;&nbsp;64153 |
|  | PZ Cussons PLC | 5461 | &nbsp;&nbsp;5474 |
|  | QinetiQ Group PLC | 157582 | &nbsp;&nbsp;1085647 |
| Ω | Quilter PLC | 683313 | &nbsp;&nbsp;1818937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 14997 | &nbsp;&nbsp;453936 |
|  | Reach PLC | 232900 | &nbsp;&nbsp;204379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 147947 | &nbsp;&nbsp;12343071 |
|  | Record PLC | 47908 | &nbsp;&nbsp;38054 |
|  | RELX PLC (REL LN) | 28808 | &nbsp;&nbsp;1021302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX <br>US), Sponsored <br>ADR<br>| 397933 | &nbsp;&nbsp;14245994 |
|  | RELX PLC (REN NA) | 26000 | &nbsp;&nbsp;928654 |
|  | Renew Holdings PLC | 34215 | &nbsp;&nbsp;438695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 193789 | &nbsp;&nbsp;1202813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO US, <br>Sponsored ADR<br>| 17513 | &nbsp;&nbsp;551835 |
|  | Rightmove PLC | 634492 | &nbsp;&nbsp;4295134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 2867 | &nbsp;&nbsp;260983 |
| \* | RM PLC | 462 | &nbsp;&nbsp;663 |
|  | Robert Walters PLC | 34121 | &nbsp;&nbsp;58441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 1212577 | &nbsp;&nbsp;20270619 |
|  | Rotork PLC | 324537 | &nbsp;&nbsp;1574897 |
|  | RS Group PLC | 144320 | &nbsp;&nbsp;1325227 |
|  | RWS Holdings PLC | 26397 | &nbsp;&nbsp;30427 |
|  | S&U PLC | 2061 | &nbsp;&nbsp;66786 |
| # | S4 Capital PLC | 78706 | &nbsp;&nbsp;28438 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 32167 | &nbsp;&nbsp;57251 |
|  | Sage Group PLC | 368221 | &nbsp;&nbsp;4828556 |
|  | Savills PLC | 54499 | &nbsp;&nbsp;804312 |
|  | Schroders PLC | 214001 | &nbsp;&nbsp;1325463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 5821 | &nbsp;&nbsp;115677 |
|  | Senior PLC | 68446 | &nbsp;&nbsp;229037 |
|  | Severfield PLC | 82415 | &nbsp;&nbsp;30755 |
|  | Severn Trent PLC | 100411 | &nbsp;&nbsp;4033086 |
| \* | SIG PLC | 206768 | &nbsp;&nbsp;27604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 61518 | &nbsp;&nbsp;1048467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 50059 | &nbsp;&nbsp;1709014 |
|  | Smiths Group PLC | 79771 | &nbsp;&nbsp;2739481 |
|  | Smiths News PLC | 118807 | &nbsp;&nbsp;110841 |
|  | Softcat PLC | 80619 | &nbsp;&nbsp;1578851 |
| \* | SolGold PLC | 104747 | &nbsp;&nbsp;40185 |
|  | Speedy Hire PLC | 91655 | &nbsp;&nbsp;32058 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Spirax Group PLC | 12940 | &nbsp;&nbsp;$1289402 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 113450 | &nbsp;&nbsp;317934 |
|  | SSE PLC | 123896 | &nbsp;&nbsp;4117988 |
|  | SSP Group PLC | 164768 | &nbsp;&nbsp;412552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 514006 | &nbsp;&nbsp;10735181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 310131 | &nbsp;&nbsp;7935145 |
|  | SThree PLC | 49156 | &nbsp;&nbsp;128903 |
|  | STV Group PLC | 8222 | &nbsp;&nbsp;12915 |
| \* | Synthomer PLC | 42492 | &nbsp;&nbsp;31056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 10566 | &nbsp;&nbsp;98548 |
|  | Taylor Wimpey PLC | 1326584 | &nbsp;&nbsp;1939413 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Team Internet Group <br>PLC<br>| 36315 | &nbsp;&nbsp;24381 |
|  | Telecom Plus PLC | 53796 | &nbsp;&nbsp;982768 |
|  | Tesco PLC | 2227496 | &nbsp;&nbsp;12961355 |
| #\* | THG PLC | 201582 | &nbsp;&nbsp;102777 |
|  | Topps Tiles PLC | 40190 | &nbsp;&nbsp;23205 |
|  | TP ICAP Group PLC | 264848 | &nbsp;&nbsp;923898 |
| \*Ω | Trainline PLC | 247497 | &nbsp;&nbsp;693619 |
|  | Travis Perkins PLC | 115896 | &nbsp;&nbsp;992076 |
|  | Treatt PLC | 6521 | &nbsp;&nbsp;18202 |
|  | Tribal Group PLC | 2667 | &nbsp;&nbsp;2572 |
|  | Trifast PLC | 41274 | &nbsp;&nbsp;42292 |
| \* | TT Electronics PLC | 75625 | &nbsp;&nbsp;116000 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 370724 | &nbsp;&nbsp;25342693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC ULVRL <br>IX<br>| 28864 | &nbsp;&nbsp;1963600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UNA <br>NA<br>| 51218 | &nbsp;&nbsp;3486720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Utilities Group <br>PLC<br>| 245118 | &nbsp;&nbsp;4197778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 29661 | &nbsp;&nbsp;48404 |
|  | Vertu Motors PLC | 143701 | &nbsp;&nbsp;123787 |
|  | Vesuvius PLC | 32339 | &nbsp;&nbsp;203505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victorian Plumbing <br>Group PLC<br>| 53102 | &nbsp;&nbsp;60464 |
|  | Victrex PLC | 13316 | &nbsp;&nbsp;119663 |
| \* | Videndum PLC | 19343 | &nbsp;&nbsp;3260 |
| \* | Vistry Group PLC | 78044 | &nbsp;&nbsp;711161 |
|  | Volex PLC | 39131 | &nbsp;&nbsp;236051 |
|  | Volution Group PLC | 59081 | &nbsp;&nbsp;517085 |
|  | Vp PLC | 4543 | &nbsp;&nbsp;33540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAG Payment <br>Solutions PLC<br>| 15801 | &nbsp;&nbsp;27330 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 51678 | &nbsp;&nbsp;368084 |
| \* | Watkin Jones PLC | 37892 | &nbsp;&nbsp;15089 |
|  | Weir Group PLC  | 50360 | &nbsp;&nbsp;2224337 |
|  | WH Smith PLC | 51198 | &nbsp;&nbsp;472883 |
|  | Whitbread PLC | 27543 | &nbsp;&nbsp;1028136 |
|  | Wickes Group PLC | 128564 | &nbsp;&nbsp;400848 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Wilmington PLC | 6992 | &nbsp;&nbsp;$28566 |
| \* | Wise PLC, Class A | 88639 | &nbsp;&nbsp;1143242 |
|  | WPP PLC (WPP LN) | 8377 | &nbsp;&nbsp;34750 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 28184 | &nbsp;&nbsp;588482 |
| \* | Xaar PLC | 35422 | &nbsp;&nbsp;53310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 71166 | &nbsp;&nbsp;338628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 2149 | &nbsp;&nbsp;24452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 1593 | &nbsp;&nbsp;12956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zegona <br>Communications <br>PLC<br>| 31377 | &nbsp;&nbsp;676624 |
|  | Zigup PLC | 103961 | &nbsp;&nbsp;542320 |
|  | Zotefoams PLC | 14752 | &nbsp;&nbsp;83971 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;563190690 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 60474 | &nbsp;&nbsp;2423019 |
| # | Qiagen NV | 59164 | &nbsp;&nbsp;3165459 |
|  | Royal Gold, Inc. | 8676 | &nbsp;&nbsp;2284609 |
| \* | Sunococorp LLC | 24281 | &nbsp;&nbsp;1301936 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;9175023 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;4393965584 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 11307 | &nbsp;&nbsp;1166266 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 11431 | &nbsp;&nbsp;556265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 3515 | &nbsp;&nbsp;371181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 1437 | &nbsp;&nbsp;149771 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | FUCHS SE, 3.204% | 54384 | &nbsp;&nbsp;$2350850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 35192 | &nbsp;&nbsp;3091684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 21609 | &nbsp;&nbsp;929937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 44541 | &nbsp;&nbsp;1905707 |
| # | Sartorius AG, 0.314% | 5542 | &nbsp;&nbsp;1548950 |
|  | Sixt SE, 5.075% | 10220 | &nbsp;&nbsp;644370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 1373 | &nbsp;&nbsp;192474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 866 | &nbsp;&nbsp;18473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 42890 | &nbsp;&nbsp;5202772 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;18128700 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc. <br>Warrants <br>03/31/2040<br>| 3758 | &nbsp;&nbsp;0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 1134 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,527,366,078) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $2,527,366,078) |  | &nbsp;&nbsp;4412094284 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 17868470 | &nbsp;&nbsp;206684595 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,734,050,424)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,734,050,424)^^ |  | &nbsp;&nbsp;$4618778879 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $84,110,380 or 1.8% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$495527 | &nbsp;&nbsp;&nbsp;$224601013 | &nbsp;&nbsp;&nbsp;$7271 | &nbsp;&nbsp;&nbsp;$225103811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22734562 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22734562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;3553634 | &nbsp;&nbsp;&nbsp;37238674 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;40792308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;501583530 | &nbsp;&nbsp;&nbsp;52684 | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;501638410 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;830670 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;830670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124121100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124121100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;531363 | &nbsp;&nbsp;&nbsp;93106166 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;93637529 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;354615409 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;354615409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;2191711 | &nbsp;&nbsp;&nbsp;305381042 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;307572753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;41589168 | &nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;41591283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25478565 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25478565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;4981872 | &nbsp;&nbsp;&nbsp;44474493 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49456365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;7205590 | &nbsp;&nbsp;&nbsp;119494485 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;126700075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;1393252 | &nbsp;&nbsp;&nbsp;841832284 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;843225536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;102344534 | &nbsp;&nbsp;&nbsp;157141609 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;259486143 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;24878 | &nbsp;&nbsp;&nbsp;11989214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12014092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;222604 | &nbsp;&nbsp;&nbsp;34818632 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35041236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12446590 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12446590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;41585154 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;41585154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;1830261 | &nbsp;&nbsp;&nbsp;145611130 | &nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp;&nbsp;147445713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;571699 | &nbsp;&nbsp;&nbsp;170295082 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;170866781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;57772949 | &nbsp;&nbsp;&nbsp;327442837 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;385215786 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;127268222 | &nbsp;&nbsp;&nbsp;435922468 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;563190690 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;5947679 | &nbsp;&nbsp;&nbsp;3227344 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9175023 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18128700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18128700 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;206684595 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;206684595 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$818749975 | &nbsp;&nbsp;&nbsp;$3800013000 | &nbsp;&nbsp;&nbsp;$15,904˂˃ | &nbsp;&nbsp;&nbsp;$4618778879 |

---

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

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**International Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) | COMMON STOCKS — (95.1%) |  |
| AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) |  |
| \* | 29Metals Ltd. | 207383 | &nbsp;&nbsp;$68326 |
| # | Accent Group Ltd. | 92668 | &nbsp;&nbsp;59514 |
|  | Acrow Ltd. | 69995 | &nbsp;&nbsp;50064 |
|  | Adairs Ltd. | 57711 | &nbsp;&nbsp;70076 |
| \* | Aeris Resources Ltd. | 170950 | &nbsp;&nbsp;71836 |
| \* | AIC Mines Ltd. | 149558 | &nbsp;&nbsp;65406 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 259579 | &nbsp;&nbsp;274798 |
|  | ALS Ltd. | 82978 | &nbsp;&nbsp;1414897 |
|  | Amotiv Ltd. | 30547 | &nbsp;&nbsp;178210 |
|  | AMP Ltd. | 618422 | &nbsp;&nbsp;723996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 73804 | &nbsp;&nbsp;160327 |
| # | Ampol Ltd. | 27715 | &nbsp;&nbsp;556814 |
|  | Ansell Ltd. | 32930 | &nbsp;&nbsp;746594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 126931 | &nbsp;&nbsp;3229167 |
|  | APA Group | 121254 | &nbsp;&nbsp;746499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 445622 | &nbsp;&nbsp;69945 |
|  | ARB Corp. Ltd. | 16837 | &nbsp;&nbsp;301112 |
|  | Ardea Resources Ltd. | 22322 | &nbsp;&nbsp;10811 |
|  | ARN Media Ltd. | 64154 | &nbsp;&nbsp;16543 |
|  | ASX Ltd. | 7138 | &nbsp;&nbsp;284124 |
|  | Atlas Arteria Ltd. | 90394 | &nbsp;&nbsp;311957 |
| #\* | Aura Energy Ltd. | 76212 | &nbsp;&nbsp;12737 |
| \* | Aurelia Metals Ltd. | 350775 | &nbsp;&nbsp;74314 |
|  | Aurizon Holdings Ltd. | 443797 | &nbsp;&nbsp;1135221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 50063 | &nbsp;&nbsp;157063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 45639 | &nbsp;&nbsp;86533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 22186 | &nbsp;&nbsp;70585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 46965 | &nbsp;&nbsp;67153 |
|  | Autosports Group Ltd. | 4659 | &nbsp;&nbsp;12349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 26082 | &nbsp;&nbsp;43377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 147246 | &nbsp;&nbsp;693508 |
| \* | BCI Minerals Ltd. | 76114 | &nbsp;&nbsp;22053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 12610 | &nbsp;&nbsp;21873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beetaloo Energy <br>Australia Ltd.<br>| 43309 | &nbsp;&nbsp;7702 |
|  | Bega Cheese Ltd. | 75045 | &nbsp;&nbsp;317647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 31306 | &nbsp;&nbsp;28470 |
| \* | Bellevue Gold Ltd. | 248755 | &nbsp;&nbsp;291708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 126134 | &nbsp;&nbsp;960485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bisalloy Steel Group <br>Ltd.<br>| 3971 | &nbsp;&nbsp;$15528 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Black Cat Syndicate <br>Ltd. (BC8 AU)<br>| 49717 | &nbsp;&nbsp;46176 |
|  | BlueScope Steel Ltd. | 84768 | &nbsp;&nbsp;1769198 |
| #\* | Boss Energy Ltd. | 91110 | &nbsp;&nbsp;120706 |
|  | Brambles Ltd. | 132503 | &nbsp;&nbsp;2056805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 64933 | &nbsp;&nbsp;92123 |
| # | Breville Group Ltd. | 19638 | &nbsp;&nbsp;437592 |
| \* | Calix Ltd. | 12101 | &nbsp;&nbsp;10720 |
| \* | Capricorn Metals Ltd. | 101609 | &nbsp;&nbsp;951712 |
|  | CAR Group Ltd. | 10611 | &nbsp;&nbsp;203041 |
| #\* | Catalyst Metals Ltd. | 40349 | &nbsp;&nbsp;228838 |
| #\* | Catapult Sports Ltd. | 10765 | &nbsp;&nbsp;26107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 21754 | &nbsp;&nbsp;122623 |
|  | Challenger Ltd. | 141225 | &nbsp;&nbsp;899524 |
|  | Champion Iron Ltd. | 93634 | &nbsp;&nbsp;378180 |
| \* | Chrysos Corp. Ltd. | 6108 | &nbsp;&nbsp;33610 |
|  | Civmec Australia Ltd. | 38500 | &nbsp;&nbsp;41697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 534077 | &nbsp;&nbsp;915431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ClearView Wealth <br>Ltd.<br>| 59594 | &nbsp;&nbsp;21473 |
|  | Cochlear Ltd. | 3841 | &nbsp;&nbsp;715937 |
|  | Codan Ltd. | 29559 | &nbsp;&nbsp;778342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COG Financial <br>Services Ltd.<br>| 13514 | &nbsp;&nbsp;16515 |
|  | Cogstate Ltd. | 10170 | &nbsp;&nbsp;15246 |
|  | Coles Group Ltd. | 108303 | &nbsp;&nbsp;1600160 |
|  | Collins Foods Ltd. | 32032 | &nbsp;&nbsp;237705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 37061 | &nbsp;&nbsp;3836586 |
|  | Computershare Ltd. | 40286 | &nbsp;&nbsp;914918 |
| \* | Core Lithium Ltd. | 446950 | &nbsp;&nbsp;71581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 12950 | &nbsp;&nbsp;127202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalrymple Bay <br>Infrastructure Ltd.<br>| 69022 | &nbsp;&nbsp;233488 |
|  | Data#3 Ltd. | 35101 | &nbsp;&nbsp;237759 |
| #\* | Deep Yellow Ltd. | 165295 | &nbsp;&nbsp;322785 |
| #\* | Develop Global Ltd. | 45855 | &nbsp;&nbsp;164744 |
|  | Dicker Data Ltd. | 26732 | &nbsp;&nbsp;186388 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 5126 | &nbsp;&nbsp;81196 |
|  | Downer EDI Ltd. | 179653 | &nbsp;&nbsp;1001858 |
| \* | DUG Technology Ltd. | 9469 | &nbsp;&nbsp;12359 |
|  | Duratec Ltd. | 16629 | &nbsp;&nbsp;24934 |
|  | Dyno Nobel Ltd. | 442695 | &nbsp;&nbsp;1078179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 36826 | &nbsp;&nbsp;683624 |
| \*†† | Elanor Investor Group | 20923 | &nbsp;&nbsp;2244 |
| # | Elders Ltd. | 42508 | &nbsp;&nbsp;217757 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Elevra Lithium Ltd., <br>ADR<br>| 221 | &nbsp;&nbsp;$9784 |
| \* | Emeco Holdings Ltd. | 92682 | &nbsp;&nbsp;84730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 116059 | &nbsp;&nbsp;545647 |
| #\* | EML Payments Ltd. | 83082 | &nbsp;&nbsp;47375 |
|  | Energy One Ltd. | 2377 | &nbsp;&nbsp;27519 |
|  | EQT Holdings Ltd. | 4931 | &nbsp;&nbsp;84123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Euroz Hartleys Group <br>Ltd.<br>| 26027 | &nbsp;&nbsp;22477 |
|  | Evolution Mining Ltd. | 418323 | &nbsp;&nbsp;4017251 |
|  | EVT Ltd. | 24507 | &nbsp;&nbsp;212181 |
|  | Fenix Resources Ltd. | 123836 | &nbsp;&nbsp;37693 |
| # | Fiducian Group Ltd. | 2459 | &nbsp;&nbsp;18426 |
| †† | Firefinch Ltd. | 64123 | &nbsp;&nbsp;1674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 80526 | &nbsp;&nbsp;160047 |
|  | Fleetwood Ltd. | 27378 | &nbsp;&nbsp;52968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 33902 | &nbsp;&nbsp;380220 |
|  | Fortescue Ltd. | 130830 | &nbsp;&nbsp;1894532 |
| # | G8 Education Ltd. | 293389 | &nbsp;&nbsp;136318 |
|  | Galan Lithium Ltd. | 18224 | &nbsp;&nbsp;4759 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Galan Lithium Ltd. <br>GLN AU<br>| 213966 | &nbsp;&nbsp;55678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 40536 | &nbsp;&nbsp;150778 |
| \* | Genesis Minerals Ltd. | 116932 | &nbsp;&nbsp;577409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 18851 | &nbsp;&nbsp;56743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 60232 | &nbsp;&nbsp;302030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 182933 | &nbsp;&nbsp;32746 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatland Resources <br>Ltd.<br>| 43688 | &nbsp;&nbsp;358872 |
|  | GWA Group Ltd. | 51755 | &nbsp;&nbsp;95749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 40406 | &nbsp;&nbsp;139538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 187170 | &nbsp;&nbsp;841088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hastings Technology <br>Metals Ltd.<br>| 36104 | &nbsp;&nbsp;12714 |
|  | Healius Ltd. | 69438 | &nbsp;&nbsp;43468 |
|  | Helia Group Ltd. | 115071 | &nbsp;&nbsp;465292 |
|  | Horizon Oil Ltd. | 274967 | &nbsp;&nbsp;42910 |
| \* | Hot Chili Ltd. | 12678 | &nbsp;&nbsp;16902 |
|  | HUB24 Ltd. | 9923 | &nbsp;&nbsp;695266 |
| # | IDP Education Ltd. | 12883 | &nbsp;&nbsp;56063 |
| \* | IGO Ltd. | 114495 | &nbsp;&nbsp;654480 |
|  | Iluka Resources Ltd. | 111678 | &nbsp;&nbsp;409287 |
|  | Imdex Ltd. | 127237 | &nbsp;&nbsp;328887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMM <br>AU)<br>| 157524 | &nbsp;&nbsp;43362 |
|  | Inghams Group Ltd. | 91088 | &nbsp;&nbsp;158320 |
| \* | Insignia Financial Ltd. | 146460 | &nbsp;&nbsp;473220 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 369883 | &nbsp;&nbsp;$1950077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 70158 | &nbsp;&nbsp;127491 |
| \* | Invictus Energy Ltd. | 152361 | &nbsp;&nbsp;5335 |
| #\* | ioneer Ltd. | 87398 | &nbsp;&nbsp;9078 |
| # | IPD Group Ltd. | 5381 | &nbsp;&nbsp;16466 |
| # | IPH Ltd. | 49353 | &nbsp;&nbsp;128061 |
|  | IRESS Ltd. | 36182 | &nbsp;&nbsp;203705 |
|  | IVE Group Ltd. | 30663 | &nbsp;&nbsp;64225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC <br>(JHX AU), CDI<br>| 32811 | &nbsp;&nbsp;747662 |
|  | JB Hi-Fi Ltd. | 16235 | &nbsp;&nbsp;914689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 193131 | &nbsp;&nbsp;243380 |
|  | Jupiter Mines Ltd. | 373976 | &nbsp;&nbsp;70845 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Partners Group <br>Holdings Ltd.<br>| 2398 | &nbsp;&nbsp;11093 |
|  | Kelsian Group Ltd. | 41745 | &nbsp;&nbsp;113371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsgate <br>Consolidated Ltd.<br>| 36674 | &nbsp;&nbsp;160025 |
|  | Korvest Ltd. | 1524 | &nbsp;&nbsp;16225 |
|  | L1 Group Ltd. | 31022 | &nbsp;&nbsp;26429 |
| \* | Lake Resources NL | 27313 | &nbsp;&nbsp;1721 |
|  | Lendlease Corp. Ltd. | 126366 | &nbsp;&nbsp;422885 |
| \*†† | Leo Lithium Ltd. | 45802 | &nbsp;&nbsp;0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 14952 | &nbsp;&nbsp;57392 |
|  | Lindsay Australia Ltd. | 43558 | &nbsp;&nbsp;20192 |
| \* | Lotus Resources Ltd. | 25464 | &nbsp;&nbsp;53043 |
|  | Lovisa Holdings Ltd. | 18314 | &nbsp;&nbsp;392805 |
|  | Lycopodium Ltd. | 5847 | &nbsp;&nbsp;63863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lynas Rare Earths <br>Ltd.<br>| 63076 | &nbsp;&nbsp;634931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 11629 | &nbsp;&nbsp;83819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 18342 | &nbsp;&nbsp;69337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 376281 | &nbsp;&nbsp;169864 |
|  | Macquarie Group Ltd. | 9436 | &nbsp;&nbsp;1384867 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 2375 | &nbsp;&nbsp;115492 |
| # | Mader Group Ltd. | 4576 | &nbsp;&nbsp;26132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 37553 | &nbsp;&nbsp;227022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 17072 | &nbsp;&nbsp;202390 |
|  | Medibank Pvt Ltd. | 220296 | &nbsp;&nbsp;706856 |
| \* | Megaport Ltd. | 27875 | &nbsp;&nbsp;222596 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 118754 | &nbsp;&nbsp;208306 |
| \* | Metals X Ltd. | 215807 | &nbsp;&nbsp;192629 |
| #\* | MGX Resources Ltd. | 173579 | &nbsp;&nbsp;58840 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 17676 | &nbsp;&nbsp;695293 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mithril Silver & Gold <br>Ltd.<br>| 29908 | &nbsp;&nbsp;$10029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 22768 | &nbsp;&nbsp;489882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 93983 | &nbsp;&nbsp;45956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MotorCycle Holdings <br>Ltd.<br>| 8986 | &nbsp;&nbsp;17295 |
| \* | Myer Holdings Ltd. | 207409 | &nbsp;&nbsp;62602 |
|  | MyState Ltd. | 37199 | &nbsp;&nbsp;115946 |
| #\* | Nanosonics Ltd. | 4998 | &nbsp;&nbsp;13496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia <br>Bank Ltd.<br>| 158923 | &nbsp;&nbsp;4773953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 102648 | &nbsp;&nbsp;226046 |
|  | Netwealth Group Ltd. | 24319 | &nbsp;&nbsp;412057 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Neuren <br>Pharmaceuticals <br>Ltd.<br>| 5515 | &nbsp;&nbsp;63858 |
| #\* | NEXTDC Ltd. | 92215 | &nbsp;&nbsp;852021 |
|  | nib holdings Ltd. | 114540 | &nbsp;&nbsp;534240 |
| # | Nick Scali Ltd. | 20475 | &nbsp;&nbsp;347805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 283777 | &nbsp;&nbsp;225038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 168074 | &nbsp;&nbsp;3089755 |
| \* | Nufarm Ltd. | 47228 | &nbsp;&nbsp;77121 |
| \* | Nuix Ltd. | 34737 | &nbsp;&nbsp;41571 |
|  | Objective Corp. Ltd. | 6589 | &nbsp;&nbsp;68965 |
| \* | Omni Bridgeway Ltd. | 27912 | &nbsp;&nbsp;29980 |
|  | oOh!media Ltd. | 145841 | &nbsp;&nbsp;126428 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 302258 | &nbsp;&nbsp;253350 |
|  | Orica Ltd. | 97216 | &nbsp;&nbsp;1731825 |
|  | Orora Ltd. | 307132 | &nbsp;&nbsp;436129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 12386 | &nbsp;&nbsp;85234 |
| \* | Pantoro Gold Ltd. | 64054 | &nbsp;&nbsp;212501 |
|  | Peet Ltd. | 95638 | &nbsp;&nbsp;133623 |
|  | Pepper Money Ltd. | 7596 | &nbsp;&nbsp;10331 |
|  | Perenti Ltd. | 251150 | &nbsp;&nbsp;483491 |
|  | Perpetual Ltd. | 23086 | &nbsp;&nbsp;289093 |
| \* | PEXA Group Ltd. | 32471 | &nbsp;&nbsp;310455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Investment <br>Management Group <br>Ltd.<br>| 1962 | &nbsp;&nbsp;23009 |
| \* | PLS Group Ltd. | 230445 | &nbsp;&nbsp;676167 |
|  | Praemium Ltd. | 43406 | &nbsp;&nbsp;22788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 14182 | &nbsp;&nbsp;131359 |
|  | Pro Medicus Ltd. | 7858 | &nbsp;&nbsp;1004592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 13803 | &nbsp;&nbsp;47297 |
| # | PWR Holdings Ltd. | 15753 | &nbsp;&nbsp;101795 |
|  | Qantas Airways Ltd. | 59151 | &nbsp;&nbsp;413562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 244228 | &nbsp;&nbsp;3347334 |
|  | Qube Holdings Ltd. | 274185 | &nbsp;&nbsp;906885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 340782 | &nbsp;&nbsp;$1049545 |
|  | REA Group Ltd. | 3895 | &nbsp;&nbsp;512129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 4640 | &nbsp;&nbsp;8151 |
| # | Redox Ltd. | 29349 | &nbsp;&nbsp;64524 |
| # | Reece Ltd. | 11636 | &nbsp;&nbsp;119106 |
|  | Regal Partners Ltd. | 26486 | &nbsp;&nbsp;57829 |
|  | Regis Healthcare Ltd. | 36443 | &nbsp;&nbsp;170865 |
|  | Regis Resources Ltd. | 256312 | &nbsp;&nbsp;1335963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 165132 | &nbsp;&nbsp;429106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Renascor Resources <br>Ltd.<br>| 159877 | &nbsp;&nbsp;9436 |
| \* | Resolute Mining Ltd. | 684974 | &nbsp;&nbsp;613614 |
|  | Ricegrowers Ltd. | 6614 | &nbsp;&nbsp;74775 |
|  | Ridley Corp. Ltd. | 93481 | &nbsp;&nbsp;162274 |
| # | Rio Tinto Ltd. | 38117 | &nbsp;&nbsp;3971211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 30765 | &nbsp;&nbsp;106536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 157817 | &nbsp;&nbsp;2141424 |
| \* | Saturn Metals Ltd. | 48426 | &nbsp;&nbsp;16290 |
|  | SEEK Ltd. | 27453 | &nbsp;&nbsp;398740 |
| #\* | Select Harvests Ltd. | 35228 | &nbsp;&nbsp;108620 |
|  | Servcorp Ltd. | 19474 | &nbsp;&nbsp;104649 |
|  | Service Stream Ltd. | 178284 | &nbsp;&nbsp;282564 |
|  | SGH Ltd. | 29156 | &nbsp;&nbsp;934392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaver Shop Group <br>Ltd.<br>| 27345 | &nbsp;&nbsp;28561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Healthcare <br>Ltd.<br>| 449343 | &nbsp;&nbsp;962871 |
| \* | Silver Mines Ltd. | 127598 | &nbsp;&nbsp;21192 |
|  | Sims Ltd. (SGM AU) | 45692 | &nbsp;&nbsp;639741 |
| \* | SiteMinder Ltd. | 37614 | &nbsp;&nbsp;131937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 34709 | &nbsp;&nbsp;203559 |
|  | Solvar Ltd. | 41788 | &nbsp;&nbsp;54134 |
|  | Sonic Healthcare Ltd. | 40804 | &nbsp;&nbsp;652530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 71652 | &nbsp;&nbsp;127253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 72250 | &nbsp;&nbsp;32278 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 76667 | &nbsp;&nbsp;0 |
|  | SRG Global Ltd. | 246151 | &nbsp;&nbsp;516173 |
| #\* | St Barbara Ltd. | 287345 | &nbsp;&nbsp;140808 |
|  | Steadfast Group Ltd. | 192640 | &nbsp;&nbsp;697644 |
| \* | Strickland Metals Ltd. | 75758 | &nbsp;&nbsp;9875 |
|  | Suncorp Group Ltd. | 121240 | &nbsp;&nbsp;1427229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 45712 | &nbsp;&nbsp;466457 |
| \* | Superloop Ltd. | 116123 | &nbsp;&nbsp;185030 |
| # | Supply Network Ltd. | 1210 | &nbsp;&nbsp;30892 |
| \* | Syrah Resources Ltd. | 170880 | &nbsp;&nbsp;27522 |
|  | Technology One Ltd. | 52874 | &nbsp;&nbsp;923116 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 338668 | &nbsp;&nbsp;$1150555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 2199 | &nbsp;&nbsp;18290 |
| \* | Titan Minerals Ltd. | 31408 | &nbsp;&nbsp;21558 |
| # | TPG Telecom Ltd. | 78196 | &nbsp;&nbsp;210939 |
|  | Transurban Group | 116530 | &nbsp;&nbsp;1127168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tribune Resources <br>Ltd.<br>| 2976 | &nbsp;&nbsp;14434 |
| \* | Tuas Ltd. | 15134 | &nbsp;&nbsp;74852 |
| #\* | Tyro Payments Ltd. | 127160 | &nbsp;&nbsp;83940 |
| \* | Vault Minerals Ltd. | 280726 | &nbsp;&nbsp;1074275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 231378 | &nbsp;&nbsp;926660 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 223958 | &nbsp;&nbsp;280360 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Energy <br>Resources Ltd.<br>| 38810 | &nbsp;&nbsp;106409 |
|  | Vulcan Steel Ltd. | 7219 | &nbsp;&nbsp;34754 |
| \* | Vysarn Ltd. | 10027 | &nbsp;&nbsp;5595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wagners Holding Co. <br>Ltd.<br>| 9722 | &nbsp;&nbsp;24235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 41618 | &nbsp;&nbsp;133176 |
| # | Webjet Group Ltd. | 41618 | &nbsp;&nbsp;23231 |
|  | Wesfarmers Ltd. | 52128 | &nbsp;&nbsp;3007086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 465998 | &nbsp;&nbsp;1129067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 246016 | &nbsp;&nbsp;1168393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 124431 | &nbsp;&nbsp;3343348 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wildcat Resources <br>Ltd.<br>| 240406 | &nbsp;&nbsp;60063 |
| # | WiseTech Global Ltd. | 6792 | &nbsp;&nbsp;272132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 57381 | &nbsp;&nbsp;1231418 |
|  | Worley Ltd. | 69623 | &nbsp;&nbsp;647599 |
| \* | Xero Ltd. | 9404 | &nbsp;&nbsp;612871 |
| # | XRF Scientific Ltd. | 15051 | &nbsp;&nbsp;22754 |
| \* | Zip Co. Ltd. | 76741 | &nbsp;&nbsp;141576 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;118055490 |
| AUSTRIA — (0.8%) | AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 2470 | &nbsp;&nbsp;33417 |
|  | ANDRITZ AG | 16089 | &nbsp;&nbsp;1392091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 7195 | &nbsp;&nbsp;323462 |
| Ω | BAWAG Group AG | 16971 | &nbsp;&nbsp;2760771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CA Immobilien <br>Anlagen AG<br>| 4589 | &nbsp;&nbsp;136935 |
| \* | CPI Europe AG | 4484 | &nbsp;&nbsp;82712 |
|  | Erste Group Bank AG | 21714 | &nbsp;&nbsp;2823013 |
| \* | Eurotelesites AG | 12379 | &nbsp;&nbsp;62315 |
|  | EVN AG | 10282 | &nbsp;&nbsp;346448 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
| \* | FACC AG | 3544 | &nbsp;&nbsp;$47441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 11636 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 831 | &nbsp;&nbsp;94182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 6530 | &nbsp;&nbsp;254663 |
|  | OMV AG | 39711 | &nbsp;&nbsp;2359140 |
|  | Palfinger AG | 3933 | &nbsp;&nbsp;169001 |
|  | Porr AG | 5057 | &nbsp;&nbsp;207984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raiffeisen Bank <br>International AG<br>| 13015 | &nbsp;&nbsp;656027 |
| # | SBO AG | 2222 | &nbsp;&nbsp;83480 |
|  | Semperit AG Holding | 1531 | &nbsp;&nbsp;22794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 3227 | &nbsp;&nbsp;334159 |
|  | Telekom Austria AG | 30306 | &nbsp;&nbsp;321842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 1080 | &nbsp;&nbsp;25627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 23674 | &nbsp;&nbsp;438844 |
|  | Verbund AG | 3211 | &nbsp;&nbsp;235609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 9607 | &nbsp;&nbsp;755149 |
|  | voestalpine AG | 29477 | &nbsp;&nbsp;1399730 |
|  | Wienerberger AG | 29083 | &nbsp;&nbsp;961325 |
|  | Zumtobel Group AG | 3541 | &nbsp;&nbsp;15016 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;16343177 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 7101 | &nbsp;&nbsp;2100960 |
|  | Ageas SA | 40170 | &nbsp;&nbsp;2853290 |
| \* | AGFA-Gevaert NV | 41313 | &nbsp;&nbsp;24455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 758 | &nbsp;&nbsp;637099 |
|  | Azelis Group NV | 6023 | &nbsp;&nbsp;59643 |
|  | Barco NV | 19688 | &nbsp;&nbsp;270275 |
|  | Bekaert SA | 9714 | &nbsp;&nbsp;476538 |
| \* | bpost SA | 12946 | &nbsp;&nbsp;33407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 2314 | &nbsp;&nbsp;25108 |
|  | Colruyt Group NV | 9223 | &nbsp;&nbsp;353423 |
|  | Deceuninck NV | 27264 | &nbsp;&nbsp;74524 |
|  | Deme Group NV | 1650 | &nbsp;&nbsp;328911 |
|  | D'ieteren Group | 4153 | &nbsp;&nbsp;945964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 24500 | &nbsp;&nbsp;50862 |
|  | Elia Group SA | 5398 | &nbsp;&nbsp;781526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 3291 | &nbsp;&nbsp;141786 |
|  | Fagron | 16541 | &nbsp;&nbsp;434852 |
|  | Gimv NV | 7710 | &nbsp;&nbsp;416370 |
| \* | Immobel SA | 102 | &nbsp;&nbsp;2924 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ion Beam <br>Applications<br>| 2271 | &nbsp;&nbsp;$40776 |
|  | Jensen-Group NV | 968 | &nbsp;&nbsp;72285 |
|  | KBC Group NV | 24760 | &nbsp;&nbsp;3489068 |
|  | Kinepolis Group NV | 2405 | &nbsp;&nbsp;76171 |
|  | Lotus Bakeries NV | 97 | &nbsp;&nbsp;1143596 |
|  | Melexis NV | 5094 | &nbsp;&nbsp;385095 |
| #\* | Ontex Group NV | 16508 | &nbsp;&nbsp;96010 |
| \* | Orange Belgium SA | 1489 | &nbsp;&nbsp;33961 |
|  | Proximus SADP | 38815 | &nbsp;&nbsp;354143 |
|  | Recticel SA | 8658 | &nbsp;&nbsp;104765 |
|  | Sipef NV | 1212 | &nbsp;&nbsp;120774 |
|  | Solvay SA | 13816 | &nbsp;&nbsp;406745 |
|  | Syensqo SA | 15897 | &nbsp;&nbsp;1337951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 6484 | &nbsp;&nbsp;210311 |
|  | UCB SA | 10963 | &nbsp;&nbsp;3340705 |
|  | Umicore SA | 19481 | &nbsp;&nbsp;463108 |
|  | Van de Velde NV | 1505 | &nbsp;&nbsp;54043 |
|  | VGP NV | 3480 | &nbsp;&nbsp;426768 |
|  | Viohalco SA | 717 | &nbsp;&nbsp;10994 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;22179186 |
| CANADA — (12.0%) | CANADA — (12.0%) | CANADA — (12.0%) |  |
| \* | 5N Plus, Inc. | 25189 | &nbsp;&nbsp;445453 |
| # | Acadian Timber Corp. | 3200 | &nbsp;&nbsp;37860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACT Energy <br>Technologies Ltd.<br>| 4329 | &nbsp;&nbsp;18406 |
|  | ADENTRA, Inc. | 5075 | &nbsp;&nbsp;134921 |
|  | Aecon Group, Inc. | 15990 | &nbsp;&nbsp;414532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 2276 | &nbsp;&nbsp;48574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 15987 | &nbsp;&nbsp;213097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 14836 | &nbsp;&nbsp;2820218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 18919 | &nbsp;&nbsp;3604070 |
| \* | Aimia, Inc. | 12550 | &nbsp;&nbsp;27650 |
| #\* | Air Canada | 39621 | &nbsp;&nbsp;548493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI CN), Class A<br>| 34615 | &nbsp;&nbsp;1282762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. <br>(AGI US), Class A<br>| 45229 | &nbsp;&nbsp;1668933 |
|  | Algoma Central Corp. | 900 | &nbsp;&nbsp;12816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>CN)<br>| 8904 | &nbsp;&nbsp;58460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>US)<br>| 90700 | &nbsp;&nbsp;594085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 40418 | &nbsp;&nbsp;2102751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alithya Group, Inc., <br>Class A<br>| 8400 | &nbsp;&nbsp;10919 |
| \* | Allied Gold Corp. | 26384 | &nbsp;&nbsp;830230 |
|  | AltaGas Ltd. | 75822 | &nbsp;&nbsp;2286938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Altus Group Ltd. | 4016 | &nbsp;&nbsp;$136261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 45106 | &nbsp;&nbsp;184181 |
| \* | Aritzia, Inc. | 24926 | &nbsp;&nbsp;1964754 |
|  | Atco Ltd., Class I | 11767 | &nbsp;&nbsp;510899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 22030 | &nbsp;&nbsp;1546056 |
| \* | ATS Corp. (ATS CN) | 8165 | &nbsp;&nbsp;232061 |
| \* | ATS Corp. (ATS US) | 1733 | &nbsp;&nbsp;49321 |
| \* | AutoCanada, Inc. | 4621 | &nbsp;&nbsp;94548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 114500 | &nbsp;&nbsp;561050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 214589 | &nbsp;&nbsp;1044851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 9586 | &nbsp;&nbsp;542009 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP US)<br>| 19300 | &nbsp;&nbsp;44969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO CN)<br>| 3856 | &nbsp;&nbsp;524942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 34435 | &nbsp;&nbsp;4688325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 17678 | &nbsp;&nbsp;1321647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 33442 | &nbsp;&nbsp;2498786 |
| # | BCE, Inc. (BCE CN) | 548 | &nbsp;&nbsp;14166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 19030 | &nbsp;&nbsp;421507 |
| #\* | Bitfarms Ltd. BITF US | 88500 | &nbsp;&nbsp;207090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 15142 | &nbsp;&nbsp;183486 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>US<br>| 47398 | &nbsp;&nbsp;169211 |
|  | BMTC Group, Inc. | 3210 | &nbsp;&nbsp;30458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/A CN), <br>Class A<br>| 256 | &nbsp;&nbsp;43994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bombardier, Inc. <br>(BBD/B CN), <br>Class B<br>| 8794 | &nbsp;&nbsp;1502247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bonterra Energy <br>Corp.<br>| 300 | &nbsp;&nbsp;1095 |
|  | Boralex, Inc., Class A | 18796 | &nbsp;&nbsp;348547 |
|  | Boyd Group, Inc. | 4698 | &nbsp;&nbsp;769987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Corp. (BN <br>US)<br>| 24039 | &nbsp;&nbsp;1094976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC CN, Class A<br>| 14515 | &nbsp;&nbsp;694170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC US, Class A<br>| 3500 | &nbsp;&nbsp;167475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Renewable <br>Corp.<br>| 12800 | &nbsp;&nbsp;532992 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 1805 | &nbsp;&nbsp;$82362 |
|  | BRP, Inc. (DOO CN) | 5068 | &nbsp;&nbsp;382505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. (DOOO <br>US)<br>| 2555 | &nbsp;&nbsp;192570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 12400 | &nbsp;&nbsp;45442 |
|  | Calian Group Ltd. | 2900 | &nbsp;&nbsp;143568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 5587 | &nbsp;&nbsp;689380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 29719 | &nbsp;&nbsp;258853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 4613 | &nbsp;&nbsp;55967 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 5800 | &nbsp;&nbsp;70528 |
|  | Canada Packers, Inc. | 4117 | &nbsp;&nbsp;48286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM CN)<br>| 27286 | &nbsp;&nbsp;2521698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 38928 | &nbsp;&nbsp;3596558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 25983 | &nbsp;&nbsp;2500084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNR <br>CN)<br>| 99 | &nbsp;&nbsp;9524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP CN)<br>| 534 | &nbsp;&nbsp;39696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. <br>(CP US)<br>| 23557 | &nbsp;&nbsp;1751227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 14115 | &nbsp;&nbsp;1736529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Utilities Ltd., <br>Class A<br>| 20541 | &nbsp;&nbsp;664812 |
| \* | Canfor Corp. | 18632 | &nbsp;&nbsp;196220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 160775 | &nbsp;&nbsp;1781732 |
|  | Cascades, Inc. | 28823 | &nbsp;&nbsp;270735 |
| \* | Cavvy Energy Ltd. | 22500 | &nbsp;&nbsp;14706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 30141 | &nbsp;&nbsp;1816451 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 24350 | &nbsp;&nbsp;6842107 |
|  | Centerra Gold, Inc. | 69003 | &nbsp;&nbsp;1155920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 73300 | &nbsp;&nbsp;764411 |
|  | CGI, Inc. (GIB US) | 12994 | &nbsp;&nbsp;1114625 |
|  | CGI, Inc. (GIBA CN) | 6491 | &nbsp;&nbsp;556310 |
| \* | Cineplex, Inc. | 9096 | &nbsp;&nbsp;64396 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 3000 | &nbsp;&nbsp;$32233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 4167 | &nbsp;&nbsp;200845 |
|  | Cogeco, Inc. | 1876 | &nbsp;&nbsp;92006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 820 | &nbsp;&nbsp;112047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 6805 | &nbsp;&nbsp;930244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 8295 | &nbsp;&nbsp;29424 |
| \* | Condor Energies, Inc. | 3200 | &nbsp;&nbsp;4606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc.<br>| 1052 | &nbsp;&nbsp;1941493 |
| \* | D2L, Inc. | 1800 | &nbsp;&nbsp;14369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;D-BOX Technologies, <br>Inc.<br>| 23500 | &nbsp;&nbsp;14152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 24039 | &nbsp;&nbsp;1176484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 4755 | &nbsp;&nbsp;355484 |
|  | Dexterra Group, Inc. | 13572 | &nbsp;&nbsp;128877 |
|  | Dollarama, Inc. | 24451 | &nbsp;&nbsp;3295089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 28370 | &nbsp;&nbsp;200225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 4300 | &nbsp;&nbsp;29116 |
|  | DPM Metals, Inc. | 83885 | &nbsp;&nbsp;2926873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 9274 | &nbsp;&nbsp;133554 |
|  | Dye & Durham Ltd. | 4990 | &nbsp;&nbsp;15282 |
|  | Dynacor Group, Inc. | 9100 | &nbsp;&nbsp;40767 |
|  | ECN Capital Corp. | 7800 | &nbsp;&nbsp;17357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;382257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 28305 | &nbsp;&nbsp;1214833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 36906 | &nbsp;&nbsp;1583417 |
| \* | Electrovaya, Inc. | 5954 | &nbsp;&nbsp;64482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 103182 | &nbsp;&nbsp;2614313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 33735 | &nbsp;&nbsp;1101996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>CN)<br>| 23766 | &nbsp;&nbsp;1160168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge, Inc. (ENB <br>US)<br>| 33548 | &nbsp;&nbsp;1638484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 50601 | &nbsp;&nbsp;2762580 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 8801 | &nbsp;&nbsp;$161522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 25143 | &nbsp;&nbsp;461626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 26717 | &nbsp;&nbsp;61806 |
|  | EQB, Inc. | 9000 | &nbsp;&nbsp;701876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 11142 | &nbsp;&nbsp;159399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 84742 | &nbsp;&nbsp;1211811 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 11587 | &nbsp;&nbsp;388715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 13015 | &nbsp;&nbsp;436133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 6506 | &nbsp;&nbsp;69090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 6358 | &nbsp;&nbsp;443587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 4001 | &nbsp;&nbsp;20539 |
|  | Extendicare, Inc. | 21418 | &nbsp;&nbsp;364766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 1003 | &nbsp;&nbsp;1655250 |
| # | Fiera Capital Corp. | 20325 | &nbsp;&nbsp;88665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 38030 | &nbsp;&nbsp;2384887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 3300 | &nbsp;&nbsp;35359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 9400 | &nbsp;&nbsp;83117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 48113 | &nbsp;&nbsp;1002675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum <br>Minerals Ltd.<br>| 117105 | &nbsp;&nbsp;3310229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 1700 | &nbsp;&nbsp;263380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 3742 | &nbsp;&nbsp;580983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 16800 | &nbsp;&nbsp;35780 |
| \* | Foran Mining Corp. | 35900 | &nbsp;&nbsp;173746 |
| # | Fortis, Inc. (FTS CN) | 23005 | &nbsp;&nbsp;1226573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 48975 | &nbsp;&nbsp;478976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 36107 | &nbsp;&nbsp;353209 |
| \* | Fury Gold Mines Ltd. | 10000 | &nbsp;&nbsp;7417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 24802 | &nbsp;&nbsp;65209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 600 | &nbsp;&nbsp;16026 |
|  | George Weston Ltd. | 20667 | &nbsp;&nbsp;1441446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 8702 | &nbsp;&nbsp;373751 |
|  | Gibson Energy, Inc. | 42524 | &nbsp;&nbsp;837270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL CN)<br>| 2100 | &nbsp;&nbsp;$136443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 34643 | &nbsp;&nbsp;2251102 |
|  | goeasy Ltd. | 3750 | &nbsp;&nbsp;344582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 39468 | &nbsp;&nbsp;92464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great-West Lifeco, <br>Inc.<br>| 14725 | &nbsp;&nbsp;689290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenfire Resources <br>Ltd.<br>| 5000 | &nbsp;&nbsp;27250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Capital <br>Group Ltd., Class A<br>| 5228 | &nbsp;&nbsp;258703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 5100 | &nbsp;&nbsp;31499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 2300 | &nbsp;&nbsp;303300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 5650 | &nbsp;&nbsp;64315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 57861 | &nbsp;&nbsp;1370400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 58799 | &nbsp;&nbsp;1392360 |
| Ω | Hydro One Ltd. | 18600 | &nbsp;&nbsp;735312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 24300 | &nbsp;&nbsp;2985814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 47139 | &nbsp;&nbsp;856987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 123812 | &nbsp;&nbsp;2246829 |
|  | IGM Financial, Inc. | 17564 | &nbsp;&nbsp;849532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 3800 | &nbsp;&nbsp;121676 |
|  | Intact Financial Corp. | 16854 | &nbsp;&nbsp;3068538 |
| \* | Interfor Corp. | 10938 | &nbsp;&nbsp;81695 |
| \* | IsoEnergy Ltd. | 3684 | &nbsp;&nbsp;43029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd., <br>Class A<br>| 13175 | &nbsp;&nbsp;166617 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 5532 | &nbsp;&nbsp;140773 |
| \* | Journey Energy, Inc. | 10900 | &nbsp;&nbsp;27937 |
| \* | K92 Mining, Inc. | 71753 | &nbsp;&nbsp;1346900 |
|  | K-Bro Linen, Inc. | 3554 | &nbsp;&nbsp;89056 |
|  | Keyera Corp. | 60078 | &nbsp;&nbsp;2034441 |
| \* | Kinaxis, Inc. | 642 | &nbsp;&nbsp;64829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 304121 | &nbsp;&nbsp;9577137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 9617 | &nbsp;&nbsp;303513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 23222 | &nbsp;&nbsp;98915 |
|  | KP Tissue, Inc. | 3500 | &nbsp;&nbsp;25961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 16209 | &nbsp;&nbsp;351404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laramide Resources <br>Ltd.<br>| 28500 | &nbsp;&nbsp;17582 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 600 | &nbsp;&nbsp;$97382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 751 | &nbsp;&nbsp;22061 |
|  | Leon's Furniture Ltd. | 8006 | &nbsp;&nbsp;161807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 32434 | &nbsp;&nbsp;350287 |
|  | Linamar Corp. | 11254 | &nbsp;&nbsp;713432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loblaw Cos. Ltd. L <br>CN<br>| 34844 | &nbsp;&nbsp;1567871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 114752 | &nbsp;&nbsp;20858 |
|  | Lundin Gold, Inc. | 31311 | &nbsp;&nbsp;2347319 |
|  | Lundin Mining Corp. | 116206 | &nbsp;&nbsp;2931499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 2725 | &nbsp;&nbsp;41666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 12585 | &nbsp;&nbsp;643368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 51552 | &nbsp;&nbsp;2636369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mainstreet Equity <br>Corp.<br>| 900 | &nbsp;&nbsp;115417 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 19412 | &nbsp;&nbsp;212988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 71468 | &nbsp;&nbsp;2723646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 20585 | &nbsp;&nbsp;381419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 13134 | &nbsp;&nbsp;93659 |
| \* | Mattr Corp. | 4403 | &nbsp;&nbsp;26580 |
|  | McCoy Global, Inc. | 3800 | &nbsp;&nbsp;8735 |
| \* | MDA Space Ltd. | 10609 | &nbsp;&nbsp;299419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 6857 | &nbsp;&nbsp;76393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 3200 | &nbsp;&nbsp;38118 |
|  | Metro, Inc. | 34080 | &nbsp;&nbsp;2262348 |
|  | Morguard Corp. | 300 | &nbsp;&nbsp;25998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 3778 | &nbsp;&nbsp;117670 |
| # | Mullen Group Ltd. | 21578 | &nbsp;&nbsp;254819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 28793 | &nbsp;&nbsp;3430938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 11454 | &nbsp;&nbsp;161171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 152827 | &nbsp;&nbsp;1535397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>US)<br>| 93356 | &nbsp;&nbsp;936361 |
| \* | NFI Group, Inc. | 17971 | &nbsp;&nbsp;218294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 7400 | &nbsp;&nbsp;110594 |
| # | North West Co., Inc. | 13509 | &nbsp;&nbsp;482262 |
| # | Northland Power, Inc. | 65447 | &nbsp;&nbsp;902170 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>CN)<br>| 1300 | &nbsp;&nbsp;$89505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. (NTR <br>US)<br>| 54316 | &nbsp;&nbsp;3741841 |
|  | OceanaGold Corp. | 72088 | &nbsp;&nbsp;2335796 |
|  | Onex Corp. | 17120 | &nbsp;&nbsp;1458717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 1630 | &nbsp;&nbsp;41634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 64360 | &nbsp;&nbsp;1643111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 89 | &nbsp;&nbsp;3525 |
| \* | Orezone Gold Corp. | 23300 | &nbsp;&nbsp;42779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS CN)<br>| 17203 | &nbsp;&nbsp;937312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 69527 | &nbsp;&nbsp;3796165 |
|  | Pason Systems, Inc. | 16448 | &nbsp;&nbsp;145799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 76684 | &nbsp;&nbsp;3188521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pet Valu Holdings <br>Ltd.<br>| 17076 | &nbsp;&nbsp;342360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 13038 | &nbsp;&nbsp;80144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 7900 | &nbsp;&nbsp;91030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PMET Resources, <br>Inc.<br>| 5500 | &nbsp;&nbsp;24922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 6500 | &nbsp;&nbsp;58190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 43124 | &nbsp;&nbsp;938711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 998 | &nbsp;&nbsp;79613 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 2694 | &nbsp;&nbsp;214847 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 10355 | &nbsp;&nbsp;711804 |
| # | Propel Holdings, Inc. | 5900 | &nbsp;&nbsp;105595 |
|  | Pulse Seismic, Inc. | 5300 | &nbsp;&nbsp;14908 |
| \* | Quarterhill, Inc. | 16100 | &nbsp;&nbsp;10760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 41685 | &nbsp;&nbsp;1520577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 11873 | &nbsp;&nbsp;1348417 |
| \* | Real Matters, Inc. | 3400 | &nbsp;&nbsp;15531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 22306 | &nbsp;&nbsp;1494279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 13469 | &nbsp;&nbsp;402789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 49811 | &nbsp;&nbsp;1883354 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 3029 | &nbsp;&nbsp;$114340 |
|  | Rogers Sugar, Inc. | 32900 | &nbsp;&nbsp;149079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 25032 | &nbsp;&nbsp;4167925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 93870 | &nbsp;&nbsp;15603870 |
|  | Russel Metals, Inc. | 18045 | &nbsp;&nbsp;639424 |
|  | Saputo, Inc. | 41892 | &nbsp;&nbsp;1263851 |
| \* | Saturn Oil & Gas, Inc. | 10300 | &nbsp;&nbsp;23903 |
|  | Savaria Corp. | 13874 | &nbsp;&nbsp;241482 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SA US)<br>| 7901 | &nbsp;&nbsp;223282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 69338 | &nbsp;&nbsp;894702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc. (SHOP <br>US), Class A<br>| 6770 | &nbsp;&nbsp;888427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 15782 | &nbsp;&nbsp;245831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Source Energy <br>Services Ltd.<br>| 3700 | &nbsp;&nbsp;47009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 52898 | &nbsp;&nbsp;1502303 |
|  | Sprott, Inc. (SII US) | 4746 | &nbsp;&nbsp;582239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 31575 | &nbsp;&nbsp;719782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM US)<br>| 22172 | &nbsp;&nbsp;506187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 5001 | &nbsp;&nbsp;495601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 13924 | &nbsp;&nbsp;1379590 |
|  | Stella-Jones, Inc. | 12695 | &nbsp;&nbsp;851213 |
| \* | Steppe Gold Ltd. | 24465 | &nbsp;&nbsp;35934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StorageVault Canada, <br>Inc.<br>| 38826 | &nbsp;&nbsp;141429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF CN)<br>| 31106 | &nbsp;&nbsp;1960045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, <br>Inc. (SLF US)<br>| 37024 | &nbsp;&nbsp;2333993 |
| # | Superior Plus Corp. | 58521 | &nbsp;&nbsp;313739 |
|  | Sylogist Ltd. | 3900 | &nbsp;&nbsp;11571 |
| \* | Talon Metals Corp. | 10050 | &nbsp;&nbsp;43915 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 79 | &nbsp;&nbsp;601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), <br>Class B<br>| 33100 | &nbsp;&nbsp;1779456 |
|  | TELUS Corp. | 9014 | &nbsp;&nbsp;125778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 2849 | &nbsp;&nbsp;295142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII CN)<br>| 8716 | &nbsp;&nbsp;936667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 1564 | &nbsp;&nbsp;168208 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Theratechnologies, <br>Inc.<br>| 4374 | &nbsp;&nbsp;$1662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 4179 | &nbsp;&nbsp;462323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 17235 | &nbsp;&nbsp;88476 |
|  | TMX Group Ltd. | 19591 | &nbsp;&nbsp;723269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 36899 | &nbsp;&nbsp;1776051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 16627 | &nbsp;&nbsp;2117984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD CN)<br>| 7237 | &nbsp;&nbsp;676371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion <br>Bank (TD US)<br>| 70974 | &nbsp;&nbsp;6635359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 11308 | &nbsp;&nbsp;136943 |
| \* | Transat AT, Inc. | 3000 | &nbsp;&nbsp;5684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 21110 | &nbsp;&nbsp;358125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 58515 | &nbsp;&nbsp;300387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 200 | &nbsp;&nbsp;6743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 7056 | &nbsp;&nbsp;237924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 10257 | &nbsp;&nbsp;312836 |
| \* | Valeura Energy, Inc. | 18761 | &nbsp;&nbsp;139159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 2400 | &nbsp;&nbsp;37261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 1100 | &nbsp;&nbsp;17061 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 11300 | &nbsp;&nbsp;747 |
| \* | Vitalhub Corp. | 2368 | &nbsp;&nbsp;14660 |
|  | Wajax Corp. | 7419 | &nbsp;&nbsp;154030 |
| \* | Wall Financial Corp. | 600 | &nbsp;&nbsp;7028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 10716 | &nbsp;&nbsp;1796001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 48100 | &nbsp;&nbsp;787390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG CN)<br>| 16188 | &nbsp;&nbsp;1105513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 8792 | &nbsp;&nbsp;187443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 4022 | &nbsp;&nbsp;530381 |
|  | Winpak Ltd. | 8205 | &nbsp;&nbsp;259169 |
|  | WSP Global, Inc. | 9081 | &nbsp;&nbsp;1755511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yangarra Resources <br>Ltd.<br>| 15200 | &nbsp;&nbsp;12168 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Yellow Pages Ltd. | 2901 | &nbsp;&nbsp;$24927 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;256024446 |
| CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (CGG CN)<br>| 56934 | &nbsp;&nbsp;1365596 |
| DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) |  |
|  | AL Sydbank | 16028 | &nbsp;&nbsp;1451566 |
| \* | ALK-Abello AS | 32141 | &nbsp;&nbsp;1062059 |
|  | Alm Brand AS | 198447 | &nbsp;&nbsp;548916 |
|  | Ambu AS, Class B | 39647 | &nbsp;&nbsp;537641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKA <br>DC), Class A<br>| 223 | &nbsp;&nbsp;546834 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk <br>AS (MAERSKB <br>DC), Class B<br>| 338 | &nbsp;&nbsp;835781 |
| \* | Bang & Olufsen AS | 30256 | &nbsp;&nbsp;56283 |
| # | cBrain AS | 1481 | &nbsp;&nbsp;19087 |
|  | Coloplast AS, Class B | 9075 | &nbsp;&nbsp;773598 |
|  | D/S Norden AS | 4440 | &nbsp;&nbsp;200556 |
|  | Danske Bank AS | 61163 | &nbsp;&nbsp;3116134 |
| \* | Demant AS | 19370 | &nbsp;&nbsp;678016 |
| \* | Dfds AS | 7020 | &nbsp;&nbsp;110038 |
|  | DSV AS | 8762 | &nbsp;&nbsp;2463742 |
|  | FLSmidth & Co. AS | 14063 | &nbsp;&nbsp;1205462 |
|  | Foroya Banki P | 1197 | &nbsp;&nbsp;57683 |
| #\* | GN Store Nord AS | 32084 | &nbsp;&nbsp;563197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 259 | &nbsp;&nbsp;48012 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 1745 | &nbsp;&nbsp;25889 |
| #\* | Huscompagniet AS | 2366 | &nbsp;&nbsp;12937 |
|  | ISS AS | 31880 | &nbsp;&nbsp;1209039 |
|  | Jeudan AS | 1620 | &nbsp;&nbsp;52349 |
|  | Jyske Bank AS | 15613 | &nbsp;&nbsp;2272105 |
| # | Matas AS | 10756 | &nbsp;&nbsp;164825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 502 | &nbsp;&nbsp;43811 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 8833 | &nbsp;&nbsp;466195 |
| \* | NKT AS | 14984 | &nbsp;&nbsp;1959702 |
| \*Ω | NNIT AS | 2658 | &nbsp;&nbsp;19300 |
| \* | North Media AS | 1370 | &nbsp;&nbsp;10001 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 2340 | &nbsp;&nbsp;71561 |
| \*Ω | Orsted AS | 19749 | &nbsp;&nbsp;444259 |
|  | Pandora AS | 15813 | &nbsp;&nbsp;1279962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parken Sport & <br>Entertainment AS<br>| 1139 | &nbsp;&nbsp;29520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 4795 | &nbsp;&nbsp;683781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 6693 | &nbsp;&nbsp;1687224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 14352 | &nbsp;&nbsp;$486549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 28199 | &nbsp;&nbsp;952279 |
| \* | RTX AS | 1768 | &nbsp;&nbsp;32138 |
|  | Schouw & Co. AS | 3662 | &nbsp;&nbsp;386446 |
|  | SP Group AS | 1103 | &nbsp;&nbsp;64026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 1955 | &nbsp;&nbsp;115821 |
| # | Tivoli AS | 661 | &nbsp;&nbsp;64776 |
|  | TORM PLC, Class A | 14997 | &nbsp;&nbsp;368672 |
| \* | Trifork Group AG | 1736 | &nbsp;&nbsp;25887 |
|  | Tryg AS | 66542 | &nbsp;&nbsp;1617171 |
|  | UIE PLC | 3870 | &nbsp;&nbsp;230917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 96367 | &nbsp;&nbsp;2921017 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;31972764 |
| FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) |  |
|  | Aktia Bank OYJ | 13319 | &nbsp;&nbsp;194180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 1334 | &nbsp;&nbsp;74774 |
|  | Alma Media OYJ | 6819 | &nbsp;&nbsp;111545 |
|  | Aspo OYJ | 9512 | &nbsp;&nbsp;85685 |
|  | Atria OYJ | 4031 | &nbsp;&nbsp;75783 |
|  | Digia OYJ | 3511 | &nbsp;&nbsp;26480 |
|  | Elisa OYJ | 32973 | &nbsp;&nbsp;1458561 |
| Ω | Enento Group OYJ | 2714 | &nbsp;&nbsp;49825 |
| # | Fiskars OYJ Abp | 6389 | &nbsp;&nbsp;92302 |
| # | Fortum OYJ | 70722 | &nbsp;&nbsp;1670619 |
|  | F-Secure OYJ | 21549 | &nbsp;&nbsp;48222 |
|  | Harvia OYJ | 2878 | &nbsp;&nbsp;140077 |
|  | Hiab OYJ | 11710 | &nbsp;&nbsp;695824 |
|  | Huhtamaki OYJ | 22410 | &nbsp;&nbsp;786473 |
|  | Kalmar OYJ, Class B | 11710 | &nbsp;&nbsp;598706 |
|  | Kemira OYJ | 29190 | &nbsp;&nbsp;686574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 21273 | &nbsp;&nbsp;531970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 71306 | &nbsp;&nbsp;1803568 |
| \* | Kojamo OYJ | 24964 | &nbsp;&nbsp;282279 |
|  | Kone OYJ, Class B | 27101 | &nbsp;&nbsp;1947610 |
|  | Konecranes OYJ | 18436 | &nbsp;&nbsp;2171062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 7270 | &nbsp;&nbsp;64631 |
| \* | Lindex Group OYJ | 19336 | &nbsp;&nbsp;56515 |
|  | Luotea PLC | 7270 | &nbsp;&nbsp;24894 |
|  | Mandatum OYJ | 86348 | &nbsp;&nbsp;704196 |
|  | Marimekko OYJ | 5734 | &nbsp;&nbsp;87490 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 15474 | &nbsp;&nbsp;48068 |
|  | Metso OYJ | 123378 | &nbsp;&nbsp;2412131 |
|  | Neste OYJ | 45340 | &nbsp;&nbsp;1158208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 15414 | &nbsp;&nbsp;99112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 347762 | &nbsp;&nbsp;2239903 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
| # | Nokian Renkaat OYJ | 14772 | &nbsp;&nbsp;$189515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 207796 | &nbsp;&nbsp;4014700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA SS)<br>| 83521 | &nbsp;&nbsp;1611537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oma Saastopankki <br>OYJ<br>| 2640 | &nbsp;&nbsp;40087 |
|  | Outokumpu OYJ | 100252 | &nbsp;&nbsp;562870 |
|  | Ponsse OYJ | 2132 | &nbsp;&nbsp;64621 |
|  | Puuilo OYJ | 13914 | &nbsp;&nbsp;203071 |
| \* | QT Group OYJ | 2337 | &nbsp;&nbsp;73487 |
|  | Raisio OYJ, Class V | 32310 | &nbsp;&nbsp;105162 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Remedy <br>Entertainment OYJ<br>| 696 | &nbsp;&nbsp;12367 |
|  | Revenio Group OYJ | 4522 | &nbsp;&nbsp;107576 |
|  | Sampo OYJ, Class A | 255340 | &nbsp;&nbsp;2848201 |
|  | Sanoma OYJ | 22570 | &nbsp;&nbsp;258189 |
|  | Scanfil OYJ | 4120 | &nbsp;&nbsp;55322 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 154300 | &nbsp;&nbsp;1776300 |
|  | Taaleri PLC | 5092 | &nbsp;&nbsp;46238 |
| # | TietoEVRY OYJ | 15874 | &nbsp;&nbsp;344589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 12950 | &nbsp;&nbsp;118208 |
| # | UPM-Kymmene OYJ | 62236 | &nbsp;&nbsp;1716975 |
|  | Vaisala OYJ, Class A | 4717 | &nbsp;&nbsp;234615 |
| # | Valmet OYJ | 36322 | &nbsp;&nbsp;1244629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verkkokauppa.com <br>OYJ<br>| 2796 | &nbsp;&nbsp;12918 |
|  | Wartsila OYJ Abp | 67047 | &nbsp;&nbsp;2718102 |
| \* | YIT OYJ | 19976 | &nbsp;&nbsp;73089 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;38859635 |
| FRANCE — (6.7%) | FRANCE — (6.7%) | FRANCE — (6.7%) |  |
| \* | 74Software SA | 3271 | &nbsp;&nbsp;141587 |
|  | ABC arbitrage | 7327 | &nbsp;&nbsp;47466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 7588 | &nbsp;&nbsp;1002540 |
|  | Air Liquide SA | 20634 | &nbsp;&nbsp;3863969 |
|  | AKWEL SADIR | 669 | &nbsp;&nbsp;6286 |
| \* | Alstom SA | 82189 | &nbsp;&nbsp;2624161 |
| # | Altamir | 3848 | &nbsp;&nbsp;135052 |
|  | Alten SA | 7611 | &nbsp;&nbsp;746113 |
| Ω | Amundi SA | 9891 | &nbsp;&nbsp;879400 |
| #\*Ω | Aramis Group SAS | 5304 | &nbsp;&nbsp;28972 |
|  | Arkema SA | 7226 | &nbsp;&nbsp;435164 |
|  | Assystem SA | 1316 | &nbsp;&nbsp;74012 |
|  | Aubay | 1025 | &nbsp;&nbsp;72735 |
|  | AXA SA | 62944 | &nbsp;&nbsp;2870189 |
| Ω | Ayvens SA | 80189 | &nbsp;&nbsp;1162566 |
| # | Beneteau SACA | 10366 | &nbsp;&nbsp;97489 |
|  | BioMerieux | 7070 | &nbsp;&nbsp;821014 |
|  | BNP Paribas SA | 44394 | &nbsp;&nbsp;4800431 |
|  | Boiron SA | 1017 | &nbsp;&nbsp;35992 |
|  | Bollore SE | 89815 | &nbsp;&nbsp;512073 |
|  | Bouygues SA | 56039 | &nbsp;&nbsp;3029120 |
|  | Bureau Veritas SA | 55955 | &nbsp;&nbsp;1801322 |
|  | Capgemini SE | 11765 | &nbsp;&nbsp;1828023 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | Carrefour SA | 154403 | &nbsp;&nbsp;$2528993 |
|  | CBo Territoria | 5862 | &nbsp;&nbsp;25839 |
| \* | Cegedim SA | 182 | &nbsp;&nbsp;2885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 58073 | &nbsp;&nbsp;5732122 |
|  | Cie des Alpes | 5866 | &nbsp;&nbsp;180607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 136014 | &nbsp;&nbsp;5050965 |
| \* | Claranova SE | 2382 | &nbsp;&nbsp;3560 |
|  | Coface SA | 32253 | &nbsp;&nbsp;589880 |
|  | Credit Agricole SA | 77117 | &nbsp;&nbsp;1670078 |
|  | Danone SA | 28969 | &nbsp;&nbsp;2270007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dassault Systemes <br>SE<br>| 8466 | &nbsp;&nbsp;232856 |
|  | Derichebourg SA | 32138 | &nbsp;&nbsp;302897 |
|  | Edenred SE | 18577 | &nbsp;&nbsp;389110 |
|  | Eiffage SA | 19452 | &nbsp;&nbsp;2884874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricite de <br>Strasbourg SA<br>| 188 | &nbsp;&nbsp;48528 |
| #\*Ω | Elior Group SA | 35018 | &nbsp;&nbsp;118166 |
|  | Elis SA | 59003 | &nbsp;&nbsp;1713119 |
|  | Engie SA | 333487 | &nbsp;&nbsp;9956723 |
|  | Equasens | 353 | &nbsp;&nbsp;16607 |
|  | EssilorLuxottica SA | 6264 | &nbsp;&nbsp;1914879 |
|  | Eurazeo SE | 8890 | &nbsp;&nbsp;534013 |
| Ω | Euronext NV | 13992 | &nbsp;&nbsp;1959632 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 52647 | &nbsp;&nbsp;142917 |
|  | Exosens SAS | 2670 | &nbsp;&nbsp;171042 |
| \* | Figeac Aero | 2866 | &nbsp;&nbsp;36552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (0QSH <br>LI)<br>| 903 | &nbsp;&nbsp;37912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 577 | &nbsp;&nbsp;24293 |
| \* | Forvia SE (1EO IM) | 1747 | &nbsp;&nbsp;28553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 49409 | &nbsp;&nbsp;806722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 8586 | &nbsp;&nbsp;1849840 |
|  | Getlink SE | 26789 | &nbsp;&nbsp;530272 |
|  | GL Events SACA | 3535 | &nbsp;&nbsp;134773 |
|  | Groupe Crit SA | 826 | &nbsp;&nbsp;62290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 1349 | &nbsp;&nbsp;3245691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 968 | &nbsp;&nbsp;469519 |
|  | Infotel SA | 1162 | &nbsp;&nbsp;59956 |
|  | Ipsen SA | 9830 | &nbsp;&nbsp;1605880 |
|  | IPSOS SA | 11077 | &nbsp;&nbsp;469927 |
|  | Jacquet Metals SACA | 3271 | &nbsp;&nbsp;90063 |
|  | JCDecaux SE | 20036 | &nbsp;&nbsp;395185 |
|  | Kaufman & Broad SA | 3878 | &nbsp;&nbsp;144294 |
|  | Kering SA | 5381 | &nbsp;&nbsp;1679828 |
|  | Legrand SA | 19011 | &nbsp;&nbsp;3035255 |
| # | Linedata Services | 158 | &nbsp;&nbsp;7959 |
|  | LISI SA | 2450 | &nbsp;&nbsp;155322 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | LNA Sante SA | 1359 | &nbsp;&nbsp;$37526 |
|  | L'Oreal SA | 7964 | &nbsp;&nbsp;3658972 |
| \* | Lumibird | 929 | &nbsp;&nbsp;26046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 14509 | &nbsp;&nbsp;9364171 |
|  | Manitou BF SA | 3565 | &nbsp;&nbsp;93991 |
|  | Mersen SA | 6581 | &nbsp;&nbsp;201221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 9361 | &nbsp;&nbsp;134091 |
|  | Nexans SA | 9075 | &nbsp;&nbsp;1429424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 745 | &nbsp;&nbsp;41567 |
|  | NRJ Group | 4221 | &nbsp;&nbsp;36328 |
|  | Oeneo SA | 3475 | &nbsp;&nbsp;38058 |
|  | Opmobility | 17563 | &nbsp;&nbsp;336502 |
|  | Orange SA (ORA FP) | 408891 | &nbsp;&nbsp;7601290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pierre Et Vacances <br>SA<br>| 21945 | &nbsp;&nbsp;47100 |
| # | Pluxee NV | 11334 | &nbsp;&nbsp;150153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 25315 | &nbsp;&nbsp;2530190 |
|  | Quadient SA | 3139 | &nbsp;&nbsp;59403 |
|  | Renault SA | 45326 | &nbsp;&nbsp;1710574 |
|  | Rexel SA | 49214 | &nbsp;&nbsp;2062340 |
|  | Robertet SA | 93 | &nbsp;&nbsp;93247 |
|  | Rubis SCA | 12834 | &nbsp;&nbsp;519688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SA d'Explosifs et de <br>Produits Chimiques<br>| 146 | &nbsp;&nbsp;42641 |
|  | Savencia SA | 1026 | &nbsp;&nbsp;72716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric SE <br>(SU FP)<br>| 9469 | &nbsp;&nbsp;2714780 |
|  | SCOR SE | 42129 | &nbsp;&nbsp;1372865 |
|  | SEB SA | 2780 | &nbsp;&nbsp;156815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 643 | &nbsp;&nbsp;59944 |
|  | SES SA | 111205 | &nbsp;&nbsp;910828 |
| \*Ω | SMCP SA | 10385 | &nbsp;&nbsp;75495 |
|  | Societe BIC SA | 4073 | &nbsp;&nbsp;262378 |
|  | Societe Generale SA | 68159 | &nbsp;&nbsp;5972735 |
|  | Societe LDC SADIR | 1552 | &nbsp;&nbsp;174012 |
| \* | SOITEC | 1419 | &nbsp;&nbsp;44180 |
| \* | Solutions 30 SE | 25637 | &nbsp;&nbsp;27713 |
|  | Sopra Steria Group | 4059 | &nbsp;&nbsp;741529 |
|  | SPIE SA | 45016 | &nbsp;&nbsp;2466601 |
| # | Stef SA | 1222 | &nbsp;&nbsp;181363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 39978 | &nbsp;&nbsp;1128900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM US)<br>| 53126 | &nbsp;&nbsp;1481684 |
|  | Sword Group | 2115 | &nbsp;&nbsp;91539 |
|  | Synergie SE | 2137 | &nbsp;&nbsp;77699 |
|  | Technip Energies NV | 35278 | &nbsp;&nbsp;1382524 |
|  | Teleperformance SE | 6529 | &nbsp;&nbsp;421743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 15095 | &nbsp;&nbsp;145898 |
|  | Thermador Groupe | 1621 | &nbsp;&nbsp;151283 |
| # | Tikehau Capital SCA | 6624 | &nbsp;&nbsp;126472 |
|  | Trigano SA | 2127 | &nbsp;&nbsp;423211 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 3630 | &nbsp;&nbsp;$18728 |
|  | Valeo SE | 63641 | &nbsp;&nbsp;888835 |
|  | Vallourec SACA | 55614 | &nbsp;&nbsp;1180279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Veolia Environnement <br>SA (VIE FP)<br>| 36542 | &nbsp;&nbsp;1370586 |
|  | Vetoquinol SA | 539 | &nbsp;&nbsp;55528 |
|  | VIEL & Cie SA | 2848 | &nbsp;&nbsp;60939 |
|  | Vinci SA | 46834 | &nbsp;&nbsp;6734008 |
|  | Virbac SACA | 756 | &nbsp;&nbsp;315153 |
| \* | Viridien | 2421 | &nbsp;&nbsp;366225 |
|  | Vivendi SE | 195291 | &nbsp;&nbsp;544850 |
| # | Vusion | 1861 | &nbsp;&nbsp;289717 |
| # | Wavestone | 1241 | &nbsp;&nbsp;88602 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;143118941 |
| GERMANY — (7.0%) | GERMANY — (7.0%) | GERMANY — (7.0%) |  |
|  | 1&1 AG | 9160 | &nbsp;&nbsp;291714 |
| \* | 7C Solarparken AG | 6094 | &nbsp;&nbsp;12243 |
|  | Adesso SE | 346 | &nbsp;&nbsp;33366 |
|  | adidas AG | 13228 | &nbsp;&nbsp;2345371 |
|  | Adtran Networks SE | 552 | &nbsp;&nbsp;14528 |
|  | AIXTRON SE | 23813 | &nbsp;&nbsp;546302 |
|  | Allgeier SE | 1476 | &nbsp;&nbsp;39189 |
|  | Allianz SE (ALV GR) | 12224 | &nbsp;&nbsp;5382491 |
|  | Alzchem Group AG | 1842 | &nbsp;&nbsp;336745 |
|  | Amadeus Fire AG | 775 | &nbsp;&nbsp;35740 |
| \* | Aroundtown SA | 94947 | &nbsp;&nbsp;301717 |
|  | Atoss Software SE | 2472 | &nbsp;&nbsp;284895 |
| Ω | Aumann AG | 1986 | &nbsp;&nbsp;33078 |
| \* | Aumovio SE | 14228 | &nbsp;&nbsp;682719 |
|  | Aurubis AG | 8547 | &nbsp;&nbsp;1613964 |
|  | BASF SE | 185841 | &nbsp;&nbsp;10075175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 25662 | &nbsp;&nbsp;2642680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BayWa AG (BYW6 <br>GR)<br>| 3666 | &nbsp;&nbsp;14851 |
|  | Bechtle AG | 18395 | &nbsp;&nbsp;953453 |
| Ω | Befesa SA | 5418 | &nbsp;&nbsp;198438 |
|  | Bertrandt AG | 798 | &nbsp;&nbsp;18162 |
|  | Bijou Brigitte AG | 1184 | &nbsp;&nbsp;60816 |
|  | Bilfinger SE | 7107 | &nbsp;&nbsp;995752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 13803 | &nbsp;&nbsp;53326 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BRANICKS Group <br>AG<br>| 5695 | &nbsp;&nbsp;13100 |
| # | Brenntag SE | 29776 | &nbsp;&nbsp;1811562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 6010 | &nbsp;&nbsp;202215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 8509 | &nbsp;&nbsp;282409 |
| \* | Ceconomy AG | 32902 | &nbsp;&nbsp;173868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 1993 | &nbsp;&nbsp;238714 |
|  | Commerzbank AG | 128806 | &nbsp;&nbsp;5294530 |
|  | Continental AG | 28456 | &nbsp;&nbsp;2239181 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 14075 | &nbsp;&nbsp;1182877 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 101301 | &nbsp;&nbsp;$4904886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 115050 | &nbsp;&nbsp;4512261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 2314 | &nbsp;&nbsp;69916 |
|  | Deutsche Boerse AG | 12886 | &nbsp;&nbsp;3263060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche EuroShop <br>AG<br>| 2146 | &nbsp;&nbsp;49028 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 30727 | &nbsp;&nbsp;151616 |
|  | Deutsche Post AG | 145136 | &nbsp;&nbsp;8117234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 387487 | &nbsp;&nbsp;13003387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Wohnen <br>SE<br>| 6411 | &nbsp;&nbsp;159392 |
|  | Deutz AG | 28654 | &nbsp;&nbsp;366935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 760 | &nbsp;&nbsp;63988 |
|  | Duerr AG | 11000 | &nbsp;&nbsp;293188 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 9989 | &nbsp;&nbsp;731336 |
|  | E.ON SE | 387019 | &nbsp;&nbsp;8208609 |
|  | Eckert & Ziegler SE | 11404 | &nbsp;&nbsp;201896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EDAG Engineering <br>Group AG<br>| 3367 | &nbsp;&nbsp;15140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 2333 | &nbsp;&nbsp;317487 |
| # | Energiekontor AG | 2205 | &nbsp;&nbsp;100205 |
|  | Fabasoft AG | 579 | &nbsp;&nbsp;10576 |
|  | Fielmann Group AG | 6194 | &nbsp;&nbsp;303586 |
|  | flatexDEGIRO SE | 24129 | &nbsp;&nbsp;1177006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 10259 | &nbsp;&nbsp;949217 |
|  | Freenet AG | 35489 | &nbsp;&nbsp;1281478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 43131 | &nbsp;&nbsp;1941713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 2185 | &nbsp;&nbsp;234725 |
|  | FUCHS SE | 7453 | &nbsp;&nbsp;262295 |
|  | GEA Group AG | 41003 | &nbsp;&nbsp;2931830 |
| # | GFT Technologies SE | 5152 | &nbsp;&nbsp;126870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand City Properties <br>SA<br>| 9197 | &nbsp;&nbsp;103078 |
| # | Grenke AG | 1329 | &nbsp;&nbsp;22684 |
|  | Hannover Rueck SE | 7999 | &nbsp;&nbsp;2261714 |
| #Ω | Hapag-Lloyd AG | 3415 | &nbsp;&nbsp;490603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 26254 | &nbsp;&nbsp;57080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 10019 | &nbsp;&nbsp;827060 |
| # | Hensoldt AG | 17514 | &nbsp;&nbsp;1739886 |
| \* | HomeToGo SE | 3187 | &nbsp;&nbsp;6151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 3106 | &nbsp;&nbsp;296792 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | HUGO BOSS AG | 10653 | &nbsp;&nbsp;$441712 |
|  | Indus Holding AG | 3457 | &nbsp;&nbsp;131534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 87103 | &nbsp;&nbsp;4257811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 1284 | &nbsp;&nbsp;72979 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 6153 | &nbsp;&nbsp;62824 |
| \* | IONOS Group SE | 10511 | &nbsp;&nbsp;338875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 2195 | &nbsp;&nbsp;54589 |
|  | Jenoptik AG | 11635 | &nbsp;&nbsp;367193 |
| Ω | JOST Werke SE | 3281 | &nbsp;&nbsp;243356 |
| # | K&S AG | 41615 | &nbsp;&nbsp;681852 |
|  | KION Group AG | 21230 | &nbsp;&nbsp;1499577 |
| # | Kloeckner & Co. SE | 7479 | &nbsp;&nbsp;97430 |
|  | Knorr-Bremse AG | 13971 | &nbsp;&nbsp;1626716 |
| \* | Koenig & Bauer AG | 2712 | &nbsp;&nbsp;29871 |
| # | Kontron AG | 10350 | &nbsp;&nbsp;287152 |
|  | Krones AG | 3801 | &nbsp;&nbsp;611656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 2638 | &nbsp;&nbsp;234364 |
|  | Lanxess AG | 8778 | &nbsp;&nbsp;181313 |
|  | LEG Immobilien SE | 9597 | &nbsp;&nbsp;693936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LPKF Laser & <br>Electronics SE<br>| 2771 | &nbsp;&nbsp;25696 |
| \* | MAX Automation SE | 1137 | &nbsp;&nbsp;6031 |
| #\* | Medios AG | 1240 | &nbsp;&nbsp;23503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 67651 | &nbsp;&nbsp;4623554 |
|  | MLP SE | 19862 | &nbsp;&nbsp;173137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTU Aero Engines <br>AG<br>| 9150 | &nbsp;&nbsp;4067860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 6225 | &nbsp;&nbsp;3772825 |
|  | Multitude AG | 2952 | &nbsp;&nbsp;21232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 4183 | &nbsp;&nbsp;161653 |
|  | Nagarro SE | 1619 | &nbsp;&nbsp;136066 |
| # | Nemetschek SE | 12536 | &nbsp;&nbsp;1095325 |
| \* | Nordex SE | 32786 | &nbsp;&nbsp;1312634 |
| # | Norma Group SE | 5088 | &nbsp;&nbsp;88563 |
|  | Patrizia SE | 8314 | &nbsp;&nbsp;84138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 3188 | &nbsp;&nbsp;7135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 548 | &nbsp;&nbsp;106589 |
|  | ProCredit Holding AG | 6561 | &nbsp;&nbsp;66095 |
|  | Puma SE (PUM GR) | 8941 | &nbsp;&nbsp;228550 |
| \* | PVA TePla AG | 5120 | &nbsp;&nbsp;160767 |
| \* | q.beyond AG | 10198 | &nbsp;&nbsp;9764 |
|  | Rational AG | 1093 | &nbsp;&nbsp;875839 |
| # | RTL Group SA | 9575 | &nbsp;&nbsp;417468 |
|  | SAF-Holland SE | 6237 | &nbsp;&nbsp;125384 |
|  | Salzgitter AG | 5641 | &nbsp;&nbsp;302703 |
|  | SAP SE (SAP GR) | 17342 | &nbsp;&nbsp;3464383 |
|  | Schaeffler AG | 46442 | &nbsp;&nbsp;547742 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| Ω | Scout24 SE | 13893 | &nbsp;&nbsp;$1383203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 364 | &nbsp;&nbsp;102255 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFC Energy AG, <br>Class BR<br>| 761 | &nbsp;&nbsp;12677 |
| \* | SGL Carbon SE | 12199 | &nbsp;&nbsp;59266 |
| \* | Siemens Energy AG | 23242 | &nbsp;&nbsp;3959972 |
| # | Siltronic AG | 3505 | &nbsp;&nbsp;217620 |
|  | Sixt SE | 3675 | &nbsp;&nbsp;287978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 840 | &nbsp;&nbsp;36542 |
|  | STRATEC SE | 98 | &nbsp;&nbsp;2597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 3768 | &nbsp;&nbsp;150650 |
|  | Suedzucker AG | 15209 | &nbsp;&nbsp;174128 |
| # | SUSS MicroTec SE | 3494 | &nbsp;&nbsp;205513 |
| # | Symrise AG | 17508 | &nbsp;&nbsp;1473947 |
| # | TAG Immobilien AG | 29304 | &nbsp;&nbsp;497152 |
|  | Takkt AG | 3200 | &nbsp;&nbsp;13683 |
| \* | Talanx AG | 11947 | &nbsp;&nbsp;1506883 |
|  | Technotrans SE | 1771 | &nbsp;&nbsp;69688 |
|  | thyssenkrupp AG | 135930 | &nbsp;&nbsp;1812045 |
| \* | TUI AG | 121469 | &nbsp;&nbsp;1295105 |
|  | United Internet AG | 22633 | &nbsp;&nbsp;736318 |
| \* | Verbio SE | 6536 | &nbsp;&nbsp;193000 |
|  | Volkswagen AG | 2489 | &nbsp;&nbsp;302085 |
|  | Vonovia SE | 30013 | &nbsp;&nbsp;878759 |
| # | Vossloh AG | 2532 | &nbsp;&nbsp;242387 |
| # | Wacker Chemie AG | 4465 | &nbsp;&nbsp;362614 |
|  | Wacker Neuson SE | 8807 | &nbsp;&nbsp;201141 |
|  | Washtec AG | 3164 | &nbsp;&nbsp;180357 |
| \* | Westwing Group SE | 1203 | &nbsp;&nbsp;20472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 5445 | &nbsp;&nbsp;96920 |
| #\*Ω | Zalando SE | 42338 | &nbsp;&nbsp;1217444 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;149470856 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 38000 | &nbsp;&nbsp;36260 |
|  | AIA Group Ltd. | 531400 | &nbsp;&nbsp;6131013 |
| \* | Allied Group Ltd. | 104000 | &nbsp;&nbsp;38682 |
|  | APAC Resources Ltd. | 86588 | &nbsp;&nbsp;30961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 40000 | &nbsp;&nbsp;24986 |
|  | ASMPT Ltd. | 57100 | &nbsp;&nbsp;761484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 191132 | &nbsp;&nbsp;365082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Mart 360 <br>Holdings Ltd.<br>| 82000 | &nbsp;&nbsp;21102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 177000 | &nbsp;&nbsp;932080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart <br>Securities & <br>Commodities Group <br>Ltd.<br>| 208000 | &nbsp;&nbsp;235593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 56000 | &nbsp;&nbsp;$33705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific <br>Airways Ltd.<br>| 298000 | &nbsp;&nbsp;467239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevalier International <br>Holdings Ltd.<br>| 12000 | &nbsp;&nbsp;6636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Development <br>Holdings Ltd.<br>| 35700 | &nbsp;&nbsp;7216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 180000 | &nbsp;&nbsp;102392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 93000 | &nbsp;&nbsp;174121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 495000 | &nbsp;&nbsp;162926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 145069 | &nbsp;&nbsp;849834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison <br>Holdings Ltd.<br>| 94000 | &nbsp;&nbsp;757950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 108000 | &nbsp;&nbsp;21156 |
| #†† | Convoy, Inc. | 576000 | &nbsp;&nbsp;2308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 53000 | &nbsp;&nbsp;206085 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 129500 | &nbsp;&nbsp;122109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 86128 | &nbsp;&nbsp;122685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 40520 | &nbsp;&nbsp;195944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 890000 | &nbsp;&nbsp;93859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 43500 | &nbsp;&nbsp;31521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 32000 | &nbsp;&nbsp;36362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holdings <br>Ltd.<br>| 8000 | &nbsp;&nbsp;12214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 74000 | &nbsp;&nbsp;32945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emperor Watch & <br>Jewellery Ltd.<br>| 810000 | &nbsp;&nbsp;30608 |
| \* | ENM Holdings Ltd. | 64000 | &nbsp;&nbsp;2994 |
| \*Ω | FIT Hon Teng Ltd. | 380000 | &nbsp;&nbsp;237532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 29000 | &nbsp;&nbsp;21145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 270000 | &nbsp;&nbsp;50804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 80000 | &nbsp;&nbsp;14035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 21520 | &nbsp;&nbsp;44428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 94760 | &nbsp;&nbsp;145688 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 571000 | &nbsp;&nbsp;$195286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 151000 | &nbsp;&nbsp;325164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 258811 | &nbsp;&nbsp;312300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hao Tian International <br>Construction <br>Investment Group <br>Ltd.<br>| 2120000 | &nbsp;&nbsp;23350 |
|  | HKT Trust & HKT Ltd. | 741000 | &nbsp;&nbsp;1110478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Exchanges & <br>Clearing Ltd.<br>| 45540 | &nbsp;&nbsp;2510669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 28000 | &nbsp;&nbsp;17620 |
| \*Ω | Honma Golf Ltd. | 25000 | &nbsp;&nbsp;9980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hysan Development <br>Co. Ltd.<br>| 66000 | &nbsp;&nbsp;181261 |
|  | IGG, Inc. | 197000 | &nbsp;&nbsp;92919 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 111000 | &nbsp;&nbsp;90980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 120000 | &nbsp;&nbsp;19011 |
|  | JBM Healthcare Ltd. | 74000 | &nbsp;&nbsp;25376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 91569 | &nbsp;&nbsp;315411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 221000 | &nbsp;&nbsp;73471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karrie International <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;25197 |
|  | Kerry Properties Ltd. | 136000 | &nbsp;&nbsp;412864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 116500 | &nbsp;&nbsp;105172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 81000 | &nbsp;&nbsp;332759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 408400 | &nbsp;&nbsp;253309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maxnerva Technology <br>Services Ltd.<br>| 104000 | &nbsp;&nbsp;9321 |
| \* | Midland Holdings Ltd. | 80000 | &nbsp;&nbsp;31145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 40000 | &nbsp;&nbsp;55340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 72000 | &nbsp;&nbsp;54266 |
|  | MTR Corp. Ltd. | 47920 | &nbsp;&nbsp;211894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nameson Holdings <br>Ltd.<br>| 98000 | &nbsp;&nbsp;13171 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 271270 | &nbsp;&nbsp;394689 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 238000 | &nbsp;&nbsp;0 |
| # | Nissin Foods Co. Ltd. | 61000 | &nbsp;&nbsp;56976 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbusneich Medical <br>Group Holdings <br>Ltd.<br>| 39000 | &nbsp;&nbsp;$18622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 113457 | &nbsp;&nbsp;49517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oshidori International <br>Holdings Ltd.<br>| 516000 | &nbsp;&nbsp;59496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 1092000 | &nbsp;&nbsp;428865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 83000 | &nbsp;&nbsp;13086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 128000 | &nbsp;&nbsp;80777 |
|  | PCCW Ltd. | 810797 | &nbsp;&nbsp;605945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 88000 | &nbsp;&nbsp;13639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 230000 | &nbsp;&nbsp;82687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 71000 | &nbsp;&nbsp;63366 |
|  | PRADA SpA | 48700 | &nbsp;&nbsp;248973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Financial <br>Holdings Ltd.<br>| 62000 | &nbsp;&nbsp;11912 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 34000 | &nbsp;&nbsp;10127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sa Sa International <br>Holdings Ltd.<br>| 174000 | &nbsp;&nbsp;13120 |
| Ω | Samsonite Group SA | 281100 | &nbsp;&nbsp;714182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAS Dragon Holdings <br>Ltd.<br>| 64000 | &nbsp;&nbsp;37560 |
|  | SEA Holdings Ltd. | 37706 | &nbsp;&nbsp;6338 |
|  | Shangri-La Asia Ltd. | 290000 | &nbsp;&nbsp;180829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>HK Ltd.<br>| 75000 | &nbsp;&nbsp;13110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun Tak Holdings <br>Ltd.<br>| 248000 | &nbsp;&nbsp;21307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 246000 | &nbsp;&nbsp;20161 |
|  | Sino Land Co. Ltd. | 583155 | &nbsp;&nbsp;877595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinohope Technology <br>Holdings Ltd.<br>| 62500 | &nbsp;&nbsp;20379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 296000 | &nbsp;&nbsp;1105315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 44500 | &nbsp;&nbsp;27830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 352000 | &nbsp;&nbsp;19596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 136500 | &nbsp;&nbsp;252352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 139000 | &nbsp;&nbsp;76426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 48696 | &nbsp;&nbsp;782004 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 170000 | &nbsp;&nbsp;145040 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 59000 | &nbsp;&nbsp;$569343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 102500 | &nbsp;&nbsp;166413 |
|  | Swire Properties Ltd. | 53800 | &nbsp;&nbsp;163070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 113000 | &nbsp;&nbsp;1542619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 25500 | &nbsp;&nbsp;18211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 132000 | &nbsp;&nbsp;21993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongda Group <br>Holdings Ltd.<br>| 28999 | &nbsp;&nbsp;13798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Health <br>International <br>Medical Group Ltd.<br>| 154897 | &nbsp;&nbsp;4757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 51595 | &nbsp;&nbsp;68565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 76000 | &nbsp;&nbsp;9983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 264000 | &nbsp;&nbsp;401968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unity Group Holdings <br>International Ltd.<br>| 176000 | &nbsp;&nbsp;5853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Partners Group <br>Ltd.<br>| 244000 | &nbsp;&nbsp;76108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 148000 | &nbsp;&nbsp;132391 |
| \* | Viva Goods Co. Ltd. | 488000 | &nbsp;&nbsp;39980 |
| #\* | Vobile Group Ltd. | 133000 | &nbsp;&nbsp;82476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 196000 | &nbsp;&nbsp;193925 |
|  | VTech Holdings Ltd. | 41800 | &nbsp;&nbsp;325517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wealthink <br>AI-Innovation <br>Capital Ltd.<br>| 476000 | &nbsp;&nbsp;11152 |
| Ω | WH Group Ltd. | 1550925 | &nbsp;&nbsp;1830240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wharf Real Estate <br>Investment Co. Ltd.<br>| 148000 | &nbsp;&nbsp;513821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xingye Alloy Materials <br>Group Ltd.<br>| 95000 | &nbsp;&nbsp;12485 |
|  | YesAsia Holdings Ltd. | 28000 | &nbsp;&nbsp;12656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 199000 | &nbsp;&nbsp;443829 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yunfeng Financial <br>Group Ltd.<br>| 322000 | &nbsp;&nbsp;132783 |
| \* | ZO Future Group | 44000 | &nbsp;&nbsp;12613 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;32629768 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |  |
|  | AIB Group PLC | 533854 | &nbsp;&nbsp;5967490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 235335 | &nbsp;&nbsp;4781403 |
|  | Cairn Homes PLC | 206386 | &nbsp;&nbsp;510011 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 6986 | &nbsp;&nbsp;$133628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 51531 | &nbsp;&nbsp;993050 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 147143 | &nbsp;&nbsp;341166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental <br>Group PLC (IR5B <br>ID)<br>| 52931 | &nbsp;&nbsp;400534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 24410 | &nbsp;&nbsp;2125490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 63921 | &nbsp;&nbsp;236419 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;15489191 |
| ISRAEL — (1.6%) | ISRAEL — (1.6%) | ISRAEL — (1.6%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abra Information <br>Technologies Ltd.<br>| 8885 | &nbsp;&nbsp;15685 |
|  | Ackerstein Group Ltd. | 13413 | &nbsp;&nbsp;34115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adgar Investment & <br>Development Ltd.<br>| 12287 | &nbsp;&nbsp;18724 |
|  | Afcon Holdings Ltd. | 199 | &nbsp;&nbsp;20683 |
| \* | AFI Properties Ltd. | 1879 | &nbsp;&nbsp;144214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 894 | &nbsp;&nbsp;83740 |
| \* | Airport City Ltd. | 8088 | &nbsp;&nbsp;150463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alony Hetz Properties <br>& Investments Ltd.<br>| 17186 | &nbsp;&nbsp;226773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 1669 | &nbsp;&nbsp;138656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 17522 | &nbsp;&nbsp;35292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amos Luzon <br>Development & <br>Energy Group Ltd.<br>| 15411 | &nbsp;&nbsp;23892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amot Investments <br>Ltd.<br>| 12245 | &nbsp;&nbsp;94822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 1533 | &nbsp;&nbsp;77336 |
|  | Arad Ltd. | 2441 | &nbsp;&nbsp;41009 |
| \* | Argo Properties NV | 2713 | &nbsp;&nbsp;109751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ari Real Estate Arena <br>Investment Ltd.<br>| 13098 | &nbsp;&nbsp;18300 |
| \* | Ashdod Refinery Ltd. | 2303 | &nbsp;&nbsp;47592 |
|  | Ashtrom Group Ltd. | 8232 | &nbsp;&nbsp;182001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 8772 | &nbsp;&nbsp;73246 |
| # | Aura Investments Ltd. | 10607 | &nbsp;&nbsp;74795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 5314 | &nbsp;&nbsp;39763 |
|  | Ayalon Holdings Ltd. | 1839 | &nbsp;&nbsp;55649 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 7190 | &nbsp;&nbsp;$46018 |
|  | Azrieli Group Ltd. | 1219 | &nbsp;&nbsp;163474 |
|  | Bank Hapoalim BM | 102490 | &nbsp;&nbsp;2533699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 141799 | &nbsp;&nbsp;3408753 |
|  | Baran Group Ltd. | 1491 | &nbsp;&nbsp;13232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 189885 | &nbsp;&nbsp;487660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Big Shopping Centers <br>Ltd.<br>| 1012 | &nbsp;&nbsp;243420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Square Real <br>Estate Ltd.<br>| 828 | &nbsp;&nbsp;120825 |
| \* | Camtek Ltd. | 545 | &nbsp;&nbsp;81457 |
|  | Carasso Motors Ltd. | 9205 | &nbsp;&nbsp;110374 |
|  | Castro Model Ltd. | 794 | &nbsp;&nbsp;35797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 25360 | &nbsp;&nbsp;301133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 6437 | &nbsp;&nbsp;77534 |
| \* | Cielo-Blu Group Ltd. | 14077 | &nbsp;&nbsp;14450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 14933 | &nbsp;&nbsp;1086033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 867 | &nbsp;&nbsp;54705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 1201 | &nbsp;&nbsp;182992 |
|  | Danya Cebus Ltd. | 1860 | &nbsp;&nbsp;86953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 11747 | &nbsp;&nbsp;87723 |
|  | Delta Galil Ltd. | 3106 | &nbsp;&nbsp;168914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 1144 | &nbsp;&nbsp;54369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 3364 | &nbsp;&nbsp;56566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 507 | &nbsp;&nbsp;89060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 859 | &nbsp;&nbsp;45819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doral Group <br>Renewable Energy <br>Resources Ltd.<br>| 18488 | &nbsp;&nbsp;258631 |
| # | Duniec Brothers Ltd. | 622 | &nbsp;&nbsp;54353 |
| # | El Al Israel Airlines | 57581 | &nbsp;&nbsp;325633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 2612 | &nbsp;&nbsp;83613 |
|  | Electra Ltd. | 6000 | &nbsp;&nbsp;208100 |
| \* | Ellomay Capital Ltd. | 460 | &nbsp;&nbsp;12364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energix-Renewable <br>Energies Ltd.<br>| 14099 | &nbsp;&nbsp;89615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 5996 | &nbsp;&nbsp;$338372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 2462 | &nbsp;&nbsp;136813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 1482 | &nbsp;&nbsp;304872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International <br>Bank of Israel Ltd.<br>| 10254 | &nbsp;&nbsp;870583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 2553 | &nbsp;&nbsp;407445 |
|  | Fox Wizel Ltd. | 2332 | &nbsp;&nbsp;235436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 12148 | &nbsp;&nbsp;235455 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 10027 | &nbsp;&nbsp;80735 |
|  | Hamat Group Ltd. | 2290 | &nbsp;&nbsp;12597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 15033 | &nbsp;&nbsp;689540 |
|  | Hilan Ltd. | 3637 | &nbsp;&nbsp;290189 |
| # | Hiper Global Ltd. | 1400 | &nbsp;&nbsp;11380 |
|  | ICL Group Ltd. | 50375 | &nbsp;&nbsp;273529 |
|  | IDI Insurance Co. Ltd. | 2482 | &nbsp;&nbsp;194942 |
| \* | IES Holdings Ltd. | 780 | &nbsp;&nbsp;109569 |
|  | Ilex Medical Ltd. | 1313 | &nbsp;&nbsp;26790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 16457 | &nbsp;&nbsp;107140 |
|  | Isracard Ltd. | 44426 | &nbsp;&nbsp;210728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 21145 | &nbsp;&nbsp;119316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 179862 | &nbsp;&nbsp;2119019 |
| \* | Israir Group Ltd. | 18935 | &nbsp;&nbsp;10124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 461 | &nbsp;&nbsp;145835 |
|  | Isrotel Ltd. | 1215 | &nbsp;&nbsp;67624 |
|  | Issta Ltd. | 3129 | &nbsp;&nbsp;111750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>US)<br>| 4706 | &nbsp;&nbsp;39154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 14025 | &nbsp;&nbsp;27479 |
|  | Kerur Holdings Ltd. | 1414 | &nbsp;&nbsp;42381 |
|  | Kvutzat Acro Ltd. | 4440 | &nbsp;&nbsp;61974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lahav L.R. Real <br>Estate Ltd.<br>| 12936 | &nbsp;&nbsp;39814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 4449 | &nbsp;&nbsp;53307 |
|  | Lapidoth Capital Ltd. | 3217 | &nbsp;&nbsp;101177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 6736 | &nbsp;&nbsp;39292 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 1345 | &nbsp;&nbsp;$160233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 1344 | &nbsp;&nbsp;35021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC US)<br>| 9373 | &nbsp;&nbsp;240792 |
| \* | Malam - Team Ltd. | 1640 | &nbsp;&nbsp;69515 |
|  | Matrix IT Ltd. | 7710 | &nbsp;&nbsp;346060 |
|  | Max Stock Ltd. | 21164 | &nbsp;&nbsp;191020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 22942 | &nbsp;&nbsp;114021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Or Holdings <br>Ltd.<br>| 3782 | &nbsp;&nbsp;411540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 11785 | &nbsp;&nbsp;458931 |
|  | Melisron Ltd. | 1210 | &nbsp;&nbsp;158532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 6316 | &nbsp;&nbsp;50891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 5946 | &nbsp;&nbsp;764032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 55801 | &nbsp;&nbsp;193157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 635 | &nbsp;&nbsp;128057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 83723 | &nbsp;&nbsp;449226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivne Real Estate KD <br>Ltd.<br>| 47260 | &nbsp;&nbsp;220237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 1957 | &nbsp;&nbsp;258888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 14841 | &nbsp;&nbsp;1160996 |
|  | Nawi Group Ltd. | 4936 | &nbsp;&nbsp;87433 |
| \* | Nayax Ltd. | 635 | &nbsp;&nbsp;35649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 2597 | &nbsp;&nbsp;149602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 633 | &nbsp;&nbsp;54491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 6804 | &nbsp;&nbsp;613728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd.<br>| 948 | &nbsp;&nbsp;10455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd. NEXN US<br>| 1480 | &nbsp;&nbsp;9146 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 262 | &nbsp;&nbsp;27879 |
| #\* | Nova Ltd. (NVMI US) | 238 | &nbsp;&nbsp;108966 |
|  | Novolog Ltd. | 47398 | &nbsp;&nbsp;18792 |
|  | Oil Refineries Ltd. | 484507 | &nbsp;&nbsp;159324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 9525 | &nbsp;&nbsp;273813 |
| \* | OY Nofar Energy Ltd. | 3182 | &nbsp;&nbsp;158933 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 3125 | &nbsp;&nbsp;$57051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 34935 | &nbsp;&nbsp;424502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 2321 | &nbsp;&nbsp;567939 |
|  | Peninsula Group Ltd. | 12289 | &nbsp;&nbsp;14246 |
| \* | Perion Network Ltd. | 8378 | &nbsp;&nbsp;72587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Financial <br>Ltd.<br>| 29640 | &nbsp;&nbsp;1438656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 828 | &nbsp;&nbsp;45872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 4428 | &nbsp;&nbsp;14787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 1402 | &nbsp;&nbsp;70782 |
| \* | Priortech Ltd. | 1092 | &nbsp;&nbsp;91219 |
|  | Qualitau Ltd. | 1064 | &nbsp;&nbsp;230086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 2025 | &nbsp;&nbsp;230770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 6725 | &nbsp;&nbsp;10567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapac Communication <br>& Infrastructure <br>Ltd.<br>| 638 | &nbsp;&nbsp;16067 |
|  | Retailors Ltd. | 4002 | &nbsp;&nbsp;57115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sano-Brunos <br>Enterprises Ltd.<br>| 96 | &nbsp;&nbsp;12928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 1610 | &nbsp;&nbsp;95147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shapir Engineering & <br>Industry Ltd.<br>| 3772 | &nbsp;&nbsp;36246 |
| \* | Shikun & Binui Ltd. | 36521 | &nbsp;&nbsp;212926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 51900 | &nbsp;&nbsp;57022 |
|  | Shufersal Ltd. | 28070 | &nbsp;&nbsp;362525 |
|  | Strauss Group Ltd. | 2166 | &nbsp;&nbsp;81750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 9319 | &nbsp;&nbsp;189618 |
| # | Tadiran Group Ltd. | 810 | &nbsp;&nbsp;40152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 15517 | &nbsp;&nbsp;596169 |
|  | Telsys Ltd. | 691 | &nbsp;&nbsp;50958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 11482 | &nbsp;&nbsp;41301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM US)<br>| 5341 | &nbsp;&nbsp;719593 |
|  | Turpaz Industries Ltd. | 2820 | &nbsp;&nbsp;71098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 9081 | &nbsp;&nbsp;104863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 1493 | &nbsp;&nbsp;26592 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villar International <br>Ltd.<br>| 840 | &nbsp;&nbsp;$49941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 9906 | &nbsp;&nbsp;153391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development <br>Ltd.<br>| 959 | &nbsp;&nbsp;121758 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;33289715 |
| ITALY — (3.7%) | ITALY — (3.7%) | ITALY — (3.7%) |  |
|  | A2A SpA | 409121 | &nbsp;&nbsp;1234235 |
|  | ACEA SpA | 12536 | &nbsp;&nbsp;349407 |
|  | Amplifon SpA | 14773 | &nbsp;&nbsp;238180 |
| #\* | Aquafil SpA | 13516 | &nbsp;&nbsp;22984 |
|  | Ariston Holding NV | 16546 | &nbsp;&nbsp;93315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 37922 | &nbsp;&nbsp;95863 |
|  | Ascopiave SpA | 14613 | &nbsp;&nbsp;58288 |
|  | Avio SpA | 555 | &nbsp;&nbsp;22842 |
|  | Azimut Holding SpA | 29900 | &nbsp;&nbsp;1263093 |
|  | B&C Speakers SpA | 589 | &nbsp;&nbsp;9741 |
|  | Banca Generali SpA | 15290 | &nbsp;&nbsp;1030241 |
|  | Banca IFIS SpA | 5431 | &nbsp;&nbsp;176856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 47792 | &nbsp;&nbsp;1121114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 492498 | &nbsp;&nbsp;5109069 |
|  | Banco BPM SpA | 377363 | &nbsp;&nbsp;5656412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 11470 | &nbsp;&nbsp;126842 |
|  | BasicNet SpA | 6151 | &nbsp;&nbsp;52071 |
| \*Ω | BFF Bank SpA | 41868 | &nbsp;&nbsp;401480 |
|  | BPER Banca SpA | 455665 | &nbsp;&nbsp;6417323 |
|  | Brembo NV | 27079 | &nbsp;&nbsp;325742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 8745 | &nbsp;&nbsp;838158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 23346 | &nbsp;&nbsp;77652 |
|  | Cembre SpA | 582 | &nbsp;&nbsp;48055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 209979 | &nbsp;&nbsp;174044 |
|  | Credito Emiliano SpA | 27465 | &nbsp;&nbsp;505166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 12254 | &nbsp;&nbsp;86553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 3400 | &nbsp;&nbsp;251016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 11141 | &nbsp;&nbsp;574780 |
|  | De' Longhi SpA | 13303 | &nbsp;&nbsp;588088 |
| \* | Digital Bros SpA | 686 | &nbsp;&nbsp;10556 |
|  | Digital Value SpA | 659 | &nbsp;&nbsp;22344 |
| \*Ω | doValue SpA | 15293 | &nbsp;&nbsp;47527 |
| Ω | Enav SpA | 21073 | &nbsp;&nbsp;121624 |
|  | Enel SpA | 505273 | &nbsp;&nbsp;5582532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | ERG SpA | 11231 | &nbsp;&nbsp;$298901 |
|  | Esprinet SpA | 8722 | &nbsp;&nbsp;64190 |
|  | Ferrari NV (RACE IM) | 5231 | &nbsp;&nbsp;1744811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ferrari NV (RACE <br>US)<br>| 611 | &nbsp;&nbsp;203567 |
| # | Ferretti SpA | 20157 | &nbsp;&nbsp;85961 |
|  | Fiera Milano SpA | 5610 | &nbsp;&nbsp;46290 |
|  | Fila SpA | 9103 | &nbsp;&nbsp;98868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 82841 | &nbsp;&nbsp;2196134 |
|  | FNM SpA | 35502 | &nbsp;&nbsp;20874 |
|  | Gefran SpA | 1074 | &nbsp;&nbsp;13839 |
|  | Generali | 9295 | &nbsp;&nbsp;379147 |
| # | GPI SpA | 2849 | &nbsp;&nbsp;60877 |
| \*Ω | GVS SpA | 4543 | &nbsp;&nbsp;22355 |
|  | Hera SpA | 216836 | &nbsp;&nbsp;1073057 |
|  | IMMSI SpA | 64785 | &nbsp;&nbsp;40947 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture Wireless <br>Italiane SpA<br>| 26866 | &nbsp;&nbsp;237513 |
|  | Intercos SpA | 9849 | &nbsp;&nbsp;149043 |
|  | Interpump Group SpA | 2819 | &nbsp;&nbsp;163544 |
|  | Intesa Sanpaolo SpA | 538604 | &nbsp;&nbsp;3812985 |
|  | Iren SpA | 104399 | &nbsp;&nbsp;334165 |
|  | Italgas SpA | 105004 | &nbsp;&nbsp;1261537 |
|  | Italmobiliare SpA | 3275 | &nbsp;&nbsp;108141 |
|  | Iveco Group NV | 64101 | &nbsp;&nbsp;1433860 |
|  | LU-VE SpA | 828 | &nbsp;&nbsp;39415 |
|  | Maire SpA | 33875 | &nbsp;&nbsp;591876 |
| # | MARR SpA | 2701 | &nbsp;&nbsp;28691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 47069 | &nbsp;&nbsp;172959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 63681 | &nbsp;&nbsp;237550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 22348 | &nbsp;&nbsp;107430 |
|  | Moltiply Group SpA | 3541 | &nbsp;&nbsp;146289 |
|  | Moncler SpA | 24066 | &nbsp;&nbsp;1402174 |
| \* | NewPrinces SpA | 1928 | &nbsp;&nbsp;44881 |
| #Ω | Nexi SpA | 101227 | &nbsp;&nbsp;432185 |
|  | Orsero SpA | 2804 | &nbsp;&nbsp;64860 |
| Ω | OVS SpA | 81946 | &nbsp;&nbsp;463186 |
| # | Pharmanutra SpA | 861 | &nbsp;&nbsp;64466 |
| # | Piaggio & C SpA | 53220 | &nbsp;&nbsp;110063 |
| Ω | Pirelli & C SpA | 88579 | &nbsp;&nbsp;667018 |
| Ω | Poste Italiane SpA | 20057 | &nbsp;&nbsp;528264 |
|  | Prysmian SpA | 16855 | &nbsp;&nbsp;1996361 |
| Ω | RAI Way SpA | 27860 | &nbsp;&nbsp;188911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 23129 | &nbsp;&nbsp;1274392 |
|  | Reply SpA | 4000 | &nbsp;&nbsp;524412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 31733 | &nbsp;&nbsp;36673 |
|  | Sabaf SpA | 570 | &nbsp;&nbsp;9332 |
| \* | Safilo Group SpA | 36873 | &nbsp;&nbsp;93463 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
| # | Saipem SpA | 450815 | &nbsp;&nbsp;$1664975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 5142 | &nbsp;&nbsp;40507 |
| # | Sanlorenzo SpA | 2888 | &nbsp;&nbsp;110657 |
| #\* | Seri Industrial SpA | 7308 | &nbsp;&nbsp;20475 |
|  | Sesa SpA | 1697 | &nbsp;&nbsp;180014 |
|  | Snam SpA | 152321 | &nbsp;&nbsp;1046854 |
|  | Sogefi SpA | 18975 | &nbsp;&nbsp;72277 |
|  | SOL SpA | 6774 | &nbsp;&nbsp;364703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>UX)<br>| 2097 | &nbsp;&nbsp;20697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 247907 | &nbsp;&nbsp;2432574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 17532 | &nbsp;&nbsp;198478 |
| Ω | Technogym SpA | 24854 | &nbsp;&nbsp;519023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 3101301 | &nbsp;&nbsp;2103714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 1519122 | &nbsp;&nbsp;1206221 |
|  | Tenaris SA (TEN IM) | 33633 | &nbsp;&nbsp;747088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 20904 | &nbsp;&nbsp;926047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale<br>| 126230 | &nbsp;&nbsp;1367868 |
| # | Tinexta SpA | 1733 | &nbsp;&nbsp;31120 |
| # | TXT e-solutions SpA | 1568 | &nbsp;&nbsp;52989 |
|  | UniCredit SpA | 101131 | &nbsp;&nbsp;8813182 |
|  | Webuild SpA | 86704 | &nbsp;&nbsp;359120 |
| # | Wiit SpA | 2849 | &nbsp;&nbsp;88240 |
| # | Zignago Vetro SpA | 1055 | &nbsp;&nbsp;9476 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;78184949 |
| JAPAN — (22.4%) | JAPAN — (22.4%) | JAPAN — (22.4%) |  |
|  | 77 Bank Ltd. | 15000 | &nbsp;&nbsp;823793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;104879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AB & Company Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;31997 |
| # | ABC-Mart, Inc. | 18100 | &nbsp;&nbsp;289962 |
|  | Achilles Corp. | 1200 | &nbsp;&nbsp;11308 |
|  | Acom Co. Ltd. | 73300 | &nbsp;&nbsp;242479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;42992 |
|  | ADEKA Corp. | 19700 | &nbsp;&nbsp;585569 |
| # | Ad-sol Nissin Corp. | 4800 | &nbsp;&nbsp;54811 |
| # | Advanced Media, Inc. | 2400 | &nbsp;&nbsp;16736 |
|  | Advantest Corp. | 42000 | &nbsp;&nbsp;6946232 |
|  | Aeon Co. Ltd. | 133320 | &nbsp;&nbsp;1823497 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;42354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 20700 | &nbsp;&nbsp;225955 |
| # | Aeon Hokkaido Corp. | 10400 | &nbsp;&nbsp;63008 |
|  | Aeon Kyushu Co. Ltd. | 700 | &nbsp;&nbsp;13175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 2200 | &nbsp;&nbsp;12574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | AGC, Inc. | 18500 | &nbsp;&nbsp;$682640 |
| # | Ahresty Corp. | 8100 | &nbsp;&nbsp;43364 |
|  | Ai Holdings Corp. | 1800 | &nbsp;&nbsp;31031 |
|  | Aica Kogyo Co. Ltd. | 12100 | &nbsp;&nbsp;274653 |
|  | Aichi Corp. | 7300 | &nbsp;&nbsp;64361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 4226 | &nbsp;&nbsp;149941 |
|  | Aichi Steel Corp. | 11600 | &nbsp;&nbsp;230987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;43277 |
|  | Aida Engineering Ltd. | 7681 | &nbsp;&nbsp;59499 |
|  | Aidma Holdings, Inc. | 700 | &nbsp;&nbsp;9644 |
|  | Aiful Corp. | 74100 | &nbsp;&nbsp;263479 |
|  | Ain Holdings, Inc. | 7688 | &nbsp;&nbsp;321049 |
|  | Aiphone Co. Ltd. | 3100 | &nbsp;&nbsp;59567 |
|  | Air Water, Inc. | 47114 | &nbsp;&nbsp;715153 |
|  | Airman Corp. | 6000 | &nbsp;&nbsp;74904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;38738 |
|  | Airtrip Corp. | 3400 | &nbsp;&nbsp;16268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 14900 | &nbsp;&nbsp;212081 |
|  | Aisin Corp. | 56354 | &nbsp;&nbsp;1009582 |
|  | AIT Corp. | 2000 | &nbsp;&nbsp;29012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aizawa Securities <br>Group Co. Ltd.<br>| 5200 | &nbsp;&nbsp;47748 |
|  | Ajis Co. Ltd. | 1100 | &nbsp;&nbsp;22483 |
|  | Akatsuki Corp. | 11800 | &nbsp;&nbsp;47484 |
|  | Akatsuki, Inc. | 1600 | &nbsp;&nbsp;26342 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 46500 | &nbsp;&nbsp;34037 |
|  | Akita Bank Ltd. | 3300 | &nbsp;&nbsp;108443 |
| # | Albis Co. Ltd. | 1568 | &nbsp;&nbsp;26559 |
|  | Alconix Corp. | 8300 | &nbsp;&nbsp;145645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 36900 | &nbsp;&nbsp;594270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;30021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allied Telesis Holdings <br>KK<br>| 10300 | &nbsp;&nbsp;21175 |
| # | Alpen Co. Ltd. | 4700 | &nbsp;&nbsp;65958 |
| # | Alpha Systems, Inc. | 1300 | &nbsp;&nbsp;31846 |
|  | AlphaPolis Co. Ltd. | 1800 | &nbsp;&nbsp;18195 |
|  | Alps Alpine Co. Ltd. | 44730 | &nbsp;&nbsp;585869 |
|  | ALSOK Co. Ltd. | 71200 | &nbsp;&nbsp;551580 |
| # | Altech Corp. | 4530 | &nbsp;&nbsp;77026 |
|  | Amada Co. Ltd. | 64800 | &nbsp;&nbsp;830130 |
|  | Amano Corp. | 13900 | &nbsp;&nbsp;352776 |
|  | Amiyaki Tei Co. Ltd. | 3200 | &nbsp;&nbsp;28729 |
|  | Amuse, Inc. | 3100 | &nbsp;&nbsp;40413 |
|  | ANA Holdings, Inc. | 7600 | &nbsp;&nbsp;147553 |
|  | Anabuki Kosan, Inc. | 1000 | &nbsp;&nbsp;15059 |
|  | Anest Iwata Corp. | 6600 | &nbsp;&nbsp;70570 |
| # | Anicom Holdings, Inc. | 21900 | &nbsp;&nbsp;149010 |
|  | Anycolor, Inc. | 6800 | &nbsp;&nbsp;194117 |
|  | AnyMind Group, Inc. | 5800 | &nbsp;&nbsp;25143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AOI Electronics Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;18669 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | AOKI Holdings, Inc. | 9700 | &nbsp;&nbsp;$115835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 9200 | &nbsp;&nbsp;156156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 3600 | &nbsp;&nbsp;35219 |
|  | Aozora Bank Ltd. | 8800 | &nbsp;&nbsp;142570 |
|  | Appier Group, Inc. | 14500 | &nbsp;&nbsp;97390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 3300 | &nbsp;&nbsp;28072 |
|  | Arata Corp. | 7800 | &nbsp;&nbsp;155615 |
|  | ARCLANDS Corp. | 9709 | &nbsp;&nbsp;120219 |
|  | Arcs Co. Ltd. | 10100 | &nbsp;&nbsp;226909 |
|  | ARE Holdings, Inc. | 21200 | &nbsp;&nbsp;496994 |
|  | Arealink Co. Ltd. | 10400 | &nbsp;&nbsp;74735 |
| \* | Arent, Inc. | 1200 | &nbsp;&nbsp;28045 |
|  | Argo Graphics, Inc. | 12000 | &nbsp;&nbsp;111761 |
|  | Ariake Japan Co. Ltd. | 2700 | &nbsp;&nbsp;97880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;54315 |
|  | Artience Co. Ltd. | 9100 | &nbsp;&nbsp;218166 |
|  | Artnature, Inc. | 2700 | &nbsp;&nbsp;14413 |
| # | Artner Co. Ltd. | 1800 | &nbsp;&nbsp;24136 |
|  | As One Corp. | 12300 | &nbsp;&nbsp;184758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 14894 | &nbsp;&nbsp;87166 |
|  | Asahi Intecc Co. Ltd. | 29900 | &nbsp;&nbsp;498438 |
|  | Asahi Kasei Corp. | 199183 | &nbsp;&nbsp;1932276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 4304 | &nbsp;&nbsp;100329 |
| # | Asahi Net, Inc. | 6100 | &nbsp;&nbsp;28011 |
|  | Asahi Yukizai Corp. | 3400 | &nbsp;&nbsp;118795 |
|  | Asanuma Corp. | 13000 | &nbsp;&nbsp;88854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 8400 | &nbsp;&nbsp;76467 |
|  | Asics Corp. | 50000 | &nbsp;&nbsp;1203634 |
|  | ASKUL Corp. | 5100 | &nbsp;&nbsp;45046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astena Holdings Co. <br>Ltd.<br>| 9400 | &nbsp;&nbsp;29088 |
|  | Atrae, Inc. | 4000 | &nbsp;&nbsp;17947 |
| \* | Atsugi Co. Ltd. | 2800 | &nbsp;&nbsp;20926 |
|  | Aucnet, Inc. | 5000 | &nbsp;&nbsp;66492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 17900 | &nbsp;&nbsp;190681 |
| # | Aval Data Corp. | 700 | &nbsp;&nbsp;13385 |
|  | Avant Group Corp. | 4800 | &nbsp;&nbsp;50993 |
|  | Avex, Inc. | 7900 | &nbsp;&nbsp;61141 |
|  | Awa Bank Ltd. | 8500 | &nbsp;&nbsp;285830 |
| # | Axell Corp. | 2200 | &nbsp;&nbsp;17471 |
|  | Axial Retailing, Inc. | 19896 | &nbsp;&nbsp;149406 |
|  | Azbil Corp. | 59200 | &nbsp;&nbsp;518101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 14800 | &nbsp;&nbsp;94994 |
|  | AZOOM Co. Ltd. | 1200 | &nbsp;&nbsp;35155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 44000 | &nbsp;&nbsp;1141743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 9300 | &nbsp;&nbsp;121832 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 300 | &nbsp;&nbsp;$12186 |
|  | Bank of Iwate Ltd. | 2100 | &nbsp;&nbsp;83055 |
|  | Bank of Nagoya Ltd. | 8997 | &nbsp;&nbsp;285083 |
|  | Bank of Saga Ltd. | 3800 | &nbsp;&nbsp;113110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 7200 | &nbsp;&nbsp;102731 |
|  | Base Co. Ltd. | 2200 | &nbsp;&nbsp;43357 |
| \* | baudroie, Inc. | 1800 | &nbsp;&nbsp;23813 |
|  | BayCurrent, Inc. | 17600 | &nbsp;&nbsp;620141 |
|  | Belc Co. Ltd. | 2900 | &nbsp;&nbsp;143667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 6700 | &nbsp;&nbsp;62128 |
|  | Bell-Park Co. Ltd. | 700 | &nbsp;&nbsp;11579 |
|  | Belluna Co. Ltd. | 12000 | &nbsp;&nbsp;75571 |
| \* | Bengo4.com, Inc. | 1400 | &nbsp;&nbsp;26322 |
| # | Bewith, Inc. | 1100 | &nbsp;&nbsp;11815 |
|  | Bic Camera, Inc. | 19600 | &nbsp;&nbsp;217796 |
|  | BIPROGY, Inc. | 16300 | &nbsp;&nbsp;541312 |
|  | B-Lot Co. Ltd. | 1500 | &nbsp;&nbsp;14596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 4900 | &nbsp;&nbsp;281171 |
|  | BML, Inc. | 5904 | &nbsp;&nbsp;149412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 3100 | &nbsp;&nbsp;31790 |
|  | Bourbon Corp. | 1300 | &nbsp;&nbsp;22865 |
| \*†† | Bourbon Corp. SA | 3477 | &nbsp;&nbsp;0 |
| # | Br Holdings Corp. | 4200 | &nbsp;&nbsp;9587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B-R31 Ice Cream Co. <br>Ltd.<br>| 400 | &nbsp;&nbsp;10317 |
|  | Bridgestone Corp. | 105200 | &nbsp;&nbsp;2368500 |
| # | Broadmedia Corp. | 1700 | &nbsp;&nbsp;21295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 46800 | &nbsp;&nbsp;954139 |
| # | Buffalo, Inc. | 1500 | &nbsp;&nbsp;43682 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bull-Dog Sauce Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;32750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;156902 |
|  | Bushiroad, Inc. | 7400 | &nbsp;&nbsp;13547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 3800 | &nbsp;&nbsp;82604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 7000 | &nbsp;&nbsp;64898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BuySell Technologies <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;88785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;300682 |
|  | CAC Holdings Corp. | 3200 | &nbsp;&nbsp;41509 |
|  | Calbee, Inc. | 18000 | &nbsp;&nbsp;352189 |
| # | Can Do Co. Ltd. | 600 | &nbsp;&nbsp;13285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canon Marketing <br>Japan, Inc.<br>| 9600 | &nbsp;&nbsp;418835 |
|  | Canon, Inc. (7751 JP) | 38000 | &nbsp;&nbsp;1156677 |
|  | Capcom Co. Ltd. | 33200 | &nbsp;&nbsp;846232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;15824 |
| # | Careerlink Co. Ltd. | 1300 | &nbsp;&nbsp;22203 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Carlit Co. Ltd. | 6900 | &nbsp;&nbsp;$101285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 36900 | &nbsp;&nbsp;360771 |
|  | Cawachi Ltd. | 3300 | &nbsp;&nbsp;66141 |
|  | CCI Group, Inc. | 50000 | &nbsp;&nbsp;299901 |
| # | CDS Co. Ltd. | 1000 | &nbsp;&nbsp;11750 |
|  | Celsys, Inc. | 6800 | &nbsp;&nbsp;63617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 11400 | &nbsp;&nbsp;154142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 6300 | &nbsp;&nbsp;148515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Japan Railway <br>Co.<br>| 18260 | &nbsp;&nbsp;509419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 2200 | &nbsp;&nbsp;41491 |
| # | Ceres, Inc. | 1800 | &nbsp;&nbsp;21355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 9900 | &nbsp;&nbsp;67342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 4200 | &nbsp;&nbsp;35415 |
|  | Chiba Bank Ltd.  | 52300 | &nbsp;&nbsp;708075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 14600 | &nbsp;&nbsp;187819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 1900 | &nbsp;&nbsp;17645 |
|  | Chino Corp. | 4200 | &nbsp;&nbsp;38205 |
|  | Chiyoda Co. Ltd. | 7600 | &nbsp;&nbsp;54010 |
| \* | Chiyoda Corp. | 20700 | &nbsp;&nbsp;172063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;59901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 2439 | &nbsp;&nbsp;31568 |
|  | Chori Co. Ltd. | 3300 | &nbsp;&nbsp;84280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;65510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;44227 |
|  | Chudenko Corp. | 7100 | &nbsp;&nbsp;202514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 2300 | &nbsp;&nbsp;29996 |
|  | Chugai Ro Co. Ltd. | 1400 | &nbsp;&nbsp;42456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 36800 | &nbsp;&nbsp;666090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 8500 | &nbsp;&nbsp;239733 |
| # | Chuo Spring Co. Ltd. | 5000 | &nbsp;&nbsp;110468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;40927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 71300 | &nbsp;&nbsp;630164 |
|  | CKD Corp. | 8500 | &nbsp;&nbsp;226730 |
| # | CK-San-Etsu Co. Ltd. | 2100 | &nbsp;&nbsp;58085 |
|  | Cleanup Corp. | 9300 | &nbsp;&nbsp;52552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 21442 | &nbsp;&nbsp;478311 |
|  | COLOPL, Inc. | 15400 | &nbsp;&nbsp;44464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 3300 | &nbsp;&nbsp;$47049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Institute of <br>Japan Ltd.<br>| 10800 | &nbsp;&nbsp;36613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 21064 | &nbsp;&nbsp;658123 |
|  | Comture Corp. | 7200 | &nbsp;&nbsp;75607 |
| \* | COOKPAD, Inc. | 14800 | &nbsp;&nbsp;14063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;26428 |
| # | Core Corp. | 1800 | &nbsp;&nbsp;26746 |
| # | Cosel Co. Ltd. | 5200 | &nbsp;&nbsp;39216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 34200 | &nbsp;&nbsp;1025560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos Initia Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;15947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 7100 | &nbsp;&nbsp;318054 |
| # | Cota Co. Ltd. | 4697 | &nbsp;&nbsp;35676 |
|  | CREAL, Inc. | 2500 | &nbsp;&nbsp;15734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 41400 | &nbsp;&nbsp;198135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 6300 | &nbsp;&nbsp;132332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Saison Co. <br>Ltd.<br>| 35671 | &nbsp;&nbsp;963048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;28539 |
|  | Cresco Ltd. | 8400 | &nbsp;&nbsp;91202 |
| # | Cross Cat Co. Ltd. | 1600 | &nbsp;&nbsp;10732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;126162 |
| # | CTS Co. Ltd. | 8400 | &nbsp;&nbsp;55398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 11200 | &nbsp;&nbsp;54016 |
|  | CyberAgent, Inc. | 41100 | &nbsp;&nbsp;372863 |
| #\* | CYBERDYNE, Inc. | 16000 | &nbsp;&nbsp;28383 |
| # | Cybozu, Inc. | 5500 | &nbsp;&nbsp;84824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 35600 | &nbsp;&nbsp;638742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;44569 |
|  | Daicel Corp. | 51600 | &nbsp;&nbsp;487114 |
|  | Dai-Dan Co. Ltd. | 18600 | &nbsp;&nbsp;322629 |
| # | Daido Metal Co. Ltd. | 11700 | &nbsp;&nbsp;77836 |
|  | Daido Steel Co. Ltd. | 34500 | &nbsp;&nbsp;443181 |
|  | Daiei Kankyo Co. Ltd. | 8800 | &nbsp;&nbsp;232103 |
|  | Daifuku Co. Ltd. | 22800 | &nbsp;&nbsp;817909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 4800 | &nbsp;&nbsp;76325 |
|  | Daiho Corp. | 10500 | &nbsp;&nbsp;53359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 2000 | &nbsp;&nbsp;17811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;98799 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 3200 | &nbsp;&nbsp;$78092 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kigenso <br>Kagaku-Kogyo Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;52851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 251400 | &nbsp;&nbsp;2210847 |
|  | Daiichikosho Co. Ltd. | 19100 | &nbsp;&nbsp;206521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 9000 | &nbsp;&nbsp;76367 |
|  | Daikin Industries Ltd. | 13600 | &nbsp;&nbsp;1629693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;55817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 8384 | &nbsp;&nbsp;44447 |
|  | Dainichi Co. Ltd. | 1800 | &nbsp;&nbsp;10569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;107039 |
|  | Daio Paper Corp. | 16600 | &nbsp;&nbsp;104171 |
|  | Daiseki Co. Ltd. | 6980 | &nbsp;&nbsp;156879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 70200 | &nbsp;&nbsp;836931 |
|  | Daishinku Corp. | 7600 | &nbsp;&nbsp;28952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 2500 | &nbsp;&nbsp;61946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 4680 | &nbsp;&nbsp;40401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 20500 | &nbsp;&nbsp;416097 |
|  | Daitron Co. Ltd. | 5000 | &nbsp;&nbsp;81969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 82200 | &nbsp;&nbsp;2800888 |
|  | Daiwa Industries Ltd. | 7900 | &nbsp;&nbsp;79446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 125604 | &nbsp;&nbsp;1223933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 24600 | &nbsp;&nbsp;483779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 31600 | &nbsp;&nbsp;333182 |
|  | Dear Life Co. Ltd. | 7200 | &nbsp;&nbsp;53411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delica Foods Holdings <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;12061 |
| # | DeNA Co. Ltd. | 20200 | &nbsp;&nbsp;331258 |
|  | Denka Co. Ltd. | 15700 | &nbsp;&nbsp;302191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Densan System <br>Holdings Co. Ltd.<br>| 900 | &nbsp;&nbsp;18910 |
|  | Denso Corp. | 48200 | &nbsp;&nbsp;668764 |
|  | Dentsu Group, Inc. | 30574 | &nbsp;&nbsp;593488 |
|  | Dentsu Soken, Inc. | 15900 | &nbsp;&nbsp;250633 |
| # | Denyo Co. Ltd. | 5000 | &nbsp;&nbsp;118573 |
|  | Dexerials Corp. | 43200 | &nbsp;&nbsp;757911 |
|  | DIC Corp. | 18465 | &nbsp;&nbsp;451928 |
|  | Digital Arts, Inc. | 2400 | &nbsp;&nbsp;87167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | Digital Holdings, Inc. | 3000 | &nbsp;&nbsp;$39156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 4600 | &nbsp;&nbsp;37862 |
| # | Dip Corp. | 8600 | &nbsp;&nbsp;114143 |
|  | Disco Corp. | 5100 | &nbsp;&nbsp;2173878 |
|  | DKK Co. Ltd. | 2700 | &nbsp;&nbsp;46799 |
|  | DKS Co. Ltd. | 1400 | &nbsp;&nbsp;92941 |
|  | DMG Mori Co. Ltd. | 31900 | &nbsp;&nbsp;562979 |
|  | Doshisha Co. Ltd. | 6800 | &nbsp;&nbsp;142155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 8000 | &nbsp;&nbsp;145868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 12800 | &nbsp;&nbsp;758118 |
|  | DTS Corp. | 30000 | &nbsp;&nbsp;244395 |
|  | Duskin Co. Ltd. | 7800 | &nbsp;&nbsp;214239 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 5400 | &nbsp;&nbsp;86180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;118174 |
|  | Earth Corp. | 3500 | &nbsp;&nbsp;110622 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;24028 |
| # | Ebara Corp. | 74900 | &nbsp;&nbsp;2267585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 1600 | &nbsp;&nbsp;27002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;52650 |
| # | Ebase Co. Ltd. | 4800 | &nbsp;&nbsp;13555 |
| # | Eco's Co. Ltd. | 2800 | &nbsp;&nbsp;55198 |
|  | EDION Corp. | 19900 | &nbsp;&nbsp;272399 |
|  | eGuarantee, Inc. | 5400 | &nbsp;&nbsp;61207 |
|  | Ehime Bank Ltd. | 8100 | &nbsp;&nbsp;89099 |
|  | Eizo Corp. | 6100 | &nbsp;&nbsp;85413 |
|  | EJ Holdings, Inc. | 3000 | &nbsp;&nbsp;34917 |
|  | Elan Corp. | 5100 | &nbsp;&nbsp;22114 |
|  | Elecom Co. Ltd. | 10700 | &nbsp;&nbsp;114352 |
|  | en, Inc. | 4100 | &nbsp;&nbsp;38101 |
|  | Endo Lighting Corp. | 3700 | &nbsp;&nbsp;56942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENEOS Holdings, <br>Inc.<br>| 436400 | &nbsp;&nbsp;3688415 |
| # | Enomoto Co. Ltd. | 1000 | &nbsp;&nbsp;15743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ensuiko Sugar <br>Refining Co. Ltd.<br>| 4700 | &nbsp;&nbsp;16423 |
|  | Entrust, Inc. | 1800 | &nbsp;&nbsp;13117 |
| # | eRex Co. Ltd. | 5800 | &nbsp;&nbsp;23631 |
|  | ERI Holdings Co. Ltd. | 900 | &nbsp;&nbsp;25102 |
|  | ES-Con Japan Ltd. | 8500 | &nbsp;&nbsp;65630 |
|  | Eslead Corp. | 2600 | &nbsp;&nbsp;113753 |
|  | ESPEC Corp. | 4900 | &nbsp;&nbsp;108976 |
|  | eWeLL Co. Ltd. | 2200 | &nbsp;&nbsp;35623 |
|  | Exedy Corp. | 8300 | &nbsp;&nbsp;305859 |
|  | EXEO Group, Inc. | 39338 | &nbsp;&nbsp;656324 |
|  | Ezaki Glico Co. Ltd. | 9900 | &nbsp;&nbsp;355617 |
|  | FaithNetwork Co. Ltd. | 5500 | &nbsp;&nbsp;29780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;48455 |
|  | FANUC Corp. | 6534 | &nbsp;&nbsp;262370 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fast Retailing Co. <br>Ltd.<br>| 7500 | &nbsp;&nbsp;$2861496 |
|  | FCC Co. Ltd. | 9400 | &nbsp;&nbsp;228849 |
|  | Feed One Co. Ltd. | 7600 | &nbsp;&nbsp;54804 |
| # | Ferrotec Corp. | 12900 | &nbsp;&nbsp;493212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 70 | &nbsp;&nbsp;908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 15800 | &nbsp;&nbsp;207572 |
| # | FINDEX, Inc. | 1800 | &nbsp;&nbsp;10008 |
|  | Fintech Global, Inc. | 54700 | &nbsp;&nbsp;51779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 13200 | &nbsp;&nbsp;190134 |
|  | Fit Easy, Inc. | 600 | &nbsp;&nbsp;9468 |
| # | Fixstars Corp. | 7900 | &nbsp;&nbsp;77622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;65456 |
| # | Focus Systems Corp. | 1800 | &nbsp;&nbsp;21378 |
|  | Food & Life Cos. Ltd. | 24700 | &nbsp;&nbsp;1349360 |
|  | Forval Corp. | 500 | &nbsp;&nbsp;3695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;84378 |
|  | FP Corp. | 9500 | &nbsp;&nbsp;161718 |
| # | FP Partner, Inc. | 1300 | &nbsp;&nbsp;18887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 6600 | &nbsp;&nbsp;56819 |
|  | Freebit Co. Ltd. | 2300 | &nbsp;&nbsp;24522 |
|  | F-Tech, Inc. | 2000 | &nbsp;&nbsp;10211 |
|  | FTGroup Co. Ltd. | 1500 | &nbsp;&nbsp;12436 |
|  | Fudo Tetra Corp. | 3690 | &nbsp;&nbsp;71676 |
| # | Fuji Co. Ltd. | 10100 | &nbsp;&nbsp;137645 |
|  | Fuji Corp. (6134 JP) | 14400 | &nbsp;&nbsp;354771 |
|  | Fuji Electric Co. Ltd. | 19023 | &nbsp;&nbsp;1355058 |
|  | Fuji Kyuko Co. Ltd. | 5699 | &nbsp;&nbsp;75497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 8800 | &nbsp;&nbsp;221595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 9637 | &nbsp;&nbsp;199300 |
| # | Fujibo Holdings, Inc. | 2157 | &nbsp;&nbsp;120147 |
| # | Fujicco Co. Ltd. | 4500 | &nbsp;&nbsp;47040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 34200 | &nbsp;&nbsp;683154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 4800 | &nbsp;&nbsp;70483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;39012 |
|  | Fujikura Ltd. | 32200 | &nbsp;&nbsp;4047119 |
|  | Fujimi, Inc. | 6100 | &nbsp;&nbsp;107828 |
|  | Fujita Kanko, Inc. | 8000 | &nbsp;&nbsp;128943 |
|  | Fujitsu Ltd. | 109000 | &nbsp;&nbsp;3028650 |
| # | Fujiya Co. Ltd. | 801 | &nbsp;&nbsp;13267 |
|  | FuKoKu Co. Ltd. | 2600 | &nbsp;&nbsp;33786 |
|  | Fukuda Corp. | 2000 | &nbsp;&nbsp;100898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;241268 |
| # | Fukui Bank Ltd. | 2700 | &nbsp;&nbsp;51011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 2300 | &nbsp;&nbsp;47074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 24328 | &nbsp;&nbsp;$884659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;127879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 4900 | &nbsp;&nbsp;53345 |
|  | Fumakilla Ltd. | 1300 | &nbsp;&nbsp;9739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 16960 | &nbsp;&nbsp;122938 |
|  | Furukawa Co. Ltd. | 7400 | &nbsp;&nbsp;221620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;336908 |
| # | Furuya Metal Co. Ltd. | 3400 | &nbsp;&nbsp;92824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;236169 |
|  | Fuso Dentsu Co. Ltd. | 1800 | &nbsp;&nbsp;23126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 1600 | &nbsp;&nbsp;23535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 17500 | &nbsp;&nbsp;117747 |
|  | Future Corp. | 10800 | &nbsp;&nbsp;132529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 15600 | &nbsp;&nbsp;438702 |
|  | G-7 Holdings, Inc. | 7500 | &nbsp;&nbsp;70812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;59366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 11700 | &nbsp;&nbsp;79296 |
|  | Gakkyusha Co. Ltd. | 1500 | &nbsp;&nbsp;23295 |
|  | Gakujo Co. Ltd. | 1000 | &nbsp;&nbsp;11473 |
|  | Galilei Co. Ltd. | 5200 | &nbsp;&nbsp;129717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamecard Holdings, <br>Inc.<br>| 1500 | &nbsp;&nbsp;29184 |
|  | Gecoss Corp. | 3900 | &nbsp;&nbsp;39965 |
| #\* | Geniee, Inc. | 3100 | &nbsp;&nbsp;22022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 2400 | &nbsp;&nbsp;48240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;130889 |
|  | Geo Holdings Corp. | 8000 | &nbsp;&nbsp;94240 |
| # | Gift Holdings, Inc. | 2200 | &nbsp;&nbsp;52212 |
|  | giftee, Inc. | 4600 | &nbsp;&nbsp;37872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 2500 | &nbsp;&nbsp;33551 |
|  | GLOBERIDE, Inc. | 5900 | &nbsp;&nbsp;83915 |
|  | Glory Ltd. | 10900 | &nbsp;&nbsp;283921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 3780 | &nbsp;&nbsp;79587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 1200 | &nbsp;&nbsp;39465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 10400 | &nbsp;&nbsp;59850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 15200 | &nbsp;&nbsp;378802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 5800 | &nbsp;&nbsp;334984 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Godo Steel Ltd. | 1800 | &nbsp;&nbsp;$46597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokurakuyu Holdings <br>Co. Ltd.<br>| 3900 | &nbsp;&nbsp;12278 |
|  | Goldcrest Co. Ltd. | 4600 | &nbsp;&nbsp;98873 |
|  | Goldwin, Inc. | 11100 | &nbsp;&nbsp;185250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Good Com Asset Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;24602 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Kineya Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;12297 |
|  | Grandy House Corp. | 3100 | &nbsp;&nbsp;12602 |
|  | GREE Holdings, Inc. | 12400 | &nbsp;&nbsp;32504 |
|  | Greens Co. Ltd. | 3000 | &nbsp;&nbsp;40976 |
|  | grems, Inc. | 2000 | &nbsp;&nbsp;31110 |
|  | GS Yuasa Corp. | 17499 | &nbsp;&nbsp;407351 |
|  | GSI Creos Corp. | 3000 | &nbsp;&nbsp;48717 |
|  | G-Tekt Corp. | 5900 | &nbsp;&nbsp;74871 |
| #\* | Gumi, Inc. | 8100 | &nbsp;&nbsp;18576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 1500 | &nbsp;&nbsp;47457 |
|  | Gunma Bank Ltd. | 91800 | &nbsp;&nbsp;1155735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 13900 | &nbsp;&nbsp;288715 |
|  | H2O Retailing Corp. | 27260 | &nbsp;&nbsp;373295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 88700 | &nbsp;&nbsp;1108162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 3400 | &nbsp;&nbsp;37469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 2500 | &nbsp;&nbsp;59606 |
| # | Hakudo Co. Ltd. | 1900 | &nbsp;&nbsp;28853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 56125 | &nbsp;&nbsp;419365 |
|  | Hakuto Co. Ltd. | 1900 | &nbsp;&nbsp;51012 |
|  | Halows Co. Ltd. | 2800 | &nbsp;&nbsp;82345 |
|  | Hamakyorex Co. Ltd. | 28400 | &nbsp;&nbsp;336875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamamatsu Photonics <br>KK<br>| 30100 | &nbsp;&nbsp;336345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 44100 | &nbsp;&nbsp;1231406 |
|  | Hanwa Co. Ltd. | 10600 | &nbsp;&nbsp;539054 |
|  | Happinet Corp. | 8200 | &nbsp;&nbsp;146890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;36818 |
|  | Haseko Corp. | 60900 | &nbsp;&nbsp;1248228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 2300 | &nbsp;&nbsp;19390 |
|  | Hazama Ando Corp. | 34200 | &nbsp;&nbsp;442247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heiwa Real Estate <br>Co. Ltd.<br>| 4500 | &nbsp;&nbsp;65850 |
| # | Heiwado Co. Ltd. | 8202 | &nbsp;&nbsp;156295 |
|  | Hennge KK | 2500 | &nbsp;&nbsp;18767 |
|  | Hibino Corp. | 900 | &nbsp;&nbsp;18757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 4400 | &nbsp;&nbsp;137036 |
|  | Hikari Tsushin, Inc. | 900 | &nbsp;&nbsp;248563 |
| # | HI-LEX Corp. | 4100 | &nbsp;&nbsp;91763 |
|  | Hioki EE Corp. | 1900 | &nbsp;&nbsp;75670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 2730 | &nbsp;&nbsp;$48609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;21434 |
|  | Hirata Corp. | 5658 | &nbsp;&nbsp;94019 |
|  | Hirogin Holdings, Inc. | 65800 | &nbsp;&nbsp;745244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirose Electric Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;572197 |
|  | Hirose Tusyo, Inc. | 900 | &nbsp;&nbsp;21532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Electric <br>Railway Co. Ltd.<br>| 2500 | &nbsp;&nbsp;10287 |
|  | HIS Co. Ltd. | 15000 | &nbsp;&nbsp;124589 |
|  | Hisaka Works Ltd. | 5000 | &nbsp;&nbsp;49876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 10400 | &nbsp;&nbsp;428430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 23400 | &nbsp;&nbsp;765156 |
|  | Hochiki Corp. | 3900 | &nbsp;&nbsp;124735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;39871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 1800 | &nbsp;&nbsp;46295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Gas Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;53289 |
|  | Hokkan Holdings Ltd. | 2500 | &nbsp;&nbsp;37763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 6000 | &nbsp;&nbsp;67988 |
| # | Hokuetsu Corp. | 30900 | &nbsp;&nbsp;181627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 38000 | &nbsp;&nbsp;1306016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 2400 | &nbsp;&nbsp;46954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 3480 | &nbsp;&nbsp;35434 |
|  | Hokuryo Co. Ltd. | 1000 | &nbsp;&nbsp;19544 |
|  | Hokuto Corp. | 3900 | &nbsp;&nbsp;50005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 223200 | &nbsp;&nbsp;2244841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(HMC US), <br>Sponsored ADR<br>| 8470 | &nbsp;&nbsp;256895 |
|  | H-One Co. Ltd. | 5000 | &nbsp;&nbsp;46836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 7850 | &nbsp;&nbsp;74789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 7100 | &nbsp;&nbsp;60913 |
|  | Horiba Ltd. | 9200 | &nbsp;&nbsp;1091172 |
|  | Hoshizaki Corp. | 11900 | &nbsp;&nbsp;392284 |
|  | Hosiden Corp. | 13000 | &nbsp;&nbsp;216567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 3600 | &nbsp;&nbsp;142797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;42817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 8600 | &nbsp;&nbsp;166575 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Hoya Corp. | 15800 | &nbsp;&nbsp;$2650542 |
|  | HS Holdings Co. Ltd. | 4600 | &nbsp;&nbsp;38776 |
|  | Hulic Co. Ltd. | 66269 | &nbsp;&nbsp;789722 |
|  | Hyakugo Bank Ltd. | 55900 | &nbsp;&nbsp;508368 |
|  | Hyakujushi Bank Ltd. | 5600 | &nbsp;&nbsp;302809 |
|  | Ibiden Co. Ltd. | 50000 | &nbsp;&nbsp;2635737 |
|  | IBJ, Inc. | 4200 | &nbsp;&nbsp;19644 |
| # | Ichibanya Co. Ltd. | 11400 | &nbsp;&nbsp;66106 |
|  | Ichigo, Inc. | 24600 | &nbsp;&nbsp;64918 |
|  | Ichiken Co. Ltd. | 800 | &nbsp;&nbsp;25823 |
|  | Ichikoh Industries Ltd. | 11300 | &nbsp;&nbsp;37599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;70986 |
| # | Icom, Inc. | 1900 | &nbsp;&nbsp;36740 |
|  | ID Holdings Corp. | 2450 | &nbsp;&nbsp;31695 |
|  | Idec Corp. | 6000 | &nbsp;&nbsp;111827 |
|  | IDOM, Inc. | 15000 | &nbsp;&nbsp;147672 |
|  | Ifuji Sangyo Co. Ltd. | 700 | &nbsp;&nbsp;9402 |
| # | IG Port, Inc. | 2400 | &nbsp;&nbsp;18749 |
|  | IHI Corp. | 56000 | &nbsp;&nbsp;1295626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 25740 | &nbsp;&nbsp;425114 |
|  | Iino Kaiun Kaisha Ltd. | 20000 | &nbsp;&nbsp;202940 |
| # | IKK Holdings, Inc. | 4000 | &nbsp;&nbsp;20616 |
|  | I'll, Inc. | 2100 | &nbsp;&nbsp;33711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imasen Electric <br>Industrial<br>| 1800 | &nbsp;&nbsp;10331 |
|  | i-mobile Co. Ltd. | 12200 | &nbsp;&nbsp;40906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;29004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 21400 | &nbsp;&nbsp;356444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;28942 |
|  | Inabata & Co. Ltd. | 12000 | &nbsp;&nbsp;303726 |
| # | I-NE Co. Ltd. | 2500 | &nbsp;&nbsp;21633 |
|  | Ines Corp. | 4700 | &nbsp;&nbsp;57090 |
|  | Infomart Corp. | 42800 | &nbsp;&nbsp;125076 |
| \* | Inforich, Inc. | 1900 | &nbsp;&nbsp;22458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 52240 | &nbsp;&nbsp;782429 |
|  | Innotech Corp. | 4100 | &nbsp;&nbsp;56230 |
|  | Insource Co. Ltd. | 11100 | &nbsp;&nbsp;52068 |
|  | Intage Holdings, Inc. | 2000 | &nbsp;&nbsp;21913 |
| # | Intelligent Wave, Inc. | 2300 | &nbsp;&nbsp;14152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 23100 | &nbsp;&nbsp;373252 |
| \* | Intloop, Inc. | 900 | &nbsp;&nbsp;20997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;33528 |
| # | IPS, Inc. | 2400 | &nbsp;&nbsp;45892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;84227 |
|  | ISB Corp. | 3100 | &nbsp;&nbsp;36374 |
|  | Ise Chemicals Corp. | 4000 | &nbsp;&nbsp;153697 |
|  | Iseki & Co. Ltd. | 2800 | &nbsp;&nbsp;32398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isetan Mitsukoshi <br>Holdings Ltd.<br>| 57700 | &nbsp;&nbsp;926002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;$16473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 8500 | &nbsp;&nbsp;161379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishizuka Glass Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;14250 |
| # | Istyle, Inc. | 19600 | &nbsp;&nbsp;57500 |
|  | Isuzu Motors Ltd. | 134300 | &nbsp;&nbsp;2163547 |
|  | Itfor, Inc. | 5500 | &nbsp;&nbsp;60330 |
| # | ITmedia, Inc. | 1700 | &nbsp;&nbsp;18904 |
|  | Ito En Ltd. | 15619 | &nbsp;&nbsp;288641 |
|  | Itochu Enex Co. Ltd. | 16100 | &nbsp;&nbsp;199464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 6800 | &nbsp;&nbsp;264733 |
|  | Itoki Corp. | 9400 | &nbsp;&nbsp;158543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 5600 | &nbsp;&nbsp;126026 |
|  | Iwaki Co. Ltd. | 1700 | &nbsp;&nbsp;29484 |
|  | Iwatani Corp. | 47300 | &nbsp;&nbsp;561025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iwatsuka <br>Confectionery Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;35502 |
|  | Iyogin Holdings, Inc. | 49300 | &nbsp;&nbsp;917717 |
|  | Izumi Co. Ltd. | 8800 | &nbsp;&nbsp;174085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 54400 | &nbsp;&nbsp;794191 |
|  | J Trust Co. Ltd. | 18300 | &nbsp;&nbsp;57840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;102390 |
|  | Jaccs Co. Ltd. | 6700 | &nbsp;&nbsp;183659 |
| \* | Jade Group, Inc. | 2700 | &nbsp;&nbsp;29153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 17400 | &nbsp;&nbsp;274680 |
| # | JANOME Corp. | 7199 | &nbsp;&nbsp;55855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airlines Co. <br>Ltd.<br>| 28300 | &nbsp;&nbsp;534734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 15900 | &nbsp;&nbsp;497884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Animal Referral <br>Medical Center Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;24205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 12800 | &nbsp;&nbsp;199978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 2400 | &nbsp;&nbsp;28448 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 27400 | &nbsp;&nbsp;25312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Electronic <br>Materials Corp.<br>| 2200 | &nbsp;&nbsp;67869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 31400 | &nbsp;&nbsp;330613 |
|  | Japan Engine Corp. | 800 | &nbsp;&nbsp;70798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 86200 | &nbsp;&nbsp;940633 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Eyewear <br>Holdings Co. Ltd.<br>| 1800 | &nbsp;&nbsp;$23418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 6900 | &nbsp;&nbsp;99401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 14600 | &nbsp;&nbsp;145835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 13200 | &nbsp;&nbsp;153076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 15600 | &nbsp;&nbsp;483164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 40000 | &nbsp;&nbsp;249284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pure Chemical <br>Co. Ltd.<br>| 500 | &nbsp;&nbsp;15835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 23500 | &nbsp;&nbsp;323244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Steel Works <br>Ltd.<br>| 6500 | &nbsp;&nbsp;359792 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;47076 |
|  | Japan Transcity Corp. | 8700 | &nbsp;&nbsp;68712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 14300 | &nbsp;&nbsp;172332 |
|  | JBCC Holdings, Inc. | 15200 | &nbsp;&nbsp;146413 |
|  | JCU Corp. | 5100 | &nbsp;&nbsp;186417 |
|  | Jeol Ltd. | 11080 | &nbsp;&nbsp;447001 |
|  | JFE Systems, Inc. | 2600 | &nbsp;&nbsp;38128 |
|  | JGC Holdings Corp. | 52200 | &nbsp;&nbsp;731534 |
|  | Jichodo Co. Ltd. | 200 | &nbsp;&nbsp;12979 |
| # | JINS Holdings, Inc. | 1200 | &nbsp;&nbsp;40169 |
|  | JINUSHI Co. Ltd. | 3100 | &nbsp;&nbsp;63550 |
| # | JK Holdings Co. Ltd. | 3200 | &nbsp;&nbsp;29666 |
|  | J-Lease Co. Ltd. | 4000 | &nbsp;&nbsp;37130 |
|  | JM Holdings Co. Ltd. | 6600 | &nbsp;&nbsp;76476 |
|  | J-Oil Mills, Inc. | 4600 | &nbsp;&nbsp;60441 |
|  | Joshin Denki Co. Ltd. | 4400 | &nbsp;&nbsp;78152 |
|  | Joyful Honda Co. Ltd. | 9500 | &nbsp;&nbsp;130675 |
| # | JP-Holdings, Inc. | 13200 | &nbsp;&nbsp;59739 |
|  | JSB Co. Ltd. | 2500 | &nbsp;&nbsp;52388 |
|  | JSP Corp. | 3600 | &nbsp;&nbsp;56783 |
|  | JTEKT Corp. | 31700 | &nbsp;&nbsp;374309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 8100 | &nbsp;&nbsp;430717 |
|  | Justsystems Corp. | 7200 | &nbsp;&nbsp;222385 |
|  | JVCKenwood Corp. | 55200 | &nbsp;&nbsp;448660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 900 | &nbsp;&nbsp;23315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;210957 |
| # | Kagome Co. Ltd. | 14200 | &nbsp;&nbsp;251462 |
|  | Kajima Corp. | 34300 | &nbsp;&nbsp;1399294 |
|  | Kakaku.com, Inc. | 27945 | &nbsp;&nbsp;381398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 3900 | &nbsp;&nbsp;14605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;47911 |
|  | Kamei Corp. | 8300 | &nbsp;&nbsp;165728 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kamigumi Co. Ltd. | 16600 | &nbsp;&nbsp;$580930 |
|  | Kanaden Corp. | 4800 | &nbsp;&nbsp;66197 |
|  | Kanadevia Corp. | 50700 | &nbsp;&nbsp;334757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 1500 | &nbsp;&nbsp;35622 |
|  | Kanamoto Co. Ltd. | 7956 | &nbsp;&nbsp;191891 |
|  | Kandenko Co. Ltd. | 28600 | &nbsp;&nbsp;1029668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;27891 |
|  | Kanematsu Corp. | 39940 | &nbsp;&nbsp;524599 |
|  | Kanemi Co. Ltd. | 1000 | &nbsp;&nbsp;22780 |
| # | Kanro, Inc. | 5200 | &nbsp;&nbsp;54290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Electric Power <br>Co., Inc. <br>| 50300 | &nbsp;&nbsp;802533 |
|  | Kansai Paint Co. Ltd. | 32700 | &nbsp;&nbsp;521871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 12900 | &nbsp;&nbsp;107938 |
|  | Kao Corp. | 22300 | &nbsp;&nbsp;892055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kappa Create Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;40793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 6600 | &nbsp;&nbsp;125472 |
|  | Katitas Co. Ltd. | 11400 | &nbsp;&nbsp;225248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 4200 | &nbsp;&nbsp;127192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;38531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 21700 | &nbsp;&nbsp;1811433 |
|  | KDDI Corp. | 206600 | &nbsp;&nbsp;3488229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 3200 | &nbsp;&nbsp;66255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 22500 | &nbsp;&nbsp;499809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihanshin Building <br>Co. Ltd.<br>| 5500 | &nbsp;&nbsp;68205 |
|  | Keikyu Corp. | 32100 | &nbsp;&nbsp;315489 |
|  | Keio Corp. | 15700 | &nbsp;&nbsp;391579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keisei Electric Railway <br>Co. Ltd.<br>| 35322 | &nbsp;&nbsp;279118 |
|  | KEIWA, Inc. | 3800 | &nbsp;&nbsp;32624 |
|  | Keiyo Bank Ltd. | 24600 | &nbsp;&nbsp;295572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 3900 | &nbsp;&nbsp;50562 |
|  | Kewpie Corp. | 18323 | &nbsp;&nbsp;514215 |
|  | Keyence Corp. | 3200 | &nbsp;&nbsp;1173953 |
|  | KH Neochem Co. Ltd. | 6600 | &nbsp;&nbsp;108561 |
| # | Kibun Foods, Inc. | 3200 | &nbsp;&nbsp;22780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 5400 | &nbsp;&nbsp;44124 |
|  | Kimura Kohki Co. Ltd. | 600 | &nbsp;&nbsp;49573 |
|  | Kimura Unity Co. Ltd. | 4800 | &nbsp;&nbsp;28391 |
|  | Kinden Corp. | 15800 | &nbsp;&nbsp;699149 |
| # | Kinjiro Co. Ltd. | 1900 | &nbsp;&nbsp;13297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Group <br>Holdings Co. Ltd.<br>| 18100 | &nbsp;&nbsp;375644 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 7400 | &nbsp;&nbsp;$220409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;147257 |
|  | Kita-Nippon Bank Ltd. | 2400 | &nbsp;&nbsp;72916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 6400 | &nbsp;&nbsp;64204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitoku Shinryo Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;21528 |
|  | Kitz Corp. | 16600 | &nbsp;&nbsp;216656 |
|  | Kiyo Bank Ltd. | 17000 | &nbsp;&nbsp;415170 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;32755 |
|  | Koa Corp. | 3600 | &nbsp;&nbsp;36277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;10860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;50083 |
|  | Kobe Bussan Co. Ltd. | 20200 | &nbsp;&nbsp;493677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kobe Electric Railway <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;17607 |
|  | Kobe Steel Ltd. | 94720 | &nbsp;&nbsp;1363476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koei Tecmo Holdings <br>Co. Ltd.<br>| 4749 | &nbsp;&nbsp;52676 |
|  | Kohnan Shoji Co. Ltd. | 7300 | &nbsp;&nbsp;183718 |
|  | Kohsoku Corp. | 2000 | &nbsp;&nbsp;38882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koike Sanso Kogyo <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;24293 |
|  | Koike-ya, Inc. | 400 | &nbsp;&nbsp;11971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 31745 | &nbsp;&nbsp;496975 |
|  | Kojima Co. Ltd. | 7900 | &nbsp;&nbsp;63832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kokusai Electric <br>Corp.<br>| 8900 | &nbsp;&nbsp;369495 |
|  | Kokuyo Co. Ltd. | 59000 | &nbsp;&nbsp;345678 |
|  | Komatsu Ltd. | 108300 | &nbsp;&nbsp;4145203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;39343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;73410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 11900 | &nbsp;&nbsp;218155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 1800 | &nbsp;&nbsp;38857 |
|  | Komeri Co. Ltd. | 5600 | &nbsp;&nbsp;119497 |
|  | Komori Corp. | 8400 | &nbsp;&nbsp;91177 |
| # | Kondotec, Inc. | 4900 | &nbsp;&nbsp;47254 |
|  | Konica Minolta, Inc. | 111800 | &nbsp;&nbsp;489375 |
|  | Konishi Co. Ltd. | 13400 | &nbsp;&nbsp;113038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 8200 | &nbsp;&nbsp;176489 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 20700 | &nbsp;&nbsp;66811 |
| # | Kose Holdings Corp. | 9000 | &nbsp;&nbsp;321085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 12500 | &nbsp;&nbsp;96515 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 23300 | &nbsp;&nbsp;$270603 |
| \* | Kourakuen Corp. | 1600 | &nbsp;&nbsp;11645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 3000 | &nbsp;&nbsp;60721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 16500 | &nbsp;&nbsp;94304 |
|  | Kraftia Corp. | 8800 | &nbsp;&nbsp;458935 |
|  | Krosaki Harima Corp. | 5100 | &nbsp;&nbsp;138378 |
| # | KRS Corp. | 4000 | &nbsp;&nbsp;77261 |
|  | K's Holdings Corp. | 35400 | &nbsp;&nbsp;368156 |
|  | KU Holdings Co. Ltd. | 5200 | &nbsp;&nbsp;42332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 83300 | &nbsp;&nbsp;1276294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 35108 | &nbsp;&nbsp;394021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 15710 | &nbsp;&nbsp;71470 |
|  | Kura Sushi, Inc. | 3800 | &nbsp;&nbsp;83594 |
|  | Kurabo Industries Ltd. | 4400 | &nbsp;&nbsp;258489 |
|  | Kuraray Co. Ltd. | 67328 | &nbsp;&nbsp;726840 |
|  | Kureha Corp. | 10800 | &nbsp;&nbsp;306712 |
| # | Kurimoto Ltd. | 10500 | &nbsp;&nbsp;116607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water <br>Industries Ltd.<br>| 18400 | &nbsp;&nbsp;920364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 4400 | &nbsp;&nbsp;48387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 11400 | &nbsp;&nbsp;298796 |
|  | KYB Corp. | 10800 | &nbsp;&nbsp;306835 |
|  | Kyocera Corp. | 101600 | &nbsp;&nbsp;1524285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;88914 |
|  | Kyoei Steel Ltd. | 5500 | &nbsp;&nbsp;88646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 3000 | &nbsp;&nbsp;37159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 7500 | &nbsp;&nbsp;160205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 5500 | &nbsp;&nbsp;61491 |
|  | Kyokuyo Co. Ltd. | 2500 | &nbsp;&nbsp;83227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 8400 | &nbsp;&nbsp;88163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 16800 | &nbsp;&nbsp;305489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;43514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial <br>Group, Inc.<br>| 42396 | &nbsp;&nbsp;1024216 |
|  | Kyowa Kirin Co. Ltd. | 14800 | &nbsp;&nbsp;240265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 3500 | &nbsp;&nbsp;24667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Electric Power <br>Co., Inc.<br>| 44200 | &nbsp;&nbsp;492030 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 85550 | &nbsp;&nbsp;$641271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Leasing <br>Service Co. Ltd.<br>| 1700 | &nbsp;&nbsp;15814 |
|  | Kyushu Railway Co. | 14800 | &nbsp;&nbsp;376889 |
| # | LA Holdings Co. Ltd. | 1800 | &nbsp;&nbsp;116349 |
| # | Lacto Japan Co. Ltd. | 1700 | &nbsp;&nbsp;38714 |
|  | Lasertec Corp. | 6399 | &nbsp;&nbsp;1470090 |
| # | LEC, Inc. | 5400 | &nbsp;&nbsp;35957 |
|  | Leopalace21 Corp. | 45800 | &nbsp;&nbsp;204738 |
|  | Life Corp. | 12200 | &nbsp;&nbsp;201354 |
|  | Lifedrink Co., Inc. | 11400 | &nbsp;&nbsp;119542 |
|  | LIFULL Co. Ltd. | 19000 | &nbsp;&nbsp;21576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 11100 | &nbsp;&nbsp;36170 |
|  | Lintec Corp. | 10600 | &nbsp;&nbsp;327038 |
|  | Lion Corp. | 56201 | &nbsp;&nbsp;602471 |
|  | LITALICO, Inc. | 5600 | &nbsp;&nbsp;43083 |
|  | Lixil Corp. | 49300 | &nbsp;&nbsp;565556 |
|  | Loadstar Capital KK | 2600 | &nbsp;&nbsp;50693 |
| # | Look Holdings, Inc. | 2000 | &nbsp;&nbsp;31922 |
|  | Luckland Co. Ltd. | 800 | &nbsp;&nbsp;9428 |
|  | LY Corp. | 207900 | &nbsp;&nbsp;532311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 3200 | &nbsp;&nbsp;65180 |
|  | M3, Inc. | 22400 | &nbsp;&nbsp;276394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 44864 | &nbsp;&nbsp;421448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 25350 | &nbsp;&nbsp;434640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;124470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Industries, <br>Inc.<br>| 3600 | &nbsp;&nbsp;48886 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 3600 | &nbsp;&nbsp;53674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 4200 | &nbsp;&nbsp;44423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 6000 | &nbsp;&nbsp;442181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 13966 | &nbsp;&nbsp;485256 |
|  | Mamiya-Op Co. Ltd. | 1400 | &nbsp;&nbsp;15451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mammy Mart Holdings <br>Corp.<br>| 2000 | &nbsp;&nbsp;18238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Management <br>Solutions Co. Ltd.<br>| 2600 | &nbsp;&nbsp;21904 |
|  | Mandom Corp. | 8800 | &nbsp;&nbsp;180400 |
|  | Mani, Inc. | 16800 | &nbsp;&nbsp;165745 |
|  | Marubun Corp. | 5900 | &nbsp;&nbsp;52303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maruchiyo Yamaokaya <br>Corp.<br>| 1400 | &nbsp;&nbsp;29774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;47455 |
|  | Maruha Nichiro Corp. | 31800 | &nbsp;&nbsp;286406 |
|  | Marui Group Co. Ltd. | 28100 | &nbsp;&nbsp;549914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 46200 | &nbsp;&nbsp;457790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Maruwa Co. Ltd. | 1500 | &nbsp;&nbsp;$461186 |
|  | Maruzen Co. Ltd. | 1300 | &nbsp;&nbsp;31123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;195845 |
|  | Marvelous, Inc. | 7400 | &nbsp;&nbsp;22973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 1500 | &nbsp;&nbsp;10213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;178759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;58200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 18500 | &nbsp;&nbsp;108845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 49080 | &nbsp;&nbsp;786205 |
|  | Matsuoka Corp. | 1800 | &nbsp;&nbsp;29467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods <br>Holdings Co. Ltd.<br>| 1700 | &nbsp;&nbsp;72466 |
|  | Max Co. Ltd. | 5000 | &nbsp;&nbsp;211431 |
|  | Maxell Ltd. | 11200 | &nbsp;&nbsp;161123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;55721 |
| # | Mazda Motor Corp. | 100006 | &nbsp;&nbsp;769581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 14600 | &nbsp;&nbsp;633107 |
|  | MCJ Co. Ltd. | 23800 | &nbsp;&nbsp;242531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 162850 | &nbsp;&nbsp;1228572 |
|  | MEC Co. Ltd. | 2800 | &nbsp;&nbsp;100526 |
|  | Media Do Co. Ltd. | 1300 | &nbsp;&nbsp;13789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 4300 | &nbsp;&nbsp;14472 |
|  | Medikit Co. Ltd. | 600 | &nbsp;&nbsp;11578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 31400 | &nbsp;&nbsp;569105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Medius Holdings Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;18572 |
| #\* | Medley, Inc. | 5100 | &nbsp;&nbsp;78756 |
|  | Megachips Corp. | 1600 | &nbsp;&nbsp;87635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 9500 | &nbsp;&nbsp;206900 |
|  | Meidensha Corp. | 8800 | &nbsp;&nbsp;344875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiho Facility Works <br>Ltd.<br>| 2000 | &nbsp;&nbsp;14183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 1500 | &nbsp;&nbsp;22865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;541269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;120355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 18400 | &nbsp;&nbsp;411587 |
|  | Meito Co. Ltd. | 2500 | &nbsp;&nbsp;41512 |
|  | Meiwa Corp. | 5000 | &nbsp;&nbsp;29898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;28065 |
|  | Members Co. Ltd. | 1500 | &nbsp;&nbsp;13706 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Menicon Co. Ltd. | 15700 | &nbsp;&nbsp;$164642 |
| \* | Mercari, Inc. | 24397 | &nbsp;&nbsp;541425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercuria Holdings Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;10170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;96385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;456767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;34948 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 10700 | &nbsp;&nbsp;38331 |
|  | Migalo Holdings, Inc. | 9700 | &nbsp;&nbsp;26550 |
|  | Milbon Co. Ltd. | 2210 | &nbsp;&nbsp;36310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;42307 |
|  | Minebea Mitsumi, Inc. | 52390 | &nbsp;&nbsp;1070691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;47661 |
|  | Mirait One Corp. | 23910 | &nbsp;&nbsp;573741 |
|  | Mirarth Holdings, Inc. | 22000 | &nbsp;&nbsp;56162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;32472 |
|  | MISUMI Group, Inc. | 31400 | &nbsp;&nbsp;519051 |
|  | Mitachi Co. Ltd. | 900 | &nbsp;&nbsp;12512 |
|  | Mitani Corp. | 8000 | &nbsp;&nbsp;123215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 7800 | &nbsp;&nbsp;30427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;84182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 16800 | &nbsp;&nbsp;65421 |
| # | Mitsuba Corp. | 9700 | &nbsp;&nbsp;81973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 57700 | &nbsp;&nbsp;1803811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 51600 | &nbsp;&nbsp;1315073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 27200 | &nbsp;&nbsp;539585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 181970 | &nbsp;&nbsp;1588041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 94600 | &nbsp;&nbsp;2785396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 5400 | &nbsp;&nbsp;114651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 8300 | &nbsp;&nbsp;84041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 63500 | &nbsp;&nbsp;542414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 160800 | &nbsp;&nbsp;395299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 7800 | &nbsp;&nbsp;33676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;126090 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 1900 | &nbsp;&nbsp;$59673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;24309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, <br>Inc. (8306 JP)<br>| 488200 | &nbsp;&nbsp;8841475 |
|  | Mitsui Chemicals, Inc. | 62432 | &nbsp;&nbsp;912205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;97817 |
|  | Mitsui E&S Co. Ltd. | 30800 | &nbsp;&nbsp;1368722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 98700 | &nbsp;&nbsp;1131783 |
| # | Mitsui High-Tec, Inc. | 20000 | &nbsp;&nbsp;96710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 14899 | &nbsp;&nbsp;1944451 |
| # | Mitsui OSK Lines Ltd. | 25300 | &nbsp;&nbsp;793027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 26400 | &nbsp;&nbsp;617525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 11200 | &nbsp;&nbsp;157543 |
|  | Miura Co. Ltd. | 22000 | &nbsp;&nbsp;452365 |
|  | MIXI, Inc. | 10100 | &nbsp;&nbsp;177795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 6000 | &nbsp;&nbsp;75579 |
| # | Miyazaki Bank Ltd. | 4300 | &nbsp;&nbsp;216742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;27419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 98380 | &nbsp;&nbsp;4271449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 40900 | &nbsp;&nbsp;377617 |
|  | Mizuho Medy Co. Ltd. | 3600 | &nbsp;&nbsp;41515 |
|  | Mizuno Corp. | 16500 | &nbsp;&nbsp;341851 |
|  | Modec, Inc. | 2100 | &nbsp;&nbsp;204787 |
|  | Monogatari Corp. | 8000 | &nbsp;&nbsp;214813 |
|  | MonotaRO Co. Ltd. | 22800 | &nbsp;&nbsp;307548 |
|  | Morinaga & Co. Ltd. | 18400 | &nbsp;&nbsp;321794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 22900 | &nbsp;&nbsp;591368 |
|  | Morita Holdings Corp. | 8100 | &nbsp;&nbsp;146935 |
|  | Morito Co. Ltd. | 5100 | &nbsp;&nbsp;59415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moriya Transportation <br>Engineering & <br>Manufacturing Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;58673 |
|  | Morozoff Ltd. | 1800 | &nbsp;&nbsp;18093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 4500 | &nbsp;&nbsp;122589 |
|  | MrMax Holdings Ltd. | 8700 | &nbsp;&nbsp;44230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 92000 | &nbsp;&nbsp;2343936 |
|  | MTG Co. Ltd. | 2100 | &nbsp;&nbsp;57416 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;$66150 |
|  | m-up Holdings, Inc. | 15200 | &nbsp;&nbsp;81220 |
|  | Murakami Corp. | 1900 | &nbsp;&nbsp;79767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Murata Manufacturing <br>Co. Ltd.<br>| 49100 | &nbsp;&nbsp;997493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 10800 | &nbsp;&nbsp;191135 |
|  | Musashino Bank Ltd. | 5500 | &nbsp;&nbsp;196288 |
|  | Muto Seiko Co. | 1000 | &nbsp;&nbsp;14468 |
|  | Nabtesco Corp. | 2800 | &nbsp;&nbsp;75873 |
| # | NAC Co. Ltd. | 4200 | &nbsp;&nbsp;14741 |
|  | Nachi-Fujikoshi Corp. | 2598 | &nbsp;&nbsp;82246 |
| # | Nafco Co. Ltd. | 2900 | &nbsp;&nbsp;40852 |
|  | Nagaileben Co. Ltd. | 3000 | &nbsp;&nbsp;34659 |
|  | Nagano Keiki Co. Ltd. | 4100 | &nbsp;&nbsp;70636 |
|  | Nagase & Co. Ltd. | 26100 | &nbsp;&nbsp;678356 |
|  | Nagase Brothers, Inc. | 2000 | &nbsp;&nbsp;34315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nagoya Railroad Co. <br>Ltd.<br>| 27100 | &nbsp;&nbsp;302878 |
|  | Nakamuraya Co. Ltd. | 600 | &nbsp;&nbsp;11847 |
|  | Nakanishi, Inc. | 14200 | &nbsp;&nbsp;199098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 12300 | &nbsp;&nbsp;335300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nankai Electric <br>Railway Co. Ltd.<br>| 14000 | &nbsp;&nbsp;259247 |
|  | Nanto Bank Ltd. | 6600 | &nbsp;&nbsp;284848 |
|  | Nanyo Corp. | 1600 | &nbsp;&nbsp;15506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narasaki Sangyo Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;18008 |
| # | Natori Co. Ltd. | 1900 | &nbsp;&nbsp;23150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 1000 | &nbsp;&nbsp;20739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 3800 | &nbsp;&nbsp;100066 |
|  | NEC Corp. | 52000 | &nbsp;&nbsp;1762781 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Net Protections <br>Holdings, Inc.<br>| 9700 | &nbsp;&nbsp;30050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 2310 | &nbsp;&nbsp;21737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Cosmos Electric <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;24263 |
|  | Nexon Co. Ltd. | 9300 | &nbsp;&nbsp;222495 |
| # | Nextage Co. Ltd. | 10600 | &nbsp;&nbsp;224563 |
| \* | NexTone, Inc. | 1200 | &nbsp;&nbsp;13137 |
|  | NGK Insulators Ltd. | 46292 | &nbsp;&nbsp;1109063 |
|  | NH Foods Ltd. | 17000 | &nbsp;&nbsp;771826 |
|  | NHK Spring Co. Ltd. | 44400 | &nbsp;&nbsp;806912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicca Chemical Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;19826 |
|  | Nichias Corp. | 14100 | &nbsp;&nbsp;707381 |
| # | Nichiban Co. Ltd. | 2800 | &nbsp;&nbsp;35552 |
|  | Nichicon Corp. | 12900 | &nbsp;&nbsp;141174 |
|  | Nichiden Corp. | 3400 | &nbsp;&nbsp;55530 |
|  | Nichiha Corp. | 5000 | &nbsp;&nbsp;110057 |
|  | Nichimo Co. Ltd. | 1600 | &nbsp;&nbsp;26072 |
|  | Nichirei Corp. | 53700 | &nbsp;&nbsp;666367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 6200 | &nbsp;&nbsp;$96621 |
|  | Nichirin Co. Ltd. | 2110 | &nbsp;&nbsp;50148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIDEC Corp. (6594 <br>JP)<br>| 38300 | &nbsp;&nbsp;547872 |
|  | Nifco, Inc. | 20500 | &nbsp;&nbsp;638246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Dempa Kogyo <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;47004 |
| # | Nihon Dengi Co. Ltd. | 2400 | &nbsp;&nbsp;164367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 1350 | &nbsp;&nbsp;20599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;10933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 2900 | &nbsp;&nbsp;49610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 62600 | &nbsp;&nbsp;287500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 11300 | &nbsp;&nbsp;74185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 21094 | &nbsp;&nbsp;201086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;40898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 1900 | &nbsp;&nbsp;37948 |
|  | Nikkiso Co. Ltd. | 12700 | &nbsp;&nbsp;146500 |
|  | Nikko Co. Ltd. | 8000 | &nbsp;&nbsp;42172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 31200 | &nbsp;&nbsp;739613 |
|  | Nikon Corp. | 54800 | &nbsp;&nbsp;689749 |
|  | Nintendo Co. Ltd. | 9000 | &nbsp;&nbsp;557330 |
|  | Nippi, Inc. | 400 | &nbsp;&nbsp;36323 |
|  | Nippn Corp. | 14300 | &nbsp;&nbsp;244108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 3800 | &nbsp;&nbsp;36355 |
|  | Nippon Aqua Co. Ltd. | 4800 | &nbsp;&nbsp;27460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Avionics Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;66020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;80408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;20859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Care Supply <br>Co. Ltd.<br>| 100 | &nbsp;&nbsp;1721 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 1799 | &nbsp;&nbsp;38059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 6100 | &nbsp;&nbsp;59217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 9600 | &nbsp;&nbsp;216540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;111185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 21100 | &nbsp;&nbsp;917639 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 59000 | &nbsp;&nbsp;$1340163 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Fine Chemical <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;45786 |
|  | Nippon Gas Co. Ltd. | 29300 | &nbsp;&nbsp;555675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;360271 |
| # | Nippon Kodoshi Corp. | 1600 | &nbsp;&nbsp;34831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 13081 | &nbsp;&nbsp;230777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paint Holdings <br>Co. Ltd.<br>| 56400 | &nbsp;&nbsp;374497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 23878 | &nbsp;&nbsp;181317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 51500 | &nbsp;&nbsp;95009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;57682 |
|  | Nippon Seiki Co. Ltd. | 7500 | &nbsp;&nbsp;121463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;40586 |
|  | Nippon Sharyo Ltd. | 2200 | &nbsp;&nbsp;52294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 14500 | &nbsp;&nbsp;64423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 10600 | &nbsp;&nbsp;353827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 26700 | &nbsp;&nbsp;384554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 11500 | &nbsp;&nbsp;98617 |
|  | Nippon Soda Co. Ltd. | 13000 | &nbsp;&nbsp;310248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 3400 | &nbsp;&nbsp;81715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 12500 | &nbsp;&nbsp;74337 |
|  | Nippon Yusen KK | 58100 | &nbsp;&nbsp;1909449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;100198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 9200 | &nbsp;&nbsp;342358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;12450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 31800 | &nbsp;&nbsp;770229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Railroad <br>Co. Ltd.<br>| 9500 | &nbsp;&nbsp;174955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;186392 |
| \* | Nissan Motor Co. Ltd. | 56550 | &nbsp;&nbsp;137833 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;74594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Tokyo Sales <br>Holdings Co. Ltd.<br>| 11500 | &nbsp;&nbsp;39233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;85363 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Nissha Co. Ltd. | 10215 | &nbsp;&nbsp;$82589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 9400 | &nbsp;&nbsp;49056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 7900 | &nbsp;&nbsp;288435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 31640 | &nbsp;&nbsp;401788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 30275 | &nbsp;&nbsp;280699 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissin Foods Holdings <br>Co. Ltd.<br>| 34500 | &nbsp;&nbsp;700030 |
|  | Nissui Corp. | 79600 | &nbsp;&nbsp;671032 |
|  | Niterra Co. Ltd. | 33300 | &nbsp;&nbsp;1455937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 52200 | &nbsp;&nbsp;892305 |
|  | Nitta Corp. | 4800 | &nbsp;&nbsp;126466 |
|  | Nitta Gelatin, Inc. | 3200 | &nbsp;&nbsp;26038 |
|  | NITTAN Corp. | 3900 | &nbsp;&nbsp;19762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;197245 |
| # | Nitto Boseki Co. Ltd. | 1600 | &nbsp;&nbsp;152694 |
|  | Nitto Denko Corp. | 109200 | &nbsp;&nbsp;2426788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 600 | &nbsp;&nbsp;27097 |
|  | Nitto Kogyo Corp. | 7300 | &nbsp;&nbsp;195294 |
|  | Nitto Kohki Co. Ltd. | 1100 | &nbsp;&nbsp;13342 |
|  | Nitto Seiko Co. Ltd. | 6900 | &nbsp;&nbsp;32189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 6700 | &nbsp;&nbsp;56437 |
|  | Nittoku Co. Ltd. | 2600 | &nbsp;&nbsp;39431 |
| # | No.1 Co. Ltd. | 800 | &nbsp;&nbsp;9563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;39251 |
|  | Nojima Corp. | 51000 | &nbsp;&nbsp;355861 |
|  | NOK Corp. | 15500 | &nbsp;&nbsp;301871 |
|  | Nomura Co. Ltd. | 6100 | &nbsp;&nbsp;53917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 163500 | &nbsp;&nbsp;1481692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(NMR US), <br>Sponsored ADR<br>| 61247 | &nbsp;&nbsp;543261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Micro <br>Science Co. Ltd.<br>| 2700 | &nbsp;&nbsp;61014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 111000 | &nbsp;&nbsp;737622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 14989 | &nbsp;&nbsp;455971 |
|  | Noritake Co. Ltd. | 5400 | &nbsp;&nbsp;214527 |
|  | Noritsu Koki Co. Ltd. | 16800 | &nbsp;&nbsp;239463 |
|  | Noritz Corp. | 6900 | &nbsp;&nbsp;92256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 74016 | &nbsp;&nbsp;442179 |
|  | NPC, Inc. | 4100 | &nbsp;&nbsp;19591 |
|  | NPR-RIKEN Corp. | 4846 | &nbsp;&nbsp;113976 |
| # | NS Solutions Corp. | 6800 | &nbsp;&nbsp;179652 |
|  | NSD Co. Ltd. | 15900 | &nbsp;&nbsp;333714 |
|  | NSK Ltd. | 58802 | &nbsp;&nbsp;408942 |
|  | NSW, Inc. | 1800 | &nbsp;&nbsp;28775 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | NTN Corp. | 60921 | &nbsp;&nbsp;$146011 |
|  | NTT, Inc. | 907500 | &nbsp;&nbsp;911928 |
| # | Oat Agrio Co. Ltd. | 2000 | &nbsp;&nbsp;27517 |
|  | Obara Group, Inc. | 2300 | &nbsp;&nbsp;56187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OBIC Business <br>Consultants Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;35438 |
|  | Obic Co. Ltd. | 11600 | &nbsp;&nbsp;322410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odakyu Electric <br>Railway Co. Ltd.<br>| 28699 | &nbsp;&nbsp;307400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 8600 | &nbsp;&nbsp;314098 |
|  | Ohashi Technica, Inc. | 6600 | &nbsp;&nbsp;48933 |
|  | Ohba Co. Ltd. | 1700 | &nbsp;&nbsp;12687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 8400 | &nbsp;&nbsp;171034 |
|  | OIE Sangyo Co. Ltd. | 600 | &nbsp;&nbsp;9916 |
|  | Oiles Corp. | 6140 | &nbsp;&nbsp;96585 |
| # | Oisix ra daichi, Inc. | 5600 | &nbsp;&nbsp;51928 |
|  | Oita Bank Ltd. | 3900 | &nbsp;&nbsp;206924 |
|  | Oji Holdings Corp. | 150400 | &nbsp;&nbsp;890889 |
|  | Okabe Co. Ltd. | 8300 | &nbsp;&nbsp;51212 |
| # | Okada Aiyon Corp. | 800 | &nbsp;&nbsp;12113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 2000 | &nbsp;&nbsp;62778 |
|  | Okamura Corp. | 12400 | &nbsp;&nbsp;190316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Okamura Foods Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;31376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 32200 | &nbsp;&nbsp;184394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 25248 | &nbsp;&nbsp;333148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 12800 | &nbsp;&nbsp;268314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 5480 | &nbsp;&nbsp;186675 |
|  | OKUMA Corp. | 11200 | &nbsp;&nbsp;277971 |
|  | Okumura Corp. | 8000 | &nbsp;&nbsp;333171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;80166 |
| # | Okuwa Co. Ltd. | 8300 | &nbsp;&nbsp;46714 |
|  | Olympus Corp. | 102100 | &nbsp;&nbsp;1219534 |
|  | Omron Corp. | 30460 | &nbsp;&nbsp;777179 |
|  | One Career, Inc. | 1600 | &nbsp;&nbsp;24917 |
|  | Onoken Co. Ltd. | 4300 | &nbsp;&nbsp;39615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 25100 | &nbsp;&nbsp;119035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 17900 | &nbsp;&nbsp;1053267 |
|  | Open Up Group, Inc. | 9600 | &nbsp;&nbsp;115405 |
|  | Optex Group Co. Ltd. | 8100 | &nbsp;&nbsp;125759 |
| #\* | Optim Corp. | 4500 | &nbsp;&nbsp;14478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimus Group Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;18110 |
|  | Optorun Co. Ltd. | 2206 | &nbsp;&nbsp;29113 |
|  | Oracle Corp. Japan | 2900 | &nbsp;&nbsp;196229 |
|  | Organo Corp. | 7200 | &nbsp;&nbsp;760258 |
|  | Orient Corp. | 3480 | &nbsp;&nbsp;24740 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Consultants <br>Holdings Co. Ltd.<br>| 1000 | &nbsp;&nbsp;$21175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Land Co. <br>Ltd.<br>| 15700 | &nbsp;&nbsp;274851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 31900 | &nbsp;&nbsp;84706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX Corp. (8591 <br>JP)<br>| 70100 | &nbsp;&nbsp;2136325 |
|  | Osaka Gas Co. Ltd. | 20800 | &nbsp;&nbsp;780887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 3600 | &nbsp;&nbsp;94695 |
| # | Osaka Steel Co. Ltd. | 1800 | &nbsp;&nbsp;36662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OSAKA Titanium <br>Technologies Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;104240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 11100 | &nbsp;&nbsp;89194 |
| # | OSG Corp. | 17800 | &nbsp;&nbsp;300582 |
|  | Otsuka Corp. | 17300 | &nbsp;&nbsp;342998 |
|  | OUG Holdings, Inc. | 1000 | &nbsp;&nbsp;25738 |
|  | Oyo Corp. | 5800 | &nbsp;&nbsp;107990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 11876 | &nbsp;&nbsp;231546 |
|  | Pack Corp. | 9900 | &nbsp;&nbsp;83023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;214674 |
|  | PALTAC Corp. | 6210 | &nbsp;&nbsp;194337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 161000 | &nbsp;&nbsp;953207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 151701 | &nbsp;&nbsp;2079926 |
|  | Park24 Co. Ltd. | 28800 | &nbsp;&nbsp;401347 |
|  | Parker Corp. | 3000 | &nbsp;&nbsp;28714 |
|  | Pasona Group, Inc. | 6100 | &nbsp;&nbsp;78561 |
|  | Pegasus Co. Ltd. | 5300 | &nbsp;&nbsp;24878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 72800 | &nbsp;&nbsp;764050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 368334 | &nbsp;&nbsp;645107 |
| #\* | PIA Corp. | 1400 | &nbsp;&nbsp;24170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;13761 |
|  | Pigeon Corp. | 21775 | &nbsp;&nbsp;226931 |
|  | PILLAR Corp. | 5000 | &nbsp;&nbsp;208784 |
|  | Pilot Corp. | 4400 | &nbsp;&nbsp;138339 |
|  | Piolax, Inc. | 3500 | &nbsp;&nbsp;39347 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PKSHA Technology, <br>Inc.<br>| 2000 | &nbsp;&nbsp;40834 |
| #\* | Plaid, Inc. | 4300 | &nbsp;&nbsp;21277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 4700 | &nbsp;&nbsp;67519 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pole To Win Holdings, <br>Inc.<br>| 6400 | &nbsp;&nbsp;13096 |
| # | Port, Inc. | 1900 | &nbsp;&nbsp;26773 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | PR Times Corp. | 900 | &nbsp;&nbsp;$15385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;122571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 1200 | &nbsp;&nbsp;25933 |
|  | Press Kogyo Co. Ltd. | 21600 | &nbsp;&nbsp;122080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 10000 | &nbsp;&nbsp;44817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 5699 | &nbsp;&nbsp;101803 |
| # | Pronexus, Inc. | 5200 | &nbsp;&nbsp;38931 |
| # | Pro-Ship, Inc. | 3800 | &nbsp;&nbsp;39682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 2490 | &nbsp;&nbsp;48926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 2601 | &nbsp;&nbsp;23369 |
|  | Qol Holdings Co. Ltd. | 11000 | &nbsp;&nbsp;151049 |
|  | Quick Co. Ltd. | 8700 | &nbsp;&nbsp;48932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raccoon Holdings, <br>Inc.<br>| 4100 | &nbsp;&nbsp;17082 |
|  | Raito Kogyo Co. Ltd. | 8000 | &nbsp;&nbsp;180898 |
|  | Raiznext Corp. | 7900 | &nbsp;&nbsp;128835 |
|  | Raksul, Inc. | 9100 | &nbsp;&nbsp;119610 |
|  | Rakus Co. Ltd. | 39600 | &nbsp;&nbsp;225376 |
| \* | Rakuten Bank Ltd. | 13700 | &nbsp;&nbsp;655657 |
| \* | Rakuten Group, Inc. | 90200 | &nbsp;&nbsp;540813 |
| # | Rasa Corp. | 2700 | &nbsp;&nbsp;35778 |
| # | Rasa Industries Ltd. | 2100 | &nbsp;&nbsp;99372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 60400 | &nbsp;&nbsp;3181495 |
|  | Relo Group, Inc. | 23000 | &nbsp;&nbsp;261272 |
| #\* | Remixpoint, Inc. | 7200 | &nbsp;&nbsp;12255 |
| # | Renaissance, Inc. | 2000 | &nbsp;&nbsp;14081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renesas Electronics <br>Corp.<br>| 68199 | &nbsp;&nbsp;1133839 |
|  | Rengo Co. Ltd. | 49100 | &nbsp;&nbsp;420627 |
| #\* | RENOVA, Inc. | 14700 | &nbsp;&nbsp;65737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resol Holdings Co. <br>Ltd.<br>| 300 | &nbsp;&nbsp;15051 |
|  | Resona Holdings, Inc. | 97163 | &nbsp;&nbsp;1132929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 40918 | &nbsp;&nbsp;2376311 |
|  | Resorttrust, Inc. | 34400 | &nbsp;&nbsp;400848 |
|  | Restar Corp. | 4900 | &nbsp;&nbsp;93272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 6800 | &nbsp;&nbsp;59396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 3400 | &nbsp;&nbsp;33841 |
|  | Rhythm Co. Ltd. | 1100 | &nbsp;&nbsp;28902 |
|  | Ricoh Co. Ltd. | 120548 | &nbsp;&nbsp;1066687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;174385 |
|  | Riken Keiki Co. Ltd. | 5800 | &nbsp;&nbsp;123870 |
|  | Riken Technos Corp. | 12300 | &nbsp;&nbsp;132583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;104549 |
| # | Ringer Hut Co. Ltd. | 3800 | &nbsp;&nbsp;55341 |
|  | Rinnai Corp. | 10300 | &nbsp;&nbsp;270534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Rion Co. Ltd. | 2800 | &nbsp;&nbsp;$49702 |
|  | Riso Kagaku Corp. | 1800 | &nbsp;&nbsp;14211 |
|  | Rix Corp. | 800 | &nbsp;&nbsp;19150 |
| # | Rock Field Co. Ltd. | 2400 | &nbsp;&nbsp;21643 |
|  | Rohm Co. Ltd. | 44100 | &nbsp;&nbsp;772268 |
|  | Rokko Butter Co. Ltd. | 2800 | &nbsp;&nbsp;21513 |
| # | Rorze Corp. | 27000 | &nbsp;&nbsp;571970 |
|  | Round One Corp. | 48900 | &nbsp;&nbsp;345469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;128613 |
|  | Ryobi Ltd. | 5500 | &nbsp;&nbsp;96833 |
|  | RYODEN Corp. | 3500 | &nbsp;&nbsp;83433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 63200 | &nbsp;&nbsp;1260511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 5776 | &nbsp;&nbsp;116408 |
|  | S Foods, Inc. | 3800 | &nbsp;&nbsp;74846 |
|  | S&B Foods, Inc. | 3400 | &nbsp;&nbsp;96039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 4300 | &nbsp;&nbsp;22640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagami Holdings <br>Corp.<br>| 4600 | &nbsp;&nbsp;57393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saibu Gas Holdings <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;57177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 3500 | &nbsp;&nbsp;75323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 1800 | &nbsp;&nbsp;25575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;41527 |
|  | Sakata INX Corp. | 11900 | &nbsp;&nbsp;182488 |
|  | Sakata Seed Corp. | 5800 | &nbsp;&nbsp;152558 |
| # | Sakura Internet, Inc. | 4200 | &nbsp;&nbsp;72454 |
|  | Sala Corp. | 14300 | &nbsp;&nbsp;102554 |
|  | San Holdings, Inc. | 5200 | &nbsp;&nbsp;49936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 6050 | &nbsp;&nbsp;196278 |
|  | San-A Co. Ltd. | 6800 | &nbsp;&nbsp;129633 |
|  | San-Ai Obbli Co. Ltd. | 15800 | &nbsp;&nbsp;224538 |
|  | Sangetsu Corp. | 11000 | &nbsp;&nbsp;224560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 34576 | &nbsp;&nbsp;353690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;268674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;387723 |
|  | Sanko Gosei Ltd. | 6700 | &nbsp;&nbsp;41747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanko Metal Industrial <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;37272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;30261 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 8500 | &nbsp;&nbsp;43294 |
|  | Sankyu, Inc. | 11700 | &nbsp;&nbsp;697032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;42509 |
|  | Sanrio Co. Ltd. | 14100 | &nbsp;&nbsp;436232 |
| \* | Sansan, Inc. | 16000 | &nbsp;&nbsp;154618 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 2400 | &nbsp;&nbsp;$37713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;52737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santec Holdings <br>Corp.<br>| 1400 | &nbsp;&nbsp;94307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen <br>Pharmaceutical Co. <br>Ltd.<br>| 74700 | &nbsp;&nbsp;840347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanwa Holdings <br>Corp.<br>| 33800 | &nbsp;&nbsp;765614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 2500 | &nbsp;&nbsp;89314 |
|  | Sanyo Denki Co. Ltd. | 12000 | &nbsp;&nbsp;322651 |
|  | Sanyo Shokai Ltd. | 2599 | &nbsp;&nbsp;73921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;62690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sata Construction Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;17290 |
|  | Sato Corp. | 4419 | &nbsp;&nbsp;66303 |
|  | Sato Foods Co. Ltd. | 300 | &nbsp;&nbsp;14427 |
| # | Sato Shoji Corp. | 3600 | &nbsp;&nbsp;54824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;38911 |
|  | SAXA, Inc. | 1500 | &nbsp;&nbsp;63948 |
| #\* | SBI ARUHI Corp. | 4510 | &nbsp;&nbsp;25904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SBI Global Asset <br>Management Co. <br>Ltd.<br>| 6900 | &nbsp;&nbsp;28375 |
|  | SBI Holdings, Inc. | 74300 | &nbsp;&nbsp;1680221 |
| # | SBS Holdings, Inc. | 6000 | &nbsp;&nbsp;149575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings <br>Co. Ltd.<br>| 12200 | &nbsp;&nbsp;1553707 |
|  | Scroll Corp. | 11000 | &nbsp;&nbsp;92737 |
|  | SEC Carbon Ltd. | 2500 | &nbsp;&nbsp;43327 |
|  | Seed Co. Ltd. | 3000 | &nbsp;&nbsp;11217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seibu Electric & <br>Machinery Co. Ltd.<br>| 1200 | &nbsp;&nbsp;20104 |
|  | Seibu Holdings, Inc. | 22500 | &nbsp;&nbsp;596164 |
|  | Seika Corp. | 6300 | &nbsp;&nbsp;94778 |
|  | Seikagaku Corp. | 8800 | &nbsp;&nbsp;39765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;65908 |
|  | Seiko Epson Corp. | 61800 | &nbsp;&nbsp;795224 |
|  | Seiko Group Corp. | 7899 | &nbsp;&nbsp;394594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 29700 | &nbsp;&nbsp;462352 |
|  | Seiren Co. Ltd. | 9300 | &nbsp;&nbsp;190322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 39800 | &nbsp;&nbsp;703958 |
| # | Sekisui House Ltd. | 35500 | &nbsp;&nbsp;791181 |
|  | Sekisui Jushi Corp. | 4300 | &nbsp;&nbsp;57859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;16123 |
|  | SEMITEC Corp. | 2100 | &nbsp;&nbsp;32668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;386148 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;$119579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 61400 | &nbsp;&nbsp;325032 |
|  | Seria Co. Ltd. | 8000 | &nbsp;&nbsp;190086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings <br>Co. Ltd.<br>| 236100 | &nbsp;&nbsp;3381093 |
|  | Seven Bank Ltd. | 154800 | &nbsp;&nbsp;297979 |
|  | SG Holdings Co. Ltd. | 57200 | &nbsp;&nbsp;550652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 6500 | &nbsp;&nbsp;48851 |
| #\* | Sharp Corp. | 59757 | &nbsp;&nbsp;272711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;107369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 3000 | &nbsp;&nbsp;452275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 10400 | &nbsp;&nbsp;87410 |
|  | Shibuya Corp. | 3000 | &nbsp;&nbsp;68318 |
| #\* | SHIFT, Inc. | 30000 | &nbsp;&nbsp;142228 |
|  | Shiga Bank Ltd. | 9400 | &nbsp;&nbsp;480744 |
|  | Shikibo Ltd. | 3100 | &nbsp;&nbsp;21647 |
|  | Shikoku Bank Ltd. | 8100 | &nbsp;&nbsp;106768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 9300 | &nbsp;&nbsp;258965 |
|  | Shimamura Co. Ltd. | 7200 | &nbsp;&nbsp;482580 |
|  | Shimano, Inc. | 4119 | &nbsp;&nbsp;469514 |
|  | Shimizu Corp. | 44600 | &nbsp;&nbsp;792048 |
|  | Shimojima Co. Ltd. | 2400 | &nbsp;&nbsp;21496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Maint Holdings <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;23663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;119067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 12100 | &nbsp;&nbsp;167947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 84600 | &nbsp;&nbsp;2782034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 10400 | &nbsp;&nbsp;135851 |
| # | Shinki Bus Co. Ltd. | 1200 | &nbsp;&nbsp;15354 |
| # | Shinko Shoji Co. Ltd. | 7600 | &nbsp;&nbsp;52998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 16000 | &nbsp;&nbsp;226080 |
|  | Shinnihon Corp. | 8500 | &nbsp;&nbsp;109733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;31928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinobu Foods <br>Products Co. Ltd.<br>| 1000 | &nbsp;&nbsp;13234 |
|  | Shinsho Corp. | 4200 | &nbsp;&nbsp;72217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 1900 | &nbsp;&nbsp;11650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 2600 | &nbsp;&nbsp;52629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 20300 | &nbsp;&nbsp;334622 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shirai Electronics <br>Industrial Co. Ltd.<br>| 4200 | &nbsp;&nbsp;$20625 |
|  | Shiseido Co. Ltd. | 41600 | &nbsp;&nbsp;710516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuki Electric Co., <br>Inc.<br>| 4100 | &nbsp;&nbsp;24206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 62600 | &nbsp;&nbsp;1022633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;87070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 25600 | &nbsp;&nbsp;229805 |
|  | Shoei Co. Ltd. | 12300 | &nbsp;&nbsp;141547 |
|  | Shoei Foods Corp. | 1500 | &nbsp;&nbsp;39513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;83521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 15800 | &nbsp;&nbsp;79827 |
|  | Siix Corp. | 8700 | &nbsp;&nbsp;71112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 31600 | &nbsp;&nbsp;195906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;78337 |
|  | Sinko Industries Ltd. | 13500 | &nbsp;&nbsp;129630 |
|  | Sintokogio Ltd. | 10000 | &nbsp;&nbsp;73732 |
|  | SK Kaken Co. Ltd. | 1300 | &nbsp;&nbsp;89702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;45262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 45400 | &nbsp;&nbsp;656251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 45300 | &nbsp;&nbsp;923046 |
| # | Smaregi, Inc. | 1500 | &nbsp;&nbsp;26512 |
|  | SMC Corp. | 1200 | &nbsp;&nbsp;466526 |
|  | SMS Co. Ltd. | 14606 | &nbsp;&nbsp;154570 |
|  | Socionext, Inc. | 38300 | &nbsp;&nbsp;512502 |
|  | Soda Nikka Co. Ltd. | 4200 | &nbsp;&nbsp;31788 |
|  | Sodick Co. Ltd. | 5500 | &nbsp;&nbsp;37192 |
|  | SoftBank Corp. | 1238000 | &nbsp;&nbsp;1682763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SoftBank Group <br>Corp.<br>| 364400 | &nbsp;&nbsp;9950812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 3600 | &nbsp;&nbsp;48304 |
|  | Software Service, Inc. | 600 | &nbsp;&nbsp;49585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;80261 |
|  | Solasto Corp. | 10600 | &nbsp;&nbsp;62759 |
| # | Soliton Systems KK | 2100 | &nbsp;&nbsp;26551 |
|  | Sompo Holdings, Inc. | 78800 | &nbsp;&nbsp;2717379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 368000 | &nbsp;&nbsp;8113630 |
|  | Sotetsu Holdings, Inc. | 11742 | &nbsp;&nbsp;212224 |
|  | Space Co. Ltd. | 4390 | &nbsp;&nbsp;43817 |
|  | Sparx Group Co. Ltd. | 4840 | &nbsp;&nbsp;51551 |
|  | SPK Corp. | 2200 | &nbsp;&nbsp;33037 |
|  | S-Pool, Inc. | 12100 | &nbsp;&nbsp;20146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Square Enix Holdings <br>Co. Ltd.<br>| 10200 | &nbsp;&nbsp;176271 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | SRA Holdings | 2600 | &nbsp;&nbsp;$94531 |
|  | SRE Holdings Corp. | 2600 | &nbsp;&nbsp;49741 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;51555 |
|  | ST Corp. | 1300 | &nbsp;&nbsp;12841 |
| # | ST HD Co. Ltd. | 6980 | &nbsp;&nbsp;125616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 23800 | &nbsp;&nbsp;468865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 8800 | &nbsp;&nbsp;83088 |
|  | Startia Holdings, Inc. | 2000 | &nbsp;&nbsp;36382 |
|  | Starts Corp., Inc. | 9300 | &nbsp;&nbsp;295043 |
|  | Starzen Co. Ltd. | 12600 | &nbsp;&nbsp;107634 |
| # | Stella Chemifa Corp. | 2400 | &nbsp;&nbsp;82466 |
|  | Step Co. Ltd. | 2300 | &nbsp;&nbsp;36420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 1500 | &nbsp;&nbsp;12648 |
|  | Strike Co. Ltd. | 2200 | &nbsp;&nbsp;59962 |
|  | Subaru Corp. | 125600 | &nbsp;&nbsp;2696401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;39104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sugi Holdings Co. <br>Ltd.<br>| 18200 | &nbsp;&nbsp;418313 |
|  | Sugimoto & Co. Ltd. | 5200 | &nbsp;&nbsp;47754 |
|  | SUMCO Corp. | 82500 | &nbsp;&nbsp;861301 |
|  | Sumida Corp. | 8200 | &nbsp;&nbsp;62787 |
|  | Suminoe Co. Ltd. | 1800 | &nbsp;&nbsp;14794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 72600 | &nbsp;&nbsp;3178393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 104700 | &nbsp;&nbsp;1135190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 22619 | &nbsp;&nbsp;704234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 23000 | &nbsp;&nbsp;1299693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (8316 JP)<br>| 149400 | &nbsp;&nbsp;5257453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, <br>Inc. (SMFG US), <br>Sponsored ADR<br>| 2147 | &nbsp;&nbsp;45066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 42000 | &nbsp;&nbsp;1402749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 46600 | &nbsp;&nbsp;1297669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 43725 | &nbsp;&nbsp;704676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 1900 | &nbsp;&nbsp;65874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 14500 | &nbsp;&nbsp;347826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 8800 | &nbsp;&nbsp;139587 |
| # | Suncall Corp. | 4400 | &nbsp;&nbsp;27239 |
|  | Sundrug Co. Ltd. | 16200 | &nbsp;&nbsp;431375 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 13100 | &nbsp;&nbsp;$414995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 3300 | &nbsp;&nbsp;64101 |
|  | Suruga Bank Ltd. | 22200 | &nbsp;&nbsp;278831 |
|  | Suzuken Co. Ltd. | 14450 | &nbsp;&nbsp;582474 |
|  | Suzuki Co. Ltd. | 4100 | &nbsp;&nbsp;66272 |
|  | Suzuki Motor Corp. | 149300 | &nbsp;&nbsp;2035716 |
|  | SWCC Corp. | 8300 | &nbsp;&nbsp;618608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synchro Food Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;18588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;30510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 3600 | &nbsp;&nbsp;32537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;22322 |
|  | Systena Corp. | 64000 | &nbsp;&nbsp;210016 |
|  | T Hasegawa Co. Ltd. | 6900 | &nbsp;&nbsp;126934 |
|  | T RAD Co. Ltd. | 1500 | &nbsp;&nbsp;82835 |
|  | T&D Holdings, Inc. | 44300 | &nbsp;&nbsp;1094165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 4880 | &nbsp;&nbsp;96101 |
|  | Tachikawa Corp. | 2800 | &nbsp;&nbsp;35011 |
|  | Tachi-S Co. Ltd. | 7500 | &nbsp;&nbsp;102235 |
|  | Tadano Ltd. | 16300 | &nbsp;&nbsp;120464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 7500 | &nbsp;&nbsp;108345 |
|  | Taiho Kogyo Co. Ltd. | 3600 | &nbsp;&nbsp;19727 |
|  | Taikisha Ltd. | 10200 | &nbsp;&nbsp;227858 |
|  | Taiko Bank Ltd. | 1300 | &nbsp;&nbsp;19951 |
|  | Taisei Corp. | 10600 | &nbsp;&nbsp;1057330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;660285 |
|  | Taiyo Yuden Co. Ltd. | 26400 | &nbsp;&nbsp;558241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;91529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;89681 |
|  | Takara & Co. Ltd. | 3000 | &nbsp;&nbsp;82319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;198584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 18000 | &nbsp;&nbsp;175767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 13800 | &nbsp;&nbsp;398968 |
|  | Takashima & Co. Ltd. | 4800 | &nbsp;&nbsp;28108 |
| # | Takashimaya Co. Ltd. | 67600 | &nbsp;&nbsp;844964 |
|  | TAKEBISHI Corp. | 2200 | &nbsp;&nbsp;32527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;347794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;22871 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Takihyo Co. Ltd. | 1000 | &nbsp;&nbsp;$13533 |
| # | Tama Home Co. Ltd. | 4700 | &nbsp;&nbsp;112905 |
|  | Tamron Co. Ltd. | 34400 | &nbsp;&nbsp;229627 |
|  | Tamura Corp. | 14800 | &nbsp;&nbsp;61000 |
| # | Tanseisha Co. Ltd. | 9100 | &nbsp;&nbsp;90042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taoka Chemical Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;20505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tauns Laboratories, <br>Inc.<br>| 8800 | &nbsp;&nbsp;30338 |
|  | Tayca Corp. | 4200 | &nbsp;&nbsp;37851 |
| # | Tazmo Co. Ltd. | 3100 | &nbsp;&nbsp;50685 |
|  | TBS Holdings, Inc. | 7500 | &nbsp;&nbsp;290797 |
| # | TDC Soft, Inc. | 7600 | &nbsp;&nbsp;60218 |
|  | TDK Corp. (6762 JP) | 175600 | &nbsp;&nbsp;2265807 |
|  | TechMatrix Corp. | 8800 | &nbsp;&nbsp;120363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;12963 |
|  | Techno Ryowa Ltd. | 1600 | &nbsp;&nbsp;80583 |
|  | Techno Smart Corp. | 2600 | &nbsp;&nbsp;34768 |
|  | Technoflex Corp. | 1700 | &nbsp;&nbsp;22709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Electric <br>Manufacturing Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;47300 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;89313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 1600 | &nbsp;&nbsp;28345 |
|  | Tekken Corp. | 2700 | &nbsp;&nbsp;85030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenpos Holdings Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;14605 |
|  | Tera Probe, Inc. | 800 | &nbsp;&nbsp;38010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;17183 |
|  | THK Co. Ltd. | 9000 | &nbsp;&nbsp;268896 |
|  | Tigers Polymer Corp. | 3500 | &nbsp;&nbsp;21803 |
|  | TIS, Inc. | 23600 | &nbsp;&nbsp;686725 |
|  | TKC Corp. | 5700 | &nbsp;&nbsp;149871 |
| #\* | TKP Corp. | 2100 | &nbsp;&nbsp;32214 |
|  | Toa Corp. (1885 JP) | 21800 | &nbsp;&nbsp;443329 |
|  | Toa Corp. (6809 JP) | 6200 | &nbsp;&nbsp;66251 |
|  | TOA ROAD Corp. | 12000 | &nbsp;&nbsp;135270 |
|  | Toagosei Co. Ltd. | 4700 | &nbsp;&nbsp;53423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 5970 | &nbsp;&nbsp;93813 |
|  | Tobu Railway Co. Ltd. | 25700 | &nbsp;&nbsp;453719 |
|  | TOC Co. Ltd. | 7200 | &nbsp;&nbsp;38971 |
|  | Tocalo Co. Ltd. | 13600 | &nbsp;&nbsp;227526 |
|  | Tochigi Bank Ltd. | 22700 | &nbsp;&nbsp;123142 |
|  | Toda Corp. | 59600 | &nbsp;&nbsp;520232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 12300 | &nbsp;&nbsp;204460 |
|  | Toei Co. Ltd. | 3000 | &nbsp;&nbsp;109207 |
|  | Toenec Corp. | 15500 | &nbsp;&nbsp;205337 |
|  | Toho Bank Ltd. | 46900 | &nbsp;&nbsp;182647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 7500 | &nbsp;&nbsp;62065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (9602 <br>JP)<br>| 3800 | &nbsp;&nbsp;193724 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Toho Gas Co. Ltd. | 9300 | &nbsp;&nbsp;$308075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 11900 | &nbsp;&nbsp;355765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho System Science <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;10403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;97396 |
| #\* | Toho Zinc Co. Ltd. | 4100 | &nbsp;&nbsp;43899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tohokushinsha Film <br>Corp.<br>| 3300 | &nbsp;&nbsp;13551 |
|  | Tokai Carbon Co. Ltd. | 48900 | &nbsp;&nbsp;338357 |
|  | Tokai Corp. | 4100 | &nbsp;&nbsp;65353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 19139 | &nbsp;&nbsp;142197 |
|  | Tokai Rika Co. Ltd. | 14300 | &nbsp;&nbsp;289841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 41600 | &nbsp;&nbsp;199308 |
|  | Token Corp. | 1810 | &nbsp;&nbsp;173937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine <br>Holdings, Inc. (8766 <br>JP)<br>| 118700 | &nbsp;&nbsp;4424250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 6900 | &nbsp;&nbsp;73695 |
|  | Tokyo Base Co. Ltd. | 7500 | &nbsp;&nbsp;20497 |
|  | Tokyo Century Corp. | 37100 | &nbsp;&nbsp;516827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 5400 | &nbsp;&nbsp;123537 |
|  | Tokyo Electron Ltd. | 19200 | &nbsp;&nbsp;5116010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 4500 | &nbsp;&nbsp;53513 |
|  | Tokyo Gas Co. Ltd. | 19800 | &nbsp;&nbsp;878439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 6422 | &nbsp;&nbsp;419289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo <br>Co. Ltd.<br>| 16400 | &nbsp;&nbsp;774106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Radiator <br>Manufacturing Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;11708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;40782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;788225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;133763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 46900 | &nbsp;&nbsp;1103661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 17364 | &nbsp;&nbsp;143483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 151043 | &nbsp;&nbsp;1398584 |
|  | Toli Corp. | 10700 | &nbsp;&nbsp;52746 |
|  | Tomato Bank Ltd. | 1400 | &nbsp;&nbsp;14572 |
| # | Tomoe Corp. | 5400 | &nbsp;&nbsp;70768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;74922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Tomoku Co. Ltd. | 3500 | &nbsp;&nbsp;$78462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 46900 | &nbsp;&nbsp;265430 |
|  | Tomy Co. Ltd. | 21600 | &nbsp;&nbsp;381424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 23300 | &nbsp;&nbsp;719731 |
|  | Topre Corp. | 11300 | &nbsp;&nbsp;184081 |
|  | Topy Industries Ltd. | 4200 | &nbsp;&nbsp;85123 |
|  | Toray Industries, Inc. | 127700 | &nbsp;&nbsp;941942 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Torex Semiconductor <br>Ltd.<br>| 3000 | &nbsp;&nbsp;28601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toridoll Holdings <br>Corp.<br>| 11600 | &nbsp;&nbsp;312910 |
| # | Torigoe Co. Ltd. | 4100 | &nbsp;&nbsp;27771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;62932 |
|  | Tosei Corp. | 17800 | &nbsp;&nbsp;181338 |
|  | Toshiba TEC Corp. | 8100 | &nbsp;&nbsp;136218 |
|  | Tosoh Corp. | 47700 | &nbsp;&nbsp;778493 |
|  | Totech Corp. | 6300 | &nbsp;&nbsp;163925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;150548 |
|  | TOTO Ltd. | 23899 | &nbsp;&nbsp;751119 |
|  | Toumei Co. Ltd. | 3900 | &nbsp;&nbsp;27651 |
|  | Tow Co. Ltd. | 9200 | &nbsp;&nbsp;22508 |
|  | Towa Bank Ltd. | 7100 | &nbsp;&nbsp;52984 |
| # | Toyo Gosei Co. Ltd. | 1400 | &nbsp;&nbsp;80258 |
|  | Toyo Kanetsu KK | 4400 | &nbsp;&nbsp;75757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 23700 | &nbsp;&nbsp;594629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 6500 | &nbsp;&nbsp;464077 |
|  | Toyo Tanso Co. Ltd. | 2500 | &nbsp;&nbsp;87348 |
|  | Toyo Tire Corp. | 28500 | &nbsp;&nbsp;768067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 18800 | &nbsp;&nbsp;510756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 21700 | &nbsp;&nbsp;364385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 4100 | &nbsp;&nbsp;524620 |
|  | TPR Co. Ltd. | 2000 | &nbsp;&nbsp;17381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Traders Holdings Co. <br>Ltd.<br>| 4900 | &nbsp;&nbsp;30815 |
|  | Transaction Co. Ltd. | 6400 | &nbsp;&nbsp;49363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Transaction Media <br>Networks, Inc.<br>| 3700 | &nbsp;&nbsp;10711 |
|  | Transcosmos, Inc. | 4363 | &nbsp;&nbsp;106402 |
|  | TRE Holdings Corp. | 16600 | &nbsp;&nbsp;184216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;41836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. <br>(4704 JP)<br>| 17800 | &nbsp;&nbsp;698257 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 4500 | &nbsp;&nbsp;96459 |
|  | Trinity Industrial Corp. | 1700 | &nbsp;&nbsp;14412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 7900 | &nbsp;&nbsp;124856 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | TS Tech Co. Ltd. | 16800 | &nbsp;&nbsp;$206390 |
|  | TSI Holdings Co. Ltd. | 13100 | &nbsp;&nbsp;89356 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 14800 | &nbsp;&nbsp;33372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 22284 | &nbsp;&nbsp;341833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;66533 |
|  | Tsugami Corp. | 10600 | &nbsp;&nbsp;220472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukada Global <br>Holdings, Inc.<br>| 6100 | &nbsp;&nbsp;22471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 6600 | &nbsp;&nbsp;126807 |
| # | Tsukuba Bank Ltd. | 21200 | &nbsp;&nbsp;70104 |
|  | Tsumura & Co. | 15200 | &nbsp;&nbsp;401809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuruha Holdings, <br>Inc.<br>| 60424 | &nbsp;&nbsp;962842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 9600 | &nbsp;&nbsp;135510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;37511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsuzuki Denki Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;40051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 6600 | &nbsp;&nbsp;152639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 3300 | &nbsp;&nbsp;97608 |
|  | TYK Corp. | 3500 | &nbsp;&nbsp;13975 |
|  | UACJ Corp. | 42000 | &nbsp;&nbsp;664756 |
|  | UBE Corp. | 17800 | &nbsp;&nbsp;307821 |
|  | Uchida Yoko Co. Ltd. | 11500 | &nbsp;&nbsp;154589 |
|  | Ueki Corp. | 400 | &nbsp;&nbsp;7409 |
|  | ULS Group, Inc. | 13000 | &nbsp;&nbsp;47929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 15600 | &nbsp;&nbsp;187798 |
|  | Unicharm Corp. | 15200 | &nbsp;&nbsp;92313 |
|  | Unipres Corp. | 6000 | &nbsp;&nbsp;53069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 4392 | &nbsp;&nbsp;64879 |
|  | United Arrows Ltd. | 5900 | &nbsp;&nbsp;91857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 11200 | &nbsp;&nbsp;67506 |
|  | Univance Corp. | 2100 | &nbsp;&nbsp;11003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Urbanet Corp. Co. <br>Ltd.<br>| 9100 | &nbsp;&nbsp;33287 |
|  | Ushio, Inc. | 24900 | &nbsp;&nbsp;447618 |
|  | USS Co. Ltd. | 50000 | &nbsp;&nbsp;552466 |
|  | UT Group Co. Ltd. | 93300 | &nbsp;&nbsp;124539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 8251 | &nbsp;&nbsp;186807 |
|  | Valqua Ltd. | 4100 | &nbsp;&nbsp;116282 |
| # | Value HR Co. Ltd. | 4100 | &nbsp;&nbsp;36812 |
|  | Vector, Inc. | 6200 | &nbsp;&nbsp;58653 |
|  | Vertex Corp. | 12360 | &nbsp;&nbsp;105906 |
|  | Vision, Inc. | 8500 | &nbsp;&nbsp;71273 |
| \* | Visional, Inc. | 5500 | &nbsp;&nbsp;303105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 10000 | &nbsp;&nbsp;90799 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | VT Holdings Co. Ltd. | 17400 | &nbsp;&nbsp;$61164 |
| # | WA, Inc. | 1600 | &nbsp;&nbsp;13789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 8700 | &nbsp;&nbsp;245303 |
|  | Wacom Co. Ltd. | 25500 | &nbsp;&nbsp;123574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;74378 |
|  | Wakita & Co. Ltd. | 10600 | &nbsp;&nbsp;138128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 4500 | &nbsp;&nbsp;100176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;26979 |
| # | Watahan & Co. Ltd. | 3100 | &nbsp;&nbsp;28400 |
| # | WATAMI Co. Ltd. | 4800 | &nbsp;&nbsp;29612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wavelock Holdings <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;23999 |
|  | Weathernews, Inc. | 2600 | &nbsp;&nbsp;68535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;40685 |
|  | Wellnet Corp. | 2900 | &nbsp;&nbsp;12389 |
| # | West Holdings Corp. | 5757 | &nbsp;&nbsp;59242 |
| # | Will Group, Inc. | 4900 | &nbsp;&nbsp;37713 |
| \* | WingArc1st, Inc. | 5200 | &nbsp;&nbsp;109560 |
|  | Workman Co. Ltd. | 3700 | &nbsp;&nbsp;152220 |
|  | World Co. Ltd. | 7700 | &nbsp;&nbsp;156256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;45835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;29944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAC Holdings Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;18626 |
|  | Yagi & Co. Ltd. | 500 | &nbsp;&nbsp;10873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 9100 | &nbsp;&nbsp;136589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 26098 | &nbsp;&nbsp;421735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 3200 | &nbsp;&nbsp;41503 |
|  | YAMABIKO Corp. | 14400 | &nbsp;&nbsp;299779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 2400 | &nbsp;&nbsp;26865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 101791 | &nbsp;&nbsp;356854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 4000 | &nbsp;&nbsp;72364 |
| # | Yamagata Bank Ltd. | 2499 | &nbsp;&nbsp;35774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 46300 | &nbsp;&nbsp;737509 |
|  | Yamaha Corp. | 46700 | &nbsp;&nbsp;339437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 140700 | &nbsp;&nbsp;1062524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;197623 |
| # | Yamami Co. | 900 | &nbsp;&nbsp;28394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 7300 | &nbsp;&nbsp;224031 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Yamatane Corp. | 5200 | &nbsp;&nbsp;$76029 |
|  | Yamato Corp. | 4700 | &nbsp;&nbsp;71059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 26846 | &nbsp;&nbsp;351004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 7500 | &nbsp;&nbsp;540690 |
| # | Yamaura Corp. | 2200 | &nbsp;&nbsp;20928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 26200 | &nbsp;&nbsp;555112 |
|  | Yamazen Corp. | 15200 | &nbsp;&nbsp;140195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yaskawa Electric <br>Corp.<br>| 6200 | &nbsp;&nbsp;197899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 4800 | &nbsp;&nbsp;69166 |
| # | YE DIGITAL Corp. | 2500 | &nbsp;&nbsp;12840 |
|  | Yellow Hat Ltd. | 20000 | &nbsp;&nbsp;218355 |
|  | Yodoko Ltd. | 28500 | &nbsp;&nbsp;258204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 10100 | &nbsp;&nbsp;203283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 17500 | &nbsp;&nbsp;583430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 135732 | &nbsp;&nbsp;1236210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 32600 | &nbsp;&nbsp;1286732 |
| # | Yokorei Co. Ltd. | 12100 | &nbsp;&nbsp;99363 |
|  | Yokowo Co. Ltd. | 4525 | &nbsp;&nbsp;64452 |
|  | Yondenko Corp. | 8100 | &nbsp;&nbsp;87770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 2900 | &nbsp;&nbsp;34165 |
|  | Yonex Co. Ltd. | 13900 | &nbsp;&nbsp;293049 |
|  | Yonkyu Co. Ltd. | 800 | &nbsp;&nbsp;16084 |
|  | Yorozu Corp. | 1600 | &nbsp;&nbsp;10538 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yoshimura Food <br>Holdings KK<br>| 4600 | &nbsp;&nbsp;25940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 12285 | &nbsp;&nbsp;242625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;20011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;175922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yukiguni Factory Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;37090 |
|  | Yurtec Corp. | 10600 | &nbsp;&nbsp;186371 |
| # | Yushin Co. | 4600 | &nbsp;&nbsp;22642 |
|  | Yushiro, Inc. | 2000 | &nbsp;&nbsp;39273 |
|  | Yutaka Giken Co. Ltd. | 1400 | &nbsp;&nbsp;29800 |
|  | Zacros Corp. | 14400 | &nbsp;&nbsp;108423 |
|  | Zaoh Co. Ltd. | 800 | &nbsp;&nbsp;13275 |
| # | Zenitaka Corp. | 600 | &nbsp;&nbsp;30523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;497040 |
|  | Zenrin Co. Ltd. | 9300 | &nbsp;&nbsp;63079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;628684 |
|  | Zeon Corp. | 35200 | &nbsp;&nbsp;430138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 5900 | &nbsp;&nbsp;78354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | ZIGExN Co. Ltd. | 15100 | &nbsp;&nbsp;$45780 |
|  | Zojirushi Corp. | 4800 | &nbsp;&nbsp;47983 |
|  | ZOZO, Inc. | 33900 | &nbsp;&nbsp;279995 |
| # | Zuiko Corp. | 4100 | &nbsp;&nbsp;26632 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;476585342 |
| NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) |  |
|  | Aalberts NV | 22053 | &nbsp;&nbsp;846803 |
| Ω | ABN AMRO Bank NV | 77162 | &nbsp;&nbsp;2842898 |
|  | Acomo NV | 6558 | &nbsp;&nbsp;193420 |
| \*Ω | Adyen NV | 890 | &nbsp;&nbsp;1319731 |
|  | Aegon Ltd. (AEG US) | 75866 | &nbsp;&nbsp;590996 |
|  | Aegon Ltd. (AGN NA) | 236073 | &nbsp;&nbsp;1854230 |
|  | Akzo Nobel NV | 33283 | &nbsp;&nbsp;2331730 |
|  | Allfunds Group PLC | 65928 | &nbsp;&nbsp;638913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 8408 | &nbsp;&nbsp;359692 |
|  | Aperam SA | 11909 | &nbsp;&nbsp;512425 |
| # | Arcadis NV | 18005 | &nbsp;&nbsp;808607 |
|  | ASM International NV | 4136 | &nbsp;&nbsp;3473550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 1474 | &nbsp;&nbsp;2113576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 16394 | &nbsp;&nbsp;23328505 |
|  | ASR Nederland NV | 49353 | &nbsp;&nbsp;3584540 |
| \*Ω | Basic-Fit NV | 13323 | &nbsp;&nbsp;507889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 11069 | &nbsp;&nbsp;2154507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 3540 | &nbsp;&nbsp;31413 |
| #\* | CM.com NV | 2877 | &nbsp;&nbsp;15043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 17777 | &nbsp;&nbsp;1625593 |
|  | Corbion NV | 11777 | &nbsp;&nbsp;282875 |
| Ω | CTP NV | 19637 | &nbsp;&nbsp;428100 |
| #\* | Fastned BV | 441 | &nbsp;&nbsp;11477 |
| \* | Flow Traders Ltd. | 11338 | &nbsp;&nbsp;368854 |
|  | Fugro NV | 20040 | &nbsp;&nbsp;276925 |
|  | HAL Trust | 1635 | &nbsp;&nbsp;301785 |
|  | Havas NV | 16120 | &nbsp;&nbsp;333071 |
|  | IMCD NV | 6235 | &nbsp;&nbsp;582801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 157316 | &nbsp;&nbsp;4639390 |
| #\* | InPost SA | 46780 | &nbsp;&nbsp;733221 |
|  | JDE Peet's NV | 6651 | &nbsp;&nbsp;250391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 115481 | &nbsp;&nbsp;4515313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 83795 | &nbsp;&nbsp;878817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 8810 | &nbsp;&nbsp;717842 |
|  | Koninklijke KPN NV | 978333 | &nbsp;&nbsp;4791398 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 54335 | &nbsp;&nbsp;1559412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 11440 | &nbsp;&nbsp;328509 |
|  | Koninklijke Vopak NV | 22921 | &nbsp;&nbsp;1143963 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 16999 | &nbsp;&nbsp;$301732 |
|  | Nedap NV | 1486 | &nbsp;&nbsp;153384 |
|  | NN Group NV | 66887 | &nbsp;&nbsp;5301945 |
| \* | Pharming Group NV | 140078 | &nbsp;&nbsp;285589 |
|  | PostNL NV | 63437 | &nbsp;&nbsp;88834 |
|  | Prosus NV (PRX NA) | 42555 | &nbsp;&nbsp;2446965 |
| # | Randstad NV | 23979 | &nbsp;&nbsp;858125 |
|  | SBM Offshore NV | 46762 | &nbsp;&nbsp;1679702 |
| Ω | Signify NV | 32125 | &nbsp;&nbsp;681999 |
|  | TKH Group NV | 9957 | &nbsp;&nbsp;436959 |
| \* | TomTom NV | 6052 | &nbsp;&nbsp;45473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Music <br>Group NV<br>| 84104 | &nbsp;&nbsp;2062023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 9679 | &nbsp;&nbsp;586926 |
|  | Wolters Kluwer NV | 25317 | &nbsp;&nbsp;2377342 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;88585203 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
|  | a2 Milk Co. Ltd.  | 37649 | &nbsp;&nbsp;223736 |
|  | Air New Zealand Ltd. | 417692 | &nbsp;&nbsp;145820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 58610 | &nbsp;&nbsp;292053 |
|  | Briscoe Group Ltd. | 7212 | &nbsp;&nbsp;21692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 106625 | &nbsp;&nbsp;186995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chorus Ltd. (CNU <br>NZ)<br>| 87918 | &nbsp;&nbsp;502731 |
|  | Contact Energy Ltd. | 81575 | &nbsp;&nbsp;459747 |
|  | EBOS Group Ltd. | 18717 | &nbsp;&nbsp;289957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 19201 | &nbsp;&nbsp;448561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 155282 | &nbsp;&nbsp;349102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 23363 | &nbsp;&nbsp;115215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 44861 | &nbsp;&nbsp;394030 |
| \* | Gentrack Group Ltd. | 5468 | &nbsp;&nbsp;25111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 12487 | &nbsp;&nbsp;74566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 219748 | &nbsp;&nbsp;159398 |
|  | Infratil Ltd. | 25112 | &nbsp;&nbsp;167051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investore Property <br>Ltd.<br>| 18915 | &nbsp;&nbsp;12578 |
| \* | KMD Brands Ltd. | 154764 | &nbsp;&nbsp;25555 |
|  | Mainfreight Ltd. | 7201 | &nbsp;&nbsp;291494 |
|  | Mercury NZ Ltd. | 21781 | &nbsp;&nbsp;83095 |
|  | Meridian Energy Ltd. | 38577 | &nbsp;&nbsp;130868 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Napier Port Holdings <br>Ltd.<br>| 22300 | &nbsp;&nbsp;50599 |
| # | NZME Ltd. (NZM AU) | 18597 | &nbsp;&nbsp;12705 |
|  | NZX Ltd. | 96996 | &nbsp;&nbsp;88131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 100334 | &nbsp;&nbsp;$51101 |
|  | Port of Tauranga Ltd. | 20843 | &nbsp;&nbsp;100657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 38805 | &nbsp;&nbsp;65036 |
|  | Sanford Ltd. | 10691 | &nbsp;&nbsp;47061 |
|  | Scales Corp. Ltd. | 37158 | &nbsp;&nbsp;128499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 53108 | &nbsp;&nbsp;165365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 48329 | &nbsp;&nbsp;97069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 47682 | &nbsp;&nbsp;64903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 60092 | &nbsp;&nbsp;417912 |
| # | Tourism Holdings Ltd. | 30378 | &nbsp;&nbsp;47147 |
|  | TOWER Ltd. | 107281 | &nbsp;&nbsp;124708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 14066 | &nbsp;&nbsp;72993 |
|  | Vector Ltd. | 17959 | &nbsp;&nbsp;52144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 21101 | &nbsp;&nbsp;23547 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;6008932 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | 2020 Bulkers Ltd. | 5317 | &nbsp;&nbsp;78962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 54929 | &nbsp;&nbsp;46222 |
|  | AF Gruppen ASA | 5957 | &nbsp;&nbsp;114069 |
| \* | Aker BioMarine ASA | 2038 | &nbsp;&nbsp;20470 |
|  | Aker Solutions ASA | 77084 | &nbsp;&nbsp;281671 |
|  | AKVA Group ASA | 848 | &nbsp;&nbsp;7446 |
|  | Archer Ltd. | 15036 | &nbsp;&nbsp;39645 |
|  | Atea ASA | 17327 | &nbsp;&nbsp;277282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 18833 | &nbsp;&nbsp;181043 |
|  | B2 Impact ASA | 73842 | &nbsp;&nbsp;159320 |
| # | Bakkafrost P | 3208 | &nbsp;&nbsp;154969 |
| #\* | BEWi ASA | 4828 | &nbsp;&nbsp;8314 |
|  | Bonheur ASA | 6236 | &nbsp;&nbsp;163243 |
|  | Borregaard ASA | 14605 | &nbsp;&nbsp;293917 |
|  | Bouvet ASA | 14124 | &nbsp;&nbsp;85337 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 28568 | &nbsp;&nbsp;452250 |
|  | BW Offshore Ltd. | 12267 | &nbsp;&nbsp;59778 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 28268 | &nbsp;&nbsp;168276 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 519 | &nbsp;&nbsp;12404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 56428 | &nbsp;&nbsp;72517 |
| # | DNB Bank ASA | 33660 | &nbsp;&nbsp;965145 |
|  | DOF Group ASA | 25779 | &nbsp;&nbsp;301719 |
| Ω | Elkem ASA | 47071 | &nbsp;&nbsp;139831 |
| Ω | Elmera Group ASA | 19682 | &nbsp;&nbsp;82183 |
|  | Elopak ASA | 24235 | &nbsp;&nbsp;125956 |
| Ω | Entra ASA | 6404 | &nbsp;&nbsp;75002 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| Ω | Europris ASA | 37162 | &nbsp;&nbsp;$341404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 5374 | &nbsp;&nbsp;152958 |
| \* | Grieg Seafood ASA | 10723 | &nbsp;&nbsp;83028 |
|  | Hafnia Ltd. | 37059 | &nbsp;&nbsp;227166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoegh Autoliners <br>ASA<br>| 27911 | &nbsp;&nbsp;311009 |
| Ω | Kid ASA | 9176 | &nbsp;&nbsp;118744 |
|  | Kitron ASA | 22964 | &nbsp;&nbsp;197384 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 4294 | &nbsp;&nbsp;39440 |
|  | Komplett ASA | 9493 | &nbsp;&nbsp;13932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leroy Seafood Group <br>ASA<br>| 12624 | &nbsp;&nbsp;62209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 47902 | &nbsp;&nbsp;167040 |
|  | Medistim ASA | 2973 | &nbsp;&nbsp;69082 |
|  | Mowi ASA | 10745 | &nbsp;&nbsp;247697 |
| #Ω | Multiconsult ASA | 3394 | &nbsp;&nbsp;59923 |
| \* | Napatech AS | 4022 | &nbsp;&nbsp;14024 |
|  | Norbit ASA | 8619 | &nbsp;&nbsp;165656 |
|  | Norconsult Norge AS | 14180 | &nbsp;&nbsp;66869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Semiconductor <br>ASA<br>| 2834 | &nbsp;&nbsp;38059 |
|  | Norsk Hydro ASA | 104188 | &nbsp;&nbsp;924968 |
| \* | Northern Ocean Ltd. | 46467 | &nbsp;&nbsp;44209 |
| \* | NRC Group ASA | 35326 | &nbsp;&nbsp;33570 |
|  | Odfjell Drilling Ltd. | 31663 | &nbsp;&nbsp;315157 |
|  | Odfjell SE, Class A | 4824 | &nbsp;&nbsp;68053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 4361 | &nbsp;&nbsp;26626 |
| \* | OKEA ASA | 12756 | &nbsp;&nbsp;31096 |
| # | Orkla ASA | 5699 | &nbsp;&nbsp;67809 |
| \* | Otello Corp. ASA | 14046 | &nbsp;&nbsp;26615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paratus Energy <br>Services Ltd.<br>| 6615 | &nbsp;&nbsp;32141 |
|  | Pareto Bank ASA | 9248 | &nbsp;&nbsp;77727 |
|  | Petronor E&P ASA | 15083 | &nbsp;&nbsp;16128 |
|  | Pexip Holding ASA | 9642 | &nbsp;&nbsp;77238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 6303 | &nbsp;&nbsp;341440 |
|  | Rana Gruber ASA | 5547 | &nbsp;&nbsp;44745 |
|  | Reach Subsea ASA | 18207 | &nbsp;&nbsp;14036 |
|  | Rogaland Sparebank | 2270 | &nbsp;&nbsp;32590 |
| # | Salmar ASA | 3427 | &nbsp;&nbsp;204177 |
|  | SATS ASA | 42949 | &nbsp;&nbsp;179008 |
| \*Ω | Scatec ASA | 32702 | &nbsp;&nbsp;390674 |
| \* | Sea1 offshore, Inc. | 20330 | &nbsp;&nbsp;52714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SED Energy Holdings <br>PLC<br>| 27410 | &nbsp;&nbsp;23804 |
|  | Selvaag Bolig ASA | 9716 | &nbsp;&nbsp;34983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 9952 | &nbsp;&nbsp;22572 |
|  | Solstad Offshore ASA | 7622 | &nbsp;&nbsp;40335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 8533 | &nbsp;&nbsp;173451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 21520 | &nbsp;&nbsp;$433821 |
|  | Sparebanken More | 6733 | &nbsp;&nbsp;76598 |
|  | Stolt-Nielsen Ltd. | 7288 | &nbsp;&nbsp;228619 |
|  | Storebrand ASA | 56731 | &nbsp;&nbsp;992784 |
|  | Subsea 7 SA | 34627 | &nbsp;&nbsp;885138 |
|  | Telenor ASA | 28479 | &nbsp;&nbsp;479946 |
|  | TGS ASA | 38255 | &nbsp;&nbsp;403218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TOMRA Systems <br>ASA<br>| 10628 | &nbsp;&nbsp;140993 |
|  | Veidekke ASA | 22947 | &nbsp;&nbsp;422881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vend Marketplaces <br>ASA, Class B<br>| 2747 | &nbsp;&nbsp;76055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 17429 | &nbsp;&nbsp;202502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 3431 | &nbsp;&nbsp;244277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class B<br>| 997 | &nbsp;&nbsp;63162 |
|  | Zalaris ASA | 1628 | &nbsp;&nbsp;15132 |
| \* | Zaptec ASA | 9355 | &nbsp;&nbsp;22389 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;14725976 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |
| # | Altri SGPS SA | 17850 | &nbsp;&nbsp;91588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 2654076 | &nbsp;&nbsp;2872777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 7403 | &nbsp;&nbsp;58723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 18086 | &nbsp;&nbsp;145512 |
|  | EDP Renovaveis SA | 47255 | &nbsp;&nbsp;717869 |
|  | EDP SA (EDP PL) | 285778 | &nbsp;&nbsp;1461310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 111634 | &nbsp;&nbsp;2221252 |
|  | Ibersol SGPS SA | 6294 | &nbsp;&nbsp;79421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 24951 | &nbsp;&nbsp;588371 |
| # | Mota-Engil SGPS SA | 25597 | &nbsp;&nbsp;135195 |
| # | Navigator Co. SA | 44535 | &nbsp;&nbsp;168577 |
|  | NOS SGPS SA | 53215 | &nbsp;&nbsp;276635 |
| #\* | Pharol SGPS SA | 113912 | &nbsp;&nbsp;8941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REN - Redes <br>Energeticas <br>Nacionais SGPS <br>SA<br>| 64245 | &nbsp;&nbsp;261820 |
|  | Sonae SGPS SA | 225219 | &nbsp;&nbsp;472631 |
| \* | Teixeira Duarte SA | 42874 | &nbsp;&nbsp;24359 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;9584981 |
| SINGAPORE — (1.4%) | SINGAPORE — (1.4%) | SINGAPORE — (1.4%) |  |
| \* | AEM Holdings Ltd. | 60066 | &nbsp;&nbsp;91264 |
|  | Aztech Global Ltd. | 57700 | &nbsp;&nbsp;29913 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banyan Tree Holdings <br>Ltd.<br>| 76100 | &nbsp;&nbsp;$40157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 86471 | &nbsp;&nbsp;132772 |
|  | BRC Asia Ltd. | 25400 | &nbsp;&nbsp;83593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 38300 | &nbsp;&nbsp;153998 |
|  | Capitaland India Trust | 158786 | &nbsp;&nbsp;154932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand <br>Investment Ltd.<br>| 330300 | &nbsp;&nbsp;799698 |
|  | Centurion Corp. Ltd. | 37000 | &nbsp;&nbsp;44206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 71400 | &nbsp;&nbsp;98155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 101000 | &nbsp;&nbsp;58042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 120100 | &nbsp;&nbsp;875118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ComfortDelGro Corp. <br>Ltd.<br>| 316700 | &nbsp;&nbsp;365889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 443400 | &nbsp;&nbsp;40760 |
|  | CSE Global Ltd. | 132766 | &nbsp;&nbsp;117215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 110064 | &nbsp;&nbsp;5116034 |
|  | Delfi Ltd. | 70200 | &nbsp;&nbsp;49228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 72200 | &nbsp;&nbsp;297292 |
| \*†† | Ezion Holdings Ltd. | 982352 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 190010 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 40710 | &nbsp;&nbsp;41625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 48800 | &nbsp;&nbsp;103273 |
|  | Fraser & Neave Ltd. | 43400 | &nbsp;&nbsp;52167 |
|  | Frasers Property Ltd. | 82100 | &nbsp;&nbsp;72756 |
|  | Frencken Group Ltd. | 94100 | &nbsp;&nbsp;123743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 1266800 | &nbsp;&nbsp;287561 |
|  | GuocoLand Ltd. | 48400 | &nbsp;&nbsp;102615 |
|  | Haw Par Corp. Ltd. | 29700 | &nbsp;&nbsp;382196 |
|  | Ho Bee Land Ltd. | 39400 | &nbsp;&nbsp;75536 |
|  | Hong Fok Corp. Ltd. | 84400 | &nbsp;&nbsp;56593 |
|  | Hong Leong Asia Ltd. | 76800 | &nbsp;&nbsp;207284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 79500 | &nbsp;&nbsp;171745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 128700 | &nbsp;&nbsp;1092003 |
|  | Hour Glass Ltd. | 49200 | &nbsp;&nbsp;86567 |
|  | HRnetgroup Ltd. | 22900 | &nbsp;&nbsp;13401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 1129000 | &nbsp;&nbsp;259681 |
| \*†† | Hyflux Ltd. | 78700 | &nbsp;&nbsp;0 |
|  | iFAST Corp. Ltd. | 34100 | &nbsp;&nbsp;282777 |
|  | InnoTek Ltd. | 22900 | &nbsp;&nbsp;15340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | ISDN Holdings Ltd. | 80490 | &nbsp;&nbsp;$25401 |
|  | Keppel Ltd. | 153700 | &nbsp;&nbsp;1322254 |
|  | LHN Ltd. | 31400 | &nbsp;&nbsp;16783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 292000 | &nbsp;&nbsp;34494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 118300 | &nbsp;&nbsp;11680 |
|  | Metro Holdings Ltd. | 5000 | &nbsp;&nbsp;2116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Mechanics <br>Holdings Ltd.<br>| 9400 | &nbsp;&nbsp;12458 |
| #\*†† | Midas Holdings Ltd. | 218800 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 40700 | &nbsp;&nbsp;18285 |
|  | Netlink NBN Trust | 416900 | &nbsp;&nbsp;320722 |
| \* | Oceanus Group Ltd. | 1247200 | &nbsp;&nbsp;3833 |
|  | Olam Group Ltd. | 52300 | &nbsp;&nbsp;36737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 146249 | &nbsp;&nbsp;2440829 |
|  | Pan-United Corp. Ltd. | 47875 | &nbsp;&nbsp;43356 |
|  | Propnex Ltd. | 43800 | &nbsp;&nbsp;75460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 53640 | &nbsp;&nbsp;21752 |
|  | QAF Ltd. | 44382 | &nbsp;&nbsp;33291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 266900 | &nbsp;&nbsp;32888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 145900 | &nbsp;&nbsp;87772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Shipping <br>Line Ltd.<br>| 41900 | &nbsp;&nbsp;36593 |
|  | SATS Ltd. | 149032 | &nbsp;&nbsp;443988 |
|  | SBS Transit Ltd. | 11800 | &nbsp;&nbsp;30336 |
|  | Seatrium Ltd. | 521433 | &nbsp;&nbsp;864741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 148800 | &nbsp;&nbsp;318265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 19600 | &nbsp;&nbsp;50866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Airlines <br>Ltd.<br>| 287400 | &nbsp;&nbsp;1434705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 99700 | &nbsp;&nbsp;1381454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 27300 | &nbsp;&nbsp;74984 |
|  | Singapore Post Ltd. | 348700 | &nbsp;&nbsp;108270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 247100 | &nbsp;&nbsp;891707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 162807 | &nbsp;&nbsp;63330 |
|  | StarHub Ltd. | 103900 | &nbsp;&nbsp;92933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 37025 | &nbsp;&nbsp;52161 |
| \*†† | Swiber Holdings Ltd. | 23999 | &nbsp;&nbsp;0 |
|  | Tai Sin Electric Ltd. | 24900 | &nbsp;&nbsp;9762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 151727 | &nbsp;&nbsp;41263 |
|  | UMS Integration Ltd. | 173303 | &nbsp;&nbsp;182677 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 92970 | &nbsp;&nbsp;$2802035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 104686 | &nbsp;&nbsp;259518 |
|  | UOL Group Ltd. | 113551 | &nbsp;&nbsp;969791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 117650 | &nbsp;&nbsp;80997 |
|  | Venture Corp. Ltd. | 61300 | &nbsp;&nbsp;787160 |
|  | Vicom Ltd. | 10800 | &nbsp;&nbsp;14035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wee Hur Holdings <br>Ltd.<br>| 71100 | &nbsp;&nbsp;49744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 129300 | &nbsp;&nbsp;345236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 92200 | &nbsp;&nbsp;119516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 543300 | &nbsp;&nbsp;1426875 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;29448182 |
| SPAIN — (3.3%) | SPAIN — (3.3%) | SPAIN — (3.3%) |  |
|  | Acciona SA | 6672 | &nbsp;&nbsp;1433918 |
|  | Acerinox SA | 50520 | &nbsp;&nbsp;750457 |
| Ω | Aedas Homes SA | 2042 | &nbsp;&nbsp;57980 |
| Ω | Aena SME SA | 69590 | &nbsp;&nbsp;2161295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Airtificial Intelligence <br>Structures SA<br>| 93405 | &nbsp;&nbsp;10681 |
|  | Almirall SA | 14192 | &nbsp;&nbsp;212445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amadeus IT Group <br>SA<br>| 36639 | &nbsp;&nbsp;2456522 |
| \* | Amper SA | 247202 | &nbsp;&nbsp;55688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 26478 | &nbsp;&nbsp;164767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 27496 | &nbsp;&nbsp;42910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 582657 | &nbsp;&nbsp;14789957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 1332301 | &nbsp;&nbsp;5226327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 707292 | &nbsp;&nbsp;9030749 |
|  | Bankinter SA | 184137 | &nbsp;&nbsp;3143213 |
|  | CaixaBank SA | 236893 | &nbsp;&nbsp;3127029 |
| Ω | Cellnex Telecom SA | 24657 | &nbsp;&nbsp;762644 |
|  | CIE Automotive SA | 10511 | &nbsp;&nbsp;358061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 5118 | &nbsp;&nbsp;341182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 11173 | &nbsp;&nbsp;282829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 2593 | &nbsp;&nbsp;120333 |
|  | Ebro Foods SA | 13601 | &nbsp;&nbsp;296445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 14159 | &nbsp;&nbsp;$58584 |
|  | Elecnor SA | 9837 | &nbsp;&nbsp;313553 |
|  | Enagas SA | 34100 | &nbsp;&nbsp;561394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 24550 | &nbsp;&nbsp;64646 |
|  | Endesa SA | 30248 | &nbsp;&nbsp;1116597 |
| \* | Ercros SA | 25202 | &nbsp;&nbsp;102122 |
|  | Ferrovial SE | 26707 | &nbsp;&nbsp;1803926 |
|  | Fluidra SA | 15038 | &nbsp;&nbsp;437430 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 31789 | &nbsp;&nbsp;113974 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 24123 | &nbsp;&nbsp;99629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 4188 | &nbsp;&nbsp;478044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Empresarial <br>San Jose SA<br>| 5655 | &nbsp;&nbsp;55694 |
|  | Iberdrola SA | 779 | &nbsp;&nbsp;17475 |
|  | Iberdrola SA IBE SM | 56918 | &nbsp;&nbsp;1279677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 2730 | &nbsp;&nbsp;68009 |
|  | Indra Sistemas SA | 35697 | &nbsp;&nbsp;2307238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 49633 | &nbsp;&nbsp;3229624 |
| \* | Inmocemento SA | 7167 | &nbsp;&nbsp;31657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 48984 | &nbsp;&nbsp;68316 |
|  | Mapfre SA | 245861 | &nbsp;&nbsp;1124995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 30644 | &nbsp;&nbsp;273407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 11459 | &nbsp;&nbsp;359824 |
| Ω | Neinor Homes SA | 7095 | &nbsp;&nbsp;169058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 93787 | &nbsp;&nbsp;39847 |
| #\* | Oryzon Genomics SA | 4693 | &nbsp;&nbsp;17876 |
|  | Pharma Mar SA | 846 | &nbsp;&nbsp;79149 |
|  | Prim SA | 853 | &nbsp;&nbsp;12895 |
| Ω | Prosegur Cash SA | 79580 | &nbsp;&nbsp;60483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosegur Cia de <br>Seguridad SA<br>| 30806 | &nbsp;&nbsp;102548 |
| \* | Realia Business SA | 45114 | &nbsp;&nbsp;54702 |
| # | Redeia Corp. SA | 48492 | &nbsp;&nbsp;838036 |
|  | Repsol SA (REP SM) | 104131 | &nbsp;&nbsp;2051494 |
|  | Sacyr SA | 1412 | &nbsp;&nbsp;6638 |
|  | Sacyr SA SCYR SM | 112978 | &nbsp;&nbsp;531627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 13207 | &nbsp;&nbsp;291283 |
| #\*Ω | Talgo SA | 6527 | &nbsp;&nbsp;22692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 12939 | &nbsp;&nbsp;489929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 787286 | &nbsp;&nbsp;3187167 |
| # | Tubacex SA | 28080 | &nbsp;&nbsp;114725 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
| Ω | Unicaja Banco SA | 333084 | &nbsp;&nbsp;$1141440 |
|  | Vidrala SA | 6316 | &nbsp;&nbsp;659827 |
|  | Viscofan SA | 8234 | &nbsp;&nbsp;552589 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;69215252 |
| SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) |  |
| # | AAK AB | 8498 | &nbsp;&nbsp;237791 |
| Ω | AcadeMedia AB | 30532 | &nbsp;&nbsp;323518 |
|  | AddLife AB, Class B | 23592 | &nbsp;&nbsp;361402 |
|  | Addnode Group AB | 26148 | &nbsp;&nbsp;251307 |
|  | AddTech AB, Class B | 20999 | &nbsp;&nbsp;681816 |
|  | AFRY AB | 24446 | &nbsp;&nbsp;387909 |
|  | Alfa Laval AB | 13412 | &nbsp;&nbsp;776853 |
| Ω | Alimak Group AB | 14163 | &nbsp;&nbsp;216857 |
|  | Alleima AB | 54322 | &nbsp;&nbsp;474760 |
|  | Alligo AB, Class B | 4954 | &nbsp;&nbsp;70462 |
| Ω | Ambea AB | 36152 | &nbsp;&nbsp;551300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Annehem Fastigheter <br>AB, Class B<br>| 17398 | &nbsp;&nbsp;32017 |
|  | AQ Group AB | 12565 | &nbsp;&nbsp;276568 |
|  | Arjo AB, Class B | 54093 | &nbsp;&nbsp;162159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 24802 | &nbsp;&nbsp;297601 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 20072 | &nbsp;&nbsp;811590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 105103 | &nbsp;&nbsp;2167454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 68658 | &nbsp;&nbsp;1234997 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atrium Ljungberg AB, <br>Class B<br>| 28045 | &nbsp;&nbsp;106221 |
| Ω | Attendo AB | 39293 | &nbsp;&nbsp;392242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 21949 | &nbsp;&nbsp;855186 |
|  | Axfood AB | 12450 | &nbsp;&nbsp;426554 |
|  | Beijer Alma AB | 10199 | &nbsp;&nbsp;303090 |
|  | Beijer Ref AB | 11083 | &nbsp;&nbsp;157765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 6396 | &nbsp;&nbsp;198984 |
| \* | BHG Group AB | 29159 | &nbsp;&nbsp;100442 |
|  | Bilia AB, Class A | 24321 | &nbsp;&nbsp;344613 |
|  | Billerud Aktiebolag | 42360 | &nbsp;&nbsp;342527 |
|  | BioGaia AB, Class B | 16291 | &nbsp;&nbsp;200375 |
|  | Bjorn Borg AB | 4321 | &nbsp;&nbsp;28437 |
| \* | Boliden AB | 20040 | &nbsp;&nbsp;1403335 |
| \* | Bonava AB, Class B | 26196 | &nbsp;&nbsp;38368 |
| #\*Ω | Boozt AB | 8682 | &nbsp;&nbsp;88169 |
| Ω | Bravida Holding AB | 43278 | &nbsp;&nbsp;426378 |
|  | Bufab AB | 26314 | &nbsp;&nbsp;291278 |
|  | Bulten AB | 2864 | &nbsp;&nbsp;15975 |
|  | Bure Equity AB | 16196 | &nbsp;&nbsp;399902 |
|  | Byggmax Group AB | 12072 | &nbsp;&nbsp;76633 |
| \* | Camurus AB | 1946 | &nbsp;&nbsp;146080 |
| # | Castellum AB | 26310 | &nbsp;&nbsp;325251 |
|  | Catella AB | 11852 | &nbsp;&nbsp;36271 |
|  | Catena AB | 4122 | &nbsp;&nbsp;213972 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | Cavotec Group AB | 8277 | &nbsp;&nbsp;$13661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cibus Nordic Real <br>Estate AB publ<br>| 8321 | &nbsp;&nbsp;144236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 13885 | &nbsp;&nbsp;475433 |
|  | Cloetta AB, Class B | 61932 | &nbsp;&nbsp;302931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 20677 | &nbsp;&nbsp;43037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (CORED <br>SS), Class D<br>| 1093 | &nbsp;&nbsp;29357 |
| \* | Ctek AB | 7424 | &nbsp;&nbsp;10336 |
|  | CTT Systems AB | 2078 | &nbsp;&nbsp;38118 |
|  | Dios Fastigheter AB | 16550 | &nbsp;&nbsp;119862 |
| Ω | Dometic Group AB | 73101 | &nbsp;&nbsp;314614 |
|  | Duni AB | 5746 | &nbsp;&nbsp;67581 |
| \*Ω | Dustin Group AB | 72723 | &nbsp;&nbsp;14160 |
| \* | Dynavox Group AB | 24197 | &nbsp;&nbsp;236722 |
|  | Eastnine AB | 16544 | &nbsp;&nbsp;92512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 24823 | &nbsp;&nbsp;200510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 46970 | &nbsp;&nbsp;323642 |
|  | Elekta AB, Class B | 67971 | &nbsp;&nbsp;436931 |
| #\* | Embracer Group AB | 20677 | &nbsp;&nbsp;113258 |
| #\* | Enad Global 7 AB | 10231 | &nbsp;&nbsp;14110 |
| # | Engcon AB | 7897 | &nbsp;&nbsp;70843 |
|  | Ependion AB | 4568 | &nbsp;&nbsp;54548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 31870 | &nbsp;&nbsp;893417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 18860 | &nbsp;&nbsp;470314 |
| # | EQT AB | 3310 | &nbsp;&nbsp;125633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 1973 | &nbsp;&nbsp;58181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 44514 | &nbsp;&nbsp;1317999 |
| # | Fabege AB | 21533 | &nbsp;&nbsp;198897 |
|  | Fagerhult Group AB | 11874 | &nbsp;&nbsp;50058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighets AB Balder, <br>Class B<br>| 29093 | &nbsp;&nbsp;219437 |
| \* | Fastighets AB Trianon | 6570 | &nbsp;&nbsp;14429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 4503 | &nbsp;&nbsp;26851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARA SS), <br>Class A<br>| 7691 | &nbsp;&nbsp;39546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARD SS), <br>Class D<br>| 1419 | &nbsp;&nbsp;11946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 420 | &nbsp;&nbsp;24732 |
|  | FM Mattsson AB | 1340 | &nbsp;&nbsp;9682 |
|  | G5 Entertainment AB | 2023 | &nbsp;&nbsp;21358 |
|  | Getinge AB, Class B | 33696 | &nbsp;&nbsp;738357 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Granges AB | 29810 | &nbsp;&nbsp;$500223 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Green Landscaping <br>Group AB<br>| 2230 | &nbsp;&nbsp;11049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gruvaktiebolaget <br>Viscaria<br>| 20683 | &nbsp;&nbsp;47009 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, <br>Class B<br>| 26863 | &nbsp;&nbsp;537935 |
|  | Hanza AB | 7620 | &nbsp;&nbsp;119067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heba Fastighets AB, <br>Class B<br>| 8941 | &nbsp;&nbsp;30257 |
|  | Hemnet Group AB | 12608 | &nbsp;&nbsp;201051 |
|  | Hexagon AB, Class B | 49508 | &nbsp;&nbsp;558205 |
| \* | Hexatronic Group AB | 25291 | &nbsp;&nbsp;66534 |
|  | Hexpol AB | 47347 | &nbsp;&nbsp;387520 |
| \* | HMS Networks AB | 3215 | &nbsp;&nbsp;144929 |
| Ω | Hoist Finance AB | 17540 | &nbsp;&nbsp;246733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 9400 | &nbsp;&nbsp;352339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hufvudstaden AB, <br>Class A<br>| 10574 | &nbsp;&nbsp;146114 |
|  | Humana AB | 8769 | &nbsp;&nbsp;46789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQA SS), <br>Class A<br>| 4789 | &nbsp;&nbsp;24457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 43511 | &nbsp;&nbsp;222280 |
|  | Indutrade AB | 18355 | &nbsp;&nbsp;430892 |
|  | Instalco AB | 22059 | &nbsp;&nbsp;62920 |
|  | Inwido AB | 17257 | &nbsp;&nbsp;297032 |
|  | JM AB | 12757 | &nbsp;&nbsp;196311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;John Mattson <br>Fastighetsforetagen <br>AB<br>| 3270 | &nbsp;&nbsp;24253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 753 | &nbsp;&nbsp;17579 |
| \* | Karnell Group AB | 7310 | &nbsp;&nbsp;50697 |
| \* | Karnov Group AB | 16961 | &nbsp;&nbsp;186360 |
| \* | K-fast Holding AB | 26069 | &nbsp;&nbsp;35799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Klarabo Sverige AB, <br>Class B<br>| 21593 | &nbsp;&nbsp;36120 |
|  | KNOW IT AB | 3985 | &nbsp;&nbsp;52183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group <br>AB, Class B<br>| 33877 | &nbsp;&nbsp;742266 |
|  | Lifco AB, Class B | 8406 | &nbsp;&nbsp;288847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 2207 | &nbsp;&nbsp;62995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 18483 | &nbsp;&nbsp;388554 |
|  | Logistea AB, Class B | 30384 | &nbsp;&nbsp;49061 |
|  | Loomis AB | 18385 | &nbsp;&nbsp;762908 |
| #\* | Maha Capital AB | 16003 | &nbsp;&nbsp;22641 |
| \* | Medcap AB | 2322 | &nbsp;&nbsp;128151 |
|  | MEKO AB | 7380 | &nbsp;&nbsp;58661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Systemation AB, <br>Class B<br>| 4122 | &nbsp;&nbsp;30786 |
|  | Midsona AB, Class B | 14238 | &nbsp;&nbsp;15752 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | MIPS AB | 1511 | &nbsp;&nbsp;$47031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 22751 | &nbsp;&nbsp;265582 |
|  | Momentum Group AB | 7786 | &nbsp;&nbsp;114969 |
| Ω | Munters Group AB | 24209 | &nbsp;&nbsp;477974 |
|  | Mycronic AB | 25194 | &nbsp;&nbsp;579918 |
| \* | NCAB Group AB | 21963 | &nbsp;&nbsp;114181 |
|  | NCC AB, Class B | 22887 | &nbsp;&nbsp;586062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 4601 | &nbsp;&nbsp;74309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 65449 | &nbsp;&nbsp;15990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 22744 | &nbsp;&nbsp;272722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nibe Industrier AB, <br>Class B<br>| 70809 | &nbsp;&nbsp;271253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nilorngruppen AB, <br>Class B<br>| 2248 | &nbsp;&nbsp;16310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nivika Fastigheter AB, <br>Class B<br>| 5634 | &nbsp;&nbsp;27870 |
| #\* | Nobia AB | 37980 | &nbsp;&nbsp;16491 |
|  | Nolato AB, Class B | 42216 | &nbsp;&nbsp;275907 |
|  | Nordnet AB publ | 14352 | &nbsp;&nbsp;464332 |
| \* | Norion Bank AB | 15590 | &nbsp;&nbsp;118755 |
|  | Note AB | 4949 | &nbsp;&nbsp;92058 |
| # | NP3 Fastigheter AB | 6024 | &nbsp;&nbsp;178783 |
|  | Nyfosa AB | 23161 | &nbsp;&nbsp;184122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 15928 | &nbsp;&nbsp;227483 |
| \* | Ovzon AB | 4255 | &nbsp;&nbsp;26203 |
|  | Pandox AB | 18988 | &nbsp;&nbsp;409690 |
|  | Peab AB, Class B | 47702 | &nbsp;&nbsp;476768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Platzer Fastigheter <br>Holding AB, <br>Class B<br>| 8730 | &nbsp;&nbsp;72726 |
|  | Proact IT Group AB | 5913 | &nbsp;&nbsp;67677 |
|  | Ratos AB, Class B | 72643 | &nbsp;&nbsp;310496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 8015 | &nbsp;&nbsp;171207 |
|  | Rejlers AB | 4553 | &nbsp;&nbsp;93206 |
|  | Rusta AB | 8753 | &nbsp;&nbsp;80473 |
|  | Rvrc Holding AB | 20123 | &nbsp;&nbsp;154610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sagax AB (SAGAB <br>SS), Class B<br>| 10218 | &nbsp;&nbsp;225319 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBB <br>SS<br>| 152301 | &nbsp;&nbsp;83874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBD <br>SS, Class D<br>| 22560 | &nbsp;&nbsp;27481 |
|  | Sandvik AB | 40796 | &nbsp;&nbsp;1610885 |
|  | Scandi Standard AB | 16388 | &nbsp;&nbsp;198758 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 52596 | &nbsp;&nbsp;525579 |
| \* | Sdiptech AB, Class B | 6125 | &nbsp;&nbsp;117320 |
|  | Sectra AB, Class B | 18681 | &nbsp;&nbsp;461877 |
|  | Securitas AB, Class B | 48114 | &nbsp;&nbsp;795656 |
| \*Ω | Sinch AB | 179170 | &nbsp;&nbsp;536867 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sivers <br>Semiconductors AB<br>| 35958 | &nbsp;&nbsp;$13536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), <br>Class A<br>| 89922 | &nbsp;&nbsp;1932821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBC SS), <br>Class C<br>| 1001 | &nbsp;&nbsp;22053 |
|  | Skanska AB, Class B | 29087 | &nbsp;&nbsp;883436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFA SS), <br>Class A<br>| 3129 | &nbsp;&nbsp;82846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 43109 | &nbsp;&nbsp;1127158 |
| # | SkiStar AB | 10262 | &nbsp;&nbsp;193174 |
|  | Softronic AB, Class B | 5133 | &nbsp;&nbsp;12300 |
|  | Solid Forsakring AB | 2863 | &nbsp;&nbsp;29604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA <br>SS), Class A<br>| 30514 | &nbsp;&nbsp;252282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABAH <br>FH), Class A<br>| 2180 | &nbsp;&nbsp;18055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 139695 | &nbsp;&nbsp;1149177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABBH <br>FH), Class B<br>| 12326 | &nbsp;&nbsp;101393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stenhus Fastigheter I <br>Norden AB<br>| 8475 | &nbsp;&nbsp;10749 |
| \* | Stillfront Group AB | 84887 | &nbsp;&nbsp;52517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 338650 | &nbsp;&nbsp;411155 |
|  | Svedbergs Group AB | 5756 | &nbsp;&nbsp;42720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 2088 | &nbsp;&nbsp;26057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 46153 | &nbsp;&nbsp;577878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), <br>Class A<br>| 51506 | &nbsp;&nbsp;811995 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), <br>Class B<br>| 1480 | &nbsp;&nbsp;38790 |
|  | Sweco AB, Class B | 35642 | &nbsp;&nbsp;590485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 37972 | &nbsp;&nbsp;1476361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Logistic <br>Property AB, <br>Class B<br>| 18282 | &nbsp;&nbsp;86048 |
|  | Synsam AB | 36734 | &nbsp;&nbsp;270166 |
|  | Systemair AB | 19781 | &nbsp;&nbsp;192542 |
|  | Tele2 AB, Class B | 86199 | &nbsp;&nbsp;1585941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICA SS), <br>Class A<br>| 5155 | &nbsp;&nbsp;$56032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget <br>LM Ericsson <br>(ERICB SS), <br>Class B<br>| 319588 | &nbsp;&nbsp;3461190 |
|  | Telia Co. AB | 348633 | &nbsp;&nbsp;1592716 |
|  | TF Bank AB | 7185 | &nbsp;&nbsp;138609 |
| Ω | Thule Group AB | 13213 | &nbsp;&nbsp;316553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trelleborg AB, <br>Class B<br>| 16615 | &nbsp;&nbsp;672346 |
|  | Troax Group AB | 7157 | &nbsp;&nbsp;116765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 44708 | &nbsp;&nbsp;77416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 5432 | &nbsp;&nbsp;234735 |
| \* | Viaplay Group AB | 226826 | &nbsp;&nbsp;30836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 2754 | &nbsp;&nbsp;77333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 18208 | &nbsp;&nbsp;661554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB <br>SS), Class B<br>| 147920 | &nbsp;&nbsp;5375028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 54648 | &nbsp;&nbsp;182366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wallenstam AB, <br>Class B<br>| 38947 | &nbsp;&nbsp;177367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wihlborgs Fastigheter <br>AB<br>| 30534 | &nbsp;&nbsp;315480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 3917 | &nbsp;&nbsp;39743 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;67540989 |
| SWITZERLAND — (5.4%) | SWITZERLAND — (5.4%) | SWITZERLAND — (5.4%) |  |
|  | ABB Ltd. | 54873 | &nbsp;&nbsp;4724457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 26833 | &nbsp;&nbsp;2570261 |
|  | Adecco Group AG | 39463 | &nbsp;&nbsp;1159675 |
|  | Alcon AG ALC SW | 6173 | &nbsp;&nbsp;499657 |
| # | Alcon AG ALC US | 36969 | &nbsp;&nbsp;2993750 |
|  | Allreal Holding AG | 4218 | &nbsp;&nbsp;1233819 |
|  | ALSO Holding AG | 1733 | &nbsp;&nbsp;446598 |
| \* | ams-OSRAM AG | 23133 | &nbsp;&nbsp;240693 |
|  | APG SGA SA | 352 | &nbsp;&nbsp;96057 |
|  | Arbonia AG | 9689 | &nbsp;&nbsp;63309 |
| \* | Aryzta AG | 5348 | &nbsp;&nbsp;379078 |
|  | Ascom Holding AG | 6047 | &nbsp;&nbsp;41942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 1039 | &nbsp;&nbsp;169937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 5720 | &nbsp;&nbsp;205733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 7648 | &nbsp;&nbsp;1035005 |
|  | Barry Callebaut AG | 68 | &nbsp;&nbsp;119953 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea <br>Pharmaceutica Ag <br>Allschwil<br>| 3424 | &nbsp;&nbsp;$239818 |
|  | Belimo Holding AG | 1797 | &nbsp;&nbsp;1965517 |
|  | Bell Food Group AG | 588 | &nbsp;&nbsp;168713 |
|  | Bellevue Group AG | 2601 | &nbsp;&nbsp;38113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 1486 | &nbsp;&nbsp;620125 |
|  | BKW AG | 3526 | &nbsp;&nbsp;666630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 1540 | &nbsp;&nbsp;302646 |
|  | Bucher Industries AG | 1975 | &nbsp;&nbsp;916211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 812 | &nbsp;&nbsp;561373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 1741 | &nbsp;&nbsp;316404 |
|  | Bystronic AG | 243 | &nbsp;&nbsp;84808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 8151 | &nbsp;&nbsp;1041958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 906 | &nbsp;&nbsp;144155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 460 | &nbsp;&nbsp;175240 |
|  | Clariant AG | 8466 | &nbsp;&nbsp;78333 |
| # | Coltene Holding AG | 799 | &nbsp;&nbsp;57047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 638 | &nbsp;&nbsp;95665 |
|  | CPH Group AG | 474 | &nbsp;&nbsp;41370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 1220 | &nbsp;&nbsp;249346 |
|  | DKSH Holding AG | 8037 | &nbsp;&nbsp;589692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 6740 | &nbsp;&nbsp;506866 |
|  | DSM-Firmenich AG | 5016 | &nbsp;&nbsp;395529 |
|  | EFG International AG | 27825 | &nbsp;&nbsp;711067 |
|  | Emmi AG | 550 | &nbsp;&nbsp;557204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EMS-Chemie Holding <br>AG<br>| 1198 | &nbsp;&nbsp;931407 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 1032 | &nbsp;&nbsp;13650 |
|  | Flughafen Zurich AG | 5515 | &nbsp;&nbsp;1712855 |
|  | Forbo Holding AG | 220 | &nbsp;&nbsp;259817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fundamenta Real <br>Estate AG<br>| 3529 | &nbsp;&nbsp;86347 |
|  | Galderma Group AG | 9967 | &nbsp;&nbsp;1857838 |
| Ω | Galenica AG | 13918 | &nbsp;&nbsp;1739716 |
|  | Geberit AG | 4723 | &nbsp;&nbsp;3606436 |
|  | Georg Fischer AG | 19911 | &nbsp;&nbsp;1327085 |
|  | Glarner Kantonalbank | 861 | &nbsp;&nbsp;24491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 22453 | &nbsp;&nbsp;5694545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiag Immobilien <br>Holding AG<br>| 811 | &nbsp;&nbsp;130385 |
|  | Huber & Suhner AG | 4435 | &nbsp;&nbsp;896999 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hypothekarbank <br>Lenzburg AG<br>| 18 | &nbsp;&nbsp;$94498 |
|  | Implenia AG | 5540 | &nbsp;&nbsp;530555 |
|  | Inficon Holding AG | 3490 | &nbsp;&nbsp;552294 |
|  | Interroll Holding AG | 142 | &nbsp;&nbsp;341953 |
|  | Intershop Holding AG | 960 | &nbsp;&nbsp;208038 |
|  | Investis Holding SA | 821 | &nbsp;&nbsp;164432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 38336 | &nbsp;&nbsp;3202217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 1339 | &nbsp;&nbsp;527659 |
|  | Kardex Holding AG | 1588 | &nbsp;&nbsp;558242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 5313 | &nbsp;&nbsp;1230290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 6063 | &nbsp;&nbsp;425919 |
| # | Lastminute.com NV | 1332 | &nbsp;&nbsp;24598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 3467 | &nbsp;&nbsp;432318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 7885 | &nbsp;&nbsp;676848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 9289 | &nbsp;&nbsp;800267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 5013 | &nbsp;&nbsp;638638 |
| Ω | Medacta Group SA | 1642 | &nbsp;&nbsp;351339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 1442 | &nbsp;&nbsp;67847 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 16 | &nbsp;&nbsp;16704 |
|  | Mikron Holding AG | 3174 | &nbsp;&nbsp;70912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 10259 | &nbsp;&nbsp;187074 |
|  | Mobimo Holding AG | 2017 | &nbsp;&nbsp;1015730 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 7326 | &nbsp;&nbsp;316204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 1658 | &nbsp;&nbsp;70046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novavest Real Estate <br>AG<br>| 464 | &nbsp;&nbsp;24192 |
|  | Orell Fuessli AG | 122 | &nbsp;&nbsp;18945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 2441 | &nbsp;&nbsp;3328411 |
|  | Phoenix Mecano AG | 183 | &nbsp;&nbsp;104841 |
|  | Plazza AG, Class A | 201 | &nbsp;&nbsp;113825 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 3309 | &nbsp;&nbsp;116969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSP Swiss Property <br>AG<br>| 7189 | &nbsp;&nbsp;1442969 |
| # | Rieter Holding AG | 20124 | &nbsp;&nbsp;86614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Romande Energie <br>Holding SA<br>| 1298 | &nbsp;&nbsp;71828 |
|  | Schindler Holding AG | 1703 | &nbsp;&nbsp;626332 |
| \*Ω | Sensirion Holding AG | 1659 | &nbsp;&nbsp;123940 |
|  | SFS Group AG | 4562 | &nbsp;&nbsp;669766 |
|  | SGS SA | 23919 | &nbsp;&nbsp;2878878 |
| # | SIG Group AG | 44592 | &nbsp;&nbsp;689991 |
|  | Sika AG | 9496 | &nbsp;&nbsp;1822192 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON NO<br>| 4043 | &nbsp;&nbsp;$41703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 26687 | &nbsp;&nbsp;274636 |
|  | Sonova Holding AG | 6258 | &nbsp;&nbsp;1712710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 842 | &nbsp;&nbsp;647158 |
| # | Stadler Rail AG | 13414 | &nbsp;&nbsp;343665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Straumann Holding <br>AG<br>| 7076 | &nbsp;&nbsp;851029 |
|  | Sulzer AG | 5190 | &nbsp;&nbsp;1118274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 16986 | &nbsp;&nbsp;964064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 7213 | &nbsp;&nbsp;1701818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 11405 | &nbsp;&nbsp;540351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 3161 | &nbsp;&nbsp;3466202 |
|  | Swiss Prime Site AG | 20730 | &nbsp;&nbsp;3529087 |
|  | Swiss Re AG | 38965 | &nbsp;&nbsp;6225975 |
| # | Swisscom AG | 4861 | &nbsp;&nbsp;3991274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 2882 | &nbsp;&nbsp;1640741 |
|  | Temenos AG | 12693 | &nbsp;&nbsp;1121729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 103 | &nbsp;&nbsp;22771 |
|  | TX Group AG | 758 | &nbsp;&nbsp;163281 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 126593 | &nbsp;&nbsp;5968854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG <br>(UBSG SW)<br>| 15912 | &nbsp;&nbsp;752882 |
|  | Valiant Holding AG | 4404 | &nbsp;&nbsp;884075 |
| Ω | VAT Group AG | 3727 | &nbsp;&nbsp;2410125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 263 | &nbsp;&nbsp;250498 |
|  | Vetropack Holding AG | 1398 | &nbsp;&nbsp;40795 |
|  | Vontobel Holding AG | 7638 | &nbsp;&nbsp;658288 |
|  | VP Bank AG, Class A | 767 | &nbsp;&nbsp;83686 |
|  | VZ Holding AG | 3197 | &nbsp;&nbsp;626648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 862 | &nbsp;&nbsp;154453 |
|  | Warteck Invest AG | 28 | &nbsp;&nbsp;71298 |
| # | Ypsomed Holding AG | 839 | &nbsp;&nbsp;332047 |
|  | Zehnder Group AG | 2716 | &nbsp;&nbsp;289209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 72 | &nbsp;&nbsp;216959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 34 | &nbsp;&nbsp;413095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 6584 | &nbsp;&nbsp;4684001 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;115603021 |
| UNITED KINGDOM — (9.7%) | UNITED KINGDOM — (9.7%) | UNITED KINGDOM — (9.7%) |  |
|  | 3i Group PLC | 33790 | &nbsp;&nbsp;1552283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | 4imprint Group PLC | 6011 | &nbsp;&nbsp;$336776 |
|  | Aberdeen Group PLC | 436744 | &nbsp;&nbsp;1304024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 4676 | &nbsp;&nbsp;18065 |
|  | Admiral Group PLC | 39808 | &nbsp;&nbsp;1498133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 34292 | &nbsp;&nbsp;101028 |
| \* | Afentra PLC | 35856 | &nbsp;&nbsp;24559 |
|  | AG Barr PLC | 15668 | &nbsp;&nbsp;136720 |
| Ω | Airtel Africa PLC | 251550 | &nbsp;&nbsp;1096765 |
|  | AJ Bell PLC | 82160 | &nbsp;&nbsp;521794 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 31920 | &nbsp;&nbsp;94245 |
|  | Antofagasta PLC | 16887 | &nbsp;&nbsp;836777 |
| \* | AO World PLC | 67053 | &nbsp;&nbsp;99294 |
|  | Ashmore Group PLC | 21109 | &nbsp;&nbsp;68487 |
|  | Ashtead Group PLC | 41990 | &nbsp;&nbsp;2703304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Technology <br>Holdings PLC<br>| 5365 | &nbsp;&nbsp;29765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 25627 | &nbsp;&nbsp;669744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 28105 | &nbsp;&nbsp;393667 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 174426 | &nbsp;&nbsp;1285779 |
|  | Aviva PLC | 221820 | &nbsp;&nbsp;1933793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 89220 | &nbsp;&nbsp;215395 |
|  | Balfour Beatty PLC | 134293 | &nbsp;&nbsp;1315040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 464084 | &nbsp;&nbsp;3097328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 138179 | &nbsp;&nbsp;3696288 |
|  | Barratt Redrow PLC | 305026 | &nbsp;&nbsp;1624182 |
|  | Beazley PLC | 174013 | &nbsp;&nbsp;2703384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 10069 | &nbsp;&nbsp;16288 |
|  | Bellway PLC | 33644 | &nbsp;&nbsp;1252059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 21034 | &nbsp;&nbsp;1188384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 22292 | &nbsp;&nbsp;151643 |
|  | Bodycote PLC | 31607 | &nbsp;&nbsp;323333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Borders & Southern <br>Petroleum PLC<br>| 100591 | &nbsp;&nbsp;12335 |
|  | Braemar PLC | 2517 | &nbsp;&nbsp;7499 |
|  | Breedon Group PLC | 50885 | &nbsp;&nbsp;234375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brickability Group <br>PLC<br>| 41207 | &nbsp;&nbsp;30757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 872 | &nbsp;&nbsp;19130 |
|  | BT Group PLC | 1292268 | &nbsp;&nbsp;3396753 |
|  | Bunzl PLC | 17110 | &nbsp;&nbsp;479817 |
| \* | Burberry Group PLC | 82772 | &nbsp;&nbsp;1250596 |
|  | Burford Capital Ltd. | 42834 | &nbsp;&nbsp;408169 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 34262 | &nbsp;&nbsp;$157993 |
| \* | Canal & SA | 124999 | &nbsp;&nbsp;542089 |
|  | Capital Ltd. | 36705 | &nbsp;&nbsp;66404 |
|  | Card Factory PLC | 83018 | &nbsp;&nbsp;77210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 3859 | &nbsp;&nbsp;114624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 11998 | &nbsp;&nbsp;357420 |
|  | Castings PLC | 5465 | &nbsp;&nbsp;20542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 44054 | &nbsp;&nbsp;134730 |
|  | Centrica PLC | 1068091 | &nbsp;&nbsp;2796808 |
|  | Chesnara PLC | 58431 | &nbsp;&nbsp;244547 |
|  | Clarkson PLC | 3948 | &nbsp;&nbsp;226676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 42325 | &nbsp;&nbsp;293814 |
| Ω | CMC Markets PLC | 18203 | &nbsp;&nbsp;81325 |
|  | Coats Group PLC | 388610 | &nbsp;&nbsp;452238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 22008 | &nbsp;&nbsp;1195247 |
|  | Compass Group PLC | 74184 | &nbsp;&nbsp;2224433 |
|  | Computacenter PLC | 17708 | &nbsp;&nbsp;810480 |
|  | Conduit Holdings Ltd. | 4053 | &nbsp;&nbsp;21326 |
| Ω | Convatec Group PLC | 200729 | &nbsp;&nbsp;633163 |
|  | Costain Group PLC | 36059 | &nbsp;&nbsp;87336 |
|  | Cranswick PLC | 9992 | &nbsp;&nbsp;721232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 74562 | &nbsp;&nbsp;155943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 15813 | &nbsp;&nbsp;590922 |
|  | Currys PLC | 290256 | &nbsp;&nbsp;581689 |
|  | CVS Group PLC | 14562 | &nbsp;&nbsp;259855 |
| \* | DFS Furniture PLC | 50353 | &nbsp;&nbsp;136158 |
| \* | Dialight PLC | 2955 | &nbsp;&nbsp;13496 |
|  | Diploma PLC | 9369 | &nbsp;&nbsp;682547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 12347 | &nbsp;&nbsp;106321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 15150 | &nbsp;&nbsp;37803 |
|  | Dr. Martens PLC | 133470 | &nbsp;&nbsp;123046 |
|  | Drax Group PLC | 119759 | &nbsp;&nbsp;1477701 |
|  | Dunelm Group PLC | 32233 | &nbsp;&nbsp;407101 |
|  | Elementis PLC | 108723 | &nbsp;&nbsp;239636 |
|  | Essentra PLC | 29900 | &nbsp;&nbsp;41193 |
|  | Everplay Group PLC | 7900 | &nbsp;&nbsp;35430 |
|  | Experian PLC | 76550 | &nbsp;&nbsp;2899311 |
|  | Fevara PLC | 4717 | &nbsp;&nbsp;8746 |
|  | Fintel PLC | 7668 | &nbsp;&nbsp;27590 |
|  | Firstgroup PLC | 198102 | &nbsp;&nbsp;506725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 16411 | &nbsp;&nbsp;95124 |
| Ω | Forterra PLC | 7328 | &nbsp;&nbsp;17778 |
|  | Foxtons Group PLC | 73994 | &nbsp;&nbsp;54285 |
| \* | Frasers Group PLC | 30157 | &nbsp;&nbsp;287274 |
|  | Fresnillo PLC | 48455 | &nbsp;&nbsp;2386242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 3603 | &nbsp;&nbsp;$23514 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 45305 | &nbsp;&nbsp;100956 |
|  | FW Thorpe PLC | 2839 | &nbsp;&nbsp;10882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 17681 | &nbsp;&nbsp;126917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 8638 | &nbsp;&nbsp;2015143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 11142 | &nbsp;&nbsp;138783 |
|  | Genuit Group PLC | 60899 | &nbsp;&nbsp;277270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 6603 | &nbsp;&nbsp;62951 |
|  | Goodwin PLC | 242 | &nbsp;&nbsp;83410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 46628 | &nbsp;&nbsp;596176 |
|  | Grainger PLC | 151889 | &nbsp;&nbsp;404287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 50956 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 137355 | &nbsp;&nbsp;543214 |
| # | Greggs PLC | 26711 | &nbsp;&nbsp;587727 |
| \* | Griffin Mining Ltd. | 8945 | &nbsp;&nbsp;37663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 151979 | &nbsp;&nbsp;47286 |
| \*Ω | Gym Group PLC | 38062 | &nbsp;&nbsp;88330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haleon PLC (HLN <br>LN)<br>| 475086 | &nbsp;&nbsp;2484652 |
|  | Halma PLC | 12564 | &nbsp;&nbsp;610216 |
|  | Harworth Group PLC | 40841 | &nbsp;&nbsp;92096 |
| \* | Headlam Group PLC | 17304 | &nbsp;&nbsp;10466 |
|  | Helical PLC | 27082 | &nbsp;&nbsp;71451 |
| \* | Helios Towers PLC | 221917 | &nbsp;&nbsp;526604 |
|  | Henry Boot PLC | 23100 | &nbsp;&nbsp;61296 |
|  | Hill & Smith PLC | 20378 | &nbsp;&nbsp;622690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 6742 | &nbsp;&nbsp;43608 |
|  | Hiscox Ltd. | 73423 | &nbsp;&nbsp;1493371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 105328 | &nbsp;&nbsp;950538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 44958 | &nbsp;&nbsp;159756 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 14765 | &nbsp;&nbsp;23705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 156022 | &nbsp;&nbsp;1787374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 120743 | &nbsp;&nbsp;2130018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 149245 | &nbsp;&nbsp;13135052 |
|  | Hunting PLC | 30864 | &nbsp;&nbsp;187778 |
| Ω | Ibstock PLC | 19697 | &nbsp;&nbsp;34270 |
|  | ICG PLC | 32619 | &nbsp;&nbsp;811679 |
| # | IDOX PLC | 36520 | &nbsp;&nbsp;35371 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 65396 | &nbsp;&nbsp;$1213230 |
|  | IMI PLC | 58131 | &nbsp;&nbsp;2195168 |
|  | Inchcape PLC | 94463 | &nbsp;&nbsp;1056324 |
|  | Informa PLC | 146161 | &nbsp;&nbsp;1763847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 18218 | &nbsp;&nbsp;87703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental <br>Hotels Group PLC<br>| 4909 | &nbsp;&nbsp;663203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 63898 | &nbsp;&nbsp;205862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 184878 | &nbsp;&nbsp;626762 |
|  | Intertek Group PLC | 28546 | &nbsp;&nbsp;1751230 |
|  | Investec PLC | 131235 | &nbsp;&nbsp;1089805 |
| \* | IP Group PLC | 206320 | &nbsp;&nbsp;167558 |
| #\* | ITM Power PLC | 29179 | &nbsp;&nbsp;24923 |
|  | ITV PLC | 695044 | &nbsp;&nbsp;774935 |
|  | J Sainsbury PLC | 403505 | &nbsp;&nbsp;1768043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 4426 | &nbsp;&nbsp;27097 |
| # | James Halstead PLC | 44198 | &nbsp;&nbsp;83484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 547367 | &nbsp;&nbsp;612573 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 128717 | &nbsp;&nbsp;45761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 33177 | &nbsp;&nbsp;1072870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 108229 | &nbsp;&nbsp;209316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 119800 | &nbsp;&nbsp;307959 |
|  | Just Group PLC | 269908 | &nbsp;&nbsp;799652 |
|  | Kainos Group PLC | 11846 | &nbsp;&nbsp;145847 |
|  | Keller Group PLC | 20496 | &nbsp;&nbsp;498863 |
|  | Kier Group PLC | 108444 | &nbsp;&nbsp;332303 |
|  | Kingfisher PLC | 415797 | &nbsp;&nbsp;1916156 |
|  | Kitwave Group PLC | 12461 | &nbsp;&nbsp;50556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 11574 | &nbsp;&nbsp;31197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 50175 | &nbsp;&nbsp;423745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General <br>Group PLC<br>| 395433 | &nbsp;&nbsp;1435744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 10210 | &nbsp;&nbsp;1410607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 3778142 | &nbsp;&nbsp;5641537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LYG US), <br>ADR<br>| 27731 | &nbsp;&nbsp;165554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 4016 | &nbsp;&nbsp;21413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Stock <br>Exchange Group <br>PLC<br>| 6492 | &nbsp;&nbsp;724162 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 22137 | &nbsp;&nbsp;$80442 |
| Ω | Luceco PLC | 6975 | &nbsp;&nbsp;15039 |
|  | M&G PLC | 411547 | &nbsp;&nbsp;1744649 |
|  | Man Group PLC | 248872 | &nbsp;&nbsp;898279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 366116 | &nbsp;&nbsp;1836144 |
|  | Marshalls PLC | 42089 | &nbsp;&nbsp;90151 |
|  | McBride PLC | 39844 | &nbsp;&nbsp;87374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 60797 | &nbsp;&nbsp;115209 |
|  | Mears Group PLC | 15597 | &nbsp;&nbsp;78338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 58472 | &nbsp;&nbsp;106901 |
|  | MJ Gleeson PLC | 11133 | &nbsp;&nbsp;58971 |
|  | Mondi PLC | 53782 | &nbsp;&nbsp;628513 |
|  | MONY Group PLC | 132004 | &nbsp;&nbsp;336970 |
|  | Moonpig Group PLC | 51428 | &nbsp;&nbsp;150872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 54724 | &nbsp;&nbsp;171391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 11670 | &nbsp;&nbsp;789387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 7660 | &nbsp;&nbsp;81997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 4197 | &nbsp;&nbsp;75065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NG LN)<br>| 27250 | &nbsp;&nbsp;462965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Grid PLC <br>(NGG US), <br>Sponsored ADR<br>| 19602 | &nbsp;&nbsp;1671463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 398387 | &nbsp;&nbsp;3631210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG US), <br>Sponsored ADR<br>| 52827 | &nbsp;&nbsp;963036 |
|  | NCC Group PLC | 57605 | &nbsp;&nbsp;111054 |
|  | Next 15 Group PLC | 11109 | &nbsp;&nbsp;53545 |
|  | Next PLC | 10162 | &nbsp;&nbsp;1845001 |
|  | Nichols PLC | 2793 | &nbsp;&nbsp;38652 |
|  | Ninety One PLC | 76396 | &nbsp;&nbsp;265957 |
|  | Norcros PLC | 20097 | &nbsp;&nbsp;97615 |
| \* | Ocado Group PLC | 44285 | &nbsp;&nbsp;132717 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 23948 | &nbsp;&nbsp;71945 |
|  | OSB Group PLC | 96574 | &nbsp;&nbsp;807189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 2954 | &nbsp;&nbsp;102221 |
|  | Pagegroup PLC | 78461 | &nbsp;&nbsp;221708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 487442 | &nbsp;&nbsp;862705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pantheon Resources <br>PLC<br>| 280364 | &nbsp;&nbsp;29113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 54066 | &nbsp;&nbsp;657929 |
|  | PayPoint PLC | 5808 | &nbsp;&nbsp;42261 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 65542 | &nbsp;&nbsp;$862071 |
|  | Pennon Group PLC | 63811 | &nbsp;&nbsp;478299 |
|  | Persimmon PLC | 71398 | &nbsp;&nbsp;1374927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 104672 | &nbsp;&nbsp;293150 |
|  | Pharos Energy PLC | 70803 | &nbsp;&nbsp;21220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Group <br>Holdings PLC<br>| 60112 | &nbsp;&nbsp;609276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Spree <br>Deutschland Ltd.<br>| 11400 | &nbsp;&nbsp;27281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 16808 | &nbsp;&nbsp;108619 |
|  | Plus500 Ltd. | 23923 | &nbsp;&nbsp;1377043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 18555 | &nbsp;&nbsp;149769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 6049 | &nbsp;&nbsp;76112 |
|  | Porvair PLC | 6060 | &nbsp;&nbsp;70273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PPHE Hotel Group <br>Ltd.<br>| 1287 | &nbsp;&nbsp;31531 |
|  | Premier Foods PLC | 243135 | &nbsp;&nbsp;629210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PRU <br>LN)<br>| 27120 | &nbsp;&nbsp;445453 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prudential PLC (PUK <br>US), ADR<br>| 134384 | &nbsp;&nbsp;4433328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 37222 | &nbsp;&nbsp;67438 |
| Ω | Quilter PLC | 297906 | &nbsp;&nbsp;793008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 11798 | &nbsp;&nbsp;357107 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Raven Property Group <br>Ltd.<br>| 60364 | &nbsp;&nbsp;0 |
|  | Reach PLC | 119446 | &nbsp;&nbsp;104819 |
|  | Redcentric PLC | 6423 | &nbsp;&nbsp;10472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX <br>US), Sponsored <br>ADR<br>| 68073 | &nbsp;&nbsp;2437001 |
|  | RELX PLC (REN NA) | 22194 | &nbsp;&nbsp;792713 |
|  | Renew Holdings PLC | 13913 | &nbsp;&nbsp;178388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO LN<br>| 238229 | &nbsp;&nbsp;1478643 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rentokil Initial PLC <br>RTO US, <br>Sponsored ADR<br>| 8565 | &nbsp;&nbsp;269883 |
|  | RHI Magnesita NV | 3688 | &nbsp;&nbsp;140024 |
|  | Rightmove PLC | 170452 | &nbsp;&nbsp;1153859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>LN)<br>| 25828 | &nbsp;&nbsp;2356400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto PLC (RIO <br>US), Sponsored <br>ADR<br>| 49126 | &nbsp;&nbsp;4471940 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Rockhopper <br>Exploration PLC<br>| 120062 | &nbsp;&nbsp;116885 |
|  | Rotork PLC | 125868 | &nbsp;&nbsp;610806 |
|  | RS Group PLC | 57181 | &nbsp;&nbsp;525068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | S&U PLC | 1297 | &nbsp;&nbsp;$42029 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 51746 | &nbsp;&nbsp;92098 |
| \* | Saga PLC | 25616 | &nbsp;&nbsp;182635 |
|  | Sage Group PLC | 98024 | &nbsp;&nbsp;1285408 |
|  | Savills PLC | 32429 | &nbsp;&nbsp;478597 |
|  | Schroders PLC | 111220 | &nbsp;&nbsp;688867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 2756 | &nbsp;&nbsp;54768 |
|  | Senior PLC | 27633 | &nbsp;&nbsp;92467 |
|  | Severfield PLC | 62823 | &nbsp;&nbsp;23444 |
|  | Severn Trent PLC | 29391 | &nbsp;&nbsp;1180512 |
| \* | SIG PLC | 98873 | &nbsp;&nbsp;13200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SN LN)<br>| 30741 | &nbsp;&nbsp;523927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Nephew PLC <br>(SNN US), <br>Sponsored ADR<br>| 15783 | &nbsp;&nbsp;538832 |
|  | Smiths Group PLC | 26317 | &nbsp;&nbsp;903774 |
|  | Smiths News PLC | 44585 | &nbsp;&nbsp;41596 |
|  | Softcat PLC | 32923 | &nbsp;&nbsp;644767 |
| \* | SolGold PLC | 73049 | &nbsp;&nbsp;28024 |
|  | Speedy Hire PLC | 115549 | &nbsp;&nbsp;40416 |
|  | Spirax Group PLC | 4797 | &nbsp;&nbsp;477994 |
|  | SSE PLC | 102054 | &nbsp;&nbsp;3392015 |
|  | SSP Group PLC | 160024 | &nbsp;&nbsp;400674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 104786 | &nbsp;&nbsp;2188489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 221197 | &nbsp;&nbsp;5659642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 8498 | &nbsp;&nbsp;79260 |
|  | Taylor Wimpey PLC | 790248 | &nbsp;&nbsp;1155311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 10223 | &nbsp;&nbsp;594388 |
|  | Telecom Plus PLC | 17945 | &nbsp;&nbsp;327827 |
|  | Tesco PLC | 738628 | &nbsp;&nbsp;4297930 |
| #\* | THG PLC | 140586 | &nbsp;&nbsp;71678 |
|  | TP ICAP Group PLC | 206004 | &nbsp;&nbsp;718626 |
| \*Ω | Trainline PLC | 34724 | &nbsp;&nbsp;97315 |
|  | Travis Perkins PLC | 51584 | &nbsp;&nbsp;441564 |
|  | Trifast PLC | 33777 | &nbsp;&nbsp;34610 |
| \* | TT Electronics PLC | 42404 | &nbsp;&nbsp;65043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 75552 | &nbsp;&nbsp;5164735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Utilities Group <br>PLC<br>| 74450 | &nbsp;&nbsp;1274997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 57972 | &nbsp;&nbsp;94604 |
|  | Vertu Motors PLC | 95932 | &nbsp;&nbsp;82638 |
|  | Vesuvius PLC | 47869 | &nbsp;&nbsp;301234 |
|  | Victrex PLC | 3839 | &nbsp;&nbsp;34499 |
| \* | Videndum PLC | 10334 | &nbsp;&nbsp;1741 |
| \* | Vistry Group PLC | 99010 | &nbsp;&nbsp;902209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 1488414 | &nbsp;&nbsp;2192027 |
|  | Volex PLC | 17044 | &nbsp;&nbsp;102815 |
|  | Volution Group PLC | 29044 | &nbsp;&nbsp;254197 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Vp PLC | 2866 | &nbsp;&nbsp;$21159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAG Payment <br>Solutions PLC<br>| 20803 | &nbsp;&nbsp;35981 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 59623 | &nbsp;&nbsp;424673 |
| \* | Watkin Jones PLC | 93223 | &nbsp;&nbsp;37124 |
|  | Weir Group PLC  | 24209 | &nbsp;&nbsp;1069280 |
|  | WH Smith PLC | 29668 | &nbsp;&nbsp;274024 |
|  | Whitbread PLC | 37266 | &nbsp;&nbsp;1391080 |
|  | Wickes Group PLC | 70220 | &nbsp;&nbsp;218938 |
|  | Wilmington PLC | 1608 | &nbsp;&nbsp;6570 |
| \* | Wise PLC, Class A | 12209 | &nbsp;&nbsp;157468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 6541 | &nbsp;&nbsp;136576 |
| \* | Xaar PLC | 6240 | &nbsp;&nbsp;9391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 20451 | &nbsp;&nbsp;97312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zegona <br>Communications <br>PLC<br>| 5454 | &nbsp;&nbsp;117612 |
|  | Zigup PLC | 69509 | &nbsp;&nbsp;362599 |
|  | Zotefoams PLC | 5730 | &nbsp;&nbsp;32616 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;206242619 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 37330 | &nbsp;&nbsp;1495706 |
|  | Royal Gold, Inc. | 3285 | &nbsp;&nbsp;864973 |
| \* | Sunococorp LLC | 9655 | &nbsp;&nbsp;517699 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;2878378 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;2023402589 |
| PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |
| GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 4875 | &nbsp;&nbsp;502834 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 5553 | &nbsp;&nbsp;270225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 2387 | &nbsp;&nbsp;252065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 1347 | &nbsp;&nbsp;140391 |
| # | FUCHS SE, 3.204% | 18421 | &nbsp;&nbsp;796282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 16428 | &nbsp;&nbsp;1443231 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 13726 | &nbsp;&nbsp;$590695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 21545 | &nbsp;&nbsp;921813 |
|  | Sixt SE, 5.075% | 4430 | &nbsp;&nbsp;279311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 686 | &nbsp;&nbsp;96167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 21983 | &nbsp;&nbsp;2666648 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;7959662 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galan Lithium Ltd. <br>Warrants<br>| 1931 | &nbsp;&nbsp;34 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silver Mines Ltd. <br>Warrants 06/17/26<br>| 4718 | &nbsp;&nbsp;428 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wiluna Mining Corp. <br>Ltd. Warrants<br>| 10550 | &nbsp;&nbsp;279 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;741 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation <br>Software, Inc. <br>Warrants <br>03/31/2040<br>| 952 | &nbsp;&nbsp;0 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 1055 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;741 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,149,447,896) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,149,447,896) |  | &nbsp;&nbsp;2031362992 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 8240822 | &nbsp;&nbsp;95321584 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,244,769,479)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,244,769,479)^^ |  | &nbsp;&nbsp;$2126684576 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $47,408,494 or 2.2% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;$352474 | &nbsp;&nbsp;&nbsp;$117699098 | &nbsp;&nbsp;&nbsp;$3918 | &nbsp;&nbsp;&nbsp;$118055490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16343177 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16343177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;637099 | &nbsp;&nbsp;&nbsp;21542087 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22179186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;255976297 | &nbsp;&nbsp;&nbsp;45740 | &nbsp;&nbsp;&nbsp;2409 | &nbsp;&nbsp;&nbsp;256024446 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;1365596 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1365596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31972764 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31972764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;163743 | &nbsp;&nbsp;&nbsp;38695892 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;38859635 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;1481684 | &nbsp;&nbsp;&nbsp;141637257 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;143118941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;4512261 | &nbsp;&nbsp;&nbsp;144958595 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;149470856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;32627460 | &nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp;&nbsp;32629768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15489191 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15489191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;1433123 | &nbsp;&nbsp;&nbsp;31856592 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33289715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;1323270 | &nbsp;&nbsp;&nbsp;76861679 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;78184949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;845222 | &nbsp;&nbsp;&nbsp;475740120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;476585342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;25780645 | &nbsp;&nbsp;&nbsp;62804558 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;88585203 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6008932 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6008932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;12404 | &nbsp;&nbsp;&nbsp;14713572 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14725976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9584981 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9584981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29448182 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29448182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;6638 | &nbsp;&nbsp;&nbsp;69208614 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;69215252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;43037 | &nbsp;&nbsp;&nbsp;67497952 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;67540989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;9639452 | &nbsp;&nbsp;&nbsp;105963569 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;115603021 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;37441108 | &nbsp;&nbsp;&nbsp;168801511 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;206242619 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;1382672 | &nbsp;&nbsp;&nbsp;1495706 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2878378 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7959662 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7959662 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;95321584 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;95321584 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$342396725 | &nbsp;&nbsp;&nbsp;$1784278937 | &nbsp;&nbsp;&nbsp;$8,914˂˃ | &nbsp;&nbsp;&nbsp;$2126684576 |

---

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

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**Global Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (61.2%) | DOMESTIC EQUITIES — (61.2%) | DOMESTIC EQUITIES — (61.2%) |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1616521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54654571 |
| INTERNATIONAL EQUITIES — (38.8%) | INTERNATIONAL EQUITIES — (38.8%) | INTERNATIONAL EQUITIES — (38.8%) |
| International Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1150370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23041921 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;583393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11557014 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34598935 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $57,735,610) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $57,735,610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$89253506 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $36,556) | &nbsp;&nbsp;&nbsp;&nbsp;36556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36556 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $57,772,166)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $57,772,166)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$89290062 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$89253506 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$89253506 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;36556 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36556 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$89290062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$89290062 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) |  |
| BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) |  |
|  | Allied Tecnologia SA | 43291 | &nbsp;&nbsp;$68851 |
|  | Allos SA | 78800 | &nbsp;&nbsp;462671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alupar Investimento <br>SA<br>| 54348 | &nbsp;&nbsp;350599 |
|  | Anima Holding SA | 86223 | &nbsp;&nbsp;85686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armac Locacao <br>Logistica E Servicos <br>SA<br>| 12200 | &nbsp;&nbsp;11104 |
|  | Auren Energia SA | 38153 | &nbsp;&nbsp;81631 |
|  | Axia Energia | 111993 | &nbsp;&nbsp;1157011 |
|  | Azzas 2154 SA | 31846 | &nbsp;&nbsp;161809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa <br>Balcao<br>| 410022 | &nbsp;&nbsp;1258250 |
|  | Banco ABC Brasil SA | 2464 | &nbsp;&nbsp;12557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA <br>(BBDC3 BZ)<br>| 90687 | &nbsp;&nbsp;315688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 86250 | &nbsp;&nbsp;982507 |
|  | Banco do Brasil SA | 168164 | &nbsp;&nbsp;805871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Brasil SA<br>| 371516 | &nbsp;&nbsp;2563956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BB Seguridade <br>Participacoes SA<br>| 111644 | &nbsp;&nbsp;791494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 14400 | &nbsp;&nbsp;67831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boa Safra Sementes <br>SA<br>| 41144 | &nbsp;&nbsp;68173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BR Advisory Partners <br>Participacoes SA<br>| 21400 | &nbsp;&nbsp;80635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisanet Servicos de <br>Telecomunicacoes <br>SA<br>| 71878 | &nbsp;&nbsp;45481 |
|  | C&A Modas SA | 99000 | &nbsp;&nbsp;224421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caixa Seguridade <br>Participacoes SA<br>| 14598 | &nbsp;&nbsp;48015 |
|  | Camil Alimentos SA | 51423 | &nbsp;&nbsp;65076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 71133 | &nbsp;&nbsp;137596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 164977 | &nbsp;&nbsp;120377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado <br>de Sao Paulo <br>SABESP (SBSP3 <br>BZ)<br>| 49769 | &nbsp;&nbsp;1335496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>de Minas Gerais <br>Copasa MG<br>| 65721 | &nbsp;&nbsp;638759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR11 <br>BZ)<br>| 101609 | &nbsp;&nbsp;901260 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR3 <br>BZ)<br>| 56200 | &nbsp;&nbsp;$121739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais <br>(CMIG3 BZ)<br>| 71430 | &nbsp;&nbsp;204813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>CPLE3 BZ<br>| 344336 | &nbsp;&nbsp;862353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 198667 | &nbsp;&nbsp;380139 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA (SID <br>US), Sponsored <br>ADR<br>| 64102 | &nbsp;&nbsp;122435 |
|  | Cogna Educacao SA | 879487 | &nbsp;&nbsp;760375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construtora Tenda <br>SA<br>| 39700 | &nbsp;&nbsp;208203 |
| \* | Cosan SA | 91094 | &nbsp;&nbsp;102124 |
|  | CPFL Energia SA | 32700 | &nbsp;&nbsp;319746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 101200 | &nbsp;&nbsp;138452 |
|  | CSU Digital SA | 13600 | &nbsp;&nbsp;49798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cury Construtora e <br>Incorporadora SA<br>| 56159 | &nbsp;&nbsp;368684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 128578 | &nbsp;&nbsp;730508 |
| Ω | Desktop SA | 42794 | &nbsp;&nbsp;121159 |
|  | Dexco SA | 151002 | &nbsp;&nbsp;164409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA <br>Distribuidora da <br>Medicamentos<br>| 35229 | &nbsp;&nbsp;88562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Direcional Engenharia <br>SA<br>| 110890 | &nbsp;&nbsp;293937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EcoRodovias <br>Infraestrutura e <br>Logistica SA<br>| 106605 | &nbsp;&nbsp;239432 |
|  | Embraer SA | 257049 | &nbsp;&nbsp;4735338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embraer SA (ERJ <br>US), Sponsored <br>ADR<br>| 6957 | &nbsp;&nbsp;511061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 131619 | &nbsp;&nbsp;164063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 5232 | &nbsp;&nbsp;6522 |
|  | Energisa SA | 82188 | &nbsp;&nbsp;796620 |
| \* | Eneva SA | 156175 | &nbsp;&nbsp;626748 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Brasil Energia <br>SA<br>| 49295 | &nbsp;&nbsp;$306949 |
|  | Equatorial SA | 169616 | &nbsp;&nbsp;1318833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Even Construtora e <br>Incorporadora SA<br>| 50000 | &nbsp;&nbsp;75531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 60357 | &nbsp;&nbsp;173636 |
|  | Fleury SA | 99053 | &nbsp;&nbsp;312813 |
|  | Fras-Le SA | 17391 | &nbsp;&nbsp;80300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, <br>Sponsored ADR<br>| 135564 | &nbsp;&nbsp;578858 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;GPS Participacoes e <br>Empreendimentos <br>SA<br>| 70274 | &nbsp;&nbsp;250237 |
|  | Grendene SA | 103933 | &nbsp;&nbsp;97954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Casas Bahia <br>SA<br>| 38500 | &nbsp;&nbsp;23556 |
|  | Grupo Mateus SA | 194341 | &nbsp;&nbsp;177622 |
|  | Grupo Multi SA | 75100 | &nbsp;&nbsp;20264 |
|  | Grupo SBF SA | 41682 | &nbsp;&nbsp;114051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 57836 | &nbsp;&nbsp;107919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de <br>Telecomunicacao <br>Eletronica <br>Brasileira<br>| 29142 | &nbsp;&nbsp;68332 |
|  | Iochpe Maxion SA | 50879 | &nbsp;&nbsp;106539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 36500 | &nbsp;&nbsp;63044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 41517 | &nbsp;&nbsp;456372 |
| \* | Jalles Machado SA | 36000 | &nbsp;&nbsp;20111 |
| \* | JBS NV, BDR | 79724 | &nbsp;&nbsp;1247195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 181166 | &nbsp;&nbsp;328751 |
|  | JSL SA | 69356 | &nbsp;&nbsp;98181 |
|  | Kepler Weber SA | 41632 | &nbsp;&nbsp;81006 |
|  | Klabin SA | 342936 | &nbsp;&nbsp;1248521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 26100 | &nbsp;&nbsp;88723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 132508 | &nbsp;&nbsp;1218386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOG Commercial <br>Properties e <br>Participacoes SA<br>| 15776 | &nbsp;&nbsp;83395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Log-in Logistica <br>Intermodal SA<br>| 8233 | &nbsp;&nbsp;50843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lojas Quero-Quero <br>SA<br>| 81511 | &nbsp;&nbsp;39185 |
|  | Lojas Renner SA | 413067 | &nbsp;&nbsp;1171838 |
| Ω | LWSA SA | 91277 | &nbsp;&nbsp;84812 |
|  | M Dias Branco SA | 30798 | &nbsp;&nbsp;145307 |
|  | Magazine Luiza SA | 159690 | &nbsp;&nbsp;297062 |
|  | Mahle Metal Leve SA | 16000 | &nbsp;&nbsp;104462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Marcopolo SA | 79665 | &nbsp;&nbsp;$90825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MBRF Global Foods <br>Co. SA<br>| 134317 | &nbsp;&nbsp;476500 |
| \*Ω | Meliuz SA | 56700 | &nbsp;&nbsp;42772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 48100 | &nbsp;&nbsp;36467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao <br>Servicos e Logistica <br>SA<br>| 48740 | &nbsp;&nbsp;143550 |
|  | Minerva SA | 131963 | &nbsp;&nbsp;155214 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mitre Realty <br>Empreendimentos E <br>Participacoes LTDA<br>| 14672 | &nbsp;&nbsp;11040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 234983 | &nbsp;&nbsp;748338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 42619 | &nbsp;&nbsp;231448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 104549 | &nbsp;&nbsp;247330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 125580 | &nbsp;&nbsp;192567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multiplan <br>Empreendimentos <br>Imobiliarios SA<br>| 73120 | &nbsp;&nbsp;457664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natura Cosmeticos <br>SA<br>| 257208 | &nbsp;&nbsp;428619 |
|  | Neoenergia SA | 48449 | &nbsp;&nbsp;298275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 50600 | &nbsp;&nbsp;90571 |
|  | Odontoprev SA | 107745 | &nbsp;&nbsp;230118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plano & Plano <br>Desenvolvimento <br>Imobiliario SA<br>| 23638 | &nbsp;&nbsp;67868 |
|  | Porto Seguro SA | 55082 | &nbsp;&nbsp;525831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Positivo Tecnologia <br>SA<br>| 41500 | &nbsp;&nbsp;35485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Priner Servicos <br>Industriais SA<br>| 13076 | &nbsp;&nbsp;43481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 17600 | &nbsp;&nbsp;30700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 114500 | &nbsp;&nbsp;49388 |
|  | Raia Drogasil SA | 148900 | &nbsp;&nbsp;693183 |
|  | Romi SA | 38511 | &nbsp;&nbsp;61615 |
|  | Rumo SA | 86058 | &nbsp;&nbsp;241359 |
|  | Sao Martinho SA | 64495 | &nbsp;&nbsp;187134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI US), <br>ADR<br>| 3275 | &nbsp;&nbsp;27150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 362425 | &nbsp;&nbsp;590182 |
| Ω | Ser Educacional SA | 70200 | &nbsp;&nbsp;166738 |
|  | Simpar SA | 127984 | &nbsp;&nbsp;162693 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smartfit Escola de <br>Ginastica e Danca <br>SA<br>| 109615 | &nbsp;&nbsp;$461340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZB3 <br>BZ)<br>| 136027 | &nbsp;&nbsp;1275039 |
|  | SYN prop e tech SA | 18318 | &nbsp;&nbsp;17682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tegma Gestao <br>Logistica SA<br>| 15888 | &nbsp;&nbsp;117739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIV US), ADR<br>| 9148 | &nbsp;&nbsp;129719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIVT3 BZ)<br>| 61280 | &nbsp;&nbsp;435257 |
|  | TIM SA | 175400 | &nbsp;&nbsp;817217 |
|  | TOTVS SA | 50470 | &nbsp;&nbsp;427428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transmissora Alianca <br>de Energia Eletrica <br>SA<br>| 113353 | &nbsp;&nbsp;896658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 39609 | &nbsp;&nbsp;125238 |
|  | Trisul SA | 47192 | &nbsp;&nbsp;63577 |
| \* | Tupy SA | 18025 | &nbsp;&nbsp;42778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 203746 | &nbsp;&nbsp;982580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 40398 | &nbsp;&nbsp;27020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 66725 | &nbsp;&nbsp;67578 |
|  | Unipar Carbocloro SA | 6407 | &nbsp;&nbsp;73204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 33890 | &nbsp;&nbsp;40247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 37187 | &nbsp;&nbsp;157079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 94350 | &nbsp;&nbsp;71532 |
|  | Vibra Energia SA | 311616 | &nbsp;&nbsp;1702926 |
|  | Vittia SA | 10800 | &nbsp;&nbsp;9440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vivara Participacoes <br>SA<br>| 45900 | &nbsp;&nbsp;245777 |
|  | Vulcabras SA | 22758 | &nbsp;&nbsp;77925 |
|  | WEG SA | 132622 | &nbsp;&nbsp;1303351 |
|  | Wiz Co. | 40564 | &nbsp;&nbsp;76615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 79806 | &nbsp;&nbsp;222460 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;52232124 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Administradora de <br>Fondos de <br>Pensiones Habitat <br>SA<br>| 62109 | &nbsp;&nbsp;$105624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aguas Andinas SA, <br>Class A<br>| 674200 | &nbsp;&nbsp;297027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (BCH <br>US), ADR<br>| 16828 | &nbsp;&nbsp;734218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile <br>(CHILE CI)<br>| 282034 | &nbsp;&nbsp;62127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e <br>Inversiones SA<br>| 5732 | &nbsp;&nbsp;425986 |
|  | Banco Itau Chile SA | 7936 | &nbsp;&nbsp;216014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Chile (BSAC US), <br>ADR<br>| 6294 | &nbsp;&nbsp;221675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Chile (BSAN CI)<br>| 3875177 | &nbsp;&nbsp;340850 |
|  | Besalco SA | 205938 | &nbsp;&nbsp;329668 |
|  | BICECORP SA | 567450 | &nbsp;&nbsp;285741 |
|  | Camanchaca SA | 88516 | &nbsp;&nbsp;9707 |
| \* | CAP SA | 21820 | &nbsp;&nbsp;206017 |
|  | Cencosud SA | 200467 | &nbsp;&nbsp;670817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cencosud Shopping <br>SA<br>| 80784 | &nbsp;&nbsp;258895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Sud Americana de <br>Vapores SA<br>| 6036589 | &nbsp;&nbsp;331688 |
|  | Colbun SA | 1485053 | &nbsp;&nbsp;245937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, ADR, Class B<br>| 15059 | &nbsp;&nbsp;473154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 84964 | &nbsp;&nbsp;456136 |
|  | Empresas CMPC SA | 142455 | &nbsp;&nbsp;213568 |
|  | Empresas Copec SA | 48958 | &nbsp;&nbsp;417351 |
|  | Empresas Lipigas SA | 1910 | &nbsp;&nbsp;18375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Americas SA <br>(ENELAM CI)<br>| 1372029 | &nbsp;&nbsp;129529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA <br>(ENELCHIL CI)<br>| 3169581 | &nbsp;&nbsp;268723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Energia Chile <br>SA<br>| 133161 | &nbsp;&nbsp;236021 |
|  | Falabella SA | 43746 | &nbsp;&nbsp;339536 |
|  | Forus SA | 32824 | &nbsp;&nbsp;92219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 190669 | &nbsp;&nbsp;241972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM CI<br>| 12948571 | &nbsp;&nbsp;420156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM US, ADR<br>| 4155 | &nbsp;&nbsp;273441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molibdenos y Metales <br>SA<br>| 3068 | &nbsp;&nbsp;27321 |
| \* | Multiexport Foods SA | 291740 | &nbsp;&nbsp;115487 |
|  | Parque Arauco SA | 160415 | &nbsp;&nbsp;681825 |
|  | PAZ Corp. SA | 82712 | &nbsp;&nbsp;82309 |
|  | Plaza SA | 83689 | &nbsp;&nbsp;364009 |
|  | Ripley Corp. SA | 445297 | &nbsp;&nbsp;223870 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | Salfacorp SA | 284537 | &nbsp;&nbsp;$468558 |
|  | Sigdo Koppers SA | 163912 | &nbsp;&nbsp;318978 |
|  | SMU SA | 1385118 | &nbsp;&nbsp;259535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz <br>SAAM SA<br>| 2690476 | &nbsp;&nbsp;424551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA, <br>Sponsored ADR<br>| 8134 | &nbsp;&nbsp;625017 |
| \* | Socovesa SA | 92622 | &nbsp;&nbsp;16972 |
|  | SONDA SA | 199697 | &nbsp;&nbsp;76558 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;12007162 |
| CHINA — (26.1%) | CHINA — (26.1%) | CHINA — (26.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;263 Network <br>Communications <br>Co. Ltd., Class A<br>| 24600 | &nbsp;&nbsp;23423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;360 Security <br>Technology, Inc., <br>Class A<br>| 16100 | &nbsp;&nbsp;28108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 454000 | &nbsp;&nbsp;334141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;37 Interactive <br>Entertainment <br>Network Technology <br>Group Co. Ltd., <br>Class A<br>| 26200 | &nbsp;&nbsp;99894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5I5J Holding Group <br>Co. Ltd., Class A<br>| 119400 | &nbsp;&nbsp;57371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 317500 | &nbsp;&nbsp;1507183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABA Chemicals Corp., <br>Class A<br>| 27800 | &nbsp;&nbsp;29528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelink Technologies <br>Co. Ltd., Class A<br>| 3600 | &nbsp;&nbsp;37387 |
| \* | ADAMA Ltd., Class A | 24500 | &nbsp;&nbsp;21941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Micro-Fabrication <br>Equipment, Inc. <br>China, Class A<br>| 739 | &nbsp;&nbsp;36843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;52626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero Science & <br>Technology Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;78461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero-Engine <br>Control Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;52363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Hi-Tech <br>Holdings Group <br>Ltd., Class A<br>| 19100 | &nbsp;&nbsp;77497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Intelligent <br>Manufacturing <br>Technology Co. <br>Ltd., Class A<br>| 23100 | &nbsp;&nbsp;77945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agile Group Holdings <br>Ltd.<br>| 792749 | &nbsp;&nbsp;$28881 |
| \* | Agora, Inc., ADR | 24791 | &nbsp;&nbsp;103378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agricultural Bank of <br>China Ltd., Class H<br>| 3018000 | &nbsp;&nbsp;2109934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aier Eye Hospital <br>Group Co. Ltd., <br>Class A<br>| 109625 | &nbsp;&nbsp;174685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AIM Vaccine Co. Ltd., <br>Class H<br>| 79200 | &nbsp;&nbsp;34082 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AInnovation <br>Technology Group <br>Co. Ltd., Class H<br>| 40100 | &nbsp;&nbsp;29543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Air China Ltd., <br>Class H<br>| 584000 | &nbsp;&nbsp;521255 |
|  | Aisino Corp., Class A | 29000 | &nbsp;&nbsp;41880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajisen China Holdings <br>Ltd.<br>| 284000 | &nbsp;&nbsp;33079 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 152000 | &nbsp;&nbsp;113524 |
| #\*Ω | Akeso, Inc. | 21000 | &nbsp;&nbsp;296411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (9988 HK)<br>| 1797200 | &nbsp;&nbsp;38232867 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (BABA US), <br>Sponsored ADR<br>| 2114 | &nbsp;&nbsp;358450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Health <br>Information <br>Technology Ltd.<br>| 426000 | &nbsp;&nbsp;353319 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;A-Living Smart City <br>Services Co. Ltd., <br>Class H<br>| 268500 | &nbsp;&nbsp;80556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;All Winner Technology <br>Co. Ltd., Class A<br>| 3600 | &nbsp;&nbsp;23771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 22700 | &nbsp;&nbsp;37712 |
| \* | Alpha Group, Class A | 16700 | &nbsp;&nbsp;22483 |
| \*Ω | Alphamab Oncology | 97000 | &nbsp;&nbsp;110564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlogic Shanghai Co. <br>Ltd., Class A<br>| 3199 | &nbsp;&nbsp;40398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amoy Diagnostics Co. <br>Ltd., Class A<br>| 16940 | &nbsp;&nbsp;53275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrita Global <br>Development Ltd.<br>| 164000 | &nbsp;&nbsp;12596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andon Health Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;23941 |
|  | ANE Cayman, Inc. | 243500 | &nbsp;&nbsp;378087 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Angelalign <br>Technology, Inc.<br>| 12600 | &nbsp;&nbsp;110616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anfu Battery <br>Technology Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;46807 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anke <br>Biotechnology <br>Group Co. Ltd., <br>Class A<br>| 30536 | &nbsp;&nbsp;$44182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 66500 | &nbsp;&nbsp;45735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Expressway Co. <br>Ltd., Class H<br>| 148000 | &nbsp;&nbsp;262749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guangxin <br>Agrochemical Co. <br>Ltd., Class A<br>| 23263 | &nbsp;&nbsp;53570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 17000 | &nbsp;&nbsp;53324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 21260 | &nbsp;&nbsp;69253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Huilong <br>Agricultural Means <br>of Production Co. <br>Ltd., Class A<br>| 38700 | &nbsp;&nbsp;36654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 94360 | &nbsp;&nbsp;84146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jinhe Industrial <br>Co. Ltd., Class A<br>| 19505 | &nbsp;&nbsp;66651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Sierte Fertilizer <br>Industry Ltd. Co., <br>Class A<br>| 22000 | &nbsp;&nbsp;23541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Tatfook <br>Technology Co. <br>Ltd., Class A<br>| 12200 | &nbsp;&nbsp;20723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Transport <br>Consulting & <br>Design Institute Co. <br>Ltd., Class A<br>| 32280 | &nbsp;&nbsp;38763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 32400 | &nbsp;&nbsp;61501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinhua Media <br>Co. Ltd., Class A<br>| 48100 | &nbsp;&nbsp;47814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingliu <br>Electromechanical <br>Co. Ltd., Class A<br>| 7900 | &nbsp;&nbsp;58549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 27700 | &nbsp;&nbsp;83262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Microelectronics <br>Technology <br>Shanghai Co. Ltd., <br>Class A<br>| 2275 | &nbsp;&nbsp;88240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 4400 | &nbsp;&nbsp;56506 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anker Innovations <br>Technology Co. <br>Ltd., Class A<br>| 5460 | &nbsp;&nbsp;$78256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anshan Hifichem Co. <br>Ltd., Class A<br>| 10800 | &nbsp;&nbsp;28198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANTA Sports Products <br>Ltd.<br>| 381000 | &nbsp;&nbsp;3806163 |
| \*Ω | Antengene Corp. Ltd. | 34500 | &nbsp;&nbsp;14808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 1610000 | &nbsp;&nbsp;245328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anyang Iron & Steel, <br>Inc., Class A<br>| 63200 | &nbsp;&nbsp;23044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoshikang Technology <br>Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp;46495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 119900 | &nbsp;&nbsp;55349 |
| \* | Aowei Holdings Ltd. | 78000 | &nbsp;&nbsp;3028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apeloa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 21400 | &nbsp;&nbsp;56532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appotronics Corp. <br>Ltd., Class A<br>| 12037 | &nbsp;&nbsp;29899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Medical, Inc., <br>Class A<br>| 1821 | &nbsp;&nbsp;60784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Satellite Holdings <br>Ltd.<br>| 118000 | &nbsp;&nbsp;63436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arctech Solar Holding <br>Co. Ltd., Class A<br>| 8868 | &nbsp;&nbsp;57296 |
| \*Ω | Arrail Group Ltd. | 44500 | &nbsp;&nbsp;10424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia - Potash <br>International <br>Investment <br>Guangzhou Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;104062 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 132800 | &nbsp;&nbsp;145591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Star Anchor <br>Chain Co. Ltd. <br>Jiangsu, Class A<br>| 23800 | &nbsp;&nbsp;35489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asymchem <br>Laboratories Tianjin <br>Co. Ltd., Class A<br>| 2500 | &nbsp;&nbsp;35622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurisco <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;30565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autel Intelligent <br>Technology Corp. <br>Ltd., Class A<br>| 10701 | &nbsp;&nbsp;53843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 12410 | &nbsp;&nbsp;65487 |
|  | Autohome, Inc., ADR | 23447 | &nbsp;&nbsp;516772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Autostreets <br>Development Ltd.<br>| 170400 | &nbsp;&nbsp;59228 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avary Holding <br>Shenzhen Co. Ltd., <br>Class A<br>| 24500 | &nbsp;&nbsp;$201034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. <br>Ltd., Class H<br>| 1214000 | &nbsp;&nbsp;643950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Electric <br>Suzhou Co. Ltd., <br>Class A<br>| 6440 | &nbsp;&nbsp;28049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 144800 | &nbsp;&nbsp;61455 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. <br>Ltd., Class H<br>| 857500 | &nbsp;&nbsp;202947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 HK), <br>Class A<br>| 349500 | &nbsp;&nbsp;6699058 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (BIDU US), <br>Sponsored ADR<br>| 2591 | &nbsp;&nbsp;396889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baimtec Material Co. <br>Ltd., Class A<br>| 2334 | &nbsp;&nbsp;22369 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIOO Family <br>Interactive Ltd.<br>| 594000 | &nbsp;&nbsp;30670 |
| \*Ω | Bairong, Inc. | 129000 | &nbsp;&nbsp;183345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baiyin Nonferrous <br>Group Co. Ltd., <br>Class A<br>| 56300 | &nbsp;&nbsp;106707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Beijing Co. <br>Ltd., Class A<br>| 275900 | &nbsp;&nbsp;210395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Changsha <br>Co. Ltd., Class A<br>| 65796 | &nbsp;&nbsp;92392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chengdu Co. <br>Ltd., Class A<br>| 78900 | &nbsp;&nbsp;183047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of China Ltd., <br>Class H<br>| 7249356 | &nbsp;&nbsp;4329194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing <br>Co. Ltd., Class H<br>| 349500 | &nbsp;&nbsp;351630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of <br>Communications <br>Co. Ltd., Class H<br>| 955580 | &nbsp;&nbsp;820930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Gansu Co. <br>Ltd., Class H<br>| 392000 | &nbsp;&nbsp;12506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Guiyang Co. <br>Ltd., Class A<br>| 76817 | &nbsp;&nbsp;64208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hangzhou <br>Co. Ltd., Class A<br>| 98500 | &nbsp;&nbsp;229119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Jiangsu Co. <br>Ltd., Class A<br>| 291020 | &nbsp;&nbsp;424114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nanjing Co. <br>Ltd., Class A<br>| 168200 | &nbsp;&nbsp;254833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ningbo Co. <br>Ltd., Class A<br>| 105858 | &nbsp;&nbsp;471490 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 444000 | &nbsp;&nbsp;239326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Shanghai Co. <br>Ltd., Class A<br>| 190100 | &nbsp;&nbsp;252731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Suzhou Co. <br>Ltd., Class A<br>| 94050 | &nbsp;&nbsp;111398 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Tianjin Co. <br>Ltd., Class H<br>| 11500 | &nbsp;&nbsp;$3536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 56500 | &nbsp;&nbsp;30495 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Zhengzhou <br>Co. Ltd., Class H<br>| 433501 | &nbsp;&nbsp;62654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baoding Tianwei <br>Baobian Electric <br>Co. Ltd., Class A<br>| 19100 | &nbsp;&nbsp;38509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium <br>Industry Co. Ltd., <br>Class A<br>| 6200 | &nbsp;&nbsp;34000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baosheng Science & <br>Technology <br>Innovation Co. Ltd., <br>Class A<br>| 41100 | &nbsp;&nbsp;41954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baotailong New <br>Materials Co. Ltd., <br>Class A<br>| 43600 | &nbsp;&nbsp;22807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baowu Magnesium <br>Technology Co. <br>Ltd., Class A<br>| 26776 | &nbsp;&nbsp;71654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoxiniao Holding Co. <br>Ltd., Class A<br>| 25700 | &nbsp;&nbsp;14901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoye Group Co. Ltd., <br>Class H<br>| 56000 | &nbsp;&nbsp;30298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (9991 <br>HK), Class A<br>| 21500 | &nbsp;&nbsp;19342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (BZUN <br>US), Sponsored <br>ADR<br>| 7955 | &nbsp;&nbsp;21319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BaTeLab Co. Ltd., <br>Class H<br>| 3600 | &nbsp;&nbsp;20003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Be Friends Holding <br>Ltd.<br>| 350000 | &nbsp;&nbsp;43534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bear Electric <br>Appliance Co. Ltd., <br>Class A<br>| 6000 | &nbsp;&nbsp;37360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beauty Farm Medical <br>& Health Industry, <br>Inc.<br>| 18500 | &nbsp;&nbsp;62927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Befar Group Co. Ltd., <br>Class A<br>| 63400 | &nbsp;&nbsp;50902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 64100 | &nbsp;&nbsp;90163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Balance <br>Medical Technology <br>Co. Ltd., Class A<br>| 1936 | &nbsp;&nbsp;29800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing BDStar <br>Navigation Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;44599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Bei Mo Gao <br>Ke Friction Material <br>Co. Ltd., Class A<br>| 5330 | &nbsp;&nbsp;30832 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Development Co. <br>Ltd., Class A<br>| 55900 | &nbsp;&nbsp;$44929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 183110 | &nbsp;&nbsp;81172 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>International Airport <br>Co. Ltd., Class H<br>| 696000 | &nbsp;&nbsp;236662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Changjiu <br>Logistics Corp., <br>Class A<br>| 19200 | &nbsp;&nbsp;20443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Chunlizhengda <br>Medical Instruments <br>Co. Ltd., Class H<br>| 18750 | &nbsp;&nbsp;34176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing CTJ <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;20483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dabeinong <br>Technology Group <br>Co. Ltd., Class A<br>| 94588 | &nbsp;&nbsp;62384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dahao <br>Technology Corp. <br>Ltd., Class A<br>| 12201 | &nbsp;&nbsp;31321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp;40393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing eGOVA Co. <br>Ltd., Class A<br>| 9620 | &nbsp;&nbsp;20468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Energy <br>International <br>Holding Co. Ltd.<br>| 243600 | &nbsp;&nbsp;36752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enlight Media <br>Co. Ltd., Class A<br>| 26400 | &nbsp;&nbsp;74239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 1640000 | &nbsp;&nbsp;564588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Fengjing <br>Automotive Parts <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;23526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Gehua CATV <br>Network Co. Ltd., <br>Class A<br>| 44200 | &nbsp;&nbsp;52008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing GeoEnviron <br>Engineering & <br>Technology, Inc., <br>Class A<br>| 56956 | &nbsp;&nbsp;83133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. <br>Ltd., Class A<br>| 94100 | &nbsp;&nbsp;64339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua <br>Energy Resource <br>Co. Ltd., Class A<br>| 60000 | &nbsp;&nbsp;69173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. <br>Ltd., Class A<br>| 86700 | &nbsp;&nbsp;$75552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyeda <br>Technology Co. <br>Ltd., Class A<br>| 7280 | &nbsp;&nbsp;21382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyuntong <br>Technology Co. <br>Ltd., Class A<br>| 57200 | &nbsp;&nbsp;31596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Kingsoft Office <br>Software, Inc., <br>Class A<br>| 915 | &nbsp;&nbsp;44289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Leike Defense <br>Technology Co. <br>Ltd., Class A<br>| 41800 | &nbsp;&nbsp;80035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing New Building <br>Materials PLC, <br>Class A<br>| 29454 | &nbsp;&nbsp;118260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing North Star Co. <br>Ltd., Class H<br>| 312000 | &nbsp;&nbsp;31509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Oriental <br>Jicheng Co. Ltd., <br>Class A<br>| 5500 | &nbsp;&nbsp;22360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Originwater <br>Technology Co. <br>Ltd., Class A<br>| 59567 | &nbsp;&nbsp;34546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Roborock <br>Technology Co. <br>Ltd., Class A<br>| 1928 | &nbsp;&nbsp;39552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanlian Hope <br>Shin-Gosen <br>Technical Service <br>Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp;36039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanyuan <br>Foods Co. Ltd., <br>Class A<br>| 57198 | &nbsp;&nbsp;44889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Science Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;20548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SDL <br>Technology Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;20938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shougang Co. <br>Ltd., Class A<br>| 86200 | &nbsp;&nbsp;69936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sifang <br>Automation Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;42432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinnet <br>Technology Co. <br>Ltd., Class A<br>| 26500 | &nbsp;&nbsp;58376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinohytec Co. <br>Ltd., Class H<br>| 4300 | &nbsp;&nbsp;13712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 37800 | &nbsp;&nbsp;41730 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sojo Electric <br>Co. Ltd., Class A<br>| 21900 | &nbsp;&nbsp;$40835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SPC <br>Environment <br>Protection Tech Co. <br>Ltd., Class A<br>| 38500 | &nbsp;&nbsp;21215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 21600 | &nbsp;&nbsp;41103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SuperMap <br>Software Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;30499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Teamsun <br>Technology Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;57761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Thunisoft <br>Corp. Ltd., Class A<br>| 24500 | &nbsp;&nbsp;27368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tiantan <br>Biological Products <br>Corp. Ltd., Class A<br>| 23624 | &nbsp;&nbsp;56600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Ultrapower <br>Software Co. Ltd., <br>Class A<br>| 24200 | &nbsp;&nbsp;42595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing United <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 17718 | &nbsp;&nbsp;68945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 18300 | &nbsp;&nbsp;41967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wantai <br>Biological Pharmacy <br>Enterprise Co. Ltd., <br>Class A<br>| 3300 | &nbsp;&nbsp;19966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 55100 | &nbsp;&nbsp;48804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yuanliu <br>Hongyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;33667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 18940 | &nbsp;&nbsp;39047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing-Shanghai High <br>Speed Railway Co. <br>Ltd., Class A<br>| 503400 | &nbsp;&nbsp;352664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beingmate Co. Ltd., <br>Class A<br>| 23800 | &nbsp;&nbsp;20872 |
| \* | Beken Corp., Class A | 4100 | &nbsp;&nbsp;23078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bengang Steel Plates <br>Co. Ltd., Class A<br>| 43900 | &nbsp;&nbsp;22833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Pacific <br>International <br>Holdings Ltd.<br>| 132000 | &nbsp;&nbsp;$54472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bestechnic Shanghai <br>Co. Ltd., Class A<br>| 1342 | &nbsp;&nbsp;42592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bestore Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;31736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bestway Marine & <br>Energy Technology <br>Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp;42975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bethel Automotive <br>Safety Systems Co. <br>Ltd., Class A<br>| 9367 | &nbsp;&nbsp;69579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Betta Pharmaceuticals <br>Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp;33908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better Life <br>Commercial Chain <br>Share Co. Ltd., <br>Class A<br>| 56100 | &nbsp;&nbsp;41214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyondsoft Corp., <br>Class A<br>| 20000 | &nbsp;&nbsp;40048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bichamp Cutting <br>Technology Hunan <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;17789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp;50352 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bilibili, Inc., <br>Sponsored ADR<br>| 11613 | &nbsp;&nbsp;395307 |
| #\* | Bilibili, Inc., Class Z | 46520 | &nbsp;&nbsp;1593766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binjiang Service <br>Group Co. Ltd.<br>| 33500 | &nbsp;&nbsp;98388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biocytogen <br>Pharmaceuticals <br>Beijing Co. Ltd., <br>Class H<br>| 10500 | &nbsp;&nbsp;58855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Peony Group <br>Co. Ltd., Class A<br>| 31440 | &nbsp;&nbsp;43818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomage <br>Biotechnology Corp. <br>Ltd. (688363 C1), <br>Class A<br>| 4323 | &nbsp;&nbsp;27890 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Blue Moon Group <br>Holdings Ltd.<br>| 362000 | &nbsp;&nbsp;130171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Sail Medical Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;20871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluefocus Intelligent <br>Communications <br>Group Co. Ltd., <br>Class A<br>| 34440 | &nbsp;&nbsp;115494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluestar Adisseo Co., <br>Class A<br>| 14500 | &nbsp;&nbsp;20010 |
| Ω | BOC Aviation Ltd. | 103800 | &nbsp;&nbsp;1075331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC International <br>China Co. Ltd., <br>Class A<br>| 24700 | &nbsp;&nbsp;48309 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 20000 | &nbsp;&nbsp;$23979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 164200 | &nbsp;&nbsp;105083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bomin Electronics Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;29655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bosideng International <br>Holdings Ltd.<br>| 1702000 | &nbsp;&nbsp;1038724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOTH Engineering <br>Technology Co. <br>Ltd., Class A<br>| 12600 | &nbsp;&nbsp;33599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boyaa Interactive <br>International Ltd.<br>| 25000 | &nbsp;&nbsp;10594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Dairy & Food <br>Co. Ltd., Class A<br>| 58969 | &nbsp;&nbsp;67678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brilliance China <br>Automotive <br>Holdings Ltd.<br>| 1238000 | &nbsp;&nbsp;640100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 43300 | &nbsp;&nbsp;44199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brother Enterprises <br>Holding Co. Ltd., <br>Class A<br>| 21500 | &nbsp;&nbsp;23040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 26100 | &nbsp;&nbsp;20359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTG Hotels Group <br>Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp;72777 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Burning Rock Biotech <br>Ltd., ADR<br>| 926 | &nbsp;&nbsp;31540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Business-intelligence <br>of Oriental Nations <br>Corp. Ltd., Class A<br>| 18900 | &nbsp;&nbsp;29404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BYD Co. Ltd., <br>Class H<br>| 646000 | &nbsp;&nbsp;8053589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 387500 | &nbsp;&nbsp;1654548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 30000 | &nbsp;&nbsp;52600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;C C Land Holdings <br>Ltd.<br>| 622187 | &nbsp;&nbsp;95567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 313228 | &nbsp;&nbsp;645222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D Property <br>Management Group <br>Co. Ltd.<br>| 260000 | &nbsp;&nbsp;89553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&S Paper Co. Ltd., <br>Class A<br>| 30600 | &nbsp;&nbsp;35901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caitong Securities Co. <br>Ltd., Class A<br>| 60550 | &nbsp;&nbsp;81109 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. Ltd., <br>Class H<br>| 121800 | &nbsp;&nbsp;384108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cambricon <br>Technologies Corp. <br>Ltd., Class A<br>| 295 | &nbsp;&nbsp;53386 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camel Group Co. Ltd., <br>Class A<br>| 43600 | &nbsp;&nbsp;$59530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Dahua Co. <br>Ltd., Class A<br>| 11100 | &nbsp;&nbsp;36242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 59800 | &nbsp;&nbsp;42043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 9020 | &nbsp;&nbsp;59722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 25500 | &nbsp;&nbsp;29627 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CanSino Biologics, <br>Inc., Class H<br>| 20200 | &nbsp;&nbsp;91131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capitalonline Data <br>Service Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;23513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castech, Inc., <br>Class A<br>| 5630 | &nbsp;&nbsp;57014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Biotech, Inc., <br>Class A<br>| 4528 | &nbsp;&nbsp;37884 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Group <br>Holdings, Inc.<br>| 54000 | &nbsp;&nbsp;7286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCCC Design & <br>Consulting Group <br>Co. Ltd., Class A<br>| 48700 | &nbsp;&nbsp;51954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 70845 | &nbsp;&nbsp;54748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 125500 | &nbsp;&nbsp;55807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Center International <br>Group Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;32197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China Land <br>Media Co. Ltd., <br>Class A<br>| 36700 | &nbsp;&nbsp;67490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Securities Co. Ltd., <br>Class H<br>| 454000 | &nbsp;&nbsp;128539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Cyberspace <br>Security Technology <br>Co. Ltd., Class A<br>| 4200 | &nbsp;&nbsp;11635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Digital <br>Technology Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;35216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Potevio <br>Science&Technology <br>Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp;24332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CGN Nuclear <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 30000 | &nbsp;&nbsp;36186 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CGN Power Co. Ltd., <br>Class H<br>| 1503000 | &nbsp;&nbsp;626713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changbai Mountain <br>Tourism Co. Ltd., <br>Class A<br>| 8100 | &nbsp;&nbsp;51656 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 26300 | &nbsp;&nbsp;$36896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changhong Meiling <br>Co. Ltd., Class A<br>| 21300 | &nbsp;&nbsp;20384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang & <br>Jinggong Steel <br>Building Group Co. <br>Ltd., Class A<br>| 69600 | &nbsp;&nbsp;47610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Publishing <br>& Media Co. Ltd., <br>Class A<br>| 35200 | &nbsp;&nbsp;46590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Securities <br>Co. Ltd., Class A<br>| 69000 | &nbsp;&nbsp;85960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changshu Fengfan <br>Power Equipment <br>Co. Ltd., Class A<br>| 32400 | &nbsp;&nbsp;26290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ChangYuan <br>Technology Group <br>Ltd., Class A<br>| 45500 | &nbsp;&nbsp;30036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzheng <br>Engineering <br>Technology Co. <br>Ltd., Class A<br>| 8500 | &nbsp;&nbsp;41926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Qianhong <br>Biopharma Co. Ltd., <br>Class A<br>| 34300 | &nbsp;&nbsp;39246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Xingyu <br>Automotive Lighting <br>Systems Co. Ltd., <br>Class A<br>| 4400 | &nbsp;&nbsp;87369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chanjet Information <br>Technology Co. <br>Ltd., Class H<br>| 21300 | &nbsp;&nbsp;21791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaoju Eye Care <br>Holdings Ltd.<br>| 90000 | &nbsp;&nbsp;30948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaowei Power <br>Holdings Ltd.<br>| 259000 | &nbsp;&nbsp;45629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaozhou <br>Three-Circle Group <br>Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp;105644 |
| Ω | Cheerwin Group Ltd. | 126000 | &nbsp;&nbsp;38910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chen Lin Education <br>Group Holdings <br>Ltd.<br>| 208000 | &nbsp;&nbsp;33554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng De Lolo Co. <br>Ltd., Class A<br>| 45500 | &nbsp;&nbsp;56154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu B-Ray <br>Media Co. Ltd., <br>Class A<br>| 31600 | &nbsp;&nbsp;27434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 19540 | &nbsp;&nbsp;32968 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Galaxy <br>Magnets Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;$42631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Guibao <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 11600 | &nbsp;&nbsp;37178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Haoneng <br>Technology Co. <br>Ltd., Class A<br>| 45700 | &nbsp;&nbsp;84207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;53204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghua <br>Biological Products <br>Co. Ltd., Class A<br>| 2450 | &nbsp;&nbsp;25536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Leejun <br>Industrial Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;19721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 49215 | &nbsp;&nbsp;103419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Xingrong <br>Environment Co. <br>Ltd., Class A<br>| 38300 | &nbsp;&nbsp;40340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengtun Mining <br>Group Co. Ltd., <br>Class A<br>| 62800 | &nbsp;&nbsp;142822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenguang Biotech <br>Group Co. Ltd., <br>Class A<br>| 15800 | &nbsp;&nbsp;30794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;56096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chervon Holdings <br>Ltd.<br>| 57700 | &nbsp;&nbsp;178413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chifeng Jilong Gold <br>Mining Co. Ltd., <br>Class A<br>| 16400 | &nbsp;&nbsp;95814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aerospace <br>International <br>Holdings Ltd.<br>| 682000 | &nbsp;&nbsp;53990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Agriculture <br>Development Seed <br>Group Co. Ltd., <br>Class A<br>| 25000 | &nbsp;&nbsp;31746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aircraft Leasing <br>Group Holdings <br>Ltd.<br>| 123187 | &nbsp;&nbsp;76435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Animal <br>Husbandry Industry <br>Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp;35287 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;$68176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Baoan Group <br>Co. Ltd., Class A<br>| 40100 | &nbsp;&nbsp;55370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bester Group <br>Telecom Co. Ltd., <br>Class A<br>| 12440 | &nbsp;&nbsp;46091 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Bohai Bank Co. <br>Ltd., Class H<br>| 1029000 | &nbsp;&nbsp;119889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 38800 | &nbsp;&nbsp;49028 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Chunlai <br>Education Group <br>Co. Ltd.<br>| 91000 | &nbsp;&nbsp;44610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CITIC Bank <br>Corp. Ltd., Class H<br>| 1390000 | &nbsp;&nbsp;1294635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Xinji <br>Energy Co. Ltd., <br>Class A<br>| 76300 | &nbsp;&nbsp;80430 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Common Rich <br>Renewable Energy <br>Investments Ltd.<br>| 1016000 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China <br>Communications <br>Services Corp. Ltd., <br>Class H<br>| 1184800 | &nbsp;&nbsp;719547 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Conch <br>Environment <br>Protection Holdings <br>Ltd.<br>| 526000 | &nbsp;&nbsp;35687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 439000 | &nbsp;&nbsp;599834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Construction <br>Bank Corp., <br>Class H<br>| 9805990 | &nbsp;&nbsp;9901404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CSSC Holdings <br>Ltd., Class A<br>| 11600 | &nbsp;&nbsp;55989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 22500 | &nbsp;&nbsp;31985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Datang Corp. <br>Renewable Power <br>Co. Ltd., Class H<br>| 781000 | &nbsp;&nbsp;208932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Daye <br>Non-Ferrous Metals <br>Mining Ltd.<br>| 1820000 | &nbsp;&nbsp;43868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Design Group <br>Co. Ltd., Class A<br>| 41740 | &nbsp;&nbsp;48838 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Development <br>Bank Financial <br>Leasing Co. Ltd., <br>Class H<br>| 1170000 | &nbsp;&nbsp;241202 |
| #†† | China Dili Group | 968585 | &nbsp;&nbsp;15349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Dongxiang <br>Group Co. Ltd.<br>| 503000 | &nbsp;&nbsp;$28590 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China East Education <br>Holdings Ltd.<br>| 317500 | &nbsp;&nbsp;231967 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern Airlines <br>Corp. Ltd., Class H<br>| 478000 | &nbsp;&nbsp;331294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Education <br>Group Holdings <br>Ltd.<br>| 438614 | &nbsp;&nbsp;170849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Huada Technology <br>Co. Ltd.<br>| 430000 | &nbsp;&nbsp;74721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Optics Valley Union <br>Holding Co. Ltd.<br>| 956000 | &nbsp;&nbsp;27658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 1266000 | &nbsp;&nbsp;186218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (601868 C1), <br>Class A<br>| 493027 | &nbsp;&nbsp;172393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 535000 | &nbsp;&nbsp;222997 |
| # | China Everbright Ltd. | 308000 | &nbsp;&nbsp;386296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Express Airlines <br>Co. Ltd., Class A<br>| 44800 | &nbsp;&nbsp;67657 |
| Ω | China Feihe Ltd. | 1870000 | &nbsp;&nbsp;928890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Film Group Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;49094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China First Heavy <br>Industries Co. Ltd., <br>Class A<br>| 76800 | &nbsp;&nbsp;56601 |
|  | China Foods Ltd. | 574000 | &nbsp;&nbsp;317960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 902000 | &nbsp;&nbsp;1212916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 1261566 | &nbsp;&nbsp;1249648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 96600 | &nbsp;&nbsp;2446005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Great Wall <br>Securities Co. Ltd., <br>Class A<br>| 48400 | &nbsp;&nbsp;68543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Greatwall <br>Technology Group <br>Co. Ltd., Class A<br>| 10300 | &nbsp;&nbsp;23516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Haisum <br>Engineering Co. <br>Ltd., Class A<br>| 14200 | &nbsp;&nbsp;22578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Harmony Auto <br>Holding Ltd.<br>| 374000 | &nbsp;&nbsp;49173 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Harzone <br>Industry Corp. Ltd., <br>Class A<br>| 13700 | &nbsp;&nbsp;$16465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Railway Technology <br>Co. Ltd., Class A<br>| 99600 | &nbsp;&nbsp;44468 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Transmission <br>Equipment Group <br>Co. Ltd.<br>| 115000 | &nbsp;&nbsp;26815 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;China Huiyuan Juice <br>Group Ltd.<br>| 132068 | &nbsp;&nbsp;5927 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 404000 | &nbsp;&nbsp;1094912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 393750 | &nbsp;&nbsp;447700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jinmao <br>Holdings Group <br>Ltd.<br>| 2020948 | &nbsp;&nbsp;447606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jushi Co. Ltd., <br>Class A<br>| 57590 | &nbsp;&nbsp;177023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kepei <br>Education Group <br>Ltd.<br>| 166000 | &nbsp;&nbsp;28223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kings <br>Resources Group <br>Co. Ltd., Class A<br>| 12574 | &nbsp;&nbsp;35786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Leadshine <br>Technology Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;24215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 406000 | &nbsp;&nbsp;311900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Life Insurance <br>Co. Ltd., Class H<br>| 346000 | &nbsp;&nbsp;1539782 |
|  | China Lilang Ltd. | 147000 | &nbsp;&nbsp;63055 |
| \*Ω | China Literature Ltd. | 150000 | &nbsp;&nbsp;686566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Longevity <br>Group Co. Ltd.<br>| 30000 | &nbsp;&nbsp;38 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Longyuan <br>Power Group Corp. <br>Ltd., Class H<br>| 472000 | &nbsp;&nbsp;428780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Maple Leaf <br>Educational <br>Systems Ltd.<br>| 480000 | &nbsp;&nbsp;21197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 585000 | &nbsp;&nbsp;1049351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 36520 | &nbsp;&nbsp;57145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 332000 | &nbsp;&nbsp;62065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Mengniu Dairy <br>Co. Ltd.<br>| 1196000 | &nbsp;&nbsp;2497701 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Bank Co. Ltd., <br>Class H<br>| 877598 | &nbsp;&nbsp;$5361768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Energy Shipping <br>Co. Ltd., Class A<br>| 171600 | &nbsp;&nbsp;279816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Expressway <br>Network & <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 31600 | &nbsp;&nbsp;42661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 702503 | &nbsp;&nbsp;1413857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 44800 | &nbsp;&nbsp;75932 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 86540 | &nbsp;&nbsp;161639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Shekou Industrial <br>Zone Holdings Co. <br>Ltd., Class A<br>| 65600 | &nbsp;&nbsp;99748 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Metal Recycling <br>Holdings Ltd.<br>| 130581 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 991520 | &nbsp;&nbsp;493354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Modern Dairy <br>Holdings Ltd.<br>| 1303000 | &nbsp;&nbsp;258879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 17600 | &nbsp;&nbsp;65994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Chemical <br>Engineering Co. <br>Ltd., Class A<br>| 84800 | &nbsp;&nbsp;108586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Electric Apparatus <br>Research Institute <br>Co. Ltd., Class A<br>| 8759 | &nbsp;&nbsp;38321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 37800 | &nbsp;&nbsp;79667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 18500 | &nbsp;&nbsp;77385 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China New Higher <br>Education Group <br>Ltd.<br>| 569964 | &nbsp;&nbsp;65750 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 30700 | &nbsp;&nbsp;$34523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 742000 | &nbsp;&nbsp;1470691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Northern Rare <br>Earth Group <br>High-Tech Co. Ltd., <br>Class A<br>| 12010 | &nbsp;&nbsp;88336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Nuclear Energy <br>Technology Corp. <br>Ltd.<br>| 80000 | &nbsp;&nbsp;4972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Oil & Gas <br>Group Ltd.<br>| 1870000 | &nbsp;&nbsp;41437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 978000 | &nbsp;&nbsp;1074859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Grand Oceans <br>Group Ltd.<br>| 662539 | &nbsp;&nbsp;224181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Land <br>& Investment Ltd.<br>| 592000 | &nbsp;&nbsp;1060991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Property Holdings <br>Ltd.<br>| 657000 | &nbsp;&nbsp;365773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Pacific <br>Insurance Group <br>Co. Ltd., Class H<br>| 622200 | &nbsp;&nbsp;3133919 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Properties <br>Investment Holdings <br>Ltd.<br>| 128000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 59400 | &nbsp;&nbsp;62190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 764000 | &nbsp;&nbsp;440884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 48500 | &nbsp;&nbsp;58358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway <br>Materials Co. Ltd., <br>Class A<br>| 63900 | &nbsp;&nbsp;26759 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 479000 | &nbsp;&nbsp;224491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 51400 | &nbsp;&nbsp;48656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Holdings Ltd.<br>| 717200 | &nbsp;&nbsp;48198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 2451000 | &nbsp;&nbsp;552376 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Renaissance <br>Holdings Ltd.<br>| 100200 | &nbsp;&nbsp;50830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 25041 | &nbsp;&nbsp;$67607 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 400600 | &nbsp;&nbsp;1102105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Jiangzhong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;49010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Land Ltd.<br>| 933722 | &nbsp;&nbsp;3656629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Microelectronics <br>Ltd., Class A<br>| 5476 | &nbsp;&nbsp;50231 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Mixc <br>Lifestyle Services <br>Ltd.<br>| 193000 | &nbsp;&nbsp;1141395 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 3520000 | &nbsp;&nbsp;973521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Sanjiang Fine <br>Chemicals Co. Ltd.<br>| 345000 | &nbsp;&nbsp;205807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Science <br>Publishing & Media <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;18154 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Shengmu <br>Organic Milk Ltd.<br>| 1117000 | &nbsp;&nbsp;56601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shineway <br>Pharmaceutical <br>Group Ltd.<br>| 187000 | &nbsp;&nbsp;226591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Silver Group <br>Ltd.<br>| 282000 | &nbsp;&nbsp;24178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China South <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 29700 | &nbsp;&nbsp;47174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Southern <br>Airlines Co. Ltd., <br>Class H<br>| 640000 | &nbsp;&nbsp;475178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Energy <br>Efficiency&Clean <br>Energy Co. Ltd. <br>(003035 C2), <br>Class A<br>| 49900 | &nbsp;&nbsp;44641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Technology <br>Co. Ltd., Class A<br>| 4803 | &nbsp;&nbsp;35944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Starch Holdings <br>Ltd.<br>| 1115000 | &nbsp;&nbsp;26151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Development <br>Holdings Ltd.<br>| 378000 | &nbsp;&nbsp;57989 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Engineering Corp. <br>Ltd., Class A<br>| 568800 | &nbsp;&nbsp;$412502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 954000 | &nbsp;&nbsp;1145953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunshine Paper <br>Holdings Co. Ltd.<br>| 408000 | &nbsp;&nbsp;68217 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Suntien Green <br>Energy Corp. Ltd., <br>Class H<br>| 566000 | &nbsp;&nbsp;290492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 856412 | &nbsp;&nbsp;2806318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Testing & <br>Certification <br>International Group <br>Co. Ltd., Class A<br>| 22531 | &nbsp;&nbsp;21264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 94800 | &nbsp;&nbsp;83321 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. <br>Ltd. (1880 HK), <br>Class H<br>| 15700 | &nbsp;&nbsp;182159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. <br>Ltd. (601888 C1), <br>Class A<br>| 6844 | &nbsp;&nbsp;87961 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 1708400 | &nbsp;&nbsp;2458006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China TransInfo <br>Technology Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;44188 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 1018000 | &nbsp;&nbsp;178502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tungsten & <br>Hightech Materials <br>Co. Ltd., Class A<br>| 35450 | &nbsp;&nbsp;245860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Union Holdings <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;27183 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Vanke Co. Ltd., <br>Class H<br>| 827738 | &nbsp;&nbsp;402211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Vered Financial <br>Holding Corp. Ltd.<br>| 322000 | &nbsp;&nbsp;45054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wafer <br>Level CSP Co. Ltd., <br>Class A<br>| 4800 | &nbsp;&nbsp;21831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Water Affairs <br>Group Ltd.<br>| 268000 | &nbsp;&nbsp;184991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China West <br>Construction Group <br>Co. Ltd., Class A<br>| 44900 | &nbsp;&nbsp;39110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China World Trade <br>Center Co. Ltd., <br>Class A<br>| 12500 | &nbsp;&nbsp;$36930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XD Electric Co. <br>Ltd., Class A<br>| 72400 | &nbsp;&nbsp;150740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yangtze Power <br>Co. Ltd., Class A<br>| 164353 | &nbsp;&nbsp;623337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 528500 | &nbsp;&nbsp;105696 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Youran Dairy <br>Group Ltd.<br>| 679000 | &nbsp;&nbsp;387700 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Yuhua <br>Education Corp. <br>Ltd.<br>| 1016000 | &nbsp;&nbsp;72851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zhenhua Group <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 6900 | &nbsp;&nbsp;54100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 755899 | &nbsp;&nbsp;242128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China-Singapore <br>Suzhou Industrial <br>Park Development <br>Group Co. Ltd., <br>Class A<br>| 15600 | &nbsp;&nbsp;21863 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 1120000 | &nbsp;&nbsp;720835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Universe <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 37300 | &nbsp;&nbsp;50388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Afari <br>Technology Co. <br>Ltd., Class A<br>| 21200 | &nbsp;&nbsp;32309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Changan <br>Automobile Co. <br>Ltd., Class A<br>| 129612 | &nbsp;&nbsp;207345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Chuanyi <br>Automation Co. <br>Ltd., Class A<br>| 18400 | &nbsp;&nbsp;65068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 44300 | &nbsp;&nbsp;20110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Department Store <br>Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp;55607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Electric Power <br>Industrial Co. Ltd., <br>Class A<br>| 43524 | &nbsp;&nbsp;77764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 37050 | &nbsp;&nbsp;70772 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 57800 | &nbsp;&nbsp;$48003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 568000 | &nbsp;&nbsp;178339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Pharscin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9400 | &nbsp;&nbsp;20116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Port Co. <br>Ltd., Class A<br>| 30000 | &nbsp;&nbsp;23640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Road & <br>Bridge Co. Ltd., <br>Class A<br>| 22600 | &nbsp;&nbsp;20676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 599000 | &nbsp;&nbsp;447184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Sanfeng <br>Environment Group <br>Corp. Ltd., Class A<br>| 69700 | &nbsp;&nbsp;90486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Shunbo <br>Aluminum Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;11314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Taiji <br>Industry Group Co. <br>Ltd., Class A<br>| 14300 | &nbsp;&nbsp;36101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zongshen <br>Power Machinery <br>Co. Ltd., Class A<br>| 12100 | &nbsp;&nbsp;35598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongyi Zhangyuan <br>Tungsten Industry <br>Co. Ltd., Class A<br>| 23700 | &nbsp;&nbsp;76943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Fook <br>Jewellery Group <br>Ltd.<br>| 596600 | &nbsp;&nbsp;1096485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 30150 | &nbsp;&nbsp;55224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIG Shanghai Co. <br>Ltd., Class A<br>| 3000 | &nbsp;&nbsp;48775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 338000 | &nbsp;&nbsp;479405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp;35262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Heavy <br>Industries Co. Ltd., <br>Class A<br>| 38400 | &nbsp;&nbsp;41948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Securities Co. <br>Ltd., Class H<br>| 232600 | &nbsp;&nbsp;870458 |
| \* | ClouDr Group Ltd. | 109200 | &nbsp;&nbsp;12298 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CMGE Technology <br>Group Ltd.<br>| 800000 | &nbsp;&nbsp;38869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMOC Group Ltd., <br>Class H<br>| 903000 | &nbsp;&nbsp;2537939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 52300 | &nbsp;&nbsp;44634 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNGR Advanced <br>Material Co. Ltd., <br>Class A<br>| 9100 | &nbsp;&nbsp;$71731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNOOC Energy <br>Technology & <br>Services Ltd., <br>Class A<br>| 124200 | &nbsp;&nbsp;80470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 51070 | &nbsp;&nbsp;67829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO <br>Biotechnology Co. <br>Ltd., Class A<br>| 37000 | &nbsp;&nbsp;35954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Capital <br>Holdings Co. Ltd., <br>Class A<br>| 20400 | &nbsp;&nbsp;33240 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Joycome <br>Foods Ltd.<br>| 996000 | &nbsp;&nbsp;213838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Sugar <br>Holding Co. Ltd., <br>Class A<br>| 31800 | &nbsp;&nbsp;81129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cofoe Medical <br>Technology Co. <br>Ltd., Class A<br>| 5400 | &nbsp;&nbsp;40941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 484000 | &nbsp;&nbsp;140917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 2684648 | &nbsp;&nbsp;109779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consun <br>Pharmaceutical <br>Group Ltd.<br>| 217000 | &nbsp;&nbsp;501714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contec Medical <br>Systems Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;20877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contemporary <br>Amperex <br>Technology Co. <br>Ltd., Class A<br>| 63270 | &nbsp;&nbsp;3192419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Aerospace <br>Technologies <br>Holding Ltd.<br>| 490000 | &nbsp;&nbsp;10647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 1812000 | &nbsp;&nbsp;257653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 592000 | &nbsp;&nbsp;1066421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Holdings Co. Ltd., <br>Class H<br>| 885400 | &nbsp;&nbsp;1555614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>International Hong <br>Kong Co. Ltd.<br>| 140000 | &nbsp;&nbsp;113553 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Ports Ltd.<br>| 696342 | &nbsp;&nbsp;$551781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Specialized Carriers <br>Co. Ltd., Class A<br>| 44400 | &nbsp;&nbsp;49913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Technology Co. <br>Ltd., Class A<br>| 11400 | &nbsp;&nbsp;26694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosonic Intelligent <br>Technologies Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;20510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 83000 | &nbsp;&nbsp;72239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 904000 | &nbsp;&nbsp;671551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CSC Financial Co. <br>Ltd., Class H<br>| 110000 | &nbsp;&nbsp;177301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 46734 | &nbsp;&nbsp;31277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CSG Smart <br>Science&Technology <br>Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp;18279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 2568640 | &nbsp;&nbsp;3151042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Hong Kong <br>Shipping Co. Ltd.<br>| 768000 | &nbsp;&nbsp;210209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Science & <br>Technology Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;24283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS International <br>Logistics Corp. Ltd., <br>Class A<br>| 55500 | &nbsp;&nbsp;47660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cubic Sensor & <br>Instrument Co. Ltd., <br>Class A<br>| 2810 | &nbsp;&nbsp;21001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cutia Therapeutics, <br>Class H<br>| 17200 | &nbsp;&nbsp;10600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CWT International <br>Ltd.<br>| 1590000 | &nbsp;&nbsp;59220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cybrid Technologies, <br>Inc., Class A<br>| 12500 | &nbsp;&nbsp;29075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daan Gene Co. Ltd., <br>Class A<br>| 23400 | &nbsp;&nbsp;22239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daheng New Epoch <br>Technology, Inc., <br>Class A<br>| 9400 | &nbsp;&nbsp;20599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dajin Heavy Industry <br>Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp;63721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Bio-Chem Co. <br>Ltd., Class A<br>| 4600 | &nbsp;&nbsp;20754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 54100 | &nbsp;&nbsp;55814 |
| #\* | Dalipal Holdings Ltd. | 66000 | &nbsp;&nbsp;51673 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 5300000 | &nbsp;&nbsp;$669008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daqin Railway Co. <br>Ltd., Class A<br>| 165488 | &nbsp;&nbsp;119556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 17689 | &nbsp;&nbsp;46332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DaShenLin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 28093 | &nbsp;&nbsp;80866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datang Telecom <br>Technology Co. <br>Ltd., Class A<br>| 15000 | &nbsp;&nbsp;20718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dawnrays <br>Pharmaceutical <br>Holdings Ltd.<br>| 228000 | &nbsp;&nbsp;33842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DBAPP Security Ltd., <br>Class A<br>| 2880 | &nbsp;&nbsp;23220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBG Technology Co. <br>Ltd., Class A<br>| 5900 | &nbsp;&nbsp;21042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DeHua TB New <br>Decoration <br>Materials Co. Ltd., <br>Class A<br>| 37700 | &nbsp;&nbsp;87543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 21800 | &nbsp;&nbsp;59139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dezhan Healthcare <br>Co. Ltd., Class A<br>| 80300 | &nbsp;&nbsp;49772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DHC Software Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;18403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 24754 | &nbsp;&nbsp;85118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Group <br>Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp;43683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Holdings <br>Ltd.<br>| 264250 | &nbsp;&nbsp;90061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Digital China <br>Information Service <br>Group Co. Ltd., <br>Class A<br>| 16800 | &nbsp;&nbsp;38949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dingdang Health <br>Technology Group <br>Ltd.<br>| 71500 | &nbsp;&nbsp;8956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Do-Fluoride New <br>Materials Co. Ltd., <br>Class A<br>| 7580 | &nbsp;&nbsp;31587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-E-E-Jiao Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;53916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 66600 | &nbsp;&nbsp;217064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electronics <br>Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp;32801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DongFeng Automobile <br>Co. Ltd., Class A<br>| 26000 | &nbsp;&nbsp;25930 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Electronic <br>Technology Co. <br>Ltd., Class A<br>| 12500 | &nbsp;&nbsp;$21337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor <br>Group Co. Ltd., <br>Class H<br>| 1130000 | &nbsp;&nbsp;1306348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Aohai <br>Technology Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;61289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 31100 | &nbsp;&nbsp;49206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Dingtong <br>Precision Metal Co. <br>Ltd., Class A<br>| 2110 | &nbsp;&nbsp;50378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 45000 | &nbsp;&nbsp;19863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Yutong <br>Optical Technology <br>Co. Ltd., Class A<br>| 7800 | &nbsp;&nbsp;30368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donghua Testing <br>Technology Co. <br>Ltd., Class A<br>| 4600 | &nbsp;&nbsp;28492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongjiang <br>Environmental Co. <br>Ltd., Class H<br>| 77000 | &nbsp;&nbsp;23334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongxing Securities <br>Co. Ltd., Class A<br>| 43400 | &nbsp;&nbsp;86779 |
|  | Dongyue Group Ltd. | 638000 | &nbsp;&nbsp;1000161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DouYu International <br>Holdings Ltd., ADR<br>| 6527 | &nbsp;&nbsp;41576 |
| \* | DPC Dash Ltd. | 22800 | &nbsp;&nbsp;193114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 161000 | &nbsp;&nbsp;109506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaglerise Electric & <br>Electronic China <br>Co. Ltd., Class A<br>| 6600 | &nbsp;&nbsp;36904 |
| #\*Ω | East Buy Holding Ltd. | 6000 | &nbsp;&nbsp;20501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Money <br>Information Co. <br>Ltd., Class A<br>| 82283 | &nbsp;&nbsp;268678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastcompeace <br>Technology Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;30595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern <br>Communications <br>Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp;29546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easyhome New Retail <br>Group Co. Ltd., <br>Class A<br>| 141300 | &nbsp;&nbsp;63143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ecovacs Robotics Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;39211 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edan Instruments, <br>Inc., Class A<br>| 15000 | &nbsp;&nbsp;$30882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edifier Technology Co. <br>Ltd., Class A<br>| 33300 | &nbsp;&nbsp;58950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edvantage Group <br>Holdings Ltd.<br>| 122549 | &nbsp;&nbsp;23696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 127000 | &nbsp;&nbsp;114977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Connector <br>Technology Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;38670 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Elion Energy Co. Ltd., <br>Class A<br>| 106600 | &nbsp;&nbsp;1074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings <br>Ltd.<br>| 213900 | &nbsp;&nbsp;1841410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Natural Gas Co. <br>Ltd., Class A<br>| 32500 | &nbsp;&nbsp;91216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eoptolink Technology, <br>Inc. Ltd., Class A<br>| 5992 | &nbsp;&nbsp;360531 |
|  | Era Co. Ltd., Class A | 69500 | &nbsp;&nbsp;44972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espressif Systems <br>Shanghai Co. Ltd., <br>Class A<br>| 1185 | &nbsp;&nbsp;28676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Bio-technology <br>Ltd.<br>| 110000 | &nbsp;&nbsp;59508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Asia Supply <br>Chain Management <br>Ltd., Class A<br>| 49200 | &nbsp;&nbsp;42880 |
| \* | ETHK Labs, Inc. | 188000 | &nbsp;&nbsp;35270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVA Precision <br>Industrial Holdings <br>Ltd.<br>| 544000 | &nbsp;&nbsp;64575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eve Energy Co. Ltd., <br>Class A<br>| 15115 | &nbsp;&nbsp;138674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group <br>Ltd.<br>| 320000 | &nbsp;&nbsp;75069 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 85200 | &nbsp;&nbsp;96881 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everest Medicines <br>Ltd.<br>| 36000 | &nbsp;&nbsp;179403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EverProX <br>Technologies Co. <br>Ltd., Class A<br>| 1800 | &nbsp;&nbsp;41726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Explosive Co. Ltd., <br>Class A<br>| 13300 | &nbsp;&nbsp;27016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eyebright Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 4608 | &nbsp;&nbsp;39943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 73149 | &nbsp;&nbsp;60326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. <br>Ltd., Class A<br>| 67896 | &nbsp;&nbsp;63184 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Smarter <br>Energy Co. Ltd., <br>Class A<br>| 33000 | &nbsp;&nbsp;$57311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Farasis Energy Gan <br>Zhou Co. Ltd., <br>Class A<br>| 10384 | &nbsp;&nbsp;21760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAW Jiefang Group <br>Co. Ltd., Class A<br>| 20500 | &nbsp;&nbsp;20410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 73300 | &nbsp;&nbsp;57776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feilong Auto <br>Components Co. <br>Ltd., Class A<br>| 14300 | &nbsp;&nbsp;60006 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Feiyu Technology <br>International Co. <br>Ltd.<br>| 85500 | &nbsp;&nbsp;7490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fengzhushou Co. <br>Ltd., Class A<br>| 5590 | &nbsp;&nbsp;32415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FESCO Group Co. <br>Ltd., Class A<br>| 17100 | &nbsp;&nbsp;45720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fiberhome <br>Telecommunication <br>Technologies Co. <br>Ltd., Class A<br>| 14400 | &nbsp;&nbsp;81686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibocom Wireless, <br>Inc., Class A<br>| 6480 | &nbsp;&nbsp;26917 |
| #\* | FIH Mobile Ltd. | 138600 | &nbsp;&nbsp;354295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 105300 | &nbsp;&nbsp;42884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FinVolution Group, <br>ADR<br>| 79604 | &nbsp;&nbsp;408369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Capital Securities <br>Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp;29313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Tractor Co. Ltd., <br>Class H<br>| 150000 | &nbsp;&nbsp;176267 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Flat Glass Group Co. <br>Ltd., Class H<br>| 160000 | &nbsp;&nbsp;223596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Lightings Tech <br>Co. Ltd., Class A<br>| 23345 | &nbsp;&nbsp;34289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Media <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 158300 | &nbsp;&nbsp;164037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focused Photonics <br>Hangzhou, Inc., <br>Class A<br>| 13300 | &nbsp;&nbsp;29569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foryou Corp., <br>Class A<br>| 11804 | &nbsp;&nbsp;54069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Electrical & <br>Lighting Co. Ltd., <br>Class A<br>| 27000 | &nbsp;&nbsp;24382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Haitian <br>Flavouring & Food <br>Co. Ltd., Class A<br>| 30311 | &nbsp;&nbsp;153804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Nationstar <br>Optoelectronics Co. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;$16747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Founder Holdings <br>Ltd.<br>| 390000 | &nbsp;&nbsp;38381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founder Securities <br>Co. Ltd., Class A<br>| 44600 | &nbsp;&nbsp;50445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Industrial <br>Internet Co. Ltd., <br>Class A<br>| 92300 | &nbsp;&nbsp;762521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friend Co. Ltd., <br>Class A<br>| 15400 | &nbsp;&nbsp;30400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Shou Yuan <br>International Group <br>Ltd.<br>| 525000 | &nbsp;&nbsp;173567 |
| \*†† | Fuguiniao Co. Ltd. | 51000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Apex Software <br>Co. Ltd., Class A<br>| 2600 | &nbsp;&nbsp;13686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Boss Software <br>Development Co. <br>Ltd., Class A<br>| 16899 | &nbsp;&nbsp;32271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Fuxin Software <br>Development JSC <br>Ltd., Class A<br>| 2449 | &nbsp;&nbsp;37640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Kuncai Material <br>Technology Co. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;32281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Longking Co. <br>Ltd., Class A<br>| 30100 | &nbsp;&nbsp;79348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Qingshan <br>Paper Industry Co. <br>Ltd., Class A<br>| 60000 | &nbsp;&nbsp;32935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;49010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Sunner <br>Development Co. <br>Ltd., Class A<br>| 30500 | &nbsp;&nbsp;75634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Tianma <br>Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 13100 | &nbsp;&nbsp;29101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Yuanli Active <br>Carbon Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;25667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulin Precision Co. <br>Ltd., Class A<br>| 21320 | &nbsp;&nbsp;51970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fushun Special Steel <br>Co. Ltd., Class A<br>| 43300 | &nbsp;&nbsp;40740 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Fuyao Glass Industry <br>Group Co. Ltd., <br>Class H<br>| 183200 | &nbsp;&nbsp;1570301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gan & Lee <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 3100 | &nbsp;&nbsp;30179 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ganfeng Lithium <br>Group Co. Ltd., <br>Class H<br>| 90360 | &nbsp;&nbsp;$689808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 37000 | &nbsp;&nbsp;76804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Yasheng <br>Industrial Group Co. <br>Ltd., Class A<br>| 36900 | &nbsp;&nbsp;19873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaona Aero Material <br>Co. Ltd., Class A<br>| 15220 | &nbsp;&nbsp;44485 |
|  | Gaush Meditech Ltd. | 7700 | &nbsp;&nbsp;7003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-bits Network <br>Technology Xiamen <br>Co. Ltd., Class A<br>| 900 | &nbsp;&nbsp;58847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. <br>Ltd., Class A<br>| 33500 | &nbsp;&nbsp;50583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL New Energy <br>Holdings Ltd.<br>| 278000 | &nbsp;&nbsp;46993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), Class A<br>| 200600 | &nbsp;&nbsp;1116960 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(GDS US), ADR<br>| 15269 | &nbsp;&nbsp;682372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 1234000 | &nbsp;&nbsp;2540180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEM Co. Ltd., <br>Class A<br>| 76200 | &nbsp;&nbsp;98301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Corp., <br>Class A<br>| 101500 | &nbsp;&nbsp;47459 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Properties & <br>Investment Corp. <br>Ltd.<br>| 2378000 | &nbsp;&nbsp;54785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GemPharmatech Co. <br>Ltd., Class A<br>| 10762 | &nbsp;&nbsp;27025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genimous Technology <br>Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp;29202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geovis Technology <br>Co. Ltd., Class A<br>| 5687 | &nbsp;&nbsp;57860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. <br>Ltd., Class H<br>| 247000 | &nbsp;&nbsp;576389 |
| \* | GHW International | 20000 | &nbsp;&nbsp;4302 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Giant Biogene Holding <br>Co. Ltd.<br>| 111600 | &nbsp;&nbsp;474887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giantec <br>Semiconductor <br>Corp., Class A<br>| 3119 | &nbsp;&nbsp;82807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginlong Technologies <br>Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp;70428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glarun Technology <br>Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp;37570 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global New Material <br>International <br>Holdings Ltd.<br>| 23000 | &nbsp;&nbsp;26040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GoerTek, Inc., <br>Class A<br>| 36500 | &nbsp;&nbsp;136660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goke Microelectronics <br>Co. Ltd., Class A<br>| 2800 | &nbsp;&nbsp;$57091 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Golden Throat <br>Holdings Group Co. <br>Ltd.<br>| 67500 | &nbsp;&nbsp;27976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldenmax <br>International Group <br>Ltd., Class A<br>| 25200 | &nbsp;&nbsp;92760 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. <br>Ltd., Class H<br>| 297258 | &nbsp;&nbsp;555051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goneo Group Co. <br>Ltd., Class A<br>| 12024 | &nbsp;&nbsp;72317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby <br>International <br>Holdings Ltd.<br>| 381000 | &nbsp;&nbsp;52688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gotion High-tech Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;97313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grace Fabric <br>Technology Co. <br>Ltd., Class A<br>| 2100 | &nbsp;&nbsp;16338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grandblue <br>Environment Co. <br>Ltd., Class A<br>| 13090 | &nbsp;&nbsp;55666 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 54400 | &nbsp;&nbsp;30635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 685000 | &nbsp;&nbsp;1167036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gree Electric <br>Appliances, Inc. of <br>Zhuhai, Class A<br>| 49800 | &nbsp;&nbsp;277474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 42600 | &nbsp;&nbsp;51766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 459000 | &nbsp;&nbsp;656959 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Greentown <br>Management <br>Holdings Co. Ltd.<br>| 249000 | &nbsp;&nbsp;104806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 570000 | &nbsp;&nbsp;331418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Banking <br>Equipment Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;37194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Metrology & Test <br>Group Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;37882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grinm Advanced <br>Materials Co. Ltd., <br>Class A<br>| 5900 | &nbsp;&nbsp;18868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Advertising Group <br>Co. Ltd., Class A<br>| 16100 | &nbsp;&nbsp;28029 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Aofei <br>Data Technology <br>Co. Ltd., Class A<br>| 12499 | &nbsp;&nbsp;$42757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 144400 | &nbsp;&nbsp;79123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Create <br>Century Intelligent <br>Equipment Group <br>Corp. Ltd., Class A<br>| 18200 | &nbsp;&nbsp;23384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. <br>Ltd., Class A<br>| 22800 | &nbsp;&nbsp;58777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongpeng <br>Holdings Co. Ltd., <br>Class A<br>| 28000 | &nbsp;&nbsp;29609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;36729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Ellington <br>Electronics <br>Technology Co. <br>Ltd., Class A<br>| 33300 | &nbsp;&nbsp;54166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Fenghua <br>Advanced <br>Technology Holding <br>Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp;70479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Goworld <br>Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp;16435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Guangzhou Daily <br>Media Co. Ltd., <br>Class A<br>| 35300 | &nbsp;&nbsp;62260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 57300 | &nbsp;&nbsp;29065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Haid <br>Group Co. Ltd., <br>Class A<br>| 27000 | &nbsp;&nbsp;200264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongtu <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 35600 | &nbsp;&nbsp;61928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hoshion <br>Industrial Aluminium <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;29014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Huate <br>Gas Co. Ltd., <br>Class A<br>| 2904 | &nbsp;&nbsp;27526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Investment Ltd.<br>| 622000 | &nbsp;&nbsp;588063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Jia Yuan <br>Technology Shares <br>Co. Ltd., Class A<br>| 5268 | &nbsp;&nbsp;32597 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 7200 | &nbsp;&nbsp;$25456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Land <br>Holdings Ltd.<br>| 164822 | &nbsp;&nbsp;4851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Lingxiao <br>Pump Industry Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;21948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Marubi <br>Biotechnology Co. <br>Ltd., Class A<br>| 4400 | &nbsp;&nbsp;19956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Orient <br>Zirconic Ind Sci & <br>Tech Co. Ltd., <br>Class A<br>| 12000 | &nbsp;&nbsp;23474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Provincial <br>Expressway <br>Development Co. <br>Ltd., Class A<br>| 43621 | &nbsp;&nbsp;76535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Shenglu <br>Telecommunication <br>Tech Co. Ltd., <br>Class A<br>| 26300 | &nbsp;&nbsp;45461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Sirio <br>Pharma Co. Ltd., <br>Class A<br>| 6929 | &nbsp;&nbsp;23372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong South <br>New Media Co. <br>Ltd., Class A<br>| 8000 | &nbsp;&nbsp;52746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong TCL <br>Smart Home <br>Appliances Co. Ltd.<br>| 34100 | &nbsp;&nbsp;49369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Topstar <br>Technology Co. <br>Ltd., Class A<br>| 3000 | &nbsp;&nbsp;13049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 31885 | &nbsp;&nbsp;46023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical <br>Appliances Holdings <br>Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp;55892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Yowant <br>Technology Group <br>Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp;31219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Zhongnan <br>Iron & Steel Co. <br>Ltd., Class A<br>| 91500 | &nbsp;&nbsp;34641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics <br>Co. Ltd., Class A<br>| 46600 | &nbsp;&nbsp;43839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 549500 | &nbsp;&nbsp;154999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Huaxi <br>Nonferrous Metal <br>Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp;143809 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 34950 | &nbsp;&nbsp;$57186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao <br>Group Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;30333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Communications <br>Co. Ltd., Class A<br>| 53625 | &nbsp;&nbsp;31093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Zhongheng Group <br>Co. Ltd., Class A<br>| 143400 | &nbsp;&nbsp;52816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GuangYuYuan <br>Chinese Herbal <br>Medicine Co. Ltd., <br>Class A<br>| 15300 | &nbsp;&nbsp;39576 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Automobile Group <br>Co. Ltd., Class H<br>| 714836 | &nbsp;&nbsp;335620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Baiyun <br>International Airport <br>Co. Ltd., Class A<br>| 38600 | &nbsp;&nbsp;53093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Development <br>Group, Inc., <br>Class A<br>| 74000 | &nbsp;&nbsp;76084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Grandbuy <br>Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp;19054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Great <br>Power Energy & <br>Technology Co. <br>Ltd., Class A<br>| 5300 | &nbsp;&nbsp;34387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haige <br>Communications <br>Group, Inc. Co., <br>Class A<br>| 13800 | &nbsp;&nbsp;34712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haoyang <br>Electronic Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;41537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 13557 | &nbsp;&nbsp;36104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Kingmed <br>Diagnostics Group <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;31280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Lingnan <br>Group Holdings Co. <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;23256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Port Co. <br>Ltd., Class A<br>| 46700 | &nbsp;&nbsp;23931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Restaurant Group <br>Co. Ltd., Class A<br>| 18220 | &nbsp;&nbsp;47405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Sie <br>Consulting Co. Ltd., <br>Class A<br>| 7600 | &nbsp;&nbsp;25151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Tinci <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 9360 | &nbsp;&nbsp;$54793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 14980 | &nbsp;&nbsp;46202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Yuexiu <br>Capital Holdings <br>Group Co. Ltd., <br>Class A<br>| 37746 | &nbsp;&nbsp;55538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhiguang <br>Electric Co. Ltd., <br>Class A<br>| 25000 | &nbsp;&nbsp;46572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 22200 | &nbsp;&nbsp;29445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Sanjin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;27839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Bailing Group <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;7847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Chanhen <br>Chemical Corp., <br>Class A<br>| 8800 | &nbsp;&nbsp;53177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Gas Group <br>Corp. Ltd., Class A<br>| 34900 | &nbsp;&nbsp;35060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Guihang <br>Automotive <br>Components Co. <br>Ltd., Class A<br>| 11100 | &nbsp;&nbsp;23420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Red Star <br>Developing Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;21856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Sanli <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12500 | &nbsp;&nbsp;21538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 67600 | &nbsp;&nbsp;50084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 9930 | &nbsp;&nbsp;20107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhongyida <br>Co. Ltd., Class A<br>| 25600 | &nbsp;&nbsp;48379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;23627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guomai Technologies, <br>Inc., Class A<br>| 14400 | &nbsp;&nbsp;22992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoquan Food <br>Shanghai Co. Ltd., <br>Class H<br>| 80000 | &nbsp;&nbsp;43667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guosen Securities Co. <br>Ltd., Class A<br>| 49412 | &nbsp;&nbsp;89117 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guosheng Securities, <br>Inc., Class A<br>| 11730 | &nbsp;&nbsp;27632 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 375904 | &nbsp;&nbsp;$800098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoyuan Securities <br>Co. Ltd., Class A<br>| 50550 | &nbsp;&nbsp;60710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gushengtang <br>Holdings Ltd.<br>| 72200 | &nbsp;&nbsp;272582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(1179 HK)<br>| 538500 | &nbsp;&nbsp;2586276 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haidilao International <br>Holding Ltd.<br>| 519000 | &nbsp;&nbsp;1058151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (600690 <br>C1), Class A<br>| 40200 | &nbsp;&nbsp;145264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (6690 HK), <br>Class H<br>| 693799 | &nbsp;&nbsp;2287259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hailir Pesticides & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 9380 | &nbsp;&nbsp;19302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Drinda New <br>Energy Technology <br>Co. Ltd., Class A<br>| 8400 | &nbsp;&nbsp;121688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haide Capital <br>Management Co. <br>Ltd., Class A<br>| 36015 | &nbsp;&nbsp;30113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Jinpan Smart <br>Technology Co. <br>Ltd., Class A<br>| 5353 | &nbsp;&nbsp;70190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 103000 | &nbsp;&nbsp;136584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Mining Co. <br>Ltd., Class A<br>| 24200 | &nbsp;&nbsp;43918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Strait Shipping <br>Co. Ltd., Class A<br>| 68500 | &nbsp;&nbsp;104570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haisco <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 4600 | &nbsp;&nbsp;33543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 305000 | &nbsp;&nbsp;943513 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haitong UniTrust <br>International <br>Leasing Co. Ltd., <br>Class H<br>| 460000 | &nbsp;&nbsp;46462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangcha Group Co. <br>Ltd., Class A<br>| 17580 | &nbsp;&nbsp;70133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangxiao Steel <br>Structure Co. Ltd., <br>Class A<br>| 94600 | &nbsp;&nbsp;46694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Advance <br>Gearbox Group Co. <br>Ltd., Class A<br>| 5700 | &nbsp;&nbsp;13575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Binjiang <br>Real Estate Group <br>Co. Ltd., Class A<br>| 41000 | &nbsp;&nbsp;$68474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Chang <br>Chuan Technology <br>Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp;64170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Dptech <br>Technologies Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;26359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Electronic <br>Soul Network <br>Technology Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;15838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou First <br>Applied Material Co. <br>Ltd., Class A<br>| 14372 | &nbsp;&nbsp;35184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou GreatStar <br>Industrial Co. Ltd.<br>| 15700 | &nbsp;&nbsp;77778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Greenda <br>Electronic Materials <br>Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp;28545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 7420 | &nbsp;&nbsp;33085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Honghua <br>Digital Technology <br>Stock Co. Ltd., <br>Class A<br>| 4060 | &nbsp;&nbsp;45151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Huawang <br>New Material <br>Technology Co. <br>Ltd., Class A<br>| 28440 | &nbsp;&nbsp;36175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Iron & <br>Steel Co., Class A<br>| 38300 | &nbsp;&nbsp;49741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 6544 | &nbsp;&nbsp;39985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Onechance <br>Tech Corp., <br>Class A<br>| 6100 | &nbsp;&nbsp;37452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 19100 | &nbsp;&nbsp;85653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 17700 | &nbsp;&nbsp;53447 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou SF <br>Intra-City Industrial <br>Co. Ltd., Class H<br>| 18200 | &nbsp;&nbsp;34400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Shunwang <br>Technology Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;49699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Silan <br>Microelectronics Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;26341 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Sunrise <br>Technology Co. <br>Ltd., Class A<br>| 19500 | &nbsp;&nbsp;$48285 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(3347 HK), Class H<br>| 43300 | &nbsp;&nbsp;305945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Weiguang <br>Electronic Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;26462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Youngsun <br>Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;20604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Zhongtai <br>Cryogenic <br>Technology Corp., <br>Class A<br>| 11200 | &nbsp;&nbsp;49899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han's Laser <br>Technology Industry <br>Group Co. Ltd., <br>Class A<br>| 6600 | &nbsp;&nbsp;45796 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hansoh <br>Pharmaceutical <br>Group Co. Ltd.<br>| 160000 | &nbsp;&nbsp;788507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haohua Chemical <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 9500 | &nbsp;&nbsp;50813 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Bank Co. Ltd., <br>Class H<br>| 873000 | &nbsp;&nbsp;42493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Boshi <br>Automation Co. <br>Ltd., Class A<br>| 17661 | &nbsp;&nbsp;41758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Corp. <br>Jiamusi Electric <br>Machine Co. Ltd., <br>Class A<br>| 23700 | &nbsp;&nbsp;47962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Gloria <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 55500 | &nbsp;&nbsp;27236 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 111900 | &nbsp;&nbsp;56680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 19800 | &nbsp;&nbsp;67881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 77000 | &nbsp;&nbsp;150743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;35740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Construction <br>Group Corp. Ltd., <br>Class H<br>| 7500 | &nbsp;&nbsp;358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Sinopack <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 1960 | &nbsp;&nbsp;$22352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Yangyuan <br>Zhihui Beverage <br>Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp;103231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Jianghang <br>Aircraft Equipment <br>Co. Ltd., Class A<br>| 18667 | &nbsp;&nbsp;37147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Meiya <br>Optoelectronic <br>Technology, Inc., <br>Class A<br>| 17700 | &nbsp;&nbsp;52135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 25800 | &nbsp;&nbsp;51769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heilongjiang <br>Agriculture Co. Ltd., <br>Class A<br>| 31000 | &nbsp;&nbsp;78047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeiLongJiang ZBD <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 21200 | &nbsp;&nbsp;26686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hello Group, Inc., <br>Sponsored ADR<br>| 68471 | &nbsp;&nbsp;466972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Liliang <br>Diamond Co. Ltd., <br>Class A<br>| 12100 | &nbsp;&nbsp;69308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Lingrui <br>Pharmaceutical Co., <br>Class A<br>| 18774 | &nbsp;&nbsp;59358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 41100 | &nbsp;&nbsp;98614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 18100 | &nbsp;&nbsp;55012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shijia Photons <br>Technology Co. <br>Ltd., Class A<br>| 2829 | &nbsp;&nbsp;37484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shuanghui <br>Investment & <br>Development Co. <br>Ltd., Class A<br>| 37559 | &nbsp;&nbsp;138793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 11480 | &nbsp;&nbsp;43486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yicheng New <br>Energy Co. Ltd., <br>Class A<br>| 49700 | &nbsp;&nbsp;35756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 40100 | &nbsp;&nbsp;124743 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongyuan <br>Expressway Co. <br>Ltd., Class A<br>| 59500 | &nbsp;&nbsp;$35029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 320500 | &nbsp;&nbsp;1158551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengbao Co. Ltd., <br>Class A<br>| 22300 | &nbsp;&nbsp;56900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengdian Group <br>DMEGC Magnetics <br>Co. Ltd., Class A<br>| 37500 | &nbsp;&nbsp;108975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengdian Group <br>Tospo Lighting Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;26857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengli Petrochemical <br>Co. Ltd., Class A<br>| 110300 | &nbsp;&nbsp;414087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong Logistics <br>Co. Ltd., Class A<br>| 15800 | &nbsp;&nbsp;23118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong <br>Optic-electric Co. <br>Ltd., Class A<br>| 26100 | &nbsp;&nbsp;131300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengyi Petrochemical <br>Co. Ltd., Class A<br>| 47720 | &nbsp;&nbsp;82934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hesteel Co. Ltd., <br>Class A<br>| 227100 | &nbsp;&nbsp;81773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexing Electrical Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;58086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Technologies Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;20517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hgtech Co. Ltd., <br>Class A<br>| 5100 | &nbsp;&nbsp;56801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hi Sun Technology <br>China Ltd.<br>| 822000 | &nbsp;&nbsp;52556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hiconics Eco-energy <br>Technology Co. <br>Ltd., Class A<br>| 22000 | &nbsp;&nbsp;21904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Templar Tech <br>Ltd., Sponsored <br>ADR<br>| 55937 | &nbsp;&nbsp;162777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Home <br>Appliances Group <br>Co. Ltd., Class H<br>| 165000 | &nbsp;&nbsp;484754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Visual <br>Technology Co. <br>Ltd., Class A<br>| 17700 | &nbsp;&nbsp;63295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitevision Co. Ltd., <br>Class A<br>| 6500 | &nbsp;&nbsp;25465 |
|  | HitGen, Inc., Class A | 6942 | &nbsp;&nbsp;31062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hithink RoyalFlush <br>Information Network <br>Co. Ltd., Class A<br>| 4088 | &nbsp;&nbsp;205296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HLA Group Corp. Ltd., <br>Class A<br>| 102200 | &nbsp;&nbsp;90151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HMT Xiamen New <br>Technical Materials <br>Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp;45897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HNA Technology Co. <br>Ltd., Class A<br>| 64900 | &nbsp;&nbsp;$34546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Homeland Interactive <br>Technology Ltd.<br>| 136000 | &nbsp;&nbsp;23911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongfa Technology <br>Co. Ltd., Class A<br>| 11900 | &nbsp;&nbsp;49111 |
| \* | Honghua Group Ltd. | 1396000 | &nbsp;&nbsp;35907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongli Zhihui Group <br>Co. Ltd., Class A<br>| 29100 | &nbsp;&nbsp;31492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongmian Zhihui <br>Science & <br>Technology <br>Innovation Co. Ltd. <br>Guangzhou<br>| 57500 | &nbsp;&nbsp;33136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongta Securities Co. <br>Ltd., Class A<br>| 18100 | &nbsp;&nbsp;21292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongyuan Green <br>Energy Co. Ltd., <br>Class A<br>| 7690 | &nbsp;&nbsp;30729 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hopson Development <br>Holdings Ltd.<br>| 445162 | &nbsp;&nbsp;198275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 621000 | &nbsp;&nbsp;79451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoymiles Power <br>Electronics, Inc., <br>Class A<br>| 2916 | &nbsp;&nbsp;43249 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hua Hong <br>Semiconductor Ltd., <br>Class H<br>| 118000 | &nbsp;&nbsp;1746246 |
| \*Ω | Hua Medicine | 133000 | &nbsp;&nbsp;51028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaan Securities Co. <br>Ltd., Class A<br>| 66180 | &nbsp;&nbsp;68084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huada Automotive <br>Technology Corp. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;40687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 33500 | &nbsp;&nbsp;53973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadong Medicine <br>Co. Ltd., Class A<br>| 20400 | &nbsp;&nbsp;105896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Chemical Co. <br>Ltd., Class A<br>| 50300 | &nbsp;&nbsp;93195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Microfibre <br>Shanghai <br>Technology Co. <br>Ltd., Class A<br>| 52400 | &nbsp;&nbsp;49632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 28400 | &nbsp;&nbsp;17061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 96000 | &nbsp;&nbsp;47257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huakai Yibai <br>Technology Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;29636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hualan Biological <br>Engineering, Inc., <br>Class A<br>| 23400 | &nbsp;&nbsp;52628 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaming Power <br>Equipment Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;$85680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Novel Co. <br>Ltd., Class A<br>| 19300 | &nbsp;&nbsp;34978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 21000 | &nbsp;&nbsp;38545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huanxi Media Group <br>Ltd.<br>| 380000 | &nbsp;&nbsp;14132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 86950 | &nbsp;&nbsp;70041 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 216000 | &nbsp;&nbsp;515001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huatu Cendes Co. <br>Ltd., Class A<br>| 6480 | &nbsp;&nbsp;72098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxi Securities Co. <br>Ltd., Class A<br>| 29000 | &nbsp;&nbsp;38461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxia Bank Co. Ltd., <br>Class A<br>| 176536 | &nbsp;&nbsp;161080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huayu Automotive <br>Systems Co. Ltd., <br>Class A<br>| 61500 | &nbsp;&nbsp;170207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Broadcasting & <br>Television <br>Information Network <br>Co. Ltd., Class A<br>| 33100 | &nbsp;&nbsp;25756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 54900 | &nbsp;&nbsp;31441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Dinglong Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;44871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Feilihua Quartz <br>Glass Co. Ltd., <br>Class A<br>| 2050 | &nbsp;&nbsp;28365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Huitian New <br>Materials Co. Ltd., <br>Class A<br>| 13400 | &nbsp;&nbsp;24338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20800 | &nbsp;&nbsp;78022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Xingfa <br>Chemicals Group <br>Co. Ltd., Class A<br>| 26100 | &nbsp;&nbsp;152396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;58741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Zhenhua <br>Chemical Co. Ltd., <br>Class A<br>| 18620 | &nbsp;&nbsp;91499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 250900 | &nbsp;&nbsp;110870 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huitongda Network <br>Co. Ltd., Class H<br>| 11000 | &nbsp;&nbsp;14213 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou CEE <br>Technology, Inc., <br>Class A<br>| 16600 | &nbsp;&nbsp;$27344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou Desay Sv <br>Automotive Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;105613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Aihua Group <br>Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp;36645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Corun New <br>Energy Co. Ltd., <br>Class A<br>| 34200 | &nbsp;&nbsp;34474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 99500 | &nbsp;&nbsp;54718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Friendship & <br>Apollo Commercial <br>Co. Ltd., Class A<br>| 30200 | &nbsp;&nbsp;31468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Gold Corp. <br>Ltd., Class A<br>| 19580 | &nbsp;&nbsp;100914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Jiudian <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 17000 | &nbsp;&nbsp;37670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan New Wellful <br>Co. Ltd., Class A<br>| 49800 | &nbsp;&nbsp;42284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan TV & <br>Broadcast <br>Intermediary Co. <br>Ltd., Class A<br>| 37900 | &nbsp;&nbsp;59779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Valin Steel Co. <br>Ltd., Class A<br>| 148900 | &nbsp;&nbsp;133988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Zhongke <br>Electric Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;45421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hundsun <br>Technologies, Inc., <br>Class A<br>| 6000 | &nbsp;&nbsp;26786 |
| # | HUYA, Inc., ADR | 39605 | &nbsp;&nbsp;167925 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 154800 | &nbsp;&nbsp;254233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hytera <br>Communications <br>Corp. Ltd., Class A<br>| 26500 | &nbsp;&nbsp;41373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HyUnion Holding Co. <br>Ltd., Class A<br>| 44700 | &nbsp;&nbsp;56251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAT Automobile <br>Technology Co. <br>Ltd., Class A<br>| 15900 | &nbsp;&nbsp;22221 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;iDreamSky <br>Technology <br>Holdings Ltd.<br>| 463600 | &nbsp;&nbsp;35081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IEIT Systems Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;75701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iflytek Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;53956 |
|  | IKD Co. Ltd., Class A | 31100 | &nbsp;&nbsp;85707 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IMAX China Holding, <br>Inc.<br>| 41000 | &nbsp;&nbsp;$42853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imeik Technology <br>Development Co. <br>Ltd., Class A<br>| 3174 | &nbsp;&nbsp;63823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IMotion Automotive <br>Technology Suzhou <br>Co. Ltd., Class H<br>| 22200 | &nbsp;&nbsp;15542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial & <br>Commercial Bank of <br>China Ltd., Class H<br>| 7174017 | &nbsp;&nbsp;5950821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank Co. <br>Ltd., Class A<br>| 283145 | &nbsp;&nbsp;761813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Securities <br>Co. Ltd., Class A<br>| 84246 | &nbsp;&nbsp;83355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 49800 | &nbsp;&nbsp;50298 |
| \*Ω | Ingdan, Inc. | 183000 | &nbsp;&nbsp;91660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingenic <br>Semiconductor Co. <br>Ltd., Class A<br>| 2200 | &nbsp;&nbsp;45379 |
| \* | Inkeverse Group Ltd. | 276000 | &nbsp;&nbsp;31115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;INKON Life <br>Technology Co. <br>Ltd., Class A<br>| 14100 | &nbsp;&nbsp;23227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inmyshow Digital <br>Technology Group <br>Co. Ltd., Class A<br>| 48600 | &nbsp;&nbsp;53132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>BaoTou Steel Union <br>Co. Ltd., Class A<br>| 184320 | &nbsp;&nbsp;66036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Furui <br>Medical Science <br>Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp;52445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Xingye <br>Silver&Tin Mining <br>Co. Ltd., Class A<br>| 23400 | &nbsp;&nbsp;197254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Yili <br>Industrial Group Co. <br>Ltd., Class A<br>| 74500 | &nbsp;&nbsp;282478 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;InnoCare Pharma <br>Ltd., Class H<br>| 156000 | &nbsp;&nbsp;234042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innuovo Technology <br>Co. Ltd., Class A<br>| 20400 | &nbsp;&nbsp;30343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insigma Technology <br>Co. Ltd., Class A<br>| 18700 | &nbsp;&nbsp;28542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Digital <br>Enterprise <br>Technology Ltd.<br>| 216000 | &nbsp;&nbsp;138404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intco Medical <br>Technology Co. <br>Ltd., Class A<br>| 14680 | &nbsp;&nbsp;88408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 97000 | &nbsp;&nbsp;23346 |
| #\* | iQIYI, Inc., ADR | 194347 | &nbsp;&nbsp;404242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | iRay Group, Class A | 1803 | &nbsp;&nbsp;$30715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IReader Technology <br>Co. Ltd., Class A<br>| 10100 | &nbsp;&nbsp;35830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRICO Display <br>Devices Co. Ltd., <br>Class A<br>| 66900 | &nbsp;&nbsp;64749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;J&T Global Express <br>Ltd.<br>| 596400 | &nbsp;&nbsp;776016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JA Solar Technology <br>Co. Ltd., Class A<br>| 53201 | &nbsp;&nbsp;86548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jade Bird Fire Co. <br>Ltd., Class A<br>| 20880 | &nbsp;&nbsp;33895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jafron Biomedical Co. <br>Ltd., Class A<br>| 10000 | &nbsp;&nbsp;28814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 44600 | &nbsp;&nbsp;61651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jason Furniture <br>Hangzhou Co. Ltd., <br>Class A<br>| 19870 | &nbsp;&nbsp;101228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JC Finance & Tax <br>Interconnect <br>Holdings Ltd., <br>Class A<br>| 13600 | &nbsp;&nbsp;20332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCET Group Co. Ltd., <br>Class A<br>| 30500 | &nbsp;&nbsp;216910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCHX Mining <br>Management Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;96807 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JD Health <br>International, Inc.<br>| 140950 | &nbsp;&nbsp;1134032 |
| \*Ω | JD Logistics, Inc. | 1059400 | &nbsp;&nbsp;1514036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 409097 | &nbsp;&nbsp;5833982 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jenscare Scientific <br>Co. Ltd., Class H<br>| 9600 | &nbsp;&nbsp;9700 |
|  | Jia Yao Holdings Ltd. | 49000 | &nbsp;&nbsp;15509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiajiayue Group Co. <br>Ltd., Class A<br>| 22500 | &nbsp;&nbsp;42147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiang Su Suyan <br>Jingshen Co. Ltd., <br>Class A<br>| 33200 | &nbsp;&nbsp;54957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 21700 | &nbsp;&nbsp;56414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Ankura <br>Intelligent Power <br>Co. Ltd., Class A<br>| 5600 | &nbsp;&nbsp;32668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. <br>Ltd., Class A<br>| 38900 | &nbsp;&nbsp;43084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 20800 | &nbsp;&nbsp;50804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Bojun <br>Industrial <br>Technology Co. <br>Ltd., Class A<br>| 8100 | &nbsp;&nbsp;35342 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Boqian New <br>Materials Stock Co. <br>Ltd., Class A<br>| 3100 | &nbsp;&nbsp;$41520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Broadcasting <br>Cable Information <br>Network Corp. Ltd., <br>Class A<br>| 55900 | &nbsp;&nbsp;35057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changbao <br>Steeltube Co. Ltd., <br>Class A<br>| 34400 | &nbsp;&nbsp;48845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changhai <br>Composite <br>Materials Co. Ltd., <br>Class A<br>| 13700 | &nbsp;&nbsp;32586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 22900 | &nbsp;&nbsp;50801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 73447 | &nbsp;&nbsp;77149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Cnano <br>Technology Co. <br>Ltd., Class A<br>| 4756 | &nbsp;&nbsp;31428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dagang Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;62651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dingsheng <br>New Energy <br>Materials Co. Ltd., <br>Class A<br>| 33800 | &nbsp;&nbsp;82537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Eastern <br>Shenghong Co. <br>Ltd., Class A<br>| 59500 | &nbsp;&nbsp;113198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Expressway <br>Co. Ltd., Class H<br>| 268000 | &nbsp;&nbsp;353582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Financial <br>Leasing Co. Ltd., <br>Class A<br>| 95900 | &nbsp;&nbsp;87893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 57300 | &nbsp;&nbsp;38644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Gian <br>Technology Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;35636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 11280 | &nbsp;&nbsp;27889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guotai <br>International Group <br>Co. Ltd., Class A<br>| 53800 | &nbsp;&nbsp;68390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengli <br>Hydraulic Co. Ltd., <br>Class A<br>| 7426 | &nbsp;&nbsp;115551 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengshun <br>Vinegar Industry <br>Co. Ltd., Class A<br>| 19600 | &nbsp;&nbsp;$22922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongdou <br>Industrial Co. Ltd., <br>Class A<br>| 74500 | &nbsp;&nbsp;25278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongtian <br>Technology Co. <br>Ltd., Class A<br>| 3500 | &nbsp;&nbsp;20540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hoperun <br>Software Co. Ltd., <br>Class A<br>| 3000 | &nbsp;&nbsp;21533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 41100 | &nbsp;&nbsp;38386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huaxicun Co. <br>Ltd., Class A<br>| 24600 | &nbsp;&nbsp;31525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 83500 | &nbsp;&nbsp;54912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jibeier <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 5945 | &nbsp;&nbsp;24336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiejie <br>Microelectronics Co. <br>Ltd., Class A<br>| 10000 | &nbsp;&nbsp;50400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24600 | &nbsp;&nbsp;51314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Leili Motor <br>Co. Ltd., Class A<br>| 4340 | &nbsp;&nbsp;32742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lianyungang <br>Port Co. Ltd., <br>Class A<br>| 46500 | &nbsp;&nbsp;36087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lihua Foods <br>Group Co. Ltd.<br>| 25314 | &nbsp;&nbsp;73272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Linyang <br>Energy Co. Ltd., <br>Class A<br>| 49100 | &nbsp;&nbsp;40693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lopal Tech <br>Group Co. Ltd., <br>Class A<br>| 12500 | &nbsp;&nbsp;32353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nata <br>Opto-electronic <br>Material Co. Ltd., <br>Class A<br>| 7080 | &nbsp;&nbsp;56280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Olive Sensors <br>High-Tech Co. Ltd., <br>Class A<br>| 20700 | &nbsp;&nbsp;28532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific <br>Precision Forging <br>Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp;43698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific Quartz <br>Co. Ltd., Class A<br>| 5200 | &nbsp;&nbsp;29723 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Phoenix <br>Publishing & Media <br>Corp. Ltd., Class A<br>| 46000 | &nbsp;&nbsp;$66774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 48000 | &nbsp;&nbsp;69740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Rainbow <br>Heavy Industries <br>Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp;30231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sanfame <br>Polyester Material <br>Co. Ltd., Class A<br>| 64300 | &nbsp;&nbsp;23562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shemar <br>Electric Co. Ltd., <br>Class A<br>| 6700 | &nbsp;&nbsp;43732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 14000 | &nbsp;&nbsp;34693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shuangxing <br>Color Plastic New <br>Materials Co. Ltd., <br>Class A<br>| 19000 | &nbsp;&nbsp;19183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sidike New <br>Material Science & <br>Technology Co. Ltd. <br>(300806 C2), <br>Class A<br>| 10500 | &nbsp;&nbsp;88557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Soho High <br>Hope Group Corp., <br>Class A<br>| 106800 | &nbsp;&nbsp;52541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sopo <br>Chemical Co., <br>Class A<br>| 27700 | &nbsp;&nbsp;31545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp;54054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu ToLand Alloy <br>Co. Ltd., Class A<br>| 9240 | &nbsp;&nbsp;49543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Transimage <br>Technology Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;24999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Xinquan <br>Automotive Trim <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;111207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yangnong <br>Chemical Co. Ltd., <br>Class A<br>| 8340 | &nbsp;&nbsp;96522 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yinhe <br>Electronics Co. Ltd., <br>Class A<br>| 30500 | &nbsp;&nbsp;34256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yoke <br>Technology Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;59590 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yuyue <br>Medical Equipment <br>& Supply Co. Ltd., <br>Class A<br>| 13300 | &nbsp;&nbsp;$76381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 90800 | &nbsp;&nbsp;59723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhongtian <br>Technology Co. <br>Ltd., Class A<br>| 56800 | &nbsp;&nbsp;182049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 160900 | &nbsp;&nbsp;65089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zongyi Co. <br>Ltd., Class A<br>| 29600 | &nbsp;&nbsp;28620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Bank Co. Ltd., <br>Class H<br>| 339000 | &nbsp;&nbsp;30832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Black Cat <br>Carbon Black Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;27855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 324000 | &nbsp;&nbsp;1935634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Fushine <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 27700 | &nbsp;&nbsp;60314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 73500 | &nbsp;&nbsp;52369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Guotai Group <br>Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp;57870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi <br>Huangshanghuang <br>Group Food Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;19964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Haida <br>Rubber & Plastic <br>Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp;26311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Hengrun <br>Heavy Industries <br>Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp;33547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Jianghua <br>Microelectronics <br>Materials Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;42382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jianmin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 3600 | &nbsp;&nbsp;17954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaozuo Wanfang <br>Aluminum <br>Manufacturing Co. <br>Ltd., Class A<br>| 41600 | &nbsp;&nbsp;79926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayin Group, Inc., <br>ADR<br>| 6895 | &nbsp;&nbsp;45507 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayou International <br>Logistics Co. Ltd., <br>Class A<br>| 28092 | &nbsp;&nbsp;$55728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 99500 | &nbsp;&nbsp;47502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 59600 | &nbsp;&nbsp;41330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Electric Power <br>Co. Ltd., Class A<br>| 31000 | &nbsp;&nbsp;30241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinbei Automotive Co. <br>Ltd., Class A<br>| 33900 | &nbsp;&nbsp;22918 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 1052000 | &nbsp;&nbsp;32319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinduicheng <br>Molybdenum Co. <br>Ltd., Class A<br>| 54200 | &nbsp;&nbsp;158656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinghua <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;27050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, <br>Inc., Class A<br>| 20420 | &nbsp;&nbsp;58937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhong Gas Co. Ltd., <br>Class A<br>| 16136 | &nbsp;&nbsp;52088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JinkoSolar Holding <br>Co. Ltd., ADR<br>| 18413 | &nbsp;&nbsp;471925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlei Technology Co. <br>Ltd., Class A<br>| 9500 | &nbsp;&nbsp;37546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlongyu Group Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;39331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinmao Property <br>Services Co. Ltd.<br>| 97000 | &nbsp;&nbsp;32861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 19800 | &nbsp;&nbsp;51422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinzai Food Group Co. <br>Ltd., Class A<br>| 13000 | &nbsp;&nbsp;21364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinzhou Yongshan <br>Lithium Co. Ltd., <br>Class A<br>| 12700 | &nbsp;&nbsp;20158 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jiumaojiu International <br>Holdings Ltd.<br>| 380000 | &nbsp;&nbsp;103936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiuzhitang Co. Ltd., <br>Class A<br>| 10500 | &nbsp;&nbsp;13327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth <br>Co. Ltd. (300748 <br>C2), Class A<br>| 8920 | &nbsp;&nbsp;48222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth <br>Co. Ltd. (6680 HK), <br>Class H<br>| 16400 | &nbsp;&nbsp;46137 |
|  | JNBY Design Ltd. | 94000 | &nbsp;&nbsp;232404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joincare <br>Pharmaceutical <br>Group Industry Co. <br>Ltd., Class A<br>| 46400 | &nbsp;&nbsp;77920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class A<br>| 11708 | &nbsp;&nbsp;$64015 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class H<br>| 29400 | &nbsp;&nbsp;91491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointo Energy <br>Investment Co. Ltd. <br>Hebei, Class A<br>| 25500 | &nbsp;&nbsp;32013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointown <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 71161 | &nbsp;&nbsp;54484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jolywood Suzhou <br>Sunwatt Co. Ltd., <br>Class A<br>| 28400 | &nbsp;&nbsp;33438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jones Tech PLC, <br>Class A<br>| 7000 | &nbsp;&nbsp;56467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jonjee Hi-Tech <br>Industrial & <br>Commercial Holding <br>Co. Ltd., Class A<br>| 23900 | &nbsp;&nbsp;61406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 12700 | &nbsp;&nbsp;23617 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle <br>Co. Ltd.<br>| 242500 | &nbsp;&nbsp;55624 |
|  | JSTI Group, Class A | 40700 | &nbsp;&nbsp;44662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ju Teng International <br>Holdings Ltd.<br>| 412000 | &nbsp;&nbsp;100021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juewei Food Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;27370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juneyao Airlines Co. <br>Ltd., Class A<br>| 42100 | &nbsp;&nbsp;90995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jutze Intelligent <br>Technology Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;26230 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JW Cayman <br>Therapeutics Co. <br>Ltd.<br>| 61500 | &nbsp;&nbsp;19058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;60143 |
|  | Kanzhun Ltd. | 5500 | &nbsp;&nbsp;51270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBC Corp. Ltd., <br>Class A<br>| 4429 | &nbsp;&nbsp;18094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keboda Technology <br>Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp;41057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 26600 | &nbsp;&nbsp;67767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEDE Numerical <br>Control Co. Ltd., <br>Class A<br>| 2610 | &nbsp;&nbsp;22977 |
| \* | Keep, Inc. | 89100 | &nbsp;&nbsp;42454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keeson Technology <br>Corp. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;20230 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kehua Data Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;$42155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keli Sensing <br>Technology Ningbo <br>Co. Ltd., Class A<br>| 2100 | &nbsp;&nbsp;20183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keshun Waterproof <br>Technologies Co. <br>Ltd., Class A<br>| 25541 | &nbsp;&nbsp;26171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kidswant Children <br>Products Co. Ltd., <br>Class A<br>| 33100 | &nbsp;&nbsp;50999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 330900 | &nbsp;&nbsp;1340927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 474473 | &nbsp;&nbsp;890850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KingClean Electric Co. <br>Ltd., Class A<br>| 13020 | &nbsp;&nbsp;60598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingdee International <br>Software Group Co. <br>Ltd.<br>| 238000 | &nbsp;&nbsp;393109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingfa Sci & Tech Co. <br>Ltd., Class A<br>| 24100 | &nbsp;&nbsp;66162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingnet Network Co. <br>Ltd., Class A<br>| 24300 | &nbsp;&nbsp;87012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsignal Technology <br>Co. Ltd., Class A<br>| 12000 | &nbsp;&nbsp;25647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsoft Cloud <br>Holdings Ltd.<br>| 94000 | &nbsp;&nbsp;83509 |
|  | Kingsoft Corp. Ltd. | 390800 | &nbsp;&nbsp;1499281 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Kintor Pharmaceutical <br>Ltd.<br>| 64500 | &nbsp;&nbsp;23229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konfoong Materials <br>International Co. <br>Ltd., Class A<br>| 3300 | &nbsp;&nbsp;53894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 19100 | &nbsp;&nbsp;34325 |
| Ω | Kuaishou Technology | 673400 | &nbsp;&nbsp;6880199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuang-Chi <br>Technologies Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;24592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 42700 | &nbsp;&nbsp;42057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 2040000 | &nbsp;&nbsp;2090147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Tech Co. Ltd., <br>Class A<br>| 3300 | &nbsp;&nbsp;26429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunming Chuan Jin <br>Nuo Chemical Co. <br>Ltd., Class A<br>| 5100 | &nbsp;&nbsp;21060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Dongwei <br>Technology Co. <br>Ltd., Class A<br>| 3920 | &nbsp;&nbsp;23546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Huguang <br>Auto Harness Co. <br>Ltd., Class A<br>| 10800 | &nbsp;&nbsp;45210 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Kinglai <br>Hygienic Materials <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;$52350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunwu Jiuding <br>Investment Holdings <br>Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp;35605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyland Technology <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;22210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakala Payment Co. <br>Ltd., Class A<br>| 9600 | &nbsp;&nbsp;36346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancy Co. Ltd., <br>Class A<br>| 6700 | &nbsp;&nbsp;18017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landai Technology <br>Group Corp. Ltd., <br>Class A<br>| 14000 | &nbsp;&nbsp;23724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lanzhou LS Heavy <br>Equipment Co. Ltd., <br>Class A<br>| 18400 | &nbsp;&nbsp;27622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 6600 | &nbsp;&nbsp;43589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, <br>Class A<br>| 24715 | &nbsp;&nbsp;54654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 72500 | &nbsp;&nbsp;82004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LB Group Co. Ltd., <br>Class A<br>| 33200 | &nbsp;&nbsp;105865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Paper <br>Manufacturing Ltd.<br>| 462000 | &nbsp;&nbsp;211186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee's Pharmaceutical <br>Holdings Ltd.<br>| 75000 | &nbsp;&nbsp;15447 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 249100 | &nbsp;&nbsp;274897 |
| # | Lenovo Group Ltd. | 2844000 | &nbsp;&nbsp;3204373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lens Technology Co. <br>Ltd., Class A<br>| 58900 | &nbsp;&nbsp;307324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leo Group Co. Ltd., <br>Class A<br>| 27800 | &nbsp;&nbsp;37153 |
|  | Leoch Energy, Inc. | 2220 | &nbsp;&nbsp;18937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leoch International <br>Technology Ltd.<br>| 111000 | &nbsp;&nbsp;9530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lepu Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 15607 | &nbsp;&nbsp;40172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEPU ScienTech <br>Medical Technology <br>Shanghai Co. Ltd., <br>Class H<br>| 6000 | &nbsp;&nbsp;12901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leshan Giantstar <br>Farming & <br>Husbandry Corp. <br>Ltd., Class A<br>| 16800 | &nbsp;&nbsp;42557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levima Advanced <br>Materials Corp., <br>Class A<br>| 14200 | &nbsp;&nbsp;43599 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LexinFintech Holdings <br>Ltd., ADR<br>| 49042 | &nbsp;&nbsp;$139770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leyard Optoelectronic <br>Co. Ltd., Class A<br>| 46400 | &nbsp;&nbsp;46875 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 277100 | &nbsp;&nbsp;2315714 |
|  | Li Ning Co. Ltd. | 832500 | &nbsp;&nbsp;2176969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LianChuang Electronic <br>Technology Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;25140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianhe Chemical <br>Technology Co. <br>Ltd., Class A<br>| 29700 | &nbsp;&nbsp;74939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning <br>Oxiranchem, Inc. <br>(300082 CH), <br>Class A<br>| 23500 | &nbsp;&nbsp;33208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Cheng Da <br>Co. Ltd., Class A<br>| 21500 | &nbsp;&nbsp;38692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Chengda <br>Biotechnology Co. <br>Ltd., Class A<br>| 10988 | &nbsp;&nbsp;41365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Energy <br>Industry Co. Ltd., <br>Class A<br>| 62200 | &nbsp;&nbsp;35492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 580000 | &nbsp;&nbsp;66723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. <br>Ltd., Class A<br>| 31692 | &nbsp;&nbsp;81099 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 1124000 | &nbsp;&nbsp;263258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lijiang Yulong Tourism <br>Co. Ltd., Class A<br>| 18100 | &nbsp;&nbsp;25364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lily Group Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;34162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Linewell Software Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;31076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 174000 | &nbsp;&nbsp;492398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingyi iTech <br>Guangdong Co., <br>Class A<br>| 80700 | &nbsp;&nbsp;169951 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Linklogis, Inc., <br>Class B<br>| 330000 | &nbsp;&nbsp;94445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liuzhou Iron & Steel <br>Co. Ltd., Class A<br>| 47440 | &nbsp;&nbsp;36345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon Pharmaceutical <br>Group, Inc., <br>Class H<br>| 77771 | &nbsp;&nbsp;292663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lizhong Sitong Light <br>Alloys Group Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;54342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LK Technology <br>Holdings Ltd.<br>| 292000 | &nbsp;&nbsp;124714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 26100 | &nbsp;&nbsp;57583 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 763683 | &nbsp;&nbsp;$1004301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longhua Technology <br>Group Luoyang Co. <br>Ltd., Class A<br>| 20300 | &nbsp;&nbsp;29228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LONGi Green Energy <br>Technology Co. <br>Ltd., Class A<br>| 24100 | &nbsp;&nbsp;62012 |
|  | Lonking Holdings Ltd. | 1008000 | &nbsp;&nbsp;413478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lontium <br>Semiconductor <br>Corp., Class A<br>| 2308 | &nbsp;&nbsp;25347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Holdings Co. <br>Ltd.<br>| 46100 | &nbsp;&nbsp;41086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Harvest Co. <br>Ltd., Class A<br>| 4810 | &nbsp;&nbsp;24180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luenmei Quantum Co. <br>Ltd., Class A<br>| 37000 | &nbsp;&nbsp;37398 |
| \*†† | Lumena Newmat | 23400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoniushan Co. Ltd., <br>Class A<br>| 54300 | &nbsp;&nbsp;66106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing <br>Co. Ltd., Class A<br>| 8610 | &nbsp;&nbsp;55526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lushang Freda <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 39700 | &nbsp;&nbsp;42850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxi Chemical Group <br>Co. Ltd., Class A<br>| 48300 | &nbsp;&nbsp;135913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxin Venture Capital <br>Group Co. Ltd., <br>Class A<br>| 11500 | &nbsp;&nbsp;38471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxshare Precision <br>Industry Co. Ltd., <br>Class A<br>| 76318 | &nbsp;&nbsp;565944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luyang Energy-Saving <br>Materials Co. Ltd.<br>| 18900 | &nbsp;&nbsp;36117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lygend Resources & <br>Technology Co. <br>Ltd.-H, Class H<br>| 53200 | &nbsp;&nbsp;172131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura <br>Biotechnology Co. <br>Ltd., Class A<br>| 19500 | &nbsp;&nbsp;34074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malion New Materials <br>Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp;28536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mango Excellent <br>Media Co. Ltd., <br>Class A<br>| 28800 | &nbsp;&nbsp;105507 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maoyan <br>Entertainment<br>| 203918 | &nbsp;&nbsp;191333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maoye Commercial <br>Co. Ltd., Class A<br>| 21700 | &nbsp;&nbsp;20591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marssenger <br>Kitchenware Co. <br>Ltd., Class A<br>| 12300 | &nbsp;&nbsp;20509 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxscend <br>Microelectronics Co. <br>Ltd., Class A<br>| 2100 | &nbsp;&nbsp;$23633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvision Technology <br>Corp., Class A<br>| 7500 | &nbsp;&nbsp;30533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayinglong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 8200 | &nbsp;&nbsp;32365 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medlive Technology <br>Co. Ltd.<br>| 73000 | &nbsp;&nbsp;95715 |
| \*†† | Mega Genomics Ltd. | 14800 | &nbsp;&nbsp;2558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mehow Innovative <br>Ltd., Class A<br>| 13280 | &nbsp;&nbsp;59386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MeiG Smart <br>Technology Co. <br>Ltd., Class A<br>| 3900 | &nbsp;&nbsp;25066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meihua Holdings <br>Group Co. Ltd., <br>Class A<br>| 37900 | &nbsp;&nbsp;60060 |
| Ω | Meitu, Inc. | 332000 | &nbsp;&nbsp;327949 |
| \*Ω | Meituan, Class B | 582960 | &nbsp;&nbsp;7206833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesnac Co. Ltd., <br>Class A<br>| 36300 | &nbsp;&nbsp;43238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 803000 | &nbsp;&nbsp;189967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M-Grass Ecology & <br>Environment Group <br>Co. Ltd., Class A<br>| 42800 | &nbsp;&nbsp;25026 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Microport Cardioflow <br>Medtech Corp.<br>| 358000 | &nbsp;&nbsp;36353 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MicroPort <br>NeuroScientific <br>Corp.<br>| 82797 | &nbsp;&nbsp;124670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microport Scientific <br>Corp.<br>| 146800 | &nbsp;&nbsp;221140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Tech Nanjing <br>Co. Ltd., Class A<br>| 2478 | &nbsp;&nbsp;28413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class A<br>| 57200 | &nbsp;&nbsp;638846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class H<br>| 36900 | &nbsp;&nbsp;404441 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Midea Real Estate <br>Holding Ltd.<br>| 166200 | &nbsp;&nbsp;89579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 7300 | &nbsp;&nbsp;66378 |
| \* | Min Xin Holdings Ltd. | 66000 | &nbsp;&nbsp;27753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yang Smart <br>Energy Group Ltd., <br>Class A<br>| 30678 | &nbsp;&nbsp;102415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yuan Cloud <br>Group Holdings <br>Ltd.<br>| 344000 | &nbsp;&nbsp;137644 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mingfa Group <br>International Co. <br>Ltd.<br>| 374000 | &nbsp;&nbsp;$5401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MINISO Group <br>Holding Ltd.<br>| 147600 | &nbsp;&nbsp;685398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals Capital Co. <br>Ltd., Class A<br>| 51300 | &nbsp;&nbsp;42505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 31100 | &nbsp;&nbsp;61096 |
| \* | Minmetals Land Ltd. | 687644 | &nbsp;&nbsp;86260 |
|  | Minth Group Ltd. | 446000 | &nbsp;&nbsp;2099745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miracle Automation <br>Engineering Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;50755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miracll Chemicals Co. <br>Ltd., Class A<br>| 10100 | &nbsp;&nbsp;26244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MLS Co. Ltd., <br>Class A<br>| 47400 | &nbsp;&nbsp;67316 |
| \* | MMG Ltd. | 2119599 | &nbsp;&nbsp;2744246 |
| \*Ω | Mobvista, Inc. | 214000 | &nbsp;&nbsp;408165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monalisa Group Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;20571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Montage Technology <br>Co. Ltd., Class A<br>| 3845 | &nbsp;&nbsp;100361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. <br>Ltd., Class A<br>| 22380 | &nbsp;&nbsp;51753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu <br>International <br>Holdings Co. Ltd.<br>| 187000 | &nbsp;&nbsp;256598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motic Xiamen Electric <br>Group Co. Ltd., <br>Class A<br>| 5900 | &nbsp;&nbsp;14188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mount Everest Gold <br>Group Co. Ltd.<br>| 84000 | &nbsp;&nbsp;20388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muyuan Foods Co. <br>Ltd., Class A<br>| 96554 | &nbsp;&nbsp;639856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MYS Group Co. Ltd., <br>Class A<br>| 75800 | &nbsp;&nbsp;45460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nancal Technology <br>Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp;50184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanfang Pump <br>Industry Co. Ltd., <br>Class A<br>| 46300 | &nbsp;&nbsp;30546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanhua Futures Co. <br>Ltd., Class A<br>| 18900 | &nbsp;&nbsp;50048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NanJi E-Commerce <br>Co. Ltd., Class A<br>| 89900 | &nbsp;&nbsp;41614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Cosmos <br>Chemical Co. Ltd., <br>Class A<br>| 15820 | &nbsp;&nbsp;31238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp;44362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Iron & Steel <br>Co. Ltd., Class A<br>| 220400 | &nbsp;&nbsp;184559 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 32891 | &nbsp;&nbsp;$44783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 52400 | &nbsp;&nbsp;41730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Securities Co. <br>Ltd., Class A<br>| 52900 | &nbsp;&nbsp;60513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 134800 | &nbsp;&nbsp;71534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Xinjiekou <br>Department Store <br>Co. Ltd., Class A<br>| 44800 | &nbsp;&nbsp;46102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jianghai <br>Capacitor Co. Ltd., <br>Class A<br>| 13300 | &nbsp;&nbsp;58361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jiangshan <br>Agrochemical & <br>Chemical LLC, <br>Class A<br>| 18600 | &nbsp;&nbsp;73407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NARI Technology Co. <br>Ltd., Class A<br>| 78868 | &nbsp;&nbsp;285273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Silicon <br>Industry Group Co. <br>Ltd., Class A<br>| 10831 | &nbsp;&nbsp;34914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Food <br>International <br>Holding Ltd.<br>| 232000 | &nbsp;&nbsp;31232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAURA Technology <br>Group Co. Ltd., <br>Class A<br>| 4190 | &nbsp;&nbsp;286095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NavInfo Co. Ltd., <br>Class A<br>| 23700 | &nbsp;&nbsp;36051 |
| \* | Nayuki Holdings Ltd. | 234500 | &nbsp;&nbsp;32696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBTM New Materials <br>Group Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;48278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 108000 | &nbsp;&nbsp;138907 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;NetEase Cloud Music, <br>Inc.<br>| 12700 | &nbsp;&nbsp;293057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (9999 <br>HK)<br>| 153100 | &nbsp;&nbsp;3969894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (NTES <br>US), ADR<br>| 32121 | &nbsp;&nbsp;4138148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 19000 | &nbsp;&nbsp;28629 |
|  | Neutech Group Ltd. | 143200 | &nbsp;&nbsp;43269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 305800 | &nbsp;&nbsp;2486590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Guomai Digital <br>Culture Co. Ltd., <br>Class A<br>| 21700 | &nbsp;&nbsp;45586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Dairy Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;$32369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Liuhe Co. <br>Ltd., Class A<br>| 63000 | &nbsp;&nbsp;81986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Trend <br>International <br>Logis-Tech Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;23246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neway Valve Suzhou <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;77508 |
| \* | Newborn Town, Inc. | 156000 | &nbsp;&nbsp;229401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newland Digital <br>Technology Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;48650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 448000 | &nbsp;&nbsp;382189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nine Dragons Paper <br>Holdings Ltd.<br>| 775000 | &nbsp;&nbsp;816476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ninestar Corp., <br>Class A<br>| 7791 | &nbsp;&nbsp;23721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo BaoSi Energy <br>Equipment Co. Ltd., <br>Class A<br>| 17700 | &nbsp;&nbsp;19706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 18800 | &nbsp;&nbsp;53041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Changhong <br>Polymer Scientific & <br>Technical, Inc., <br>Class A<br>| 12700 | &nbsp;&nbsp;25834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Exciton <br>Technology Co. <br>Ltd., Class A<br>| 8000 | &nbsp;&nbsp;22297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Haitian <br>Precision Machinery <br>Co. Ltd., Class A<br>| 11000 | &nbsp;&nbsp;31310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 20200 | &nbsp;&nbsp;95996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jifeng Auto <br>Parts Co. Ltd., <br>Class A<br>| 22300 | &nbsp;&nbsp;47473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jintian Copper <br>Group Co. Ltd., <br>Class A<br>| 42300 | &nbsp;&nbsp;72400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Joyson <br>Electronic Corp., <br>Class A<br>| 35893 | &nbsp;&nbsp;144443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Kbe Electrical <br>Technology Co. <br>Ltd., Class A<br>| 4500 | &nbsp;&nbsp;38988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Orient Wires & <br>Cables Co. Ltd., <br>Class A<br>| 6300 | &nbsp;&nbsp;50137 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 16600 | &nbsp;&nbsp;$38291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Ronbay New <br>Energy Technology <br>Co. Ltd., Class A<br>| 6053 | &nbsp;&nbsp;26534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;28506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Solartron <br>Technology Co. <br>Ltd., Class A<br>| 6743 | &nbsp;&nbsp;20114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sunrise Elc <br>Technology Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;25533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Tuopu Group <br>Co. Ltd., Class A<br>| 11525 | &nbsp;&nbsp;119599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 19408 | &nbsp;&nbsp;49985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yongxin Optics <br>Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp;28525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 20600 | &nbsp;&nbsp;41721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Zhoushan Port <br>Co. Ltd., Class A<br>| 63480 | &nbsp;&nbsp;35715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Orient <br>Tantalum Industry <br>Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp;46885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Western <br>Venture Industrial <br>Co. Ltd., Class A<br>| 40700 | &nbsp;&nbsp;30684 |
| \* | NIO, Inc., Class A | 62540 | &nbsp;&nbsp;298152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 16300 | &nbsp;&nbsp;44081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noah Holdings Ltd., <br>Sponsored ADR<br>| 18006 | &nbsp;&nbsp;213551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nongfu Spring Co. <br>Ltd., Class H<br>| 344000 | &nbsp;&nbsp;2109533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 37780 | &nbsp;&nbsp;68469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Chemical <br>Industries Co. Ltd., <br>Class A<br>| 16400 | &nbsp;&nbsp;50682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 62800 | &nbsp;&nbsp;51188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Copper Co. <br>Ltd., Class A<br>| 28000 | &nbsp;&nbsp;77092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Huajin Chemical <br>Industries Co. Ltd., <br>Class A<br>| 61700 | &nbsp;&nbsp;53755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 47200 | &nbsp;&nbsp;61649 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NovaBridge <br>Biosciences, ADR<br>| 23312 | &nbsp;&nbsp;77163 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novoray Corp., <br>Class A<br>| 4538 | &nbsp;&nbsp;$43616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NSFOCUS <br>Technologies Group <br>Co. Ltd., Class A<br>| 19100 | &nbsp;&nbsp;22225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 32300 | &nbsp;&nbsp;31906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NYOCOR Co. Ltd., <br>Class A<br>| 56400 | &nbsp;&nbsp;48436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ocean's King Lighting <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 21000 | &nbsp;&nbsp;22489 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ocumension <br>Therapeutics<br>| 73500 | &nbsp;&nbsp;69512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Offcn Education <br>Technology Co. <br>Ltd., Class A<br>| 82200 | &nbsp;&nbsp;33320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Offshore Oil <br>Engineering Co. <br>Ltd., Class A<br>| 103100 | &nbsp;&nbsp;99041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OFILM Group Co. <br>Ltd., Class A<br>| 42100 | &nbsp;&nbsp;59107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Olympic Circuit <br>Technology Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;77895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OmniVision Integrated <br>Circuits Group, Inc.<br>| 7885 | &nbsp;&nbsp;137629 |
|  | Onewo, Inc., Class H | 104400 | &nbsp;&nbsp;261654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppein Home Group, <br>Inc., Class A<br>| 9163 | &nbsp;&nbsp;80875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Opple Lighting Co. <br>Ltd., Class A<br>| 13901 | &nbsp;&nbsp;40510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OPT Machine Vision <br>Tech Co. Ltd., <br>Class A<br>| 1788 | &nbsp;&nbsp;30905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 109700 | &nbsp;&nbsp;92482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 19500 | &nbsp;&nbsp;24530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 50500 | &nbsp;&nbsp;827350 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 178800 | &nbsp;&nbsp;155705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 42700 | &nbsp;&nbsp;53073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Pearl Group <br>Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp;55361 |
| #\* | OSL Group Ltd. | 42000 | &nbsp;&nbsp;90178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ourpalm Co. Ltd., <br>Class A<br>| 37400 | &nbsp;&nbsp;32548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovctek China, Inc., <br>Class A<br>| 19645 | &nbsp;&nbsp;44686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Securities Co. <br>Ltd., Class A<br>| 34600 | &nbsp;&nbsp;20911 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 33280 | &nbsp;&nbsp;$65548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pangang Group <br>Vanadium Titanium <br>& Resources Co. <br>Ltd., Class A<br>| 103100 | &nbsp;&nbsp;56591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 42380 | &nbsp;&nbsp;41865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PDD Holdings, Inc., <br>ADR<br>| 119904 | &nbsp;&nbsp;12116299 |
| \*Ω | Peijia Medical Ltd. | 129000 | &nbsp;&nbsp;109203 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pengdu Agriculture & <br>Animal Husbandry <br>Co. Ltd., Class A<br>| 235900 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pengxin International <br>Mining Co. Ltd., <br>Class A<br>| 43700 | &nbsp;&nbsp;62930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People.cn Co. Ltd., <br>Class A<br>| 12400 | &nbsp;&nbsp;43610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People's Insurance <br>Co. Group of China <br>Ltd. , Class H<br>| 1812000 | &nbsp;&nbsp;1575589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect World Co. <br>Ltd., Class A<br>| 10200 | &nbsp;&nbsp;27627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Persistence Gold <br>Group Ltd.<br>| 75000 | &nbsp;&nbsp;11760 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Phancy Group Co. <br>Ltd., Class H<br>| 23000 | &nbsp;&nbsp;147422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaBlock <br>Sciences Nanjing, <br>Inc., Class A<br>| 3500 | &nbsp;&nbsp;20769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phenix Optical Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;21647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PhiChem Corp., <br>Class A<br>| 15000 | &nbsp;&nbsp;59933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PICC Property & <br>Casualty Co. Ltd., <br>Class H<br>| 1171582 | &nbsp;&nbsp;2425404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Bank Co. <br>Ltd., Class A<br>| 288500 | &nbsp;&nbsp;449635 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Healthcare & <br>Technology Co. <br>Ltd.<br>| 521909 | &nbsp;&nbsp;961764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Insurance <br>Group Co. of China <br>Ltd., Class H<br>| 1412500 | &nbsp;&nbsp;13101429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Process <br>Systems Co. Ltd., <br>Class A<br>| 8820 | &nbsp;&nbsp;35548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POCO Holding Co. <br>Ltd., Class A<br>| 3660 | &nbsp;&nbsp;41660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Bay Group Co. <br>Ltd., Class A<br>| 73800 | &nbsp;&nbsp;72078 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Developments & <br>Holdings Group Co. <br>Ltd., Class A<br>| 58400 | &nbsp;&nbsp;$57224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 764860 | &nbsp;&nbsp;230308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property <br>Services Co. Ltd., <br>Class H<br>| 67600 | &nbsp;&nbsp;293502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poly Union Chemical <br>Holding Group Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;21412 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pop Mart International <br>Group Ltd.<br>| 119600 | &nbsp;&nbsp;3418951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Porton Pharma <br>Solutions Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;39727 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Postal Savings Bank <br>of China Co. Ltd., <br>Class H<br>| 1776000 | &nbsp;&nbsp;1157956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pou Sheng <br>International <br>Holdings Ltd.<br>| 705687 | &nbsp;&nbsp;41984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Construction <br>Corp. of China Ltd., <br>Class A<br>| 246300 | &nbsp;&nbsp;200641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Tsugami <br>China Corp. Ltd.<br>| 28000 | &nbsp;&nbsp;150122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prinx Chengshan <br>Holdings Ltd.<br>| 89500 | &nbsp;&nbsp;93904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pulike Biological <br>Engineering, Inc., <br>Class A<br>| 10800 | &nbsp;&nbsp;21592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puyang Huicheng <br>Electronic Material <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;22074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PW Medtech Group <br>Ltd.<br>| 317000 | &nbsp;&nbsp;51910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 4094 | &nbsp;&nbsp;35720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 213000 | &nbsp;&nbsp;254072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qfin Holdings, Inc., <br>ADR<br>| 69810 | &nbsp;&nbsp;1085545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qi An Xin Technology <br>Group, Inc., <br>Class A<br>| 6011 | &nbsp;&nbsp;32155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qianhe Condiment & <br>Food Co. Ltd., <br>Class A<br>| 50152 | &nbsp;&nbsp;72857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinchuan Machine <br>Tool & Tool Group <br>Share Co. Ltd., <br>Class A<br>| 19500 | &nbsp;&nbsp;34381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Citymedia <br>Co. Ltd., Class A<br>| 19400 | &nbsp;&nbsp;18852 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 34300 | &nbsp;&nbsp;$136147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Eastsoft <br>Communication <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;27584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gaoce <br>Technology Co. <br>Ltd., Class A<br>| 32967 | &nbsp;&nbsp;67446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;43921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Haier <br>Biomedical Co. Ltd., <br>Class A<br>| 10035 | &nbsp;&nbsp;48146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hanhe Cable <br>Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp;55063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hiron <br>Commercial Cold <br>Chain Co. Ltd., <br>Class A<br>| 13860 | &nbsp;&nbsp;31885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Huicheng <br>Environmental <br>Technology Group <br>Co. Ltd., Class A<br>| 1400 | &nbsp;&nbsp;19703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao NovelBeam <br>Technology Co. <br>Ltd., Class A<br>| 3494 | &nbsp;&nbsp;23829 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 263000 | &nbsp;&nbsp;252775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 54800 | &nbsp;&nbsp;24764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 25320 | &nbsp;&nbsp;74587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao TGOOD <br>Electric Co. Ltd., <br>Class A<br>| 16500 | &nbsp;&nbsp;63860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Topscomm <br>Communication, <br>Inc., Class A<br>| 2000 | &nbsp;&nbsp;2317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Salt Lake <br>Industry Co. Ltd., <br>Class A<br>| 66100 | &nbsp;&nbsp;311870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Queclink Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 12720 | &nbsp;&nbsp;23024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quectel Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 2760 | &nbsp;&nbsp;36601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quick Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;42845 |
| \* | Qunabox Group Ltd. | 10800 | &nbsp;&nbsp;35552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quzhou DFP New <br>Material Group Co. <br>Ltd.<br>| 59200 | &nbsp;&nbsp;$35496 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Radiance Holdings <br>Group Co. Ltd.<br>| 320000 | &nbsp;&nbsp;74381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rainbow Digital <br>Commercial Co. <br>Ltd., Class A<br>| 48600 | &nbsp;&nbsp;40062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Intelligent <br>Computing <br>Technology Group <br>Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp;96351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rayhoo Motor Dies <br>Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp;25804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytron Technology <br>Co. Ltd., Class A<br>| 3918 | &nbsp;&nbsp;63655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realcan <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 47900 | &nbsp;&nbsp;22988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Avenue New <br>Materials Group Co. <br>Ltd., Class A<br>| 4700 | &nbsp;&nbsp;38547 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Red Star Macalline <br>Group Corp. Ltd., <br>Class H<br>| 174607 | &nbsp;&nbsp;29315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 57900 | &nbsp;&nbsp;49921 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;REPT BATTERO <br>Energy Co. Ltd., <br>Class H<br>| 22800 | &nbsp;&nbsp;33660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rianlon Corp., <br>Class A<br>| 10100 | &nbsp;&nbsp;68038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richinfo Technology <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;26036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Risen Energy Co. <br>Ltd., Class A<br>| 14100 | &nbsp;&nbsp;40466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 21900 | &nbsp;&nbsp;43748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 76200 | &nbsp;&nbsp;34758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RoboTechnik <br>Intelligent <br>Technology Co. <br>Ltd., Class A<br>| 800 | &nbsp;&nbsp;43807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockchip Electronics <br>Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp;46692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RongFa Nuclear <br>Equipment Co. Ltd., <br>Class A<br>| 38200 | &nbsp;&nbsp;41030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rongsheng <br>Petrochemical Co. <br>Ltd., Class A<br>| 118300 | &nbsp;&nbsp;251052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Roshow Technology <br>Co. Ltd., Class A<br>| 32700 | &nbsp;&nbsp;40493 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruida Futures Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;$47665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruifeng Power Group <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;23374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 3100 | &nbsp;&nbsp;20656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sai Micro Electronics, <br>Inc., Class A<br>| 11000 | &nbsp;&nbsp;82463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAIC Motor Corp. <br>Ltd., Class A<br>| 63100 | &nbsp;&nbsp;128295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sailun Group Co. Ltd., <br>Class A<br>| 60200 | &nbsp;&nbsp;137234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanan Optoelectronics <br>Co. Ltd., Class A<br>| 39800 | &nbsp;&nbsp;92522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanchuan Wisdom <br>Technology Co. <br>Ltd., Class A<br>| 21800 | &nbsp;&nbsp;22830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanjiang Shopping <br>Club Co. Ltd., <br>Class A<br>| 14000 | &nbsp;&nbsp;33409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanquan Food Co. <br>Ltd., Class A<br>| 20304 | &nbsp;&nbsp;34801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sansteel Minguang <br>Co. Ltd. Fujian, <br>Class A<br>| 57300 | &nbsp;&nbsp;36628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansure Biotech, Inc., <br>Class A<br>| 12674 | &nbsp;&nbsp;37060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanwei Holding Group <br>Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp;36124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 643000 | &nbsp;&nbsp;987834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy Industry <br>Co. Ltd., Class A<br>| 48000 | &nbsp;&nbsp;151429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satellite Chemical Co. <br>Ltd., Class A<br>| 71257 | &nbsp;&nbsp;249610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Capital Co. Ltd., <br>Class A<br>| 48400 | &nbsp;&nbsp;53547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sealand Securities <br>Co. Ltd., Class A<br>| 74500 | &nbsp;&nbsp;45674 |
| #\* | Seazen Group Ltd. | 933333 | &nbsp;&nbsp;311571 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;S-Enjoy Service <br>Group Co. Ltd.<br>| 173000 | &nbsp;&nbsp;11626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seres Group Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;163518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class A<br>| 77167 | &nbsp;&nbsp;416409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SG Micro Corp., <br>Class A<br>| 2210 | &nbsp;&nbsp;24003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Beiyuan <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 68700 | &nbsp;&nbsp;42910 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 54800 | &nbsp;&nbsp;$28567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Fenghuo <br>Electronics Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;32820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 56300 | &nbsp;&nbsp;36979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong BoAn <br>Biotechnology Co. <br>Ltd., Class H<br>| 20600 | &nbsp;&nbsp;22043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui <br>Paper Industrial Co. <br>Ltd., Class A<br>| 36400 | &nbsp;&nbsp;39018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Buchang <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 14718 | &nbsp;&nbsp;36035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dawn <br>Polymer Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;72818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Denghai <br>Seeds Co. Ltd., <br>Class A<br>| 16200 | &nbsp;&nbsp;26281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dongyue <br>Silicone Material <br>Co. Ltd., Class A<br>| 22600 | &nbsp;&nbsp;39760 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Gold <br>Mining Co. Ltd., <br>Class H<br>| 131000 | &nbsp;&nbsp;703991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Haihua Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;21227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Himile <br>Mechanical Science <br>& Technology Co. <br>Ltd., Class A<br>| 9400 | &nbsp;&nbsp;112801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-speed <br>Co. Ltd., Class A<br>| 18900 | &nbsp;&nbsp;27262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 41800 | &nbsp;&nbsp;38070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 49040 | &nbsp;&nbsp;29631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 31800 | &nbsp;&nbsp;91048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Iron & <br>Steel Co. Ltd., <br>Class A<br>| 132100 | &nbsp;&nbsp;31410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jincheng <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;27867 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jinjing <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 51300 | &nbsp;&nbsp;$42011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Linglong <br>Tyre Co. Ltd., <br>Class A<br>| 33300 | &nbsp;&nbsp;72197 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Longda <br>Meishi Co. Ltd., <br>Class A<br>| 31800 | &nbsp;&nbsp;19515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 31100 | &nbsp;&nbsp;41510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Nanshan <br>Aluminum Co. Ltd., <br>Class A<br>| 179300 | &nbsp;&nbsp;188034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 23500 | &nbsp;&nbsp;69149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing <br>& Media Co. Ltd., <br>Class A<br>| 37500 | &nbsp;&nbsp;49608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Sun Paper <br>Industry JSC Ltd., <br>Class A<br>| 70561 | &nbsp;&nbsp;170635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Taihe <br>Technologies Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;16304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;106382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 890000 | &nbsp;&nbsp;569840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong WIT Dyne <br>Health Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;49347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xiantan <br>Group Co. Ltd.<br>| 25500 | &nbsp;&nbsp;23776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Yisheng <br>Livestock & Poultry <br>Breeding Co. Ltd., <br>Class A<br>| 40600 | &nbsp;&nbsp;56280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Acrel Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;25358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AJ Group <br>Co. Ltd., Class A<br>| 81581 | &nbsp;&nbsp;58328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Allist <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 5281 | &nbsp;&nbsp;74894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AtHub Co. <br>Ltd., Class A<br>| 12412 | &nbsp;&nbsp;66806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bailian <br>Group Co. Ltd., <br>Class A<br>| 45300 | &nbsp;&nbsp;59619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baolong <br>Automotive Corp., <br>Class A<br>| 9800 | &nbsp;&nbsp;$51749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosight <br>Software Co. Ltd., <br>Class A<br>| 15785 | &nbsp;&nbsp;51860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosteel <br>Packaging Co. Ltd., <br>Class A<br>| 48100 | &nbsp;&nbsp;41937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Belling Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;17978 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bio-heart <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 13700 | &nbsp;&nbsp;9199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai BOCHU <br>Electronic <br>Technology Corp. <br>Ltd., Class A<br>| 1149 | &nbsp;&nbsp;25037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright Meat <br>Group Co. Ltd., <br>Class A<br>| 27900 | &nbsp;&nbsp;26610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chicmax <br>Cosmetic Co. Ltd., <br>Class H<br>| 20200 | &nbsp;&nbsp;175007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Chinafortune Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;34711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chlor-Alkali <br>Chemical Co. Ltd., <br>Class A<br>| 21500 | &nbsp;&nbsp;54750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Construction <br>Group Co. Ltd., <br>Class A<br>| 178800 | &nbsp;&nbsp;76646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Daimay <br>Automotive Interior <br>Co. Ltd., Class A<br>| 36549 | &nbsp;&nbsp;53577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Datun <br>Energy Resources <br>Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp;42164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Dazhong <br>Public Utilities <br>Group Co. Ltd., <br>Class H<br>| 98000 | &nbsp;&nbsp;39985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai DZH Ltd., <br>Class A<br>| 11500 | &nbsp;&nbsp;20989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Group Co. Ltd., <br>Class H<br>| 384000 | &nbsp;&nbsp;206291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Environment <br>Group Co. Ltd., <br>Class A<br>| 34392 | &nbsp;&nbsp;42453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fengyuzhu <br>Culture & <br>Technology Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;17097 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fudan <br>Microelectronics <br>Group Co. Ltd., <br>Class H<br>| 40000 | &nbsp;&nbsp;$265111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Fudan-Zhangjiang <br>Bio-Pharmaceutical <br>Co. Ltd., Class H<br>| 81000 | &nbsp;&nbsp;33782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fullhan <br>Microelectronics Co. <br>Ltd., Class A<br>| 3390 | &nbsp;&nbsp;24635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Ganglian <br>E-Commerce <br>Holdings Co. Ltd., <br>Class A<br>| 8232 | &nbsp;&nbsp;34663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gench <br>Education Group <br>Ltd.<br>| 98000 | &nbsp;&nbsp;32621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gentech <br>Co. Ltd., Class A<br>| 6564 | &nbsp;&nbsp;31359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haixin <br>Group Co., Class A<br>| 18300 | &nbsp;&nbsp;20308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Hanbell <br>Precise Machinery <br>Co. Ltd., Class A<br>| 11900 | &nbsp;&nbsp;42535 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haohai <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 13720 | &nbsp;&nbsp;45494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huace <br>Navigation <br>Technology Ltd., <br>Class A<br>| 9100 | &nbsp;&nbsp;50800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huafon <br>Aluminium Corp., <br>Class A<br>| 17700 | &nbsp;&nbsp;66840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Holdings Ltd.<br>| 200000 | &nbsp;&nbsp;383370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Urban Development <br>Group Ltd.<br>| 169400 | &nbsp;&nbsp;6837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai INT Medical <br>Instruments Co. <br>Ltd., Class H<br>| 26800 | &nbsp;&nbsp;106213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai International <br>Airport Co. Ltd., <br>Class A<br>| 8800 | &nbsp;&nbsp;38986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jahwa <br>United Co. Ltd., <br>Class A<br>| 9000 | &nbsp;&nbsp;27099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinjiang <br>International Hotels <br>Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp;71324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinqiao <br>Export Processing <br>Zone Development <br>Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp;$21886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 32200 | &nbsp;&nbsp;28956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kelai <br>Mechatronics <br>Engineering Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;24241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Liangxin <br>Electrical Co. Ltd., <br>Class A<br>| 39200 | &nbsp;&nbsp;59059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lingang <br>Holdings Corp. Ltd., <br>Class A<br>| 39000 | &nbsp;&nbsp;65876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lujiazui <br>Finance & Trade <br>Zone Development <br>Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp;21000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai M&G <br>Stationery, Inc., <br>Class A<br>| 17800 | &nbsp;&nbsp;70905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp;34309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai MicroPort <br>Endovascular <br>MedTech Group Co. <br>Ltd., Class A<br>| 2563 | &nbsp;&nbsp;35062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Milkground <br>Food Tech Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;33174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai New Power <br>Automotive <br>Technology Co. <br>Ltd., Class A<br>| 14500 | &nbsp;&nbsp;18962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pioneer <br>Holding Ltd.<br>| 119000 | &nbsp;&nbsp;34732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pret <br>Composites Co. <br>Ltd., Class A<br>| 18500 | &nbsp;&nbsp;48006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Construction Co. <br>Ltd., Class A<br>| 44500 | &nbsp;&nbsp;50271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Development Bank <br>Co. Ltd., Class A<br>| 236200 | &nbsp;&nbsp;341125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Putailai New <br>Energy Technology <br>Group Co. Ltd.<br>| 22053 | &nbsp;&nbsp;87338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan <br>Cable Co. Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;48402 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai RAAS Blood <br>Products Co. Ltd., <br>Class A<br>| 38700 | &nbsp;&nbsp;$35081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp;26422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 118100 | &nbsp;&nbsp;145939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shibei <br>Hi-Tech Co. Ltd., <br>Class A<br>| 45600 | &nbsp;&nbsp;35866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 48100 | &nbsp;&nbsp;73600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Stonehill <br>Technology Co. <br>Ltd., Class A<br>| 27900 | &nbsp;&nbsp;39259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tongji <br>Science & <br>Technology <br>Industrial Co. Ltd., <br>Class A<br>| 17036 | &nbsp;&nbsp;31994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 65000 | &nbsp;&nbsp;63470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Vital <br>Microtech Co. Ltd.<br>| 13600 | &nbsp;&nbsp;37069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Waigaoqiao <br>Free Trade Zone <br>Group Co. Ltd., <br>Class A<br>| 20800 | &nbsp;&nbsp;31700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yaoji <br>Technology Co. <br>Ltd., Class A<br>| 10200 | &nbsp;&nbsp;38148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yuyuan <br>Tourist Mart Group <br>Co. Ltd., Class A<br>| 60600 | &nbsp;&nbsp;48735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhangjiang <br>High-Tech Park <br>Development Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;35840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries <br>Co. Ltd., Class A<br>| 75600 | &nbsp;&nbsp;55632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 45248 | &nbsp;&nbsp;66571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 63400 | &nbsp;&nbsp;70216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanjin International <br>Gold Co. Ltd., <br>Class A<br>| 41780 | &nbsp;&nbsp;201374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shannon <br>Semiconductor <br>Technology Co. <br>Ltd., Class A<br>| 2100 | &nbsp;&nbsp;$50470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantou Wanshun <br>New Material Group <br>Co. Ltd., Class A<br>| 25300 | &nbsp;&nbsp;21496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 39300 | &nbsp;&nbsp;70032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Guoxin Energy <br>Corp. Ltd., Class A<br>| 65300 | &nbsp;&nbsp;31200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Hi-speed <br>Group Co. Ltd., <br>Class A<br>| 37800 | &nbsp;&nbsp;28980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lu'an <br>Chemical <br>Technology Co. <br>Ltd., Class A<br>| 71000 | &nbsp;&nbsp;32750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Securities Co. <br>Ltd., Class A<br>| 35100 | &nbsp;&nbsp;30562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Taigang <br>Stainless Steel Co. <br>Ltd., Class A<br>| 83500 | &nbsp;&nbsp;62714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Zhendong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 29600 | &nbsp;&nbsp;24394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharetronic Data <br>Technology Co. <br>Ltd., Class A<br>| 3780 | &nbsp;&nbsp;123472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengda Resources <br>Co. Ltd., Class A<br>| 17600 | &nbsp;&nbsp;147567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengyi Technology <br>Co. Ltd., Class A<br>| 12600 | &nbsp;&nbsp;124524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 26700 | &nbsp;&nbsp;34912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shennan Circuits Co. <br>Ltd., Class A<br>| 4540 | &nbsp;&nbsp;151706 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 304000 | &nbsp;&nbsp;121696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenyang Xingqi <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 3841 | &nbsp;&nbsp;38803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Absen <br>Optoelectronic Co. <br>Ltd., Class A<br>| 8900 | &nbsp;&nbsp;25110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Agricultural <br>Power Group Co. <br>Ltd., Class A<br>| 38700 | &nbsp;&nbsp;53994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 58200 | &nbsp;&nbsp;60638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Aisidi Co. <br>Ltd., Class A<br>| 19300 | &nbsp;&nbsp;35527 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Baoming <br>Technology Co. <br>Ltd., Class A<br>| 3100 | &nbsp;&nbsp;$23840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Batian <br>Ecotypic <br>Engineering Co. <br>Ltd., Class A<br>| 29600 | &nbsp;&nbsp;58947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Bingchuan <br>Network Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;32202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen BSC <br>Technology Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;41276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Capchem <br>Technology Co. <br>Ltd., Class A<br>| 6980 | &nbsp;&nbsp;50910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Center <br>Power Tech Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;34064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 28900 | &nbsp;&nbsp;30745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Changhong <br>Technology Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;28123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Click <br>Technology Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;45709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Clou <br>Electronics Co. Ltd., <br>Class A<br>| 20200 | &nbsp;&nbsp;26391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Colibri <br>Technologies Co. <br>Ltd., Class A<br>| 18200 | &nbsp;&nbsp;59477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Comix <br>Group Co. Ltd., <br>Class A<br>| 17900 | &nbsp;&nbsp;20067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Das <br>Intellitech Co. Ltd., <br>Class A<br>| 81600 | &nbsp;&nbsp;33440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 9393 | &nbsp;&nbsp;35193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Dynanonic <br>Co. Ltd., Class A<br>| 10274 | &nbsp;&nbsp;61197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Envicool <br>Technology Co. <br>Ltd., Class A<br>| 5923 | &nbsp;&nbsp;91188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Everwin <br>Precision <br>Technology Co. <br>Ltd., Class A<br>| 9980 | &nbsp;&nbsp;55455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>Expressway Corp. <br>Ltd., Class H<br>| 216000 | &nbsp;&nbsp;207486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Farben <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 6900 | &nbsp;&nbsp;$21919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Feima <br>International Supply <br>Chain Co. Ltd., <br>Class A<br>| 61900 | &nbsp;&nbsp;28024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen FRD <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 7800 | &nbsp;&nbsp;39117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 40500 | &nbsp;&nbsp;40443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 60600 | &nbsp;&nbsp;60091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 23900 | &nbsp;&nbsp;40905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Goodix <br>Technology Co. <br>Ltd., Class A<br>| 2600 | &nbsp;&nbsp;30211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen H&T <br>Intelligent Control <br>Co. Ltd., Class A<br>| 4400 | &nbsp;&nbsp;23760 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 85000 | &nbsp;&nbsp;60084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Honor <br>Electronic Co. Ltd., <br>Class A<br>| 1700 | &nbsp;&nbsp;60522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hopewind <br>Electric Co. Ltd., <br>Class A<br>| 12300 | &nbsp;&nbsp;52594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Inovance <br>Technology Co. <br>Ltd., Class A<br>| 7450 | &nbsp;&nbsp;80113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>International <br>Holdings Ltd.<br>| 545698 | &nbsp;&nbsp;628724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Investment <br>Holdings Bay Area <br>Development Co. <br>Ltd.<br>| 96500 | &nbsp;&nbsp;23106 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Investment <br>Ltd.<br>| 950668 | &nbsp;&nbsp;105967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp;33258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jieshun <br>Science & <br>Technology Industry <br>Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp;21737 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jufei <br>Optoelectronics Co. <br>Ltd., Class A<br>| 65400 | &nbsp;&nbsp;$66649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kaifa <br>Technology Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;71910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kangtai <br>Biological Products <br>Co. Ltd., Class A<br>| 15460 | &nbsp;&nbsp;34771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kedali <br>Industry Co. Ltd., <br>Class A<br>| 3600 | &nbsp;&nbsp;80027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingdom <br>Sci-Tech Co. Ltd., <br>Class A<br>| 9200 | &nbsp;&nbsp;20550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingkey <br>Smart Agriculture <br>Times Co. Ltd., <br>Class A<br>| 35633 | &nbsp;&nbsp;93483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kinwong <br>Electronic Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;102373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kstar <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;41973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 24100 | &nbsp;&nbsp;41068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer <br>Co. Ltd., Class A<br>| 46673 | &nbsp;&nbsp;72990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Lifotronic <br>Technology Co. <br>Ltd., Class A<br>| 20593 | &nbsp;&nbsp;40752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Longtech <br>Smart Control Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;16087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. <br>Ltd., Class A<br>| 19400 | &nbsp;&nbsp;34230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Mindray <br>Bio-Medical <br>Electronics Co. Ltd., <br>Class A<br>| 13500 | &nbsp;&nbsp;367449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 79318 | &nbsp;&nbsp;110590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Neptunus <br>Bioengineering Co. <br>Ltd., Class A<br>| 52500 | &nbsp;&nbsp;27848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Industries <br>Biomedical <br>Engineering Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;67460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Nanshan Holding <br>Group Co. Ltd., <br>Class A<br>| 65600 | &nbsp;&nbsp;$28592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Noposin <br>Crop Science Co. <br>Ltd., Class A<br>| 36400 | &nbsp;&nbsp;60638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Overseas <br>Chinese Town Co. <br>Ltd., Class A<br>| 127900 | &nbsp;&nbsp;50463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Pagoda <br>Industrial Group <br>Corp. Ltd., Class H<br>| 235000 | &nbsp;&nbsp;49639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Qingyi <br>Photomask Ltd., <br>Class A<br>| 6888 | &nbsp;&nbsp;30223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Salubris <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 3787 | &nbsp;&nbsp;25568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SC New <br>Energy Technology <br>Corp., Class A<br>| 9100 | &nbsp;&nbsp;180398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SED <br>Industry Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;42465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SEG Co. <br>Ltd., Class A<br>| 21500 | &nbsp;&nbsp;27892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 20043 | &nbsp;&nbsp;39908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sinexcel <br>Electric Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;46003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunlord <br>Electronics Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;78716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunnypol <br>Optoelectronics Co. <br>Ltd., Class A<br>| 5000 | &nbsp;&nbsp;18547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunway <br>Communication Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;113721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Tagen <br>Group Co. Ltd., <br>Class A<br>| 50200 | &nbsp;&nbsp;27958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topband <br>Co. Ltd., Class A<br>| 22700 | &nbsp;&nbsp;41901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topraysolar <br>Co. Ltd., Class A<br>| 44000 | &nbsp;&nbsp;37368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topway <br>Video <br>Communication Co. <br>Ltd., Class A<br>| 20400 | &nbsp;&nbsp;24533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Transsion <br>Holdings Co. Ltd., <br>Class A<br>| 11212 | &nbsp;&nbsp;93463 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen United <br>Winners Laser Co. <br>Ltd., Class A<br>| 9775 | &nbsp;&nbsp;$41664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Weiguang <br>Biological Products <br>Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp;39761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Woer <br>Heat-Shrinkable <br>Material Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;46201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yan Tian <br>Port Holding Co. <br>Ltd., Class A<br>| 39016 | &nbsp;&nbsp;25718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. <br>Ltd., Class A<br>| 17200 | &nbsp;&nbsp;67782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen YUTO <br>Packaging <br>Technology Co. <br>Ltd., Class A<br>| 19647 | &nbsp;&nbsp;81697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 115200 | &nbsp;&nbsp;125803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou <br>International Group <br>Holdings Ltd.<br>| 252700 | &nbsp;&nbsp;2009813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shida Shinghwa <br>Advanced Material <br>Group Co. Ltd., <br>Class A<br>| 2900 | &nbsp;&nbsp;27858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang Yiling <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11613 | &nbsp;&nbsp;29353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 27690 | &nbsp;&nbsp;62336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiyue Daotian Group <br>Co. Ltd., Class H<br>| 9600 | &nbsp;&nbsp;11063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Century <br>Holdings Ltd.<br>| 24000 | &nbsp;&nbsp;9112 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Shouhang High-Tech <br>Energy Co. Ltd., <br>Class A<br>| 73300 | &nbsp;&nbsp;738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shuangliang <br>Eco-Energy <br>Systems Co. Ltd., <br>Class A<br>| 36800 | &nbsp;&nbsp;47035 |
|  | Shui On Land Ltd. | 1393521 | &nbsp;&nbsp;123100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Baicha <br>Baidao Industrial <br>Co. Ltd., Class H<br>| 109200 | &nbsp;&nbsp;92488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Changhong <br>Electric Co. Ltd., <br>Class A<br>| 46900 | &nbsp;&nbsp;65769 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chengfei <br>Integration <br>Technology Corp., <br>Class A<br>| 12300 | &nbsp;&nbsp;$63962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chuantou <br>Energy Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;53891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Development <br>Lomon Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;35431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Expressway <br>Co. Ltd., Class H<br>| 230000 | &nbsp;&nbsp;164297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Furong <br>Technology Co. <br>Ltd., Class A<br>| 16545 | &nbsp;&nbsp;24397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 31856 | &nbsp;&nbsp;56057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 196200 | &nbsp;&nbsp;71459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Injet Electric <br>Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp;41353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Jiuyuan <br>Yinhai Software Co. <br>Ltd., Class A<br>| 8100 | &nbsp;&nbsp;23055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14800 | &nbsp;&nbsp;65921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun-Biotech <br>Biopharmaceutical <br>Co. Ltd., Class H<br>| 600 | &nbsp;&nbsp;31942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Lutianhua <br>Co. Ltd., Class A<br>| 74800 | &nbsp;&nbsp;51554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan New Energy <br>Power Co. Ltd., <br>Class A<br>| 29600 | &nbsp;&nbsp;52905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Road & <br>Bridge Group Co. <br>Ltd., Class A<br>| 92580 | &nbsp;&nbsp;129328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Teway Food <br>Group Co. Ltd., <br>Class A<br>| 25960 | &nbsp;&nbsp;49410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 10800 | &nbsp;&nbsp;38371 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sihuan <br>Pharmaceutical <br>Holdings Group <br>Ltd.<br>| 1210000 | &nbsp;&nbsp;244515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIM Technology <br>Group Ltd.<br>| 348000 | &nbsp;&nbsp;14306 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 192000 | &nbsp;&nbsp;287459 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sineng Electric Co. <br>Ltd., Class A<br>| 10020 | &nbsp;&nbsp;$53456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino <br>Biopharmaceutical <br>Ltd.<br>| 1307000 | &nbsp;&nbsp;1108997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinocare, Inc., <br>Class A<br>| 15800 | &nbsp;&nbsp;39871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinochem <br>International Corp., <br>Class A<br>| 75180 | &nbsp;&nbsp;50506 |
|  | Sinofert Holdings Ltd. | 1266000 | &nbsp;&nbsp;275457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinofibers Technology <br>Co. Ltd., Class A<br>| 5700 | &nbsp;&nbsp;36393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinolink Securities Co. <br>Ltd., Class A<br>| 49700 | &nbsp;&nbsp;66670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma International <br>Engineering Co., <br>Class A<br>| 68000 | &nbsp;&nbsp;111643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma Science & <br>Technology Co. <br>Ltd., Class A<br>| 17714 | &nbsp;&nbsp;109400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 42800 | &nbsp;&nbsp;40676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;35504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Kantons <br>Holdings Ltd.<br>| 510000 | &nbsp;&nbsp;283093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 1054000 | &nbsp;&nbsp;214695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopep-Allsino Bio <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8321 | &nbsp;&nbsp;43353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 524400 | &nbsp;&nbsp;1399226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 16078 | &nbsp;&nbsp;53063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoseal Holding Co. <br>Ltd., Class A<br>| 7200 | &nbsp;&nbsp;38897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosoft Co. Ltd., <br>Class A<br>| 7820 | &nbsp;&nbsp;21988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 74200 | &nbsp;&nbsp;73829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 22500 | &nbsp;&nbsp;35107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Synergy <br>Hydrogen Energy <br>Technology Jiaxing <br>Co. Ltd., Class H<br>| 17000 | &nbsp;&nbsp;10565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 1031000 | &nbsp;&nbsp;684061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 295500 | &nbsp;&nbsp;1356989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 23586 | &nbsp;&nbsp;$64130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skshu Paint Co. Ltd., <br>Class A<br>| 8372 | &nbsp;&nbsp;68492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworth Digital Co. <br>Ltd., Class A<br>| 21800 | &nbsp;&nbsp;36436 |
| \* | Skyworth Group Ltd. | 166000 | &nbsp;&nbsp;151155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 14600 | &nbsp;&nbsp;45239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snowsky Salt Industry <br>Group Co. Ltd., <br>Class A<br>| 39600 | &nbsp;&nbsp;35297 |
| \* | SOHO China Ltd. | 692800 | &nbsp;&nbsp;47002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soho Holly Futures <br>Co. Ltd., Class H<br>| 40000 | &nbsp;&nbsp;16974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sokan New Materials <br>Group Co. Ltd., <br>Class A<br>| 4228 | &nbsp;&nbsp;22076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solareast Holdings <br>Co. Ltd., Class A<br>| 12400 | &nbsp;&nbsp;17216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 43452 | &nbsp;&nbsp;53342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoscape Medical <br>Corp., Class A<br>| 11230 | &nbsp;&nbsp;44869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SooChow Securities <br>Co. Ltd., Class A<br>| 59610 | &nbsp;&nbsp;82123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;South Manganese <br>Investment Ltd.<br>| 393000 | &nbsp;&nbsp;22871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 28700 | &nbsp;&nbsp;62340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Securities <br>Co. Ltd., Class A<br>| 83700 | &nbsp;&nbsp;55178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;So-Young <br>International, Inc., <br>ADR<br>| 4631 | &nbsp;&nbsp;13152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Hydropower Co. <br>Ltd., Class A<br>| 12000 | &nbsp;&nbsp;23055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spring Airlines Co. <br>Ltd., Class A<br>| 14300 | &nbsp;&nbsp;115642 |
| # | SSY Group Ltd. | 631719 | &nbsp;&nbsp;239262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 36600 | &nbsp;&nbsp;60158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 67500 | &nbsp;&nbsp;72125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StarPower <br>Semiconductor Ltd., <br>Class A<br>| 1920 | &nbsp;&nbsp;30568 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Information <br>& Communication <br>Co. Ltd., Class A<br>| 21800 | &nbsp;&nbsp;$60798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Yingda Co. <br>Ltd., Class A<br>| 33900 | &nbsp;&nbsp;32549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 39700 | &nbsp;&nbsp;73385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumavision <br>Technologies Co. <br>Ltd., Class A<br>| 29100 | &nbsp;&nbsp;25303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 45900 | &nbsp;&nbsp;77074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 1159500 | &nbsp;&nbsp;228592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 470000 | &nbsp;&nbsp;114600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflower <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 27141 | &nbsp;&nbsp;55013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungrow Power <br>Supply Co. Ltd., <br>Class A<br>| 22040 | &nbsp;&nbsp;478806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suning Universal Co. <br>Ltd., Class A<br>| 121700 | &nbsp;&nbsp;40983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Optical <br>Technology Group <br>Co. Ltd.<br>| 278500 | &nbsp;&nbsp;2231777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunresin New <br>Materials Co. Ltd., <br>Class A<br>| 8480 | &nbsp;&nbsp;82005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise Group Co. <br>Ltd., Class A<br>| 48300 | &nbsp;&nbsp;45582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake <br>Pharma Co. Ltd., <br>Class H<br>| 39087 | &nbsp;&nbsp;213697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone <br>Development Co. <br>Ltd., Class A<br>| 11200 | &nbsp;&nbsp;44753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology <br>Co. Ltd., Class A<br>| 22600 | &nbsp;&nbsp;48299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 33300 | &nbsp;&nbsp;54850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunwoda Electronic <br>Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp;24622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suofeiya Home <br>Collection Co. Ltd., <br>Class A<br>| 20320 | &nbsp;&nbsp;43445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUPCON Technology <br>Co. Ltd., Class A<br>| 4509 | &nbsp;&nbsp;54317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. <br>Ltd., Class A<br>| 22700 | &nbsp;&nbsp;45443 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Dongshan <br>Precision <br>Manufacturing Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;$131616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 77300 | &nbsp;&nbsp;41512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Good-Ark <br>Electronics Co. Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;24836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Maxwell <br>Technologies Co. <br>Ltd., Class A<br>| 2400 | &nbsp;&nbsp;107275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou New District <br>Hi-Tech Industrial <br>Co. Ltd., Class A<br>| 41500 | &nbsp;&nbsp;41484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Secote <br>Precision Electronic <br>Co. Ltd., Class A<br>| 9520 | &nbsp;&nbsp;69225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou SLAC <br>Precision <br>Equipment Co. Ltd., <br>Class A<br>| 9300 | &nbsp;&nbsp;19205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Sushi Testing <br>Group Co. Ltd., <br>Class A<br>| 18000 | &nbsp;&nbsp;47391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TFC Optical <br>Communication Co. <br>Ltd., Class A<br>| 7778 | &nbsp;&nbsp;276895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TZTEK <br>Technology Co. <br>Ltd., Class A<br>| 4483 | &nbsp;&nbsp;54622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Veichi Electric <br>Co. Ltd., Class A<br>| 3259 | &nbsp;&nbsp;44257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SVG Optronics Co. <br>Ltd., Class A<br>| 7800 | &nbsp;&nbsp;54703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SY Holdings Group <br>Ltd.<br>| 135000 | &nbsp;&nbsp;200042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symphony Holdings <br>Ltd.<br>| 690000 | &nbsp;&nbsp;126278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SYoung Group Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;34184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiji Computer Corp. <br>Ltd., Class A<br>| 12479 | &nbsp;&nbsp;43438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiyuan Heavy <br>Industry Co. Ltd., <br>Class A<br>| 80300 | &nbsp;&nbsp;28189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tangrenshen Group <br>Co. Ltd., Class A<br>| 58137 | &nbsp;&nbsp;37348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 111730 | &nbsp;&nbsp;68829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 68600 | &nbsp;&nbsp;80939 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sunfar <br>Silicon Industry Co. <br>Ltd., Class A<br>| 8400 | &nbsp;&nbsp;$32147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tansun Technology <br>Co. Ltd., Class A<br>| 11500 | &nbsp;&nbsp;28338 |
| \* | Tanwan, Inc. | 55600 | &nbsp;&nbsp;127043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasly Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 26800 | &nbsp;&nbsp;58236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tayho Advanced <br>Materials Group Co. <br>Ltd., Class A<br>| 27400 | &nbsp;&nbsp;51412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 443666 | &nbsp;&nbsp;682055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Technology <br>Group Corp., <br>Class A<br>| 276460 | &nbsp;&nbsp;193276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Zhonghuan <br>Renewable Energy <br>Technology Co. <br>Ltd., Class A<br>| 34878 | &nbsp;&nbsp;47207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDG Holdings Co. <br>Ltd., Class A<br>| 28900 | &nbsp;&nbsp;56339 |
| \*†† | Tech-Pro, Inc. | 1644000 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tellhow Sci-Tech Co. <br>Ltd., Class A<br>| 30800 | &nbsp;&nbsp;49043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telling <br>Telecommunication <br>Holding Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;20886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ten Pao Group <br>Holdings Ltd.<br>| 172000 | &nbsp;&nbsp;61408 |
|  | Tencent Holdings Ltd. | 611500 | &nbsp;&nbsp;47000991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, ADR<br>| 82600 | &nbsp;&nbsp;1386028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, Class A<br>| 22900 | &nbsp;&nbsp;192208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenfu Cayman <br>Holdings Co. Ltd.<br>| 66000 | &nbsp;&nbsp;25157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three Squirrels, Inc., <br>Class A<br>| 10000 | &nbsp;&nbsp;34333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three's Co. Media <br>Group Co. Ltd., <br>Class A<br>| 7606 | &nbsp;&nbsp;44945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thunder Software <br>Technology Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;34650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 209000 | &nbsp;&nbsp;122626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Lun Gas <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;29946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiande Chemical <br>Holdings Ltd.<br>| 132000 | &nbsp;&nbsp;28281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianfeng Securities <br>Co. Ltd., Class A<br>| 69700 | &nbsp;&nbsp;$41400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 692000 | &nbsp;&nbsp;302303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin 712 <br>Communication & <br>Broadcasting Co. <br>Ltd., Class A<br>| 8000 | &nbsp;&nbsp;22700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Capital <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 130000 | &nbsp;&nbsp;72772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Development <br>Holdings Ltd.<br>| 144000 | &nbsp;&nbsp;49870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 101600 | &nbsp;&nbsp;70610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port <br>Development <br>Holdings Ltd.<br>| 714000 | &nbsp;&nbsp;63972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 18500 | &nbsp;&nbsp;53046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources <br>Recycling Group <br>Co. Ltd., Class A<br>| 79200 | &nbsp;&nbsp;51497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin You Fa Steel <br>Pipe Group Stock <br>Co. Ltd., Class A<br>| 49500 | &nbsp;&nbsp;45081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics Co. <br>Ltd., Class A<br>| 52549 | &nbsp;&nbsp;73359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Battery <br>Group Co. Ltd., <br>Class A<br>| 6417 | &nbsp;&nbsp;31304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Power <br>International Ltd.<br>| 396000 | &nbsp;&nbsp;370578 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 45800 | &nbsp;&nbsp;286008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. <br>Ltd., Class A<br>| 44800 | &nbsp;&nbsp;47680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshan Aluminum <br>Group Co. Ltd., <br>Class A<br>| 94287 | &nbsp;&nbsp;252850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshui Huatian <br>Technology Co. <br>Ltd., Class A<br>| 36502 | &nbsp;&nbsp;79453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Cheezheng <br>Tibetan Medicine <br>Co. Ltd., Class A<br>| 4800 | &nbsp;&nbsp;16531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Huayu Mining <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;41294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Mineral <br>Development Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;31508 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Rhodiola <br>Pharmaceutical <br>Holding Co., <br>Class A<br>| 9490 | &nbsp;&nbsp;$57890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Time Interconnect <br>Technology Ltd.<br>| 229000 | &nbsp;&nbsp;453126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 69635 | &nbsp;&nbsp;52398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tingyi Cayman <br>Islands Holding <br>Corp.<br>| 658000 | &nbsp;&nbsp;997285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titan Wind Energy <br>Suzhou Co. Ltd., <br>Class A<br>| 42500 | &nbsp;&nbsp;48138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TK Group Holdings <br>Ltd.<br>| 102000 | &nbsp;&nbsp;32567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKD Science & <br>Technology Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;29598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 24100 | &nbsp;&nbsp;57069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toly Bread Co. Ltd., <br>Class A<br>| 54000 | &nbsp;&nbsp;42682 |
|  | Tomson Group Ltd. | 213599 | &nbsp;&nbsp;73116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 533600 | &nbsp;&nbsp;1587193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongdao Liepin <br>Group<br>| 108200 | &nbsp;&nbsp;52151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongding <br>Interconnection <br>Information Co. <br>Ltd., Class A<br>| 37400 | &nbsp;&nbsp;42284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TongFu <br>Microelectronics Co. <br>Ltd., Class A<br>| 29600 | &nbsp;&nbsp;222584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 426000 | &nbsp;&nbsp;179795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Dongbao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 30900 | &nbsp;&nbsp;40246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongkun Group Co. <br>Ltd., Class A<br>| 33200 | &nbsp;&nbsp;104422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Jingda <br>Special Magnet <br>Wire Co. Ltd., <br>Class A<br>| 26500 | &nbsp;&nbsp;52577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Nonferrous <br>Metals Group Co. <br>Ltd., Class A<br>| 211305 | &nbsp;&nbsp;247025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongwei Co. Ltd., <br>Class A<br>| 13979 | &nbsp;&nbsp;36596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy <br>Industry Co. Ltd., <br>Class A<br>| 63600 | &nbsp;&nbsp;27348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topchoice Medical <br>Corp., Class A<br>| 3195 | &nbsp;&nbsp;$21146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topsec Technologies <br>Group, Inc., <br>Class A<br>| 28700 | &nbsp;&nbsp;36113 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 919000 | &nbsp;&nbsp;333197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toread Holdings <br>Group Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;33996 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Towngas Smart <br>Energy Co. Ltd.<br>| 324403 | &nbsp;&nbsp;152276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TPV Technology Co. <br>Ltd., Class A<br>| 110500 | &nbsp;&nbsp;40486 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Transcenta Holding <br>Ltd.<br>| 35000 | &nbsp;&nbsp;10654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transfar Zhilian Co. <br>Ltd., Class A<br>| 52400 | &nbsp;&nbsp;50298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 377500 | &nbsp;&nbsp;513416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triangle Tyre Co. Ltd., <br>Class A<br>| 19700 | &nbsp;&nbsp;43804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trina Solar Co. Ltd., <br>Class A<br>| 11923 | &nbsp;&nbsp;32197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(9961 HK)<br>| 29750 | &nbsp;&nbsp;1825924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(TCOM US), ADR<br>| 34794 | &nbsp;&nbsp;2135308 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph New Energy <br>Co. Ltd., Class H<br>| 76000 | &nbsp;&nbsp;37163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Science & <br>Technology Co. <br>Ltd., Class A<br>| 29900 | &nbsp;&nbsp;62428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Truking Technology <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;23548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tsinghua Tongfang <br>Co. Ltd., Class A<br>| 29200 | &nbsp;&nbsp;39130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 18000 | &nbsp;&nbsp;35499 |
| #\*Ω | Tuhu Car, Inc. | 66200 | &nbsp;&nbsp;131952 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tunghsu <br>Optoelectronic <br>Technology Co. <br>Ltd., Class A<br>| 112700 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuniu Corp., <br>Sponsored ADR<br>| 9058 | &nbsp;&nbsp;6044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unigroup Guoxin <br>Microelectronics Co. <br>Ltd., Class A<br>| 3879 | &nbsp;&nbsp;46738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 36000 | &nbsp;&nbsp;40554 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President China <br>Holdings Ltd.<br>| 626966 | &nbsp;&nbsp;635700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unisplendour Corp. <br>Ltd., Class A<br>| 21140 | &nbsp;&nbsp;76056 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Scientific <br>Industrial Shanghai <br>Co. Ltd., Class A<br>| 20027 | &nbsp;&nbsp;$97441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UTour Group Co. Ltd., <br>Class A<br>| 25700 | &nbsp;&nbsp;30001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V V Food & Beverage <br>Co. Ltd., Class A<br>| 49900 | &nbsp;&nbsp;27168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 31400 | &nbsp;&nbsp;77221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 25800 | &nbsp;&nbsp;23386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vcanbio Cell & Gene <br>Engineering Corp. <br>Ltd., Class A<br>| 7800 | &nbsp;&nbsp;28967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Venustech Group, <br>Inc., Class A<br>| 9600 | &nbsp;&nbsp;19573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Giant <br>Technology Huizhou <br>Co. Ltd., Class A<br>| 7500 | &nbsp;&nbsp;282982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viomi Technology Co. <br>Ltd., ADR<br>| 7883 | &nbsp;&nbsp;10484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 176517 | &nbsp;&nbsp;3020206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Visionox Technology, <br>Inc., Class A<br>| 26700 | &nbsp;&nbsp;33380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual China Group <br>Co. Ltd., Class A<br>| 7400 | &nbsp;&nbsp;27976 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vnet Group, Inc., <br>ADR<br>| 50877 | &nbsp;&nbsp;535735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walvax Biotechnology <br>Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp;20725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wanda Film Holding <br>Co. Ltd., Class A<br>| 30100 | &nbsp;&nbsp;51261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 18508 | &nbsp;&nbsp;44925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangsu Science & <br>Technology Co. <br>Ltd., Class A<br>| 20400 | &nbsp;&nbsp;48505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanguo Gold Group <br>Ltd.<br>| 424000 | &nbsp;&nbsp;644203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanhua Chemical <br>Group Co. Ltd., <br>Class A<br>| 50180 | &nbsp;&nbsp;635399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Want Want China <br>Holdings Ltd.<br>| 1813000 | &nbsp;&nbsp;1093429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanxiang Qianchao <br>Co. Ltd., Class A<br>| 27220 | &nbsp;&nbsp;67318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warom Technology, <br>Inc. Co., Class A<br>| 11200 | &nbsp;&nbsp;31544 |
|  | Wasion Holdings Ltd. | 260000 | &nbsp;&nbsp;794042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wasu Media Holding <br>Co. Ltd., Class A<br>| 54100 | &nbsp;&nbsp;67747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (9898 <br>HK), Class A<br>| 9720 | &nbsp;&nbsp;103790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (WB <br>US), Sponsored <br>ADR<br>| 23884 | &nbsp;&nbsp;$252693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 616120 | &nbsp;&nbsp;2088417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu <br>High-Technology <br>Group Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;34138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangtai <br>Airport Equipment <br>Co. Ltd., Class A<br>| 14500 | &nbsp;&nbsp;21904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangwei <br>Composites Co. <br>Ltd., Class A<br>| 13140 | &nbsp;&nbsp;75517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weilong Delicious <br>Global Holdings <br>Ltd.<br>| 96800 | &nbsp;&nbsp;152895 |
| #\*Ω | Weimob, Inc. | 182000 | &nbsp;&nbsp;56260 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WellCell Holdings Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;12150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellhope Foods Co. <br>Ltd., Class A<br>| 33300 | &nbsp;&nbsp;35913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 12000 | &nbsp;&nbsp;35615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wens Foodstuff Group <br>Co. Ltd., Class A<br>| 111200 | &nbsp;&nbsp;249575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wenzhou Yihua <br>Connector Co. Ltd., <br>Class A<br>| 5900 | &nbsp;&nbsp;44427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Mining Co. <br>Ltd., Class A<br>| 48000 | &nbsp;&nbsp;241790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Region Gold <br>Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp;46502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Securities <br>Co. Ltd., Class A<br>| 57204 | &nbsp;&nbsp;65889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western <br>Superconducting <br>Technologies Co. <br>Ltd., Class A<br>| 7196 | &nbsp;&nbsp;87663 |
|  | Wharf Holdings Ltd. | 417000 | &nbsp;&nbsp;1348317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willfar Information <br>Technology Co. <br>Ltd., Class A<br>| 4075 | &nbsp;&nbsp;24010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 18310 | &nbsp;&nbsp;51274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wingtech Technology <br>Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp;56596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winner Medical Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;60150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolong Electric Group <br>Co. Ltd., Class A<br>| 9960 | &nbsp;&nbsp;62979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Union Group, <br>Inc., Class A<br>| 51000 | &nbsp;&nbsp;19877 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Dr. Laser <br>Technology Corp. <br>Ltd., Class A<br>| 4220 | &nbsp;&nbsp;$53423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan East Lake <br>High Technology <br>Group Co. Ltd., <br>Class A<br>| 17200 | &nbsp;&nbsp;27175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Fingu <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;30739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Jingce <br>Electronic Group <br>Co. Ltd., Class A<br>| 1800 | &nbsp;&nbsp;34311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan P&S <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;26592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Raycus Fiber <br>Laser Technologies <br>Co. Ltd., Class A<br>| 9800 | &nbsp;&nbsp;43075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 50978 | &nbsp;&nbsp;46548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuling Motors <br>Holdings Ltd.<br>| 280000 | &nbsp;&nbsp;18584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Kunshan Co. Ltd., <br>Class A<br>| 18430 | &nbsp;&nbsp;184335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wushang Group Co. <br>Ltd., Class A<br>| 23500 | &nbsp;&nbsp;35805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Autowell <br>Technology Co. <br>Ltd., Class A<br>| 9933 | &nbsp;&nbsp;136001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Best Precision <br>Machinery Co. Ltd., <br>Class A<br>| 10370 | &nbsp;&nbsp;36372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton <br>Technology Co. <br>Ltd., Class A<br>| 11900 | &nbsp;&nbsp;39555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Chipown <br>Micro-Electronics <br>Ltd., Class A<br>| 4215 | &nbsp;&nbsp;44436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi DK Electronic <br>Materials Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;73045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Longsheng <br>Technology Co. <br>Ltd., Class A<br>| 4900 | &nbsp;&nbsp;36656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi NCE Power Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;46371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Paike New <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 2600 | &nbsp;&nbsp;40804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 56100 | &nbsp;&nbsp;$47635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 45800 | &nbsp;&nbsp;73906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WuXi XDC Cayman, <br>Inc.<br>| 83000 | &nbsp;&nbsp;666831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Xinje Electric <br>Co. Ltd., Class A<br>| 4700 | &nbsp;&nbsp;37256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XCMG Construction <br>Machinery Co. Ltd., <br>Class A<br>| 194900 | &nbsp;&nbsp;301215 |
|  | XD, Inc. | 76600 | &nbsp;&nbsp;841218 |
|  | XGD, Inc., Class A | 9776 | &nbsp;&nbsp;37429 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 464000 | &nbsp;&nbsp;45613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Amoytop <br>Biotech Co. Ltd., <br>Class A<br>| 4910 | &nbsp;&nbsp;53716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 80900 | &nbsp;&nbsp;81516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen C & D, Inc., <br>Class A<br>| 34200 | &nbsp;&nbsp;46948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Changelight <br>Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp;78306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Faratronic Co. <br>Ltd., Class A<br>| 4500 | &nbsp;&nbsp;70362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Hongxin <br>Electronics <br>Technology Group, <br>Inc., Class A<br>| 4800 | &nbsp;&nbsp;21429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen International <br>Airport Co. Ltd., <br>Class A<br>| 8094 | &nbsp;&nbsp;21392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Intretech, Inc., <br>Class A<br>| 7300 | &nbsp;&nbsp;21052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen ITG Group <br>Corp. Ltd., Class A<br>| 47400 | &nbsp;&nbsp;47688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Jihong <br>Technology Co. <br>Ltd., Class A<br>| 18000 | &nbsp;&nbsp;51355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Kingdomway <br>Group Co., Class A<br>| 22700 | &nbsp;&nbsp;62144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Port <br>Development Co. <br>Ltd., Class A<br>| 22700 | &nbsp;&nbsp;41256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Tungsten Co. <br>Ltd., Class A<br>| 20878 | &nbsp;&nbsp;167752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 70700 | &nbsp;&nbsp;86496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Bright Laser <br>Technologies Co. <br>Ltd., Class A<br>| 2763 | &nbsp;&nbsp;44297 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Manareco New <br>Materials Co. Ltd., <br>Class A<br>| 4830 | &nbsp;&nbsp;$35156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'An Shaangu Power <br>Co. Ltd., Class A<br>| 18800 | &nbsp;&nbsp;28848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Triangle Defense <br>Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp;66914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment <br>Co. Ltd., Class A<br>| 36400 | &nbsp;&nbsp;22418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangcai Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;31757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan Electric <br>Manufacturing Co. <br>Ltd., Class A<br>| 15000 | &nbsp;&nbsp;30863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan <br>Electrochemical <br>Scientific Co. Ltd., <br>Class A<br>| 18800 | &nbsp;&nbsp;37884 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiaomi Corp., <br>Class B<br>| 1441800 | &nbsp;&nbsp;6526407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 44200 | &nbsp;&nbsp;132702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 49000 | &nbsp;&nbsp;47691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhua Winshare <br>Publishing & Media <br>Co. Ltd., Class H<br>| 159000 | &nbsp;&nbsp;222707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhuanet Co. Ltd., <br>Class A<br>| 14820 | &nbsp;&nbsp;53332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 26400 | &nbsp;&nbsp;61985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Joinworld Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;37107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xintai Natural <br>Gas Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;46719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 55100 | &nbsp;&nbsp;69991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Zhongtai <br>Chemical Co. Ltd., <br>Class A<br>| 63300 | &nbsp;&nbsp;63862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 67900 | &nbsp;&nbsp;70968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Richful Lube <br>Additive Co. Ltd., <br>Class A<br>| 7240 | &nbsp;&nbsp;63040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxing Ductile Iron <br>Pipes Co. Ltd., <br>Class A<br>| 77699 | &nbsp;&nbsp;56494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 1226194 | &nbsp;&nbsp;189850 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Solar Holdings <br>Ltd.<br>| 2327095 | &nbsp;&nbsp;$1005867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyu Iron & Steel Co. <br>Ltd., Class A<br>| 78400 | &nbsp;&nbsp;45640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinzhi Group Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;46693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizang Zhufeng <br>Resources Co. Ltd., <br>Class A<br>| 23300 | &nbsp;&nbsp;62714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizi Clean Energy <br>Equipment <br>Manufacturing Co. <br>Ltd., Class A<br>| 16000 | &nbsp;&nbsp;39207 |
| \* | XPeng, Inc., Class A | 87100 | &nbsp;&nbsp;784039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 782608 | &nbsp;&nbsp;514370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xuji Electric Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;61440 |
| \* | Xunlei Ltd., ADR | 27744 | &nbsp;&nbsp;170626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;XXF Group Holdings <br>Ltd.<br>| 10000 | &nbsp;&nbsp;14555 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yadea Group Holdings <br>Ltd.<br>| 503856 | &nbsp;&nbsp;711904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangling Metron New <br>Material, Inc., <br>Class A<br>| 22540 | &nbsp;&nbsp;54971 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint Stock <br>Co. Ltd., Class H<br>| 67500 | &nbsp;&nbsp;716989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzhou Yangjie <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 6800 | &nbsp;&nbsp;84752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankershop Food Co. <br>Ltd., Class A<br>| 4760 | &nbsp;&nbsp;46649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai China Pet <br>Foods Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;37931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Dongcheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;27143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Eddie Precision <br>Machinery Co. Ltd., <br>Class A<br>| 10420 | &nbsp;&nbsp;33210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Jereh Oilfield <br>Services Group Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;226183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YanTai Shuangta <br>Food Co. Ltd., <br>Class A<br>| 29400 | &nbsp;&nbsp;22058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatsen Holding Ltd., <br>ADR<br>| 20551 | &nbsp;&nbsp;87547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD Electronic <br>Technology Co. <br>Ltd., Class A<br>| 4600 | &nbsp;&nbsp;41878 |
| #\* | Yeahka Ltd. | 54400 | &nbsp;&nbsp;55728 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yealink Network <br>Technology Corp. <br>Ltd., Class A<br>| 15179 | &nbsp;&nbsp;$83787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yechiu Metal <br>Recycling China <br>Ltd., Class A<br>| 47600 | &nbsp;&nbsp;31382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yeebo International <br>Holdings Ltd.<br>| 62000 | &nbsp;&nbsp;29506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YGSOFT, Inc., <br>Class A<br>| 49236 | &nbsp;&nbsp;45667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yibin Tianyuan Group <br>Co. Ltd., Class A<br>| 46360 | &nbsp;&nbsp;40361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifeng Pharmacy <br>Chain Co. Ltd., <br>Class A<br>| 22831 | &nbsp;&nbsp;78488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 211000 | &nbsp;&nbsp;397582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yinbang Clad Material <br>Co. Ltd., Class A<br>| 11300 | &nbsp;&nbsp;24219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yindu Kitchen <br>Equipment Co. Ltd., <br>Class A<br>| 18035 | &nbsp;&nbsp;41869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yip's Chemical <br>Holdings Ltd.<br>| 66000 | &nbsp;&nbsp;16337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yiren Digital Ltd., <br>Sponsored ADR<br>| 42115 | &nbsp;&nbsp;167197 |
| Ω | Yixin Group Ltd. | 730500 | &nbsp;&nbsp;265076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 19100 | &nbsp;&nbsp;38637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yizumi Holdings Co. <br>Ltd., Class A<br>| 15900 | &nbsp;&nbsp;59153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. <br>Ltd., Class A<br>| 42000 | &nbsp;&nbsp;105778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonghui Superstores <br>Co. Ltd., Class A<br>| 32200 | &nbsp;&nbsp;20407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yongjin Technology <br>Group Co. Ltd.<br>| 13700 | &nbsp;&nbsp;37907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YongXing Special <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 6399 | &nbsp;&nbsp;45892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 68400 | &nbsp;&nbsp;37265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youcare <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 6828 | &nbsp;&nbsp;23820 |
| #\* | Youdao, Inc., ADR | 7159 | &nbsp;&nbsp;74454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngor Fashion Co. <br>Ltd., Class A<br>| 41200 | &nbsp;&nbsp;43592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngy Co. Ltd., <br>Class A<br>| 4900 | &nbsp;&nbsp;38288 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTO Express Group <br>Co. Ltd., Class A<br>| 58500 | &nbsp;&nbsp;$142059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan Longping <br>High-tech <br>Agriculture Co. Ltd., <br>Class A<br>| 24756 | &nbsp;&nbsp;37408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Property Co. <br>Ltd.<br>| 573058 | &nbsp;&nbsp;333853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Services <br>Group Ltd.<br>| 185000 | &nbsp;&nbsp;57306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Transport <br>Infrastructure Ltd.<br>| 172752 | &nbsp;&nbsp;104576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Forest & <br>Paper Co. Ltd., <br>Class A<br>| 49700 | &nbsp;&nbsp;41005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Xingchang <br>Petro-Chemical Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;25825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (9987 HK)<br>| 64100 | &nbsp;&nbsp;3187218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 48804 | &nbsp;&nbsp;2411894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding <br>Group Co. Ltd., <br>Class A<br>| 65792 | &nbsp;&nbsp;64942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Chihong <br>Zinc&Germanium <br>Co. Ltd., Class A<br>| 63700 | &nbsp;&nbsp;89033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Copper Co. <br>Ltd., Class A<br>| 47700 | &nbsp;&nbsp;178855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy <br>Investment Co. Ltd., <br>Class A<br>| 24500 | &nbsp;&nbsp;41410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy New <br>Material Group Co. <br>Ltd., Class A<br>| 8552 | &nbsp;&nbsp;62748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Nantian <br>Electronics <br>Information Co. <br>Ltd., Class A<br>| 12600 | &nbsp;&nbsp;30573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Tin Co. Ltd., <br>Class A<br>| 38200 | &nbsp;&nbsp;214438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp;26881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Bus Co. Ltd., <br>Class A<br>| 52400 | &nbsp;&nbsp;233190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Heavy <br>Industries Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;25438 |
| \* | Z Fin Ltd. | 30720 | &nbsp;&nbsp;16169 |
| \* | Zai Lab Ltd. 9688 HK | 191800 | &nbsp;&nbsp;318868 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zai Lab Ltd. ZLAB <br>US, ADR<br>| 12088 | &nbsp;&nbsp;200661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zall Smart Commerce <br>Group Ltd.<br>| 734000 | &nbsp;&nbsp;9745 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zangge Mining Co. <br>Ltd., Class A<br>| 3500 | &nbsp;&nbsp;$43442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zanyu Technology <br>Group Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;51500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 143600 | &nbsp;&nbsp;404640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zengame Technology <br>Holding Ltd.<br>| 136000 | &nbsp;&nbsp;41744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zepp Health Corp., <br>ADR<br>| 1341 | &nbsp;&nbsp;24165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangjiagang <br>Guangda Special <br>Material Co. Ltd., <br>Class A<br>| 9996 | &nbsp;&nbsp;32329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangzhou <br>Pientzehuang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;87701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhaojin Mining <br>Industry Co. Ltd., <br>Class H<br>| 465500 | &nbsp;&nbsp;2047352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhe Jiang Li Zi Yuan <br>Food Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;25631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhefu Holding Group <br>Co. Ltd., Class A<br>| 105100 | &nbsp;&nbsp;73492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 22700 | &nbsp;&nbsp;55315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Ausun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20860 | &nbsp;&nbsp;29611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Century <br>Huatong Group Co. <br>Ltd., Class A<br>| 38900 | &nbsp;&nbsp;110464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Cfmoto <br>Power Co. Ltd., <br>Class A<br>| 2300 | &nbsp;&nbsp;83308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Changsheng <br>Sliding Bearings <br>Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp;36885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang China <br>Commodities City <br>Group Co. Ltd., <br>Class A<br>| 37700 | &nbsp;&nbsp;87170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Chint <br>Electrics Co. Ltd., <br>Class A<br>| 36700 | &nbsp;&nbsp;154350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. <br>Ltd., Class A<br>| 100800 | &nbsp;&nbsp;60214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Crystal-Optech Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;$60004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dafeng <br>Industry Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;22678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dahua <br>Technology Co. <br>Ltd., Class A<br>| 30700 | &nbsp;&nbsp;83689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 18200 | &nbsp;&nbsp;40412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dingli <br>Machinery Co. Ltd., <br>Class A<br>| 7840 | &nbsp;&nbsp;63510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dun'An <br>Artificial <br>Environment Co. <br>Ltd., Class A<br>| 31600 | &nbsp;&nbsp;57335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Expressway <br>Co. Ltd., Class H<br>| 553399 | &nbsp;&nbsp;522244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp;66239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Gongdong <br>Medical Technology <br>Co. Ltd., Class A<br>| 7280 | &nbsp;&nbsp;19806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Great <br>Southeast Co. Ltd., <br>Class A<br>| 43600 | &nbsp;&nbsp;21809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie <br>Digital Intelligence <br>& Technology Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;27750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 29100 | &nbsp;&nbsp;60977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailide New <br>Material Co. Ltd., <br>Class A<br>| 45600 | &nbsp;&nbsp;48524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. <br>Co., Class A<br>| 3876 | &nbsp;&nbsp;16834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 40400 | &nbsp;&nbsp;44330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisoar <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 30700 | &nbsp;&nbsp;27948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film <br>& Television Co. <br>Ltd., Class A<br>| 32400 | &nbsp;&nbsp;43181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huahai <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 24810 | &nbsp;&nbsp;56146 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huakang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14600 | &nbsp;&nbsp;$34028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huangma <br>Technology Co. <br>Ltd., Class A<br>| 25700 | &nbsp;&nbsp;61781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huatong <br>Meat Products Co. <br>Ltd., Class A<br>| 28900 | &nbsp;&nbsp;41672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huayou <br>Cobalt Co. Ltd., <br>Class A<br>| 27540 | &nbsp;&nbsp;282746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang International <br>Group Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;19062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 63100 | &nbsp;&nbsp;107401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiecang <br>Linear Motion <br>Technology Co. <br>Ltd., Class A<br>| 8300 | &nbsp;&nbsp;44428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiemei <br>Electronic & <br>Technology Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;31808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jinggong <br>Integration <br>Technology Co. <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;37639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingsheng <br>Mechanical & <br>Electrical Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;76362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingu Co. <br>Ltd., Class A<br>| 27600 | &nbsp;&nbsp;47609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 27120 | &nbsp;&nbsp;66196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang JIULI Hi-tech <br>Metals Co. Ltd., <br>Class A<br>| 20300 | &nbsp;&nbsp;98158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 16400 | &nbsp;&nbsp;43032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jolly <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20500 | &nbsp;&nbsp;50307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Juhua Co. <br>Ltd., Class A<br>| 29500 | &nbsp;&nbsp;166981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Lante Optics <br>Co. Ltd., Class A<br>| 8359 | &nbsp;&nbsp;55458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Longsheng <br>Group Co. Ltd., <br>Class A<br>| 39900 | &nbsp;&nbsp;87406 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 30400 | &nbsp;&nbsp;$65320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Narada <br>Power Source Co. <br>Ltd., Class A<br>| 14200 | &nbsp;&nbsp;30557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang NHU Co. <br>Ltd., Class A<br>| 55176 | &nbsp;&nbsp;221379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient Gene <br>Biotech Co. Ltd., <br>Class A<br>| 6090 | &nbsp;&nbsp;21470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient <br>Holdings Group Co. <br>Ltd., Class A<br>| 41140 | &nbsp;&nbsp;38266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Qianjiang <br>Motorcycle Co. Ltd., <br>Class A<br>| 17500 | &nbsp;&nbsp;39427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 45300 | &nbsp;&nbsp;81969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanhua <br>Intelligent Controls <br>Co. Ltd., Class A<br>| 11940 | &nbsp;&nbsp;87549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanmei <br>Chemical Industry <br>Co. Ltd., Class A<br>| 5500 | &nbsp;&nbsp;54738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 92000 | &nbsp;&nbsp;73386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 63800 | &nbsp;&nbsp;50043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shibao Co. <br>Ltd., Class H<br>| 38000 | &nbsp;&nbsp;27097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shouxiangu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6700 | &nbsp;&nbsp;19748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shuanghuan <br>Driveline Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;31061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Songyuan <br>Automotive Safety <br>Systems Co. Ltd., <br>Class A<br>| 16856 | &nbsp;&nbsp;60032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Southeast <br>Space Frame Co. <br>Ltd., Class A<br>| 25600 | &nbsp;&nbsp;22109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunoren <br>Solar Technology <br>Co. Ltd.<br>| 17400 | &nbsp;&nbsp;24889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunriver <br>Culture Tourism Co. <br>Ltd., Class A<br>| 35000 | &nbsp;&nbsp;33378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Supor Co. <br>Ltd., Class A<br>| 6400 | &nbsp;&nbsp;39775 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 45500 | &nbsp;&nbsp;$60714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8720 | &nbsp;&nbsp;32662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanfeng <br>Auto Wheel Co. <br>Ltd., Class A<br>| 16500 | &nbsp;&nbsp;36473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 39600 | &nbsp;&nbsp;56474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 22800 | &nbsp;&nbsp;54617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wansheng <br>Co. Ltd., Class A<br>| 21800 | &nbsp;&nbsp;38074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weiming <br>Environment <br>Protection Co. Ltd., <br>Class A<br>| 35294 | &nbsp;&nbsp;139808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing <br>Industrial <br>Development Co. <br>Ltd., Class A<br>| 43900 | &nbsp;&nbsp;66017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing New <br>Building Materials <br>Co. Ltd., Class A<br>| 32400 | &nbsp;&nbsp;58061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wolwo <br>Bio-Pharmaceutical <br>Co. Ltd., Class A<br>| 9600 | &nbsp;&nbsp;39386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang XCC Group <br>Co. Ltd., Class A<br>| 2400 | &nbsp;&nbsp;26125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 27740 | &nbsp;&nbsp;51493 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinao <br>Textiles, Inc., <br>Class A<br>| 21700 | &nbsp;&nbsp;28899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinhua <br>Chemical Co. Ltd., <br>Class A<br>| 5600 | &nbsp;&nbsp;23232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yasha <br>Decoration Co. Ltd., <br>Class A<br>| 35500 | &nbsp;&nbsp;21486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yinlun <br>Machinery Co. Ltd., <br>Class A<br>| 15000 | &nbsp;&nbsp;79417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonggui <br>Electric Equipment <br>Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;20645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonghe <br>Refrigerant Co. Ltd., <br>Class A<br>| 14700 | &nbsp;&nbsp;60412 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Zhaolong <br>Interconnect <br>Technology Co. <br>Ltd., Class A<br>| 3840 | &nbsp;&nbsp;$28922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 8000 | &nbsp;&nbsp;79189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhengzhou Coal <br>Industry & Electric <br>Power Co. Ltd., <br>Class A<br>| 39700 | &nbsp;&nbsp;25915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhengzhou GL Tech <br>Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp;35619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. <br>Ltd., Class A<br>| 65200 | &nbsp;&nbsp;49976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zheshang Securities <br>Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp;49421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 22400 | &nbsp;&nbsp;42072 |
| #\* | Zhihu, Inc. | 18100 | &nbsp;&nbsp;22686 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 321200 | &nbsp;&nbsp;684650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongji Innolight Co. <br>Ltd., Class A<br>| 11480 | &nbsp;&nbsp;1066081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongjin Gold Corp. <br>Ltd., Class A<br>| 65000 | &nbsp;&nbsp;328684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongMan Petroleum <br>& Natural Gas <br>Group Corp. Ltd., <br>Class A<br>| 21300 | &nbsp;&nbsp;106495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 45800 | &nbsp;&nbsp;69818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Public <br>Utilities Group Co. <br>Ltd., Class A<br>| 32000 | &nbsp;&nbsp;56897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 303500 | &nbsp;&nbsp;452152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtai Securities <br>Co. Ltd., Class A<br>| 74200 | &nbsp;&nbsp;68236 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtian Financial <br>Group Co. Ltd., <br>Class A<br>| 321400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtong Bus <br>Holding Co. Ltd., <br>Class A<br>| 15400 | &nbsp;&nbsp;25617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongYeDa Electric <br>Co. Ltd., Class A<br>| 15900 | &nbsp;&nbsp;22339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyin Babi Food <br>Co. Ltd., Class A<br>| 4400 | &nbsp;&nbsp;19841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyu Energy <br>Holdings Ltd.<br>| 192455 | &nbsp;&nbsp;70226 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan Bank Co. <br>Ltd., Class H<br>| 386000 | &nbsp;&nbsp;$16321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan <br>Environment-Protection <br>Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;24807 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 390500 | &nbsp;&nbsp;81989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Enpower <br>Electric Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;19092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Huafa <br>Properties Co. Ltd., <br>Class A<br>| 67565 | &nbsp;&nbsp;41426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Port Co. Ltd., <br>Class A<br>| 27500 | &nbsp;&nbsp;21719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 120650 | &nbsp;&nbsp;659683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Hongda <br>Electronics Corp. <br>Ltd., Class A<br>| 7700 | &nbsp;&nbsp;55277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Huarui <br>Precision Cutting <br>Tools Co. Ltd., <br>Class A<br>| 1419 | &nbsp;&nbsp;20094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 63100 | &nbsp;&nbsp;63661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Smelter <br>Group Co. Ltd., <br>Class A<br>| 38600 | &nbsp;&nbsp;124465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Times New <br>Material Technology <br>Co. Ltd., Class A<br>| 36600 | &nbsp;&nbsp;76938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 80700 | &nbsp;&nbsp;68479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJAMP Group Co. <br>Ltd., Class A<br>| 32900 | &nbsp;&nbsp;51748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJMI Environmental <br>Energy Co. Ltd., <br>Class A<br>| 23500 | &nbsp;&nbsp;46489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zkteco Co. Ltd., <br>Class A<br>| 6960 | &nbsp;&nbsp;38164 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zonqing <br>Environmental Ltd.<br>| 24000 | &nbsp;&nbsp;4102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. <br>Ltd., Class H<br>| 390600 | &nbsp;&nbsp;438199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (2057 <br>HK)<br>| 96500 | &nbsp;&nbsp;2130733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (ZTO <br>US), ADR<br>| 37307 | &nbsp;&nbsp;818143 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZWSOFT Co. Ltd. <br>Guangzhou, <br>Class A<br>| 2037 | &nbsp;&nbsp;$20264 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zylox-Tonbridge <br>Medical Technology <br>Co. Ltd., Class H<br>| 27500 | &nbsp;&nbsp;86911 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;522900032 |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |
|  | Almacenes Exito SA | 44340 | &nbsp;&nbsp;61169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa de Valores de <br>Colombia<br>| 3425 | &nbsp;&nbsp;15657 |
|  | Celsia SA | 50950 | &nbsp;&nbsp;72493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 67471 | &nbsp;&nbsp;368663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA CIB <br>US, ADR<br>| 10886 | &nbsp;&nbsp;888842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA <br>CIBEST CB<br>| 28040 | &nbsp;&nbsp;633327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 6941 | &nbsp;&nbsp;117345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Energia Bogota <br>SA ESP<br>| 105732 | &nbsp;&nbsp;93666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interconexion Electrica <br>SA ESP<br>| 21816 | &nbsp;&nbsp;178806 |
|  | Mineros SA | 75622 | &nbsp;&nbsp;392338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Terpel <br>SA<br>| 17881 | &nbsp;&nbsp;95961 |
|  | Promigas SA ESP | 20453 | &nbsp;&nbsp;38063 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;2956330 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |
|  | Komercni Banka AS | 12284 | &nbsp;&nbsp;744374 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Moneta Money Bank <br>AS<br>| 67734 | &nbsp;&nbsp;679802 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC |  | &nbsp;&nbsp;1424176 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial <br>International Bank - <br>Egypt (CIB) (CBKD <br>LI), GDR<br>| 240878 | &nbsp;&nbsp;638026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG Holding SAE <br>(EFGD LI), GDR<br>| 2386 | &nbsp;&nbsp;2386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG Holding SAE <br>(EFGZF US), GDR<br>| 12944 | &nbsp;&nbsp;12944 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp;653356 |
| GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |  |
|  | Aegean Airlines SA | 11758 | &nbsp;&nbsp;208300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aktor SA Holding Co. <br>Technical & Energy <br>Projects<br>| 10491 | &nbsp;&nbsp;134972 |
|  | Alpha Bank SA | 374396 | &nbsp;&nbsp;1792217 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens International <br>Airport SA<br>| 11395 | &nbsp;&nbsp;$152908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens Water Supply <br>& Sewage Co. SA<br>| 9002 | &nbsp;&nbsp;76877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 8695 | &nbsp;&nbsp;133950 |
|  | Avax SA | 16792 | &nbsp;&nbsp;66929 |
|  | Bank of Greece | 8010 | &nbsp;&nbsp;163333 |
|  | Cenergy Holdings SA | 3180 | &nbsp;&nbsp;73053 |
|  | Ellaktor SA | 32777 | &nbsp;&nbsp;53534 |
| # | ElvalHalcor SA | 20995 | &nbsp;&nbsp;115087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurobank SA, <br>Class A<br>| 315815 | &nbsp;&nbsp;1543380 |
|  | Fourlis Holdings SA | 15692 | &nbsp;&nbsp;81912 |
|  | GEK Terna SA | 18066 | &nbsp;&nbsp;711108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic <br>Telecommunications <br>Organization SA<br>| 12628 | &nbsp;&nbsp;236843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 36855 | &nbsp;&nbsp;396643 |
| # | Ideal Holdings SA | 7920 | &nbsp;&nbsp;58197 |
| # | Intracom Holdings SA | 22109 | &nbsp;&nbsp;92323 |
|  | Jumbo SA | 16902 | &nbsp;&nbsp;501159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kri-Kri Milk Industry <br>SA<br>| 1661 | &nbsp;&nbsp;42756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 16185 | &nbsp;&nbsp;135891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metlen Energy & <br>Metals PLC<br>| 19928 | &nbsp;&nbsp;1085036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 25497 | &nbsp;&nbsp;1026585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Greece SA<br>| 59082 | &nbsp;&nbsp;1043072 |
|  | Optima bank SA | 52644 | &nbsp;&nbsp;540303 |
|  | Piraeus Bank SA | 106396 | &nbsp;&nbsp;1073251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 3226 | &nbsp;&nbsp;152328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profile Systems & <br>Software SA<br>| 1903 | &nbsp;&nbsp;17612 |
|  | Quest Holdings SA | 9331 | &nbsp;&nbsp;77884 |
|  | Sarantis SA | 8208 | &nbsp;&nbsp;132006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 7009 | &nbsp;&nbsp;35163 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;11954612 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 931140 | &nbsp;&nbsp;122311 |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |
| \* | 4iG Nyrt | 18019 | &nbsp;&nbsp;221167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANY Security Printing <br>Co.<br>| 2273 | &nbsp;&nbsp;54138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magyar Telekom <br>Telecommunications <br>PLC<br>| 110674 | &nbsp;&nbsp;686566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (Continued) | HUNGARY — (Continued) | HUNGARY — (Continued) |  |
| #\* | MASTERPLAST Nyrt | 1200 | &nbsp;&nbsp;$10041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOL Hungarian Oil & <br>Gas PLC<br>| 69746 | &nbsp;&nbsp;851804 |
|  | Opus Global Nyrt | 61769 | &nbsp;&nbsp;105497 |
|  | OTP Bank Nyrt | 33022 | &nbsp;&nbsp;4155223 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp;6084436 |
| INDIA — (13.4%) | INDIA — (13.4%) | INDIA — (13.4%) |  |
|  | 360 ONE WAM Ltd. | 25876 | &nbsp;&nbsp;317738 |
|  | 3M India Ltd. | 550 | &nbsp;&nbsp;204913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;63 Moons <br>Technologies Ltd.<br>| 11990 | &nbsp;&nbsp;84316 |
|  | Aarti Industries Ltd. | 40043 | &nbsp;&nbsp;162051 |
|  | Aarti Pharmalabs Ltd. | 14254 | &nbsp;&nbsp;117792 |
| \* | Aavas Financiers Ltd. | 17011 | &nbsp;&nbsp;268444 |
|  | ABB India Ltd. | 5131 | &nbsp;&nbsp;310621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelya Solutions <br>India Ltd.<br>| 1695 | &nbsp;&nbsp;23813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 15624 | &nbsp;&nbsp;144594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acutaas Chemicals <br>Ltd.<br>| 5329 | &nbsp;&nbsp;110802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Energy <br>Solutions Ltd.<br>| 47122 | &nbsp;&nbsp;458641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Green Energy <br>Ltd.<br>| 18334 | &nbsp;&nbsp;169893 |
|  | Adani Total Gas Ltd. | 26586 | &nbsp;&nbsp;153015 |
|  | ADF Foods Ltd. | 14496 | &nbsp;&nbsp;27852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 137298 | &nbsp;&nbsp;509131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Fashion & <br>Retail Ltd.<br>| 88098 | &nbsp;&nbsp;63599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 88098 | &nbsp;&nbsp;100792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Sun Life <br>Asset Management <br>Co. Ltd.<br>| 4034 | &nbsp;&nbsp;33547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 16547 | &nbsp;&nbsp;53598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 6449 | &nbsp;&nbsp;13916 |
|  | Aegis Logistics Ltd. | 42751 | &nbsp;&nbsp;335024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroflex Industries <br>Ltd.<br>| 11464 | &nbsp;&nbsp;22193 |
|  | AGI Greenpac Ltd. | 11688 | &nbsp;&nbsp;79509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 8799 | &nbsp;&nbsp;81898 |
|  | AIA Engineering Ltd. | 11010 | &nbsp;&nbsp;479353 |
|  | Ajanta Pharma Ltd. | 17052 | &nbsp;&nbsp;513503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 33835 | &nbsp;&nbsp;55615 |
|  | Akzo Nobel India Ltd. | 3917 | &nbsp;&nbsp;119331 |
|  | Alembic Ltd. | 38303 | &nbsp;&nbsp;38543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 26863 | &nbsp;&nbsp;229462 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkyl Amines <br>Chemicals<br>| 4362 | &nbsp;&nbsp;$74432 |
|  | Allcargo Global Ltd. | 119419 | &nbsp;&nbsp;30209 |
| \* | Allcargo Logistics Ltd. | 220660 | &nbsp;&nbsp;24915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 46962 | &nbsp;&nbsp;428447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 5867 | &nbsp;&nbsp;366197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrutanjan Health <br>Care Ltd.<br>| 2676 | &nbsp;&nbsp;17081 |
|  | Anant Raj Ltd. | 34148 | &nbsp;&nbsp;188698 |
|  | Andhra Sugars Ltd.  | 25805 | &nbsp;&nbsp;19737 |
|  | Angel One Ltd. | 23320 | &nbsp;&nbsp;639229 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Antony Waste <br>Handling Cell Ltd.<br>| 4805 | &nbsp;&nbsp;29148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anup Engineering <br>Ltd.<br>| 2718 | &nbsp;&nbsp;52488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anupam Rasayan <br>India Ltd.<br>| 4218 | &nbsp;&nbsp;57187 |
|  | Apar Industries Ltd. | 7040 | &nbsp;&nbsp;614118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apcotex Industries <br>Ltd.<br>| 5022 | &nbsp;&nbsp;20321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APL Apollo Tubes <br>Ltd.<br>| 36986 | &nbsp;&nbsp;822210 |
|  | Apollo Tyres Ltd. | 188426 | &nbsp;&nbsp;1008862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 103535 | &nbsp;&nbsp;311252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arman Financial <br>Services Ltd.<br>| 1579 | &nbsp;&nbsp;27878 |
|  | Arvind Fashions Ltd. | 29874 | &nbsp;&nbsp;152613 |
|  | Arvind Ltd. | 108271 | &nbsp;&nbsp;370101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arvind SmartSpaces <br>Ltd.<br>| 3774 | &nbsp;&nbsp;21842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 18476 | &nbsp;&nbsp;135296 |
|  | Ashiana Housing Ltd. | 11519 | &nbsp;&nbsp;36850 |
|  | Ashok Leyland Ltd. | 1102600 | &nbsp;&nbsp;2371452 |
| \* | Ashoka Buildcon Ltd. | 95706 | &nbsp;&nbsp;156261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asian Granito India <br>Ltd.<br>| 41106 | &nbsp;&nbsp;30903 |
|  | Asian Paints Ltd. | 26873 | &nbsp;&nbsp;710406 |
|  | Astral Ltd. | 10222 | &nbsp;&nbsp;163312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Pharma <br>India Ltd.<br>| 1166 | &nbsp;&nbsp;108286 |
|  | Atul Ltd. | 4562 | &nbsp;&nbsp;309502 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 51739 | &nbsp;&nbsp;552075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AurionPro Solutions <br>Ltd.<br>| 9272 | &nbsp;&nbsp;91788 |
|  | Automotive Axles Ltd. | 1422 | &nbsp;&nbsp;28921 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avalon Technologies <br>Ltd.<br>| 3316 | &nbsp;&nbsp;31017 |
|  | Avantel Ltd. | 15640 | &nbsp;&nbsp;26264 |
|  | Avanti Feeds Ltd. | 16476 | &nbsp;&nbsp;143322 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avenue Supermarts <br>Ltd.<br>| 7352 | &nbsp;&nbsp;295670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 83077 | &nbsp;&nbsp;$193399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Bank Ltd. (AXSB <br>IN)<br>| 443751 | &nbsp;&nbsp;6603562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AXISCADES <br>Technologies Ltd.<br>| 4408 | &nbsp;&nbsp;59309 |
|  | Bajaj Auto Ltd. | 8745 | &nbsp;&nbsp;912010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 16775 | &nbsp;&nbsp;61985 |
|  | Bajaj Finance Ltd. | 397193 | &nbsp;&nbsp;4022864 |
|  | Bajaj Finserv Ltd. | 46303 | &nbsp;&nbsp;984533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Holdings & <br>Investment Ltd.<br>| 4816 | &nbsp;&nbsp;565186 |
|  | Balaji Amines Ltd. | 2405 | &nbsp;&nbsp;29183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 20605 | &nbsp;&nbsp;516805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 19648 | &nbsp;&nbsp;36792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 58543 | &nbsp;&nbsp;266555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balu Forge Industries <br>Ltd.<br>| 4878 | &nbsp;&nbsp;22503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 39738 | &nbsp;&nbsp;257113 |
| Ω | Bandhan Bank Ltd. | 271783 | &nbsp;&nbsp;457122 |
|  | Bank of Baroda | 181125 | &nbsp;&nbsp;591438 |
|  | Bank of India | 146663 | &nbsp;&nbsp;261867 |
|  | Bank of Maharashtra | 297267 | &nbsp;&nbsp;211927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 1410 | &nbsp;&nbsp;55095 |
|  | BASF India Ltd. | 3875 | &nbsp;&nbsp;153471 |
|  | Bata India Ltd. | 15581 | &nbsp;&nbsp;145786 |
|  | BEML Ltd. | 9058 | &nbsp;&nbsp;177116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berger Paints India <br>Ltd.<br>| 46058 | &nbsp;&nbsp;232089 |
| \* | BF Utilities Ltd. | 5676 | &nbsp;&nbsp;32238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhagiradha Chemicals <br>& Industries Ltd.<br>| 9947 | &nbsp;&nbsp;23145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 46651 | &nbsp;&nbsp;42128 |
|  | Bharat Bijlee Ltd. | 2346 | &nbsp;&nbsp;71704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Petroleum <br>Corp. Ltd.<br>| 210876 | &nbsp;&nbsp;836028 |
|  | Bharat Rasayan Ltd. | 1360 | &nbsp;&nbsp;27616 |
|  | Bharti Airtel Ltd. | 361249 | &nbsp;&nbsp;7748085 |
|  | BirlaNu Ltd. | 1670 | &nbsp;&nbsp;28638 |
|  | Birlasoft Ltd. | 51477 | &nbsp;&nbsp;233682 |
|  | Black Box Ltd. | 15673 | &nbsp;&nbsp;86993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLS International <br>Services Ltd.<br>| 14672 | &nbsp;&nbsp;41282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Dart Express <br>Ltd.<br>| 1527 | &nbsp;&nbsp;91663 |
|  | Blue Star Ltd. | 27097 | &nbsp;&nbsp;538690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 10149 | &nbsp;&nbsp;190216 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Dyeing & <br>Manufacturing Co. <br>Ltd.<br>| 32017 | &nbsp;&nbsp;$40099 |
| \* | Borosil Ltd. | 15289 | &nbsp;&nbsp;41786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Borosil Renewables <br>Ltd.<br>| 12458 | &nbsp;&nbsp;66893 |
|  | Bosch Ltd. | 467 | &nbsp;&nbsp;185486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 36842 | &nbsp;&nbsp;302761 |
| \* | Brightcom Group Ltd. | 497552 | &nbsp;&nbsp;50015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Britannia Industries <br>Ltd.<br>| 20607 | &nbsp;&nbsp;1311784 |
|  | BSE Ltd. | 46218 | &nbsp;&nbsp;1395102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 28509 | &nbsp;&nbsp;45193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campus Activewear <br>Ltd.<br>| 24811 | &nbsp;&nbsp;68151 |
|  | Can Fin Homes Ltd. | 51290 | &nbsp;&nbsp;525142 |
|  | Canara Bank | 461269 | &nbsp;&nbsp;739482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cantabil Retail India <br>Ltd.<br>| 4993 | &nbsp;&nbsp;15981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 19654 | &nbsp;&nbsp;47499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Small Finance <br>Bank Ltd.<br>| 8638 | &nbsp;&nbsp;24108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 32120 | &nbsp;&nbsp;275247 |
|  | Care Ratings Ltd. | 6938 | &nbsp;&nbsp;121277 |
| \* | Cartrade Tech Ltd. | 14105 | &nbsp;&nbsp;405393 |
|  | Carysil Ltd. | 3723 | &nbsp;&nbsp;31989 |
|  | Castrol India Ltd. | 103650 | &nbsp;&nbsp;207481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 36971 | &nbsp;&nbsp;389966 |
|  | CE Info Systems Ltd. | 3463 | &nbsp;&nbsp;49762 |
|  | Ceat Ltd. | 12317 | &nbsp;&nbsp;503174 |
|  | Cello World Ltd. | 4589 | &nbsp;&nbsp;24924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemindia Projects <br>Ltd.<br>| 81758 | &nbsp;&nbsp;566915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Depository <br>Services India Ltd.<br>| 36308 | &nbsp;&nbsp;521427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centum Electronics <br>Ltd.<br>| 1210 | &nbsp;&nbsp;30635 |
|  | Century Enka Ltd. | 5604 | &nbsp;&nbsp;26401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 23303 | &nbsp;&nbsp;203808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 1693 | &nbsp;&nbsp;92163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG Power & Industrial <br>Solutions Ltd.<br>| 105702 | &nbsp;&nbsp;675330 |
|  | Chalet Hotels Ltd. | 22974 | &nbsp;&nbsp;217351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 104020 | &nbsp;&nbsp;502003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chemplast Sanmar <br>Ltd.<br>| 14866 | &nbsp;&nbsp;41583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chennai Petroleum <br>Corp. Ltd.<br>| 12198 | &nbsp;&nbsp;114852 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choice International <br>Ltd.<br>| 15010 | &nbsp;&nbsp;$124669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 41710 | &nbsp;&nbsp;750587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 81658 | &nbsp;&nbsp;1447666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 64286 | &nbsp;&nbsp;293685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 2829 | &nbsp;&nbsp;49708 |
|  | City Union Bank Ltd. | 133340 | &nbsp;&nbsp;435262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clean Science & <br>Technology Ltd.<br>| 11779 | &nbsp;&nbsp;110610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 61791 | &nbsp;&nbsp;212398 |
|  | Coforge Ltd. | 44945 | &nbsp;&nbsp;808579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>India Ltd.<br>| 21892 | &nbsp;&nbsp;501903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Age <br>Management <br>Services Ltd.<br>| 68625 | &nbsp;&nbsp;519427 |
|  | Concord Biotech Ltd. | 4400 | &nbsp;&nbsp;55907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 36688 | &nbsp;&nbsp;200801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 36703 | &nbsp;&nbsp;897052 |
|  | Cosmo First Ltd. | 5699 | &nbsp;&nbsp;37006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman Automation <br>Ltd.<br>| 4715 | &nbsp;&nbsp;375602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess <br>Grameen Ltd.<br>| 28447 | &nbsp;&nbsp;406844 |
|  | CRISIL Ltd. | 5301 | &nbsp;&nbsp;268912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 204411 | &nbsp;&nbsp;493417 |
| \* | CSB Bank Ltd. | 25878 | &nbsp;&nbsp;122500 |
|  | Cummins India Ltd. | 18773 | &nbsp;&nbsp;835522 |
|  | Cyient Ltd. | 27536 | &nbsp;&nbsp;337100 |
| \*Ω | D.P. Abhushan Ltd. | 1724 | &nbsp;&nbsp;23827 |
|  | Dabur India Ltd. | 78020 | &nbsp;&nbsp;429861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dalmia Bharat <br>Refractories Ltd.<br>| 192 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 6005 | &nbsp;&nbsp;45886 |
|  | DB Corp. Ltd. | 34540 | &nbsp;&nbsp;89864 |
|  | DCB Bank Ltd. | 94744 | &nbsp;&nbsp;206360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram Fine <br>Chemicals Ltd.<br>| 11158 | &nbsp;&nbsp;7348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>Industries Ltd.<br>| 11158 | &nbsp;&nbsp;4600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>International Ltd.<br>| 11158 | &nbsp;&nbsp;7348 |
|  | DCM Shriram Ltd. | 12202 | &nbsp;&nbsp;156810 |
|  | Deep Industries Ltd. | 4293 | &nbsp;&nbsp;17346 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 33488 | &nbsp;&nbsp;$387547 |
|  | Deepak Nitrite Ltd. | 17853 | &nbsp;&nbsp;319879 |
| \* | Delhivery Ltd. | 132193 | &nbsp;&nbsp;613033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Devyani International <br>Ltd.<br>| 57654 | &nbsp;&nbsp;73114 |
| \* | Dhanlaxmi Bank Ltd. | 144571 | &nbsp;&nbsp;38047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhanuka Agritech <br>Ltd.<br>| 7284 | &nbsp;&nbsp;88683 |
| \* | Digitide Solutions Ltd. | 28544 | &nbsp;&nbsp;35635 |
| Ω | Dilip Buildcon Ltd. | 16537 | &nbsp;&nbsp;82103 |
| \* | Dish TV India Ltd. | 248974 | &nbsp;&nbsp;9431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 29525 | &nbsp;&nbsp;69750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Divi's Laboratories <br>Ltd.<br>| 9338 | &nbsp;&nbsp;612607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dixon Technologies <br>India Ltd.<br>| 9310 | &nbsp;&nbsp;1057567 |
|  | DLF Ltd. | 53430 | &nbsp;&nbsp;369521 |
|  | Dodla Dairy Ltd. | 6768 | &nbsp;&nbsp;88197 |
|  | Dollar Industries Ltd. | 4718 | &nbsp;&nbsp;16195 |
| Ω | Dr. Lal PathLabs Ltd. | 20824 | &nbsp;&nbsp;317030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dredging Corp. of <br>India Ltd.<br>| 1423 | &nbsp;&nbsp;17291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynacons Systems & <br>Solutions Ltd.<br>| 1573 | &nbsp;&nbsp;15717 |
|  | eClerx Services Ltd. | 11837 | &nbsp;&nbsp;600373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edelweiss Financial <br>Services Ltd.<br>| 272403 | &nbsp;&nbsp;316650 |
|  | Eicher Motors Ltd. | 20039 | &nbsp;&nbsp;1554571 |
| \* | EID Parry India Ltd. | 50617 | &nbsp;&nbsp;507561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIH Associated <br>Hotels<br>| 10998 | &nbsp;&nbsp;39685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eimco Elecon India <br>Ltd.<br>| 571 | &nbsp;&nbsp;10914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 25763 | &nbsp;&nbsp;114124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electronics Mart India <br>Ltd.<br>| 9644 | &nbsp;&nbsp;9592 |
|  | Elgi Equipments Ltd. | 50864 | &nbsp;&nbsp;239875 |
|  | Emami Ltd. | 78961 | &nbsp;&nbsp;415853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 258899 | &nbsp;&nbsp;186779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emcure <br>Pharmaceuticals <br>Ltd.<br>| 1332 | &nbsp;&nbsp;21244 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 10957 | &nbsp;&nbsp;289068 |
|  | Engineers India Ltd. | 89990 | &nbsp;&nbsp;169583 |
|  | EPL Ltd. | 65458 | &nbsp;&nbsp;137226 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 200341 | &nbsp;&nbsp;153040 |
| Ω | Eris Lifesciences Ltd. | 16152 | &nbsp;&nbsp;243355 |
|  | ESAB India Ltd. | 1997 | &nbsp;&nbsp;120838 |
|  | Escorts Kubota Ltd. | 5763 | &nbsp;&nbsp;211189 |
| \* | Eternal Ltd. | 86475 | &nbsp;&nbsp;257667 |
| \* | Eureka Forbes Ltd. | 16590 | &nbsp;&nbsp;98756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 7960 | &nbsp;&nbsp;$28941 |
|  | Excel Industries Ltd. | 864 | &nbsp;&nbsp;8788 |
|  | Exide Industries Ltd. | 137516 | &nbsp;&nbsp;482155 |
| \* | FDC Ltd. | 24242 | &nbsp;&nbsp;97624 |
|  | Federal Bank Ltd. | 476979 | &nbsp;&nbsp;1493230 |
|  | FIEM Industries Ltd. | 5054 | &nbsp;&nbsp;119044 |
|  | Filatex India Ltd. | 60404 | &nbsp;&nbsp;30116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic <br>Industries Ltd.<br>| 2787 | &nbsp;&nbsp;128352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 113140 | &nbsp;&nbsp;27437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fino Payments Bank <br>Ltd.<br>| 6095 | &nbsp;&nbsp;14399 |
|  | Finolex Cables Ltd. | 22510 | &nbsp;&nbsp;177716 |
|  | Finolex Industries Ltd. | 82761 | &nbsp;&nbsp;159616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 143548 | &nbsp;&nbsp;498944 |
|  | Force Motors Ltd. | 2387 | &nbsp;&nbsp;495671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FSN E-Commerce <br>Ventures Ltd.<br>| 167455 | &nbsp;&nbsp;431036 |
| \* | Fusion Finance Ltd. | 27471 | &nbsp;&nbsp;54691 |
|  | G R Infraprojects Ltd. | 3762 | &nbsp;&nbsp;40021 |
|  | Gabriel India Ltd. | 40888 | &nbsp;&nbsp;415241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 401139 | &nbsp;&nbsp;729690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 3504 | &nbsp;&nbsp;69159 |
|  | Ganesh Housing Ltd. | 7860 | &nbsp;&nbsp;63102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ganesha Ecosphere <br>Ltd.<br>| 4744 | &nbsp;&nbsp;34877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Hi-Tech <br>Films Ltd.<br>| 2001 | &nbsp;&nbsp;65785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 19935 | &nbsp;&nbsp;141966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 106776 | &nbsp;&nbsp;67981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D <br>India Ltd.<br>| 19991 | &nbsp;&nbsp;701505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genesys International <br>Corp. Ltd.<br>| 5899 | &nbsp;&nbsp;20007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genus Power <br>Infrastructures Ltd.<br>| 20084 | &nbsp;&nbsp;61908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geojit Financial <br>Services Ltd.<br>| 65181 | &nbsp;&nbsp;48217 |
|  | GHCL Ltd. | 6669 | &nbsp;&nbsp;38652 |
|  | GHCL Textiles Ltd. | 44127 | &nbsp;&nbsp;36387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIC Housing Finance <br>Ltd.<br>| 19511 | &nbsp;&nbsp;34454 |
|  | Gillette India Ltd. | 2210 | &nbsp;&nbsp;211003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline <br>Pharmaceuticals <br>Ltd.<br>| 12096 | &nbsp;&nbsp;315657 |
|  | GMM Pfaudler Ltd. | 10751 | &nbsp;&nbsp;114370 |
| \* | GMR Airports Ltd. | 381859 | &nbsp;&nbsp;390518 |
| \* | Go Fashion India Ltd. | 8009 | &nbsp;&nbsp;33883 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 83719 | &nbsp;&nbsp;$226139 |
| Ω | Godrej Agrovet Ltd. | 13078 | &nbsp;&nbsp;75984 |
| \* | Godrej Properties Ltd. | 15124 | &nbsp;&nbsp;259500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokaldas Exports <br>Ltd.<br>| 13092 | &nbsp;&nbsp;79010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokul Agro Resources <br>Ltd.<br>| 21698 | &nbsp;&nbsp;38131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 15377 | &nbsp;&nbsp;51813 |
|  | Goodluck India Ltd. | 2454 | &nbsp;&nbsp;29829 |
|  | Granules India Ltd. | 63408 | &nbsp;&nbsp;394966 |
|  | Graphite India Ltd. | 24955 | &nbsp;&nbsp;165718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grauer & Weil India <br>Ltd.<br>| 8318 | &nbsp;&nbsp;6466 |
|  | Gravita India Ltd. | 1411 | &nbsp;&nbsp;24755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern <br>Shipping Co. Ltd. <br>| 61452 | &nbsp;&nbsp;801661 |
|  | Greaves Cotton Ltd. | 39297 | &nbsp;&nbsp;69691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 26310 | &nbsp;&nbsp;68988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 19079 | &nbsp;&nbsp;45579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 26592 | &nbsp;&nbsp;65041 |
|  | Grindwell Norton Ltd. | 11681 | &nbsp;&nbsp;193827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gufic Biosciences <br>Ltd.<br>| 2910 | &nbsp;&nbsp;9769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Alkalies & <br>Chemicals Ltd.<br>| 9783 | &nbsp;&nbsp;48644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 51294 | &nbsp;&nbsp;77663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 3595 | &nbsp;&nbsp;119460 |
|  | Gujarat Gas Ltd. | 25156 | &nbsp;&nbsp;116308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 87215 | &nbsp;&nbsp;158376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 86135 | &nbsp;&nbsp;172916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 198246 | &nbsp;&nbsp;652708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 7667 | &nbsp;&nbsp;90932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Happiest Minds <br>Technologies Ltd.<br>| 18106 | &nbsp;&nbsp;81646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hariom Pipe <br>Industries Ltd.<br>| 2177 | &nbsp;&nbsp;9783 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harsha Engineers <br>Ltd.<br>| 5187 | &nbsp;&nbsp;21044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hathway Cable & <br>Datacom Ltd.<br>| 233385 | &nbsp;&nbsp;26099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hatsun Agro Product <br>Ltd.<br>| 20166 | &nbsp;&nbsp;192697 |
|  | Havells India Ltd. | 29204 | &nbsp;&nbsp;407622 |
|  | HBL Engineering Ltd. | 50188 | &nbsp;&nbsp;427898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCL Technologies <br>Ltd.<br>| 197103 | &nbsp;&nbsp;$3628052 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Asset <br>Management Co. <br>Ltd.<br>| 40180 | &nbsp;&nbsp;1097213 |
|  | HDFC Bank Ltd. | 1082492 | &nbsp;&nbsp;10942425 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Life Insurance <br>Co. Ltd.<br>| 36331 | &nbsp;&nbsp;288371 |
|  | HEG Ltd. | 35055 | &nbsp;&nbsp;206264 |
|  | Heritage Foods Ltd. | 16533 | &nbsp;&nbsp;64458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 31863 | &nbsp;&nbsp;1917792 |
|  | HFCL Ltd. | 262881 | &nbsp;&nbsp;193973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 9211 | &nbsp;&nbsp;64704 |
|  | Hikal Ltd. | 17123 | &nbsp;&nbsp;35964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 62482 | &nbsp;&nbsp;312904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 28946 | &nbsp;&nbsp;32500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hinduja Global <br>Solutions Ltd.<br>| 3017 | &nbsp;&nbsp;13780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan <br>Construction Co. <br>Ltd.<br>| 359038 | &nbsp;&nbsp;78107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Copper <br>Ltd.<br>| 60962 | &nbsp;&nbsp;445901 |
| \* | Hindustan Foods Ltd. | 9700 | &nbsp;&nbsp;49147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Unilever <br>Ltd.<br>| 64353 | &nbsp;&nbsp;1655837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindware Home <br>Innovation Ltd.<br>| 10616 | &nbsp;&nbsp;26033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Energy India <br>Ltd.<br>| 1873 | &nbsp;&nbsp;384292 |
|  | HI-Tech Pipes Ltd. | 23574 | &nbsp;&nbsp;19033 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 24593 | &nbsp;&nbsp;315362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 1269 | &nbsp;&nbsp;28030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 4627 | &nbsp;&nbsp;16722 |
| \* | Hubtown Ltd. | 13811 | &nbsp;&nbsp;31517 |
|  | Huhtamaki India Ltd. | 11366 | &nbsp;&nbsp;22650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. (IBN <br>US), Sponsored <br>ADR<br>| 231719 | &nbsp;&nbsp;6787064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. <br>(ICICIBC IN)<br>| 512856 | &nbsp;&nbsp;7572009 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard <br>General Insurance <br>Co. Ltd.<br>| 15826 | &nbsp;&nbsp;311448 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Prudential Life <br>Insurance Co. Ltd.<br>| 25817 | &nbsp;&nbsp;177870 |
|  | ICRA Ltd. | 254 | &nbsp;&nbsp;17470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ideaForge Technology <br>Ltd.<br>| 4022 | &nbsp;&nbsp;20284 |
|  | IDFC First Bank Ltd. | 949822 | &nbsp;&nbsp;863362 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | IFB Industries Ltd. | 2707 | &nbsp;&nbsp;$32746 |
| \* | IFCI Ltd. | 223108 | &nbsp;&nbsp;133524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IFGL Refractories <br>Ltd.<br>| 1946 | &nbsp;&nbsp;3912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 90784 | &nbsp;&nbsp;328457 |
|  | IIFL Finance Ltd. | 119531 | &nbsp;&nbsp;685882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imagicaaworld <br>Entertainment Ltd.<br>| 27765 | &nbsp;&nbsp;15416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Nippon <br>Electricals Ltd.<br>| 1257 | &nbsp;&nbsp;9632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Power Corp. <br>Ltd.<br>| 152487 | &nbsp;&nbsp;14405 |
| \* | Indiabulls Ltd. | 310131 | &nbsp;&nbsp;35774 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndiaMart InterMesh <br>Ltd.<br>| 7524 | &nbsp;&nbsp;180131 |
|  | Indian Bank | 55050 | &nbsp;&nbsp;546400 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Energy <br>Exchange Ltd.<br>| 121588 | &nbsp;&nbsp;167664 |
|  | Indian Hotels Co. Ltd. | 76736 | &nbsp;&nbsp;562046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Hume Pipe Co. <br>Ltd.<br>| 3798 | &nbsp;&nbsp;15717 |
|  | Indian Oil Corp. Ltd. | 285313 | &nbsp;&nbsp;505329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Catering & Tourism <br>Corp. Ltd.<br>| 41983 | &nbsp;&nbsp;284681 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Finance Corp. Ltd.<br>| 172722 | &nbsp;&nbsp;225900 |
|  | Indigo Paints Ltd. | 6455 | &nbsp;&nbsp;73387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 37669 | &nbsp;&nbsp;96330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tech <br>Transformers Ltd.<br>| 479 | &nbsp;&nbsp;6931 |
|  | Indoco Remedies Ltd. | 12559 | &nbsp;&nbsp;29666 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndoStar Capital <br>Finance Ltd.<br>| 8296 | &nbsp;&nbsp;18616 |
|  | Indraprastha Gas Ltd. | 147479 | &nbsp;&nbsp;285835 |
| \* | Indus Towers Ltd. | 419263 | &nbsp;&nbsp;2025996 |
| \* | IndusInd Bank Ltd. | 65802 | &nbsp;&nbsp;639254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Infibeam Avenues <br>Ltd.<br>| 533621 | &nbsp;&nbsp;94350 |
|  | Info Edge India Ltd. | 60455 | &nbsp;&nbsp;823221 |
|  | Infosys Ltd. (INFO IN) | 642109 | &nbsp;&nbsp;11496839 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infosys Ltd. (INFY <br>US), Sponsored <br>ADR<br>| 77674 | &nbsp;&nbsp;1365509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingersoll Rand India <br>Ltd.<br>| 3395 | &nbsp;&nbsp;123933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inox Green Energy <br>Services Ltd.<br>| 22397 | &nbsp;&nbsp;41649 |
| \* | Inox Wind Ltd. | 197725 | &nbsp;&nbsp;232718 |
| \* | Insecticides India Ltd. | 4268 | &nbsp;&nbsp;27373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 26812 | &nbsp;&nbsp;267586 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;InterGlobe Aviation <br>Ltd.<br>| 26085 | &nbsp;&nbsp;1306027 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 55655 | &nbsp;&nbsp;$44842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 24746 | &nbsp;&nbsp;96938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IRB Infrastructure <br>Developers Ltd.<br>| 405095 | &nbsp;&nbsp;183573 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 105400 | &nbsp;&nbsp;188555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 12476 | &nbsp;&nbsp;101705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 25319 | &nbsp;&nbsp;158056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jagran Prakashan <br>Ltd.<br>| 39685 | &nbsp;&nbsp;28707 |
|  | Jai Corp. Ltd. | 4486 | &nbsp;&nbsp;5517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jain Irrigation <br>Systems Ltd.<br>| 81211 | &nbsp;&nbsp;32310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 175864 | &nbsp;&nbsp;200976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 69126 | &nbsp;&nbsp;93198 |
|  | Jash Engineering Ltd. | 7348 | &nbsp;&nbsp;30384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 31244 | &nbsp;&nbsp;636406 |
|  | JBM Auto Ltd. | 12945 | &nbsp;&nbsp;79938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jindal Drilling & <br>Industries Ltd.<br>| 4578 | &nbsp;&nbsp;23946 |
|  | Jindal Saw Ltd. | 127962 | &nbsp;&nbsp;243187 |
|  | Jindal Stainless Ltd. | 128051 | &nbsp;&nbsp;1147499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jio Financial Services <br>Ltd.<br>| 287473 | &nbsp;&nbsp;794577 |
| \* | JITF Infralogistics Ltd. | 4303 | &nbsp;&nbsp;13447 |
|  | JK Paper Ltd. | 31803 | &nbsp;&nbsp;113864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 53575 | &nbsp;&nbsp;300961 |
|  | JM Financial Ltd. | 203225 | &nbsp;&nbsp;285499 |
|  | JTEKT India Ltd. | 26866 | &nbsp;&nbsp;39894 |
|  | JTL Industries Ltd. | 26684 | &nbsp;&nbsp;20692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Foodworks <br>Ltd.<br>| 105446 | &nbsp;&nbsp;571959 |
|  | Jubilant Ingrevia Ltd. | 23286 | &nbsp;&nbsp;161996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 29820 | &nbsp;&nbsp;316918 |
|  | Jupiter Wagons Ltd. | 14416 | &nbsp;&nbsp;50747 |
| \* | Just Dial Ltd. | 7474 | &nbsp;&nbsp;54419 |
|  | Jyothy Labs Ltd. | 48166 | &nbsp;&nbsp;130670 |
| \* | Jyoti Structures Ltd. | 308660 | &nbsp;&nbsp;32687 |
|  | Kajaria Ceramics Ltd. | 25343 | &nbsp;&nbsp;246939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 54286 | &nbsp;&nbsp;675212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalyan Jewellers India <br>Ltd.<br>| 45522 | &nbsp;&nbsp;178664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 55906 | &nbsp;&nbsp;139466 |
|  | Karnataka Bank Ltd.  | 70415 | &nbsp;&nbsp;139671 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Karur Vysya Bank Ltd. <br>| 265564 | &nbsp;&nbsp;$861327 |
|  | Kaveri Seed Co. Ltd. | 10033 | &nbsp;&nbsp;103367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kaynes Technology <br>India Ltd.<br>| 1287 | &nbsp;&nbsp;48809 |
|  | KDDL Ltd. | 2574 | &nbsp;&nbsp;64410 |
|  | KEC International Ltd. | 50474 | &nbsp;&nbsp;368353 |
|  | KEI Industries Ltd. | 7723 | &nbsp;&nbsp;335659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 98660 | &nbsp;&nbsp;16691 |
|  | Kennametal India Ltd. | 1852 | &nbsp;&nbsp;39357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 6875 | &nbsp;&nbsp;34412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Realtors <br>Ltd.<br>| 5511 | &nbsp;&nbsp;29963 |
|  | Kfin Technologies Ltd. | 22415 | &nbsp;&nbsp;247258 |
| \* | Kiri Industries Ltd. | 10537 | &nbsp;&nbsp;53320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Brothers <br>Ltd.<br>| 11468 | &nbsp;&nbsp;194975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Ferrous <br>Industries Ltd.<br>| 26069 | &nbsp;&nbsp;127094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Industries <br>Ltd.<br>| 556 | &nbsp;&nbsp;19010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 31023 | &nbsp;&nbsp;395854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 8928 | &nbsp;&nbsp;110508 |
|  | Kitex Garments Ltd. | 17026 | &nbsp;&nbsp;31774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 49528 | &nbsp;&nbsp;80053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 11761 | &nbsp;&nbsp;47818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kotak Mahindra Bank <br>Ltd.<br>| 283840 | &nbsp;&nbsp;1258146 |
|  | KP Energy Ltd. | 3317 | &nbsp;&nbsp;10538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPIT Technologies <br>Ltd.<br>| 43029 | &nbsp;&nbsp;490249 |
|  | KPR Mill Ltd. | 33229 | &nbsp;&nbsp;314822 |
|  | KRBL Ltd. | 25358 | &nbsp;&nbsp;94672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 8390 | &nbsp;&nbsp;65174 |
|  | KSB Ltd. | 17455 | &nbsp;&nbsp;133267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwality Wall's India <br>Ltd.<br>| 64353 | &nbsp;&nbsp;28123 |
|  | L&T Finance Ltd. | 198688 | &nbsp;&nbsp;618698 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;L&T Technology <br>Services Ltd.<br>| 6367 | &nbsp;&nbsp;258263 |
|  | LA Opala RG Ltd. | 10121 | &nbsp;&nbsp;21102 |
|  | Landmark Cars Ltd. | 3310 | &nbsp;&nbsp;13998 |
| Ω | Laurus Labs Ltd. | 35466 | &nbsp;&nbsp;373038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 32800 | &nbsp;&nbsp;51028 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lemon Tree Hotels <br>Ltd.<br>| 127023 | &nbsp;&nbsp;179793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 13711 | &nbsp;&nbsp;256909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 127118 | &nbsp;&nbsp;$729225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Engineering <br>Works Ltd.<br>| 157135 | &nbsp;&nbsp;76567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Enterprises <br>Ltd.<br>| 23564 | &nbsp;&nbsp;14965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Metals & <br>Energy Ltd.<br>| 27866 | &nbsp;&nbsp;332832 |
|  | LMW Ltd. | 679 | &nbsp;&nbsp;110242 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lodha Developers <br>Ltd.<br>| 19600 | &nbsp;&nbsp;207231 |
|  | LT Foods Ltd. | 85633 | &nbsp;&nbsp;345554 |
| Ω | LTIMindtree Ltd. | 13941 | &nbsp;&nbsp;905622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 16888 | &nbsp;&nbsp;247715 |
|  | Lumax Industries Ltd. | 1385 | &nbsp;&nbsp;73246 |
|  | LUX Industries Ltd. | 2738 | &nbsp;&nbsp;27420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Madhya Bharat Agro <br>Products Ltd.<br>| 9079 | &nbsp;&nbsp;40656 |
|  | Mahanagar Gas Ltd. | 16870 | &nbsp;&nbsp;192609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 1043 | &nbsp;&nbsp;153014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra <br>Seamless Ltd.<br>| 18304 | &nbsp;&nbsp;104134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 145172 | &nbsp;&nbsp;586405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Ltd.<br>| 134434 | &nbsp;&nbsp;5038009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Holidays & <br>Resorts India Ltd.<br>| 23517 | &nbsp;&nbsp;74915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 39206 | &nbsp;&nbsp;159967 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 16004 | &nbsp;&nbsp;62401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 11126 | &nbsp;&nbsp;39481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 41881 | &nbsp;&nbsp;50273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manali Petrochemicals <br>Ltd.<br>| 16182 | &nbsp;&nbsp;10224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 314625 | &nbsp;&nbsp;974776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manorama Industries <br>Ltd.<br>| 2965 | &nbsp;&nbsp;43593 |
|  | Marico Ltd. | 111366 | &nbsp;&nbsp;885568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruti Suzuki India <br>Ltd.<br>| 14284 | &nbsp;&nbsp;2266320 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 23631 | &nbsp;&nbsp;83320 |
|  | Mastek Ltd. | 7305 | &nbsp;&nbsp;163564 |
| \* | Max Estates Ltd. | 5336 | &nbsp;&nbsp;22288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Max Financial <br>Services Ltd.<br>| 17808 | &nbsp;&nbsp;311718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayur Uniquoters <br>Ltd.<br>| 9607 | &nbsp;&nbsp;53613 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 7282 | &nbsp;&nbsp;$204210 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medi Assist <br>Healthcare Services <br>Ltd.<br>| 13322 | &nbsp;&nbsp;58005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 20782 | &nbsp;&nbsp;180965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 31708 | &nbsp;&nbsp;20905 |
|  | Metro Brands Ltd. | 4544 | &nbsp;&nbsp;51905 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Metropolis Healthcare <br>Ltd.<br>| 6252 | &nbsp;&nbsp;123293 |
|  | Minda Corp. Ltd. | 35037 | &nbsp;&nbsp;215484 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 11716 | &nbsp;&nbsp;47623 |
|  | MM Forgings Ltd. | 9428 | &nbsp;&nbsp;41937 |
|  | MOIL Ltd. | 17256 | &nbsp;&nbsp;69069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mold-Tek Packaging <br>Ltd.<br>| 5289 | &nbsp;&nbsp;31305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 7517 | &nbsp;&nbsp;46416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motherson Sumi <br>Wiring India Ltd.<br>| 901402 | &nbsp;&nbsp;422360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal <br>Financial Services <br>Ltd.<br>| 55278 | &nbsp;&nbsp;452104 |
|  | Mphasis Ltd. | 29114 | &nbsp;&nbsp;874327 |
|  | MPS Ltd. | 2049 | &nbsp;&nbsp;41876 |
|  | MRF Ltd. | 607 | &nbsp;&nbsp;878226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mrs Bectors Food <br>Specialities Ltd.<br>| 55915 | &nbsp;&nbsp;135156 |
|  | Muthoot Finance Ltd. | 36538 | &nbsp;&nbsp;1517960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nalwa Sons <br>Investments Ltd.<br>| 488 | &nbsp;&nbsp;31227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navin Fluorine <br>International Ltd.<br>| 4723 | &nbsp;&nbsp;309846 |
| \*Ω | Navkar Corp. Ltd. | 21553 | &nbsp;&nbsp;22608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 43763 | &nbsp;&nbsp;68460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 37108 | &nbsp;&nbsp;114665 |
|  | NBCC India Ltd. | 232518 | &nbsp;&nbsp;250908 |
|  | NELCO Ltd. | 3866 | &nbsp;&nbsp;27447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neogen Chemicals <br>Ltd.<br>| 3317 | &nbsp;&nbsp;43956 |
|  | NESCO Ltd. | 10471 | &nbsp;&nbsp;129938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netweb Technologies <br>India Ltd.<br>| 4637 | &nbsp;&nbsp;158859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Network18 Media & <br>Investments Ltd.<br>| 42666 | &nbsp;&nbsp;17738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 1875 | &nbsp;&nbsp;269706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 18441 | &nbsp;&nbsp;117471 |
|  | NHPC Ltd. | 494598 | &nbsp;&nbsp;421207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning <br>Systems Ltd.<br>| 38837 | &nbsp;&nbsp;169132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | NIIT Ltd. | 36285 | &nbsp;&nbsp;$29394 |
|  | Nilkamal Ltd. | 1457 | &nbsp;&nbsp;21824 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India <br>Asset Management <br>Ltd.<br>| 45184 | &nbsp;&nbsp;430192 |
|  | Nitin Spinners Ltd. | 5171 | &nbsp;&nbsp;18688 |
|  | NOCIL Ltd. | 31355 | &nbsp;&nbsp;45054 |
|  | NRB Bearings Ltd. | 15300 | &nbsp;&nbsp;42615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 3391 | &nbsp;&nbsp;33548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 21450 | &nbsp;&nbsp;313633 |
|  | Oberoi Realty Ltd. | 25850 | &nbsp;&nbsp;419298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One 97 <br>Communications <br>Ltd.<br>| 56111 | &nbsp;&nbsp;690363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 3797 | &nbsp;&nbsp;50495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optiemus Infracom <br>Ltd.<br>| 4036 | &nbsp;&nbsp;17593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 7649 | &nbsp;&nbsp;644135 |
| \* | Orchid Pharma Ltd. | 3540 | &nbsp;&nbsp;26904 |
|  | Orient Electric Ltd. | 33170 | &nbsp;&nbsp;65689 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Green Power <br>Co. Ltd.<br>| 77770 | &nbsp;&nbsp;8792 |
|  | Oriental Hotels Ltd. | 27350 | &nbsp;&nbsp;30079 |
|  | Page Industries Ltd. | 1369 | &nbsp;&nbsp;488545 |
|  | Paisalo Digital Ltd. | 217106 | &nbsp;&nbsp;80369 |
| \* | Panacea Biotec Ltd. | 2792 | &nbsp;&nbsp;11376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 12821 | &nbsp;&nbsp;40716 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Parag Milk Foods Ltd., <br>Class F<br>| 20587 | &nbsp;&nbsp;56469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paramount <br>Communications <br>Ltd.<br>| 24044 | &nbsp;&nbsp;8747 |
|  | Patanjali Foods Ltd. | 34647 | &nbsp;&nbsp;188798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Patel Engineering <br>Ltd.<br>| 183802 | &nbsp;&nbsp;57372 |
| \* | PB Fintech Ltd. | 19261 | &nbsp;&nbsp;345803 |
| \* | PC Jeweller Ltd. | 712610 | &nbsp;&nbsp;82803 |
|  | PCBL Chemical Ltd. | 50768 | &nbsp;&nbsp;145716 |
|  | PDS Ltd. | 13278 | &nbsp;&nbsp;48631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearl Global <br>Industries Ltd.<br>| 4305 | &nbsp;&nbsp;73153 |
| \* | Peninsula Land Ltd. | 41738 | &nbsp;&nbsp;9128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 25287 | &nbsp;&nbsp;1661313 |
|  | Petronet LNG Ltd. | 348633 | &nbsp;&nbsp;1098212 |
|  | Phoenix Mills Ltd.  | 24219 | &nbsp;&nbsp;438739 |
|  | PI Industries Ltd. | 16074 | &nbsp;&nbsp;554361 |
|  | Pidilite Industries Ltd. | 48710 | &nbsp;&nbsp;755420 |
| \* | Piramal Finance Ltd. | 50304 | &nbsp;&nbsp;951531 |
|  | Pitti Engineering Ltd. | 5582 | &nbsp;&nbsp;47404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIX Transmissions <br>Ltd.<br>| 1211 | &nbsp;&nbsp;17279 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 63318 | &nbsp;&nbsp;$566060 |
|  | PNC Infratech Ltd. | 52593 | &nbsp;&nbsp;124643 |
|  | Pokarna Ltd. | 4739 | &nbsp;&nbsp;37888 |
|  | Polycab India Ltd. | 7137 | &nbsp;&nbsp;544974 |
|  | Polyplex Corp. Ltd. | 7698 | &nbsp;&nbsp;71308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pondy Oxides & <br>Chemicals Ltd.<br>| 2089 | &nbsp;&nbsp;26998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 50449 | &nbsp;&nbsp;217601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 482126 | &nbsp;&nbsp;1986670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Grid Corp. of <br>India Ltd.<br>| 444174 | &nbsp;&nbsp;1237263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 7156 | &nbsp;&nbsp;160636 |
|  | Praj Industries Ltd. | 41521 | &nbsp;&nbsp;131935 |
| Ω | Prataap Snacks Ltd. | 3362 | &nbsp;&nbsp;41484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 17154 | &nbsp;&nbsp;45732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 31475 | &nbsp;&nbsp;500159 |
|  | Pricol Ltd. | 29465 | &nbsp;&nbsp;176772 |
| \* | Prime Focus Ltd. | 80724 | &nbsp;&nbsp;198648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Pipes & <br>Fittings Ltd.<br>| 11274 | &nbsp;&nbsp;29346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 2721 | &nbsp;&nbsp;83040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Health Ltd.<br>| 3293 | &nbsp;&nbsp;189663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Hygiene & Health <br>Care Ltd.<br>| 408 | &nbsp;&nbsp;52321 |
| \* | PSP Projects Ltd. | 2001 | &nbsp;&nbsp;16378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC India Financial <br>Services Ltd.<br>| 107802 | &nbsp;&nbsp;38529 |
|  | PTC India Ltd. | 117477 | &nbsp;&nbsp;219914 |
|  | Punjab National Bank | 338432 | &nbsp;&nbsp;461042 |
| \* | Puravankara Ltd. | 13023 | &nbsp;&nbsp;32802 |
| \* | PVR Inox Ltd. | 23823 | &nbsp;&nbsp;253263 |
| Ω | Quess Corp. Ltd. | 22212 | &nbsp;&nbsp;50236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 9929 | &nbsp;&nbsp;41389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raghav Productivity <br>Enhancers Ltd.<br>| 1315 | &nbsp;&nbsp;10578 |
|  | Rail Vikas Nigam Ltd. | 31083 | &nbsp;&nbsp;116411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Railtel Corp. of India <br>Ltd.<br>| 30140 | &nbsp;&nbsp;116209 |
|  | Rain Industries Ltd. | 76982 | &nbsp;&nbsp;129562 |
| \* | Rajesh Exports Ltd. | 26885 | &nbsp;&nbsp;47577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajratan Global Wire <br>Ltd.<br>| 4195 | &nbsp;&nbsp;18581 |
|  | Rallis India Ltd. | 36557 | &nbsp;&nbsp;109452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ram Ratna Wires <br>Ltd.<br>| 3326 | &nbsp;&nbsp;10650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rama Steel Tubes <br>Ltd.<br>| 280946 | &nbsp;&nbsp;23970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Ramco Industries Ltd. | 17856 | &nbsp;&nbsp;$61241 |
| \* | Ramco Systems Ltd. | 6666 | &nbsp;&nbsp;34146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 36444 | &nbsp;&nbsp;201637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramky Infrastructure <br>Ltd.<br>| 7335 | &nbsp;&nbsp;37964 |
|  | Rane Holdings Ltd. | 761 | &nbsp;&nbsp;10828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals <br>& Fertilizers Ltd.<br>| 47699 | &nbsp;&nbsp;71147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rategain Travel <br>Technologies Ltd.<br>| 5665 | &nbsp;&nbsp;37596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 8508 | &nbsp;&nbsp;198726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RattanIndia <br>Enterprises Ltd.<br>| 89952 | &nbsp;&nbsp;35232 |
| Ω | RBL Bank Ltd. | 164180 | &nbsp;&nbsp;531668 |
|  | REC Ltd. | 378265 | &nbsp;&nbsp;1500826 |
|  | Redington Ltd. | 341545 | &nbsp;&nbsp;1010293 |
|  | Redtape Ltd. | 80105 | &nbsp;&nbsp;107930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industrial <br>Infrastructure Ltd.<br>| 2954 | &nbsp;&nbsp;22916 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIGD LI), <br>Sponsored GDR<br>| 15094 | &nbsp;&nbsp;916241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIL IN)<br>| 298140 | &nbsp;&nbsp;4535408 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RLNIY US), <br>Sponsored GDR<br>| 86638 | &nbsp;&nbsp;5258927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 35776 | &nbsp;&nbsp;93151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repco Home Finance <br>Ltd.<br>| 11537 | &nbsp;&nbsp;51001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Responsive Industries <br>Ltd.<br>| 8863 | &nbsp;&nbsp;16149 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>Asia Ltd.<br>| 69361 | &nbsp;&nbsp;47999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rhi Magnesita India <br>Ltd.<br>| 5010 | &nbsp;&nbsp;23983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rico Auto Industries <br>Ltd.<br>| 28598 | &nbsp;&nbsp;36275 |
|  | RITES Ltd. | 39156 | &nbsp;&nbsp;97343 |
|  | Rossari Biotech Ltd. | 5064 | &nbsp;&nbsp;30583 |
|  | Route Mobile Ltd. | 5643 | &nbsp;&nbsp;36534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPG Life Sciences <br>Ltd.<br>| 840 | &nbsp;&nbsp;18422 |
| \* | RPSG Ventures Ltd. | 3954 | &nbsp;&nbsp;31259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safari Industries India <br>Ltd.<br>| 9000 | &nbsp;&nbsp;196197 |
|  | Saksoft Ltd. | 14025 | &nbsp;&nbsp;26328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sammaan Capital <br>Ltd.<br>| 206768 | &nbsp;&nbsp;338488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 1092826 | &nbsp;&nbsp;1339009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 9738 | &nbsp;&nbsp;51888 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandur Manganese & <br>Iron Ores Ltd.<br>| 9783 | &nbsp;&nbsp;$23334 |
|  | Sangam India Ltd. | 4409 | &nbsp;&nbsp;21970 |
|  | Sanghvi Movers Ltd. | 15520 | &nbsp;&nbsp;50817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi Consumer <br>Healthcare India <br>Ltd.<br>| 2649 | &nbsp;&nbsp;120964 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 17379 | &nbsp;&nbsp;325118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sapphire Foods India <br>Ltd.<br>| 80514 | &nbsp;&nbsp;164652 |
|  | Saregama India Ltd. | 26970 | &nbsp;&nbsp;99144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 2274 | &nbsp;&nbsp;30070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Satin Creditcare <br>Network Ltd.<br>| 25445 | &nbsp;&nbsp;43462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil <br>Technologies Ltd.<br>| 7544 | &nbsp;&nbsp;28653 |
| \* | SBFC Finance Ltd. | 185890 | &nbsp;&nbsp;172276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 37048 | &nbsp;&nbsp;304236 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;SBI Life Insurance Co. <br>Ltd.<br>| 37151 | &nbsp;&nbsp;812738 |
|  | Schaeffler India Ltd. | 8670 | &nbsp;&nbsp;339787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric <br>Infrastructure Ltd.<br>| 14576 | &nbsp;&nbsp;110117 |
| \* | SEAMEC Ltd. | 2917 | &nbsp;&nbsp;40181 |
|  | Senco Gold Ltd. | 16665 | &nbsp;&nbsp;55922 |
| \* | SEPC Ltd. | 350180 | &nbsp;&nbsp;31379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seshasayee Paper & <br>Boards Ltd.<br>| 18452 | &nbsp;&nbsp;45708 |
| Ω | SH Kelkar & Co. Ltd. | 19183 | &nbsp;&nbsp;30078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaily Engineering <br>Plastics Ltd.<br>| 3787 | &nbsp;&nbsp;78608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakti Pumps India <br>Ltd.<br>| 23921 | &nbsp;&nbsp;162775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 4445 | &nbsp;&nbsp;36290 |
|  | Shanthi Gears Ltd. | 5846 | &nbsp;&nbsp;28615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Cropchem <br>Ltd.<br>| 9213 | &nbsp;&nbsp;102216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Share India Securities <br>Ltd.<br>| 25564 | &nbsp;&nbsp;39923 |
| \* | Sheela Foam Ltd. | 11443 | &nbsp;&nbsp;64578 |
|  | Shilpa Medicare Ltd. | 32144 | &nbsp;&nbsp;102073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Land & Assets <br>Ltd.<br>| 79327 | &nbsp;&nbsp;38918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Ltd.<br>| 75282 | &nbsp;&nbsp;184742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shivalik Bimetal <br>Controls Ltd.<br>| 5855 | &nbsp;&nbsp;26818 |
| \* | Shoppers Stop Ltd. | 10895 | &nbsp;&nbsp;42862 |
|  | Shriram Finance Ltd. | 293714 | &nbsp;&nbsp;3260387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 6260 | &nbsp;&nbsp;188657 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Properties <br>Ltd.<br>| 21479 | &nbsp;&nbsp;$17429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shyam Metalics & <br>Energy Ltd.<br>| 10560 | &nbsp;&nbsp;97917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Energy India <br>Ltd.<br>| 4010 | &nbsp;&nbsp;108326 |
|  | Siemens Ltd. | 4010 | &nbsp;&nbsp;134770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigachi Industries <br>Ltd.<br>| 25831 | &nbsp;&nbsp;5598 |
| \* | SIS Ltd. | 16017 | &nbsp;&nbsp;58586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siyaram Silk Mills <br>Ltd.<br>| 9536 | &nbsp;&nbsp;53773 |
|  | SJS Enterprises Ltd. | 8889 | &nbsp;&nbsp;161406 |
|  | SJVN Ltd. | 117490 | &nbsp;&nbsp;92934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SKF India Industrial <br>Ltd.<br>| 7276 | &nbsp;&nbsp;215921 |
|  | SKF India Ltd. | 7276 | &nbsp;&nbsp;133093 |
|  | Skipper Ltd. | 9041 | &nbsp;&nbsp;35466 |
|  | SML Mahindra Ltd. | 418 | &nbsp;&nbsp;15694 |
|  | Sobha Ltd. | 13472 | &nbsp;&nbsp;211586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solara Active Pharma <br>Sciences Ltd.<br>| 7240 | &nbsp;&nbsp;39623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somany Ceramics <br>Ltd.<br>| 6440 | &nbsp;&nbsp;28556 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sona Blw Precision <br>Forgings Ltd.<br>| 33718 | &nbsp;&nbsp;181122 |
|  | Sonata Software Ltd. | 45545 | &nbsp;&nbsp;156807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 591857 | &nbsp;&nbsp;242499 |
|  | SP Apparels Ltd. | 2998 | &nbsp;&nbsp;22155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spandana Sphoorty <br>Financial Ltd.<br>| 11698 | &nbsp;&nbsp;27673 |
|  | SRF Ltd. | 22322 | &nbsp;&nbsp;681479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 54867 | &nbsp;&nbsp;280454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBID LI), GDR<br>| 382 | &nbsp;&nbsp;45261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBIN IN)<br>| 335344 | &nbsp;&nbsp;3929901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBKFF US), GDR<br>| 4246 | &nbsp;&nbsp;502726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 68823 | &nbsp;&nbsp;79023 |
| \* | STL Networks Ltd. | 37796 | &nbsp;&nbsp;8286 |
|  | Stove Kraft Ltd. | 5937 | &nbsp;&nbsp;31778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 29185 | &nbsp;&nbsp;278598 |
| \* | Stylam Industries Ltd. | 3769 | &nbsp;&nbsp;91054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Styrenix Performance <br>Materials Ltd.<br>| 649 | &nbsp;&nbsp;13754 |
|  | Subros Ltd. | 11222 | &nbsp;&nbsp;99574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 14282 | &nbsp;&nbsp;140932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>India Ltd.<br>| 32053 | &nbsp;&nbsp;142778 |
|  | Sun TV Network Ltd. | 51972 | &nbsp;&nbsp;314311 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 17197 | &nbsp;&nbsp;$975172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram-Clayton <br>Ltd.<br>| 520 | &nbsp;&nbsp;7055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 42894 | &nbsp;&nbsp;436768 |
|  | Sunteck Realty Ltd. | 19934 | &nbsp;&nbsp;87217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 34194 | &nbsp;&nbsp;165977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Industries <br>Ltd.<br>| 11688 | &nbsp;&nbsp;444989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 32802 | &nbsp;&nbsp;202256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supriya Lifescience <br>Ltd.<br>| 5584 | &nbsp;&nbsp;41110 |
|  | Surya Roshni Ltd. | 12740 | &nbsp;&nbsp;34280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 22811 | &nbsp;&nbsp;34371 |
| \* | Suzlon Energy Ltd. | 1646198 | &nbsp;&nbsp;854994 |
|  | Swan Corp. Ltd. | 32255 | &nbsp;&nbsp;148261 |
|  | Swaraj Engines Ltd. | 2802 | &nbsp;&nbsp;106423 |
|  | Symphony Ltd. | 3005 | &nbsp;&nbsp;30144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 6205 | &nbsp;&nbsp;17710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnad Mercantile <br>Bank Ltd.<br>| 25822 | &nbsp;&nbsp;170063 |
|  | Tanla Platforms Ltd. | 23548 | &nbsp;&nbsp;130720 |
| \* | TARC Ltd. | 31200 | &nbsp;&nbsp;51618 |
|  | Tata Chemicals Ltd. | 45829 | &nbsp;&nbsp;371470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Communications <br>Ltd.<br>| 26038 | &nbsp;&nbsp;445014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consultancy <br>Services Ltd.<br>| 98416 | &nbsp;&nbsp;3352412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 39005 | &nbsp;&nbsp;480725 |
|  | Tata Elxsi Ltd. | 8848 | &nbsp;&nbsp;512422 |
| \* | Tata Motors Ltd./new | 486145 | &nbsp;&nbsp;2417843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Motors <br>Passenger Vehicles <br>Ltd.<br>| 486145 | &nbsp;&nbsp;1848406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tata Teleservices <br>Maharashtra Ltd.<br>| 41393 | &nbsp;&nbsp;20273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatva Chintan Pharma <br>Chem Pvt Ltd.<br>| 662 | &nbsp;&nbsp;8338 |
|  | TCI Express Ltd. | 3568 | &nbsp;&nbsp;21149 |
|  | TCPL Packaging Ltd. | 810 | &nbsp;&nbsp;22788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 44751 | &nbsp;&nbsp;351299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 2660 | &nbsp;&nbsp;40032 |
|  | Tech Mahindra Ltd. | 89828 | &nbsp;&nbsp;1696683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 14897 | &nbsp;&nbsp;158725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Technocraft Industries <br>India Ltd.<br>| 1903 | &nbsp;&nbsp;41931 |
|  | Tega Industries Ltd. | 5396 | &nbsp;&nbsp;100147 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco <br>Infrastructure & <br>Holdings Ltd.<br>| 15361 | &nbsp;&nbsp;$16223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 70472 | &nbsp;&nbsp;98467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanga Mayil <br>Jewellery Ltd.<br>| 2416 | &nbsp;&nbsp;87580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thejo Engineering <br>Ltd.<br>| 954 | &nbsp;&nbsp;17556 |
|  | Thermax Ltd. | 2621 | &nbsp;&nbsp;82361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 31719 | &nbsp;&nbsp;65922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 64054 | &nbsp;&nbsp;85721 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyrocare <br>Technologies Ltd.<br>| 21576 | &nbsp;&nbsp;98595 |
|  | Time Technoplast Ltd. | 129394 | &nbsp;&nbsp;255033 |
|  | Timken India Ltd. | 9809 | &nbsp;&nbsp;317544 |
|  | Tips Music Ltd. | 14714 | &nbsp;&nbsp;85929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 18074 | &nbsp;&nbsp;162346 |
|  | Titan Co. Ltd. | 49503 | &nbsp;&nbsp;2144539 |
|  | Torrent Power Ltd. | 27943 | &nbsp;&nbsp;421987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 148450 | &nbsp;&nbsp;104368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transformers & <br>Rectifiers India Ltd.<br>| 9822 | &nbsp;&nbsp;25429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 13486 | &nbsp;&nbsp;156101 |
|  | Trent Ltd. | 29108 | &nbsp;&nbsp;1192631 |
|  | Trident Ltd. | 408948 | &nbsp;&nbsp;115967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 37821 | &nbsp;&nbsp;153213 |
|  | Triveni Turbine Ltd. | 38438 | &nbsp;&nbsp;209691 |
|  | TTK Prestige Ltd. | 13592 | &nbsp;&nbsp;87236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tube Investments of <br>India Ltd.<br>| 18903 | &nbsp;&nbsp;479994 |
|  | TVS Holdings Ltd. | 2529 | &nbsp;&nbsp;405691 |
|  | TVS Motor Co. Ltd. | 24510 | &nbsp;&nbsp;981812 |
|  | TVS Srichakra Ltd. | 1547 | &nbsp;&nbsp;68342 |
|  | Uflex Ltd. | 16579 | &nbsp;&nbsp;83788 |
| \* | Ugro Capital Ltd. | 22894 | &nbsp;&nbsp;36594 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 323280 | &nbsp;&nbsp;227886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 9330 | &nbsp;&nbsp;38373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 398765 | &nbsp;&nbsp;781658 |
|  | Uniparts India Ltd. | 3826 | &nbsp;&nbsp;17912 |
|  | Universal Cables Ltd. | 2727 | &nbsp;&nbsp;21489 |
|  | UNO Minda Ltd. | 46700 | &nbsp;&nbsp;601065 |
|  | UPL Ltd. | 137935 | &nbsp;&nbsp;1054081 |
| \* | Urja Global Ltd. | 158388 | &nbsp;&nbsp;17614 |
|  | Usha Martin Ltd. | 56679 | &nbsp;&nbsp;251540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 22187 | &nbsp;&nbsp;232771 |
| \* | V2 Retail Ltd. | 8796 | &nbsp;&nbsp;192614 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | VA Tech Wabag Ltd. | 21305 | &nbsp;&nbsp;$250171 |
|  | Vadilal Industries Ltd. | 632 | &nbsp;&nbsp;30077 |
|  | Vaibhav Global Ltd. | 19165 | &nbsp;&nbsp;46639 |
| \* | Valor Estate Ltd. | 64484 | &nbsp;&nbsp;74618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Textiles <br>Ltd.<br>| 62041 | &nbsp;&nbsp;291960 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 19549 | &nbsp;&nbsp;121456 |
|  | Varun Beverages Ltd. | 188537 | &nbsp;&nbsp;956834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vascon Engineers <br>Ltd.<br>| 8915 | &nbsp;&nbsp;4020 |
|  | Vedant Fashions Ltd. | 11647 | &nbsp;&nbsp;61446 |
|  | Veedol Corp. Ltd. | 2565 | &nbsp;&nbsp;40052 |
|  | Venky's India Ltd. | 2715 | &nbsp;&nbsp;45416 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Venus Pipes & Tubes <br>Ltd.<br>| 3149 | &nbsp;&nbsp;35250 |
|  | Vesuvius India Ltd. | 29870 | &nbsp;&nbsp;162298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V-Guard Industries <br>Ltd.<br>| 68621 | &nbsp;&nbsp;263075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vidhi Specialty Food <br>Ingredients Ltd.<br>| 3169 | &nbsp;&nbsp;10875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vijaya Diagnostic <br>Centre Ltd.<br>| 10190 | &nbsp;&nbsp;106587 |
|  | Vimta Labs Ltd. | 3186 | &nbsp;&nbsp;14271 |
|  | Vinati Organics Ltd. | 7186 | &nbsp;&nbsp;119069 |
|  | Vindhya Telelinks Ltd. | 1779 | &nbsp;&nbsp;23526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vintage Coffee & <br>Beverages Ltd.<br>| 18649 | &nbsp;&nbsp;29918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishnu Chemicals <br>Ltd.<br>| 3386 | &nbsp;&nbsp;19340 |
| \* | V-Mart Retail Ltd. | 1891 | &nbsp;&nbsp;13038 |
| \* | Vodafone Idea Ltd. | 2832213 | &nbsp;&nbsp;343669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 2012 | &nbsp;&nbsp;160753 |
|  | Voltas Ltd. | 20306 | &nbsp;&nbsp;292433 |
|  | VRL Logistics Ltd. | 32912 | &nbsp;&nbsp;96741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 1875 | &nbsp;&nbsp;112694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waaree Renewable <br>Technologies Ltd.<br>| 2700 | &nbsp;&nbsp;26704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walchandnagar <br>Industries Ltd.<br>| 14309 | &nbsp;&nbsp;29275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Websol Energy <br>System Ltd.<br>| 112160 | &nbsp;&nbsp;99522 |
|  | Welspun Corp. Ltd. | 52697 | &nbsp;&nbsp;416094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 24576 | &nbsp;&nbsp;126851 |
|  | Welspun Living Ltd. | 122979 | &nbsp;&nbsp;166271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 9857 | &nbsp;&nbsp;42859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlife Foodworld <br>Ltd.<br>| 21689 | &nbsp;&nbsp;115617 |
|  | Wheels India Ltd. | 1832 | &nbsp;&nbsp;15243 |
|  | Whirlpool of India Ltd. | 15976 | &nbsp;&nbsp;135115 |
|  | Windlas Biotech Ltd. | 2051 | &nbsp;&nbsp;18880 |
|  | Wipro Ltd. | 305750 | &nbsp;&nbsp;787396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 8149 | &nbsp;&nbsp;44498 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | XPRO India Ltd. | 2112 | &nbsp;&nbsp;$21791 |
|  | Yasho Industries Ltd. | 693 | &nbsp;&nbsp;9194 |
| \* | Yes Bank Ltd. | 2117794 | &nbsp;&nbsp;493312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 247761 | &nbsp;&nbsp;227265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 61616 | &nbsp;&nbsp;435563 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;268228494 |
| INDONESIA — (1.0%) | INDONESIA — (1.0%) | INDONESIA — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 778400 | &nbsp;&nbsp;55322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alam Sutera Realty <br>Tbk. PT<br>| 4080200 | &nbsp;&nbsp;38084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 559000 | &nbsp;&nbsp;66485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allo Bank Indonesia <br>Tbk. PT<br>| 699400 | &nbsp;&nbsp;61492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amman Mineral <br>Internasional PT<br>| 233600 | &nbsp;&nbsp;105029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arwana Citramulia <br>Tbk. PT<br>| 1905200 | &nbsp;&nbsp;59190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 2983700 | &nbsp;&nbsp;71053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari <br>Tbk. PT<br>| 182967 | &nbsp;&nbsp;80569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 444800 | &nbsp;&nbsp;67056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asuransi Tugu <br>Pratama Indonesia <br>Tbk. PT<br>| 478100 | &nbsp;&nbsp;32881 |
|  | Avia Avian Tbk. PT | 3083100 | &nbsp;&nbsp;79544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Aladin Syariah <br>Tbk. PT<br>| 905400 | &nbsp;&nbsp;35082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Amar Indonesia <br>Tbk. PT<br>| 1597862 | &nbsp;&nbsp;20437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Artha Graha <br>Internasional Tbk. <br>PT<br>| 976400 | &nbsp;&nbsp;10457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 874600 | &nbsp;&nbsp;62757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Capital <br>Indonesia Tbk. PT<br>| 873000 | &nbsp;&nbsp;8946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Central Asia <br>Tbk. PT<br>| 5576800 | &nbsp;&nbsp;2464106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank China <br>Construction Bank <br>Indonesia Tbk. PT<br>| 4112500 | &nbsp;&nbsp;18345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ganesha Tbk. <br>PT<br>| 1234200 | &nbsp;&nbsp;10135 |
| \* | Bank Jago Tbk. PT | 1025700 | &nbsp;&nbsp;104034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank KB Indonesia <br>Tbk. PT<br>| 13112043 | &nbsp;&nbsp;58708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mandiri Persero <br>Tbk. PT<br>| 5896988 | &nbsp;&nbsp;1696835 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mayapada <br>International Tbk. <br>PT<br>| 3936946 | &nbsp;&nbsp;$53938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 2875800 | &nbsp;&nbsp;36730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Negara <br>Indonesia Persero <br>Tbk. PT<br>| 2210000 | &nbsp;&nbsp;593175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 2864700 | &nbsp;&nbsp;66794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 1188200 | &nbsp;&nbsp;102029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pan Indonesia <br>Tbk. PT<br>| 1126000 | &nbsp;&nbsp;72091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Barat <br>Dan Banten Tbk. <br>PT<br>| 1070443 | &nbsp;&nbsp;51374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 1735000 | &nbsp;&nbsp;57461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Rakyat <br>Indonesia Persero <br>Tbk. PT<br>| 6734786 | &nbsp;&nbsp;1528822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero <br>Tbk. PT<br>| 2178081 | &nbsp;&nbsp;159998 |
| \* | Barito Pacific Tbk. PT | 627703 | &nbsp;&nbsp;80773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barito Renewables <br>Energy Tbk. PT<br>| 1140800 | &nbsp;&nbsp;577163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 2407200 | &nbsp;&nbsp;101259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bhakti Multi Artha Tbk. <br>PT<br>| 187200 | &nbsp;&nbsp;17385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bintang Oto Global <br>Tbk. PT<br>| 9700 | &nbsp;&nbsp;904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 736400 | &nbsp;&nbsp;38698 |
|  | Blue Bird Tbk. PT | 295600 | &nbsp;&nbsp;29490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 8333400 | &nbsp;&nbsp;245008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 14913000 | &nbsp;&nbsp;129017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 2864100 | &nbsp;&nbsp;181731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Serpong Damai <br>Tbk. PT<br>| 1243200 | &nbsp;&nbsp;66607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Financial <br>Indonesia Tbk. PT<br>| 567000 | &nbsp;&nbsp;52276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemindo Gemilang <br>PT<br>| 288900 | &nbsp;&nbsp;14017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chandra Asri Pacific <br>Tbk. PT<br>| 111600 | &nbsp;&nbsp;43060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Indonesia Tbk. PT<br>| 1102015 | &nbsp;&nbsp;291247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 3116600 | &nbsp;&nbsp;$154502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisarua Mountain <br>Dairy Tbk. PT<br>| 324200 | &nbsp;&nbsp;98669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Citra Marga <br>Nusaphala Persada <br>Tbk. PT<br>| 854102 | &nbsp;&nbsp;69428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darma Henwa Tbk. <br>PT<br>| 5733600 | &nbsp;&nbsp;184795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 3864400 | &nbsp;&nbsp;128023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 1491000 | &nbsp;&nbsp;122403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eagle High <br>Plantations Tbk. PT<br>| 1316300 | &nbsp;&nbsp;10963 |
|  | Elnusa Tbk. PT | 1746000 | &nbsp;&nbsp;71808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 4250500 | &nbsp;&nbsp;100539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 418200 | &nbsp;&nbsp;26809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garudafood Putra <br>Putri Jaya Tbk. PT<br>| 1550700 | &nbsp;&nbsp;32713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Energy Mines <br>Tbk. PT<br>| 92200 | &nbsp;&nbsp;43448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Impack Pratama <br>Industri Tbk. PT<br>| 1589600 | &nbsp;&nbsp;223904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 733900 | &nbsp;&nbsp;399642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 367300 | &nbsp;&nbsp;174295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 1190100 | &nbsp;&nbsp;483289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 472400 | &nbsp;&nbsp;29609 |
|  | Indosat Tbk. PT | 1320000 | &nbsp;&nbsp;175547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industri dan <br>Perdagangan <br>Bintraco Dharma <br>Tbk. PT<br>| 2685400 | &nbsp;&nbsp;15946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industri Jamu Dan <br>Farmasi Sido <br>Muncul Tbk. PT<br>| 2001772 | &nbsp;&nbsp;62527 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Inti Agri Resources <br>Tbk. PT<br>| 3873200 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intiland Development <br>Tbk. PT<br>| 1708900 | &nbsp;&nbsp;14244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 2423400 | &nbsp;&nbsp;400432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jasa Marga Persero <br>Tbk. PT<br>| 340026 | &nbsp;&nbsp;72253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Real Property <br>Tbk. PT<br>| 562800 | &nbsp;&nbsp;35936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 7647768 | &nbsp;&nbsp;103943 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 4644100 | &nbsp;&nbsp;$194773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matahari Department <br>Store Tbk. PT<br>| 412000 | &nbsp;&nbsp;45969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayora Indah Tbk. <br>PT<br>| 1057625 | &nbsp;&nbsp;145376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MD Entertainment <br>Tbk. PT<br>| 150700 | &nbsp;&nbsp;130185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 1552900 | &nbsp;&nbsp;23163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 4715500 | &nbsp;&nbsp;196846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Copper Gold <br>Tbk. PT<br>| 921021 | &nbsp;&nbsp;173815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 2389000 | &nbsp;&nbsp;81038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Kentjana <br>Tbk. PT<br>| 9800 | &nbsp;&nbsp;13921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midi Utama Indonesia <br>Tbk. PT<br>| 2547200 | &nbsp;&nbsp;46859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 4021800 | &nbsp;&nbsp;284345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 665400 | &nbsp;&nbsp;39634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Digital <br>Entertainment Tbk. <br>PT<br>| 2334400 | &nbsp;&nbsp;52921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 19376200 | &nbsp;&nbsp;216184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pabrik Kertas Tjiwi <br>Kimia Tbk. PT<br>| 631300 | &nbsp;&nbsp;276846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Strategic <br>Financial Tbk. PT<br>| 757800 | &nbsp;&nbsp;68836 |
|  | Pakuwon Jati Tbk. PT | 4559900 | &nbsp;&nbsp;97813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Panin Financial Tbk. <br>PT<br>| 5975200 | &nbsp;&nbsp;94891 |
| \* | Paninvest Tbk. PT | 314700 | &nbsp;&nbsp;15019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantai Indah Kapuk <br>Dua Tbk. PT<br>| 43726 | &nbsp;&nbsp;24196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan <br>Perkebunan London <br>Sumatra Indonesia <br>Tbk. PT<br>| 1476900 | &nbsp;&nbsp;102164 |
|  | Petrosea Tbk. PT | 619600 | &nbsp;&nbsp;262377 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pool Advista <br>Indonesia Tbk. PT<br>| 350400 | &nbsp;&nbsp;196 |
| \* | PP Persero Tbk. PT | 995000 | &nbsp;&nbsp;21041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 3337300 | &nbsp;&nbsp;27840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rukun Raharja Tbk. <br>PT<br>| 338800 | &nbsp;&nbsp;87008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salim Ivomas Pratama <br>Tbk. PT<br>| 1247200 | &nbsp;&nbsp;42396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sampoerna Agro Tbk. <br>PT<br>| 487800 | &nbsp;&nbsp;227345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Indonesia <br>Tbk. PT<br>| 4432700 | &nbsp;&nbsp;100158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 7040900 | &nbsp;&nbsp;$219377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sariguna Primatirta <br>Tbk. PT<br>| 2059800 | &nbsp;&nbsp;48764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawit Sumbermas <br>Sarana Tbk. PT<br>| 1425300 | &nbsp;&nbsp;142661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selamat Sempurna <br>Tbk. PT<br>| 1255100 | &nbsp;&nbsp;130655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinar Mas Multiartha <br>Tbk. PT<br>| 16500 | &nbsp;&nbsp;12764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Pipe Industry of <br>Indonesia PT<br>| 1516900 | &nbsp;&nbsp;40655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya <br>Tbk. PT<br>| 4494400 | &nbsp;&nbsp;467659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Tani Agung <br>Resources Tbk. PT<br>| 826700 | &nbsp;&nbsp;59795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 3743420 | &nbsp;&nbsp;88369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 1743900 | &nbsp;&nbsp;163057 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Suryainti Permata <br>Tbk. PT<br>| 1280000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLK US), ADR<br>| 42948 | &nbsp;&nbsp;907062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLKM IJ)<br>| 1051400 | &nbsp;&nbsp;224748 |
|  | Temas Tbk. PT | 3434000 | &nbsp;&nbsp;27645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 330100 | &nbsp;&nbsp;53117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tower Bersama <br>Infrastructure Tbk. <br>PT<br>| 547400 | &nbsp;&nbsp;58142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcoal Pacific Tbk. <br>PT<br>| 236300 | &nbsp;&nbsp;144955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Bangun <br>Persada Tbk. PT<br>| 2204400 | &nbsp;&nbsp;179576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Sekuritas <br>Indonesia Tbk. PT<br>| 66000 | &nbsp;&nbsp;2391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 2299200 | &nbsp;&nbsp;205128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 1325985 | &nbsp;&nbsp;51792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry <br>& Trading Co. Tbk. <br>PT<br>| 1103800 | &nbsp;&nbsp;99049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Indonesia <br>Tbk. PT<br>| 866400 | &nbsp;&nbsp;99483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Indonesia Tbk. <br>PT<br>| 560354 | &nbsp;&nbsp;216045 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya <br>Persero Tbk. PT<br>| 3281726 | &nbsp;&nbsp;7406 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wijaya Karya Persero <br>Tbk. PT<br>| 2898349 | &nbsp;&nbsp;13210 |
| \* | Wir Asia Tbk. PT | 1607400 | &nbsp;&nbsp;8344 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 2719349 | &nbsp;&nbsp;$535726 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;20333991 |
| KUWAIT — (0.6%) | KUWAIT — (0.6%) | KUWAIT — (0.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 297641 | &nbsp;&nbsp;202633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Real Estate <br>Co. SAK<br>| 51762 | &nbsp;&nbsp;21895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 597920 | &nbsp;&nbsp;262133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 180869 | &nbsp;&nbsp;174065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Arabiya Real Estate <br>Co. KSC<br>| 74998 | &nbsp;&nbsp;48781 |
| †† | Al-Eid Food KSC | 31315 | &nbsp;&nbsp;16519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ali Alghanim Sons <br>Automotive Co. <br>KSCC<br>| 48763 | &nbsp;&nbsp;175949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alimtiaz Investment <br>Group KSC<br>| 438888 | &nbsp;&nbsp;71918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 225383 | &nbsp;&nbsp;246408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asiya Capital <br>Investments Co. <br>KSCP<br>| 335749 | &nbsp;&nbsp;43665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyout Holding Co. <br>KPSC<br>| 23132 | &nbsp;&nbsp;27096 |
|  | Boubyan Bank KSCP | 45825 | &nbsp;&nbsp;101132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 150745 | &nbsp;&nbsp;277819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boursa Kuwait <br>Securities Co. <br>KPSC<br>| 31023 | &nbsp;&nbsp;318248 |
|  | Burgan Bank SAK | 204057 | &nbsp;&nbsp;132414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 29751 | &nbsp;&nbsp;95694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 68938 | &nbsp;&nbsp;60969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Real <br>Estate Co. KSC<br>| 395113 | &nbsp;&nbsp;265481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Investment Co. <br>KSCP<br>| 88762 | &nbsp;&nbsp;33252 |
|  | Gulf Bank KSCP | 389916 | &nbsp;&nbsp;437750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 42508 | &nbsp;&nbsp;277362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heavy Engineering & <br>Ship Building Co. <br>KSCP<br>| 48549 | &nbsp;&nbsp;124217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humansoft Holding <br>Co. KSC<br>| 24931 | &nbsp;&nbsp;$214937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IFA Hotels & <br>Resorts-KPSC<br>| 4547 | &nbsp;&nbsp;12687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Holding Co. <br>KCSC<br>| 73955 | &nbsp;&nbsp;102766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KAMCO Investment <br>Co. KSC<br>| 28922 | &nbsp;&nbsp;19804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Business Town <br>Real Estate Co. <br>KSCP<br>| 39956 | &nbsp;&nbsp;10435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 160786 | &nbsp;&nbsp;73788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 427879 | &nbsp;&nbsp;378970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 110025 | &nbsp;&nbsp;75934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Portland <br>Cement Co. KSC<br>| 15155 | &nbsp;&nbsp;31179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Real Estate <br>Co. KSC<br>| 290770 | &nbsp;&nbsp;330987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait <br>Telecommunications <br>Co.<br>| 99348 | &nbsp;&nbsp;212393 |
|  | Mabanee Co. KPSC | 120807 | &nbsp;&nbsp;395384 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manazel Holding Co. <br>KSC<br>| 100582 | &nbsp;&nbsp;16167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 41370 | &nbsp;&nbsp;138057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. KSCP<br>| 767433 | &nbsp;&nbsp;1278722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Munshaat Real Estate <br>Projects Co. KSCP<br>| 42110 | &nbsp;&nbsp;30927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Kuwait SAKP<br>| 864466 | &nbsp;&nbsp;2678443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Consumer <br>Holding Co. SAK<br>| 125908 | &nbsp;&nbsp;41803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 486531 | &nbsp;&nbsp;418204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Investments <br>Co. KSCP<br>| 220422 | &nbsp;&nbsp;194495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oula Fuel Marketing <br>Co.<br>| 76757 | &nbsp;&nbsp;63938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privatization Holding <br>Co. KSCP<br>| 169268 | &nbsp;&nbsp;37648 |
| \* | Rasiyat Holding Co. | 18109 | &nbsp;&nbsp;21670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salhia Real Estate <br>Co. KSCP<br>| 122726 | &nbsp;&nbsp;156043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Securities House <br>KSC<br>| 156467 | &nbsp;&nbsp;35649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Specialities Group <br>Holding Co. KSCC<br>| 54384 | &nbsp;&nbsp;26510 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sultan Center Food <br>Products Co. KSC<br>| 4567 | &nbsp;&nbsp;268 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
| \* | Warba Bank KSCP | 778004 | &nbsp;&nbsp;$718074 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;11131282 |
| MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |  |
|  | Able Global Bhd. | 41700 | &nbsp;&nbsp;17687 |
| # | Aeon Co. M Bhd. | 300700 | &nbsp;&nbsp;94430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 90180 | &nbsp;&nbsp;134180 |
| #\* | AFFIN Bank Bhd. | 185392 | &nbsp;&nbsp;125874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 7500 | &nbsp;&nbsp;25969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank <br>Malaysia Bhd.<br>| 353141 | &nbsp;&nbsp;469070 |
|  | Allianz Malaysia Bhd. | 25900 | &nbsp;&nbsp;151135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 127000 | &nbsp;&nbsp;48342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 431075 | &nbsp;&nbsp;705028 |
| # | Ancom Nylex Bhd. | 205920 | &nbsp;&nbsp;48599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astro Malaysia <br>Holdings Bhd.<br>| 350300 | &nbsp;&nbsp;8456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurelius Technologies <br>Bhd.<br>| 137000 | &nbsp;&nbsp;25256 |
|  | Axiata Group Bhd. | 487148 | &nbsp;&nbsp;284029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 289731 | &nbsp;&nbsp;181562 |
|  | Batu Kawan Bhd. | 39200 | &nbsp;&nbsp;192367 |
| \* | Bermaz Auto Bhd. | 63100 | &nbsp;&nbsp;13263 |
| \* | Bumi Armada Bhd. | 813100 | &nbsp;&nbsp;63105 |
|  | Bursa Malaysia Bhd. | 122400 | &nbsp;&nbsp;280180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 279900 | &nbsp;&nbsp;102169 |
| \* | Cape Ems Bhd. | 362300 | &nbsp;&nbsp;24436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CB Industrial Product <br>Holding Bhd.<br>| 114580 | &nbsp;&nbsp;36267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCK Consolidated <br>Holdings Bhd.<br>| 38000 | &nbsp;&nbsp;13090 |
|  | CelcomDigi Bhd. | 466100 | &nbsp;&nbsp;385492 |
| \* | Chin Hin Group Bhd. | 110300 | &nbsp;&nbsp;64704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMB Group Holdings <br>Bhd.<br>| 1193549 | &nbsp;&nbsp;2600400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Contracts <br>Bhd.<br>| 100500 | &nbsp;&nbsp;35069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescendo Corp. <br>Bhd.<br>| 68600 | &nbsp;&nbsp;21924 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;D&O Green <br>Technologies Bhd.<br>| 228600 | &nbsp;&nbsp;36152 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dagang NeXchange <br>Bhd.<br>| 631300 | &nbsp;&nbsp;47297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 356445 | &nbsp;&nbsp;162542 |
| # | Dialog Group Bhd. | 354214 | &nbsp;&nbsp;147725 |
|  | DRB-Hicom Bhd. | 391300 | &nbsp;&nbsp;107195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 139397 | &nbsp;&nbsp;48463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Lady Milk <br>Industries Bhd.<br>| 3000 | &nbsp;&nbsp;25074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | DXN Holdings Bhd. | 155100 | &nbsp;&nbsp;$19878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 297900 | &nbsp;&nbsp;55471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 233200 | &nbsp;&nbsp;131960 |
| # | EG Industries Bhd. | 58300 | &nbsp;&nbsp;16711 |
| #\* | Ekovest Bhd. | 793150 | &nbsp;&nbsp;52131 |
|  | Farm Fresh Bhd. | 206100 | &nbsp;&nbsp;149718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Prosonic <br>Industries Bhd.<br>| 83700 | &nbsp;&nbsp;24387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fraser & Neave <br>Holdings Bhd.<br>| 22500 | &nbsp;&nbsp;203561 |
| # | Frontken Corp. Bhd. | 327250 | &nbsp;&nbsp;318994 |
| # | Gamuda Bhd. | 204904 | &nbsp;&nbsp;230380 |
|  | Gas Malaysia Bhd. | 96300 | &nbsp;&nbsp;112772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 73400 | &nbsp;&nbsp;96115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatech Technology <br>Bhd.<br>| 248400 | &nbsp;&nbsp;111012 |
| # | Guan Chong Bhd. | 360900 | &nbsp;&nbsp;63036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 119720 | &nbsp;&nbsp;90758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 101200 | &nbsp;&nbsp;58654 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 515600 | &nbsp;&nbsp;120722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hengyuan Refining <br>Co. Bhd.<br>| 68100 | &nbsp;&nbsp;15104 |
|  | Hextar Global Bhd. | 383160 | &nbsp;&nbsp;81780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiap Teck Venture <br>Bhd.<br>| 378800 | &nbsp;&nbsp;26140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Bank <br>Bhd.<br>| 25090 | &nbsp;&nbsp;164195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Financial <br>Group Bhd.<br>| 27013 | &nbsp;&nbsp;153212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 22900 | &nbsp;&nbsp;98267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hume Cement <br>Industries Bhd.<br>| 31200 | &nbsp;&nbsp;28399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hup Seng Industries <br>Bhd.<br>| 164800 | &nbsp;&nbsp;43493 |
|  | IGB Bhd. | 96820 | &nbsp;&nbsp;87638 |
| # | IJM Corp. Bhd. | 441414 | &nbsp;&nbsp;300015 |
| # | Inari Amertron Bhd. | 140663 | &nbsp;&nbsp;57496 |
| # | Insas Bhd. | 106800 | &nbsp;&nbsp;24644 |
| # | IOI Corp. Bhd. | 150405 | &nbsp;&nbsp;151878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 295710 | &nbsp;&nbsp;239180 |
|  | ITMAX SYSTEM Bhd. | 111300 | &nbsp;&nbsp;143320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 239505 | &nbsp;&nbsp;63887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng Malaysia <br>Bhd.<br>| 49000 | &nbsp;&nbsp;68672 |
| # | Kelington Group Bhd. | 147400 | &nbsp;&nbsp;197797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kenanga Investment <br>Bank Bhd.<br>| 262900 | &nbsp;&nbsp;57448 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek <br>Group Bhd.<br>| 145309 | &nbsp;&nbsp;$100020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kim Loong Resources <br>Bhd.<br>| 89860 | &nbsp;&nbsp;54723 |
| †† | KNM Group Bhd. | 277084 | &nbsp;&nbsp;281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kossan Rubber <br>Industries Bhd.<br>| 500800 | &nbsp;&nbsp;128663 |
|  | Kretam Holdings Bhd. | 266200 | &nbsp;&nbsp;46514 |
|  | KSL Holdings Bhd. | 59804 | &nbsp;&nbsp;46308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong <br>Bhd.<br>| 70982 | &nbsp;&nbsp;351281 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lagenda Properties <br>Bhd.<br>| 143100 | &nbsp;&nbsp;54417 |
|  | LBS Bina Group Bhd. | 391772 | &nbsp;&nbsp;40263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 426800 | &nbsp;&nbsp;85664 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chemical Titan <br>Holding Bhd.<br>| 258476 | &nbsp;&nbsp;25206 |
|  | LPI Capital Bhd. | 96300 | &nbsp;&nbsp;369549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 96933 | &nbsp;&nbsp;50705 |
|  | Mah Sing Group Bhd. | 614652 | &nbsp;&nbsp;179458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Banking <br>Bhd.<br>| 534730 | &nbsp;&nbsp;1600381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 286250 | &nbsp;&nbsp;45719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 182800 | &nbsp;&nbsp;88522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 31463 | &nbsp;&nbsp;255698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 797188 | &nbsp;&nbsp;70915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 488812 | &nbsp;&nbsp;177867 |
| # | Maxis Bhd. | 268300 | &nbsp;&nbsp;260375 |
|  | MBM Resources Bhd. | 60030 | &nbsp;&nbsp;80380 |
|  | MBSB Bhd. | 749895 | &nbsp;&nbsp;139046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega First Corp. <br>Bhd.<br>| 238800 | &nbsp;&nbsp;197246 |
|  | Mi Technovation Bhd. | 92300 | &nbsp;&nbsp;73660 |
|  | MISC Bhd. | 89200 | &nbsp;&nbsp;180935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MKH Oil Palm East <br>Kalimantan Bhd.<br>| 23459 | &nbsp;&nbsp;3655 |
| # | MNRB Holdings Bhd. | 186567 | &nbsp;&nbsp;122550 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mr. DIY Group M <br>Bhd.<br>| 664500 | &nbsp;&nbsp;309066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MSM Malaysia <br>Holdings Bhd.<br>| 50100 | &nbsp;&nbsp;11804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 254850 | &nbsp;&nbsp;35354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nationgate Holdings <br>Bhd.<br>| 192800 | &nbsp;&nbsp;48666 |
| \* | NEXG Bhd. | 511900 | &nbsp;&nbsp;38220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextgreen Global <br>Bhd.<br>| 55200 | &nbsp;&nbsp;11124 |
| †† | Nylex Malaysia Bhd. | 3235 | &nbsp;&nbsp;37 |
| # | OCK Group Bhd. | 213600 | &nbsp;&nbsp;20361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | OSK Holdings Bhd. | 535044 | &nbsp;&nbsp;$227864 |
|  | Padini Holdings Bhd. | 201150 | &nbsp;&nbsp;99222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 219367 | &nbsp;&nbsp;36347 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Corp. <br>Bhd.<br>| 122940 | &nbsp;&nbsp;32758 |
|  | Pecca Group Bhd. | 76700 | &nbsp;&nbsp;32717 |
| # | Perak Transit Bhd. | 281850 | &nbsp;&nbsp;18953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Chemicals <br>Group Bhd.<br>| 241400 | &nbsp;&nbsp;198176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Dagangan <br>Bhd.<br>| 36800 | &nbsp;&nbsp;197822 |
| \* | Pharmaniaga Bhd. | 849000 | &nbsp;&nbsp;61380 |
|  | PPB Group Bhd. | 103660 | &nbsp;&nbsp;296635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Press Metal <br>Aluminium Holdings <br>Bhd.<br>| 337100 | &nbsp;&nbsp;646197 |
| # | Public Bank Bhd. | 1477550 | &nbsp;&nbsp;1826241 |
| # | QL Resources Bhd. | 290559 | &nbsp;&nbsp;296165 |
| # | RCE Capital Bhd. | 222100 | &nbsp;&nbsp;65351 |
|  | RHB Bank Bhd. | 315178 | &nbsp;&nbsp;675448 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Engineering & <br>Equipment M Bhd.<br>| 58500 | &nbsp;&nbsp;51999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 155320 | &nbsp;&nbsp;150938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Plantation <br>Bhd.<br>| 25300 | &nbsp;&nbsp;22227 |
| # | Scientex Bhd. | 253200 | &nbsp;&nbsp;248037 |
|  | SD Guthrie Bhd. | 299149 | &nbsp;&nbsp;442855 |
|  | Sime Darby Bhd. | 731600 | &nbsp;&nbsp;400686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 613500 | &nbsp;&nbsp;233745 |
|  | SKP Resources Bhd. | 420300 | &nbsp;&nbsp;64577 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solarvest Holdings <br>Bhd.<br>| 101700 | &nbsp;&nbsp;64850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cable Group <br>Bhd.<br>| 48700 | &nbsp;&nbsp;25610 |
| # | SP Setia Bhd. Group | 751368 | &nbsp;&nbsp;187476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Construction <br>Group Bhd.<br>| 83310 | &nbsp;&nbsp;125109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supercomnet <br>Technologies Bhd.<br>| 58600 | &nbsp;&nbsp;10406 |
| #\* | Supermax Corp. Bhd. | 584848 | &nbsp;&nbsp;44799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Suria Capital Holdings <br>Bhd.<br>| 55420 | &nbsp;&nbsp;20972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 124568 | &nbsp;&nbsp;109644 |
| # | Ta Ann Holdings Bhd. | 107926 | &nbsp;&nbsp;127042 |
|  | Taliworks Corp. Bhd. | 197300 | &nbsp;&nbsp;23563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telekom Malaysia <br>Bhd.<br>| 140763 | &nbsp;&nbsp;282351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teo Seng Capital <br>Bhd.<br>| 152700 | &nbsp;&nbsp;41880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thong Guan <br>Industries Bhd.<br>| 56900 | &nbsp;&nbsp;16744 |
|  | TIME dotCom Bhd. | 139500 | &nbsp;&nbsp;211291 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| #\* | Tropicana Corp. Bhd. | 272328 | &nbsp;&nbsp;$82032 |
|  | TSH Resources Bhd. | 225200 | &nbsp;&nbsp;70466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uchi Technologies <br>Bhd.<br>| 115170 | &nbsp;&nbsp;89230 |
| # | UEM Sunrise Bhd. | 532564 | &nbsp;&nbsp;88515 |
|  | United Malacca Bhd. | 20100 | &nbsp;&nbsp;29836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Plantations <br>Bhd.<br>| 51700 | &nbsp;&nbsp;395980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 197440 | &nbsp;&nbsp;93639 |
| # | Velesto Energy Bhd. | 2053335 | &nbsp;&nbsp;158449 |
|  | ViTrox Corp. Bhd. | 48600 | &nbsp;&nbsp;53709 |
| # | VS Industry Bhd. | 1045195 | &nbsp;&nbsp;111159 |
| # | Wasco Bhd. | 102300 | &nbsp;&nbsp;23948 |
| #\* | WCT Holdings Bhd. | 392235 | &nbsp;&nbsp;58696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wellcall Holdings <br>Bhd.<br>| 160650 | &nbsp;&nbsp;53829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westports Holdings <br>Bhd.<br>| 125095 | &nbsp;&nbsp;193957 |
|  | Yinson Holdings Bhd. | 335408 | &nbsp;&nbsp;200810 |
| # | YTL Corp. Bhd. | 802156 | &nbsp;&nbsp;422962 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YTL Power <br>International Bhd.<br>| 267699 | &nbsp;&nbsp;219129 |
|  | Zetrix Ai Bhd. | 1703417 | &nbsp;&nbsp;347985 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;26202397 |
| MEXICO — (1.9%) | MEXICO — (1.9%) | MEXICO — (1.9%) |  |
| #\* | Alpek SAB de CV | 686342 | &nbsp;&nbsp;356995 |
|  | Alsea SAB de CV | 126520 | &nbsp;&nbsp;385946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (AMXB MM)<br>| 3153041 | &nbsp;&nbsp;3260211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arca Continental SAB <br>de CV<br>| 50653 | &nbsp;&nbsp;570556 |
| \* | Axtel SAB de CV | 549874 | &nbsp;&nbsp;88415 |
| #Ω | Banco del Bajio SA | 350228 | &nbsp;&nbsp;1024671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa Mexicana de <br>Valores SAB de CV<br>| 114320 | &nbsp;&nbsp;229347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 586116 | &nbsp;&nbsp;728453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), <br>Sponsored ADR<br>| 181927 | &nbsp;&nbsp;2270449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Minera Autlan <br>SAB de CV<br>| 4730 | &nbsp;&nbsp;2065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa <br>SAB de CV (KOF <br>US), Sponsored <br>ADR<br>| 4477 | &nbsp;&nbsp;466906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa <br>SAB de CV <br>(KOFUBL MM)<br>| 22065 | &nbsp;&nbsp;231407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consorcio ARA SAB <br>de CV<br>| 236092 | &nbsp;&nbsp;53363 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora AXTEL <br>SAB de CV<br>| 1529960 | &nbsp;&nbsp;77041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela <br>Cia de Aviacion <br>SAB de CV <br>(VOLARA MM), <br>Class A<br>| 202812 | &nbsp;&nbsp;$196011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Actinver SAB de <br>CV<br>| 9800 | &nbsp;&nbsp;12337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Inmobiliaria <br>Vesta SAB de CV<br>| 169303 | &nbsp;&nbsp;523041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 1553 | &nbsp;&nbsp;47099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 24666 | &nbsp;&nbsp;148764 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Empresas ICA SAB <br>de CV<br>| 72400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financiera <br>Independencia SAB <br>de CV SOFOM <br>ENR<br>| 9981 | &nbsp;&nbsp;4855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FEMSAUBD <br>MM)<br>| 69053 | &nbsp;&nbsp;720599 |
|  | Gentera SAB de CV | 645789 | &nbsp;&nbsp;1794803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 44764 | &nbsp;&nbsp;806731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Centro Norte <br>SAB de CV<br>| 84628 | &nbsp;&nbsp;1235716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (GAPB MM), <br>Class B<br>| 27704 | &nbsp;&nbsp;761591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (PAC US), ADR<br>| 3714 | &nbsp;&nbsp;1021016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASR US), ADR<br>| 1593 | &nbsp;&nbsp;549792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASURB MM), <br>Class B<br>| 10582 | &nbsp;&nbsp;365992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 254509 | &nbsp;&nbsp;884578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Carso SAB de <br>CV<br>| 38124 | &nbsp;&nbsp;259359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 72090 | &nbsp;&nbsp;493360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Banorte SAB de <br>CV, Class O<br>| 286169 | &nbsp;&nbsp;3226193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de CV, <br>Class O<br>| 239333 | &nbsp;&nbsp;600661 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 44185 | &nbsp;&nbsp;$186742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Hotelero Santa <br>Fe SAB de CV<br>| 21807 | &nbsp;&nbsp;4910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial <br>Saltillo SAB de CV<br>| 113382 | &nbsp;&nbsp;84991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Mexico SAB de <br>CV<br>| 225523 | &nbsp;&nbsp;2488418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 44185 | &nbsp;&nbsp;11377 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Rotoplas SAB <br>de CV<br>| 64745 | &nbsp;&nbsp;43680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Simec SAB de <br>CV (SIM US), <br>Sponsored ADR<br>| 2821 | &nbsp;&nbsp;93968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Simec SAB de <br>CV (SIMECB MM)<br>| 38410 | &nbsp;&nbsp;392331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 754089 | &nbsp;&nbsp;497088 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 103109 | &nbsp;&nbsp;81657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 98329 | &nbsp;&nbsp;979014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 42869 | &nbsp;&nbsp;2484911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark de <br>Mexico SAB de CV, <br>Class A<br>| 348437 | &nbsp;&nbsp;771801 |
|  | KUO SAB de CV | 28603 | &nbsp;&nbsp;98202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Comer SAB de <br>CV<br>| 158996 | &nbsp;&nbsp;340719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 363012 | &nbsp;&nbsp;1274364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minera Frisco SAB de <br>CV, Class A1<br>| 671499 | &nbsp;&nbsp;511040 |
| \*Ω | Nemak SAB de CV | 841126 | &nbsp;&nbsp;162199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 192589 | &nbsp;&nbsp;179078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 281712 | &nbsp;&nbsp;298864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Cultiba <br>SAB de CV<br>| 24314 | &nbsp;&nbsp;15443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, <br>Class B<br>| 218718 | &nbsp;&nbsp;448049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de Hoteles <br>Norte 19 SAB de <br>CV<br>| 86588 | &nbsp;&nbsp;31314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 46387 | &nbsp;&nbsp;725958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRAL <br>MM), Class L<br>| 17304 | &nbsp;&nbsp;$207923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 60865 | &nbsp;&nbsp;566717 |
|  | Regional SAB de CV | 123235 | &nbsp;&nbsp;1105208 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica <br>SAB de CV<br>| 326340 | &nbsp;&nbsp;102331 |
| \* | Vitro SAB de CV | 86492 | &nbsp;&nbsp;29299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wal-Mart de Mexico <br>SAB de CV<br>| 361703 | &nbsp;&nbsp;1147863 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;38763782 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Minas <br>Buenaventura SAA, <br>ADR<br>| 3667 | &nbsp;&nbsp;125632 |
|  | Credicorp Ltd. | 4211 | &nbsp;&nbsp;1502611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercorp Financial <br>Services, Inc.<br>| 3444 | &nbsp;&nbsp;168687 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp;1796930 |
| PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aboitiz Equity <br>Ventures, Inc.<br>| 242600 | &nbsp;&nbsp;130889 |
|  | Aboitiz Power Corp. | 101000 | &nbsp;&nbsp;73663 |
|  | ACEN Corp. | 2665900 | &nbsp;&nbsp;119687 |
|  | Apex Mining Co., Inc. | 595200 | &nbsp;&nbsp;147492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Consolidated <br>Mining & <br>Development Corp.<br>| 277100 | &nbsp;&nbsp;48399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Philippine <br>Islands<br>| 184940 | &nbsp;&nbsp;389562 |
|  | BDO Unibank, Inc. | 396940 | &nbsp;&nbsp;909761 |
| \* | Cebu Air, Inc. | 50500 | &nbsp;&nbsp;27900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cebu Landmasters, <br>Inc.<br>| 465178 | &nbsp;&nbsp;19739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Pacific Food, <br>Inc.<br>| 233200 | &nbsp;&nbsp;150727 |
|  | China Banking Corp. | 369867 | &nbsp;&nbsp;402174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 601200 | &nbsp;&nbsp;158348 |
|  | Cosco Capital, Inc. | 821400 | &nbsp;&nbsp;101792 |
|  | D&L Industries, Inc. | 741700 | &nbsp;&nbsp;50396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DITO CME Holdings <br>Corp.<br>| 1352000 | &nbsp;&nbsp;15589 |
| \* | DoubleDragon Corp. | 224390 | &nbsp;&nbsp;38258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Filinvest Development <br>Corp.<br>| 54700 | &nbsp;&nbsp;4117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 91840 | &nbsp;&nbsp;119804 |
|  | Globe Telecom, Inc. | 7170 | &nbsp;&nbsp;192156 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 25749 | &nbsp;&nbsp;$293277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Container <br>Terminal Services, <br>Inc.<br>| 105880 | &nbsp;&nbsp;1159698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 368328 | &nbsp;&nbsp;174241 |
|  | Jollibee Foods Corp. | 66010 | &nbsp;&nbsp;229740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keepers Holdings, <br>Inc.<br>| 494000 | &nbsp;&nbsp;19219 |
|  | Manila Electric Co. | 23200 | &nbsp;&nbsp;232177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manila Water Co., <br>Inc.<br>| 432300 | &nbsp;&nbsp;297957 |
|  | Megaworld Corp. | 2918600 | &nbsp;&nbsp;108868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 401565 | &nbsp;&nbsp;498021 |
| Ω | Monde Nissin Corp. | 431500 | &nbsp;&nbsp;41697 |
|  | Nickel Asia Corp. | 1764600 | &nbsp;&nbsp;161290 |
|  | Petron Corp. | 794800 | &nbsp;&nbsp;36442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 27762 | &nbsp;&nbsp;50435 |
|  | Philex Mining Corp. | 779600 | &nbsp;&nbsp;149091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 162052 | &nbsp;&nbsp;176327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Seven <br>Corp.<br>| 118600 | &nbsp;&nbsp;69463 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Petroleum <br>Philippines, Inc.<br>| 189140 | &nbsp;&nbsp;2506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PLDT, Inc. (PHI US), <br>Sponsored ADR<br>| 1138 | &nbsp;&nbsp;25673 |
|  | PLDT, Inc. (TEL PM) | 10945 | &nbsp;&nbsp;249800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 409760 | &nbsp;&nbsp;248377 |
|  | RFM Corp. | 532000 | &nbsp;&nbsp;47196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 339756 | &nbsp;&nbsp;144833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Land <br>Corp.<br>| 616366 | &nbsp;&nbsp;189981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 150190 | &nbsp;&nbsp;94442 |
|  | Security Bank Corp. | 89976 | &nbsp;&nbsp;99359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakey's Pizza Asia <br>Ventures, Inc.<br>| 93500 | &nbsp;&nbsp;10615 |
| \* | Shell Pilipinas Corp. | 193090 | &nbsp;&nbsp;40914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Investments <br>Corp.<br>| 6455 | &nbsp;&nbsp;76721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Prime Holdings, <br>Inc.<br>| 653912 | &nbsp;&nbsp;239435 |
|  | SSI Group, Inc. | 238000 | &nbsp;&nbsp;10916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Education <br>Systems Holdings, <br>Inc.<br>| 437000 | &nbsp;&nbsp;9350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Grid & <br>Development Phils, <br>Inc.<br>| 367800 | &nbsp;&nbsp;119601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of the <br>Philippines<br>| 256483 | &nbsp;&nbsp;112342 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Robina <br>Corp.<br>| 168940 | &nbsp;&nbsp;$203389 |
|  | Vistamalls, Inc. | 47400 | &nbsp;&nbsp;980 |
|  | Wilcon Depot, Inc. | 514700 | &nbsp;&nbsp;58480 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;8783306 |
| POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |  |
|  | AB SA | 4761 | &nbsp;&nbsp;159538 |
|  | Agora SA | 16251 | &nbsp;&nbsp;42134 |
|  | Alior Bank SA | 44133 | &nbsp;&nbsp;1440486 |
| \*Ω | Allegro.eu SA | 43171 | &nbsp;&nbsp;354644 |
|  | Apator SA | 7981 | &nbsp;&nbsp;59192 |
| \* | Arctic Paper SA | 10034 | &nbsp;&nbsp;23005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 15181 | &nbsp;&nbsp;164214 |
|  | Asseco Poland SA | 17058 | &nbsp;&nbsp;1038764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asseco South Eastern <br>Europe SA<br>| 7323 | &nbsp;&nbsp;154492 |
| # | Auto Partner SA | 18955 | &nbsp;&nbsp;100512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 7422 | &nbsp;&nbsp;241028 |
| \* | Bank Millennium SA | 65312 | &nbsp;&nbsp;315948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 27288 | &nbsp;&nbsp;78105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Polska Kasa <br>Opieki SA<br>| 31431 | &nbsp;&nbsp;1911570 |
| \* | Benefit Systems SA | 742 | &nbsp;&nbsp;799091 |
| #\* | Bioton SA | 12311 | &nbsp;&nbsp;13745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 344 | &nbsp;&nbsp;14158 |
|  | Boryszew SA | 29154 | &nbsp;&nbsp;47240 |
| # | Budimex SA | 2030 | &nbsp;&nbsp;392425 |
| #\* | CCC SA | 9469 | &nbsp;&nbsp;312977 |
|  | CD Projekt SA | 1974 | &nbsp;&nbsp;144095 |
| \* | Celon Pharma SA | 5344 | &nbsp;&nbsp;32839 |
| \* | CI Games SA | 22569 | &nbsp;&nbsp;14862 |
| \* | Cognor Holding SA | 27030 | &nbsp;&nbsp;38475 |
|  | Cyber Folks SA | 1622 | &nbsp;&nbsp;93997 |
| #\* | Cyfrowy Polsat SA | 54546 | &nbsp;&nbsp;205085 |
| #\* | Datawalk SA | 846 | &nbsp;&nbsp;40511 |
|  | Develia SA | 135211 | &nbsp;&nbsp;354858 |
| \*Ω | Dino Polska SA | 48903 | &nbsp;&nbsp;517371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dom Development <br>SA<br>| 3585 | &nbsp;&nbsp;271379 |
|  | Echo Investment SA | 52622 | &nbsp;&nbsp;76890 |
| # | Elektrotim SA | 2257 | &nbsp;&nbsp;31420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fabryki Mebli Forte <br>SA<br>| 4291 | &nbsp;&nbsp;30014 |
|  | Ferro SA | 2867 | &nbsp;&nbsp;24680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Globe Trade Centre <br>SA<br>| 52134 | &nbsp;&nbsp;43678 |
| #\* | Grupa Azoty SA | 14911 | &nbsp;&nbsp;74482 |
|  | Grupa Kety SA | 4041 | &nbsp;&nbsp;1159647 |
|  | Grupa Pracuj SA | 4712 | &nbsp;&nbsp;63534 |
| \*Ω | HUUUGE, Inc. | 13424 | &nbsp;&nbsp;94991 |
|  | ING Bank Slaski SA | 6396 | &nbsp;&nbsp;698933 |
|  | Inter Cars SA | 2731 | &nbsp;&nbsp;487469 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 14339 | &nbsp;&nbsp;$1330467 |
| # | KRUK SA | 5322 | &nbsp;&nbsp;731767 |
|  | LPP SA | 163 | &nbsp;&nbsp;900172 |
| \* | mBank SA | 2001 | &nbsp;&nbsp;583694 |
|  | Mirbud SA | 33062 | &nbsp;&nbsp;122009 |
|  | Mo-BRUK SA | 626 | &nbsp;&nbsp;63373 |
| \* | Mostostal Zabrze SA | 9074 | &nbsp;&nbsp;16503 |
|  | Neuca SA | 246 | &nbsp;&nbsp;54846 |
|  | Newag SA | 3739 | &nbsp;&nbsp;131085 |
|  | Orange Polska SA | 138678 | &nbsp;&nbsp;448377 |
|  | ORLEN SA | 68372 | &nbsp;&nbsp;2078001 |
| # | PCC Rokita SA | 1073 | &nbsp;&nbsp;21912 |
|  | Pepco Group NV | 30079 | &nbsp;&nbsp;245801 |
| \* | PKP Cargo SA | 5403 | &nbsp;&nbsp;20825 |
|  | PlayWay SA | 504 | &nbsp;&nbsp;39818 |
| \* | Polimex-Mostostal SA | 21733 | &nbsp;&nbsp;51434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechna Kasa <br>Oszczednosci Bank <br>Polski SA<br>| 71931 | &nbsp;&nbsp;1870987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechny Zaklad <br>Ubezpieczen SA<br>| 65349 | &nbsp;&nbsp;1285828 |
|  | Rainbow Tours SA | 1614 | &nbsp;&nbsp;69470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank <br>Polska SA<br>| 3292 | &nbsp;&nbsp;516463 |
| \* | Selvita SA | 2662 | &nbsp;&nbsp;32196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 50770 | &nbsp;&nbsp;40330 |
|  | Synektik SA | 1788 | &nbsp;&nbsp;148378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 452067 | &nbsp;&nbsp;1398109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 1011 | &nbsp;&nbsp;32638 |
| # | Text SA | 2715 | &nbsp;&nbsp;32372 |
|  | Torpol SA | 3250 | &nbsp;&nbsp;53432 |
| \* | Toya SA | 4066 | &nbsp;&nbsp;11196 |
|  | Unimot SA | 1807 | &nbsp;&nbsp;69143 |
|  | Votum SA | 3710 | &nbsp;&nbsp;50068 |
| # | Voxel SA | 1360 | &nbsp;&nbsp;52749 |
| \* | VRG SA | 93660 | &nbsp;&nbsp;131002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warsaw Stock <br>Exchange<br>| 4693 | &nbsp;&nbsp;93934 |
|  | Wawel SA | 61 | &nbsp;&nbsp;14421 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 5486 | &nbsp;&nbsp;95189 |
| Ω | XTB SA | 20407 | &nbsp;&nbsp;486362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol <br>Elektrocieplowni <br>Wroclawskich <br>Kogeneracja SA<br>| 675 | &nbsp;&nbsp;14791 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;25501620 |
| QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) |  |
|  | Aamal Co. | 786846 | &nbsp;&nbsp;185754 |
|  | Ahli Bank QSC | 111308 | &nbsp;&nbsp;116400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Takaful <br>Group QSC<br>| 97689 | &nbsp;&nbsp;63097 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Meera Consumer <br>Goods Co. QSC<br>| 40367 | &nbsp;&nbsp;$163114 |
|  | Al Rayan Bank | 532162 | &nbsp;&nbsp;332431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alijarah Holding Co. <br>QPSC<br>| 213700 | &nbsp;&nbsp;41854 |
| \* | Baladna | 426893 | &nbsp;&nbsp;145309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 760678 | &nbsp;&nbsp;572193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 533500 | &nbsp;&nbsp;697326 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dlala Brokerage & <br>Investments Holding <br>Co. QSC<br>| 110409 | &nbsp;&nbsp;28476 |
|  | Doha Bank QPSC | 1270506 | &nbsp;&nbsp;963697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 144242 | &nbsp;&nbsp;108715 |
|  | Dukhan Bank | 172138 | &nbsp;&nbsp;168495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 612447 | &nbsp;&nbsp;469478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Warehousing <br>Co.<br>| 127702 | &nbsp;&nbsp;87855 |
|  | Lesha Bank LLC | 423327 | &nbsp;&nbsp;217706 |
|  | Mannai Corp. QSC | 77226 | &nbsp;&nbsp;103275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development <br>QPSC<br>| 332402 | &nbsp;&nbsp;53076 |
|  | Meeza QSTP LLC | 34975 | &nbsp;&nbsp;31767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesaieed <br>Petrochemical <br>Holding Co.<br>| 764558 | &nbsp;&nbsp;229811 |
|  | Ooredoo QPSC | 207392 | &nbsp;&nbsp;815523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Aluminum <br>Manufacturing Co.<br>| 764893 | &nbsp;&nbsp;398037 |
|  | Qatar Fuel QSC | 98123 | &nbsp;&nbsp;417796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 164463 | &nbsp;&nbsp;104616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 992691 | &nbsp;&nbsp;597867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar International <br>Islamic Bank QSC<br>| 139695 | &nbsp;&nbsp;438363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic Bank <br>QPSC<br>| 99665 | &nbsp;&nbsp;684490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic <br>Insurance Group<br>| 35580 | &nbsp;&nbsp;85057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Bank <br>QPSC<br>| 862234 | &nbsp;&nbsp;4697790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Navigation <br>QSC<br>| 239507 | &nbsp;&nbsp;744080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QLM Life & Medical <br>Insurance Co. WLL<br>| 128102 | &nbsp;&nbsp;86078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 439066 | &nbsp;&nbsp;92474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 614652 | &nbsp;&nbsp;162999 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Qatar <br>PQSC<br>| 711075 | &nbsp;&nbsp;$498147 |
| \* | Widam Food Co. | 42142 | &nbsp;&nbsp;16788 |
|  | Zad Holding Co. | 46056 | &nbsp;&nbsp;183630 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;14803564 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | PhosAgro PJSC | 113 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Polyus PJSC (PLZL <br>LI), GDR<br>| 6402 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sberbank of Russia <br>PJSC (SBER LI), <br>Sponsored ADR<br>| 286504 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 431770 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (2.5%) | SAUDI ARABIA — (2.5%) | SAUDI ARABIA — (2.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abdullah Al Othaim <br>Markets Co.<br>| 119335 | &nbsp;&nbsp;211894 |
|  | Ades Holding Co. | 103368 | &nbsp;&nbsp;529636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 30006 | &nbsp;&nbsp;207575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 16242 | &nbsp;&nbsp;303150 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Gassim Investment <br>Holding Co.<br>| 2532 | &nbsp;&nbsp;10856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 8035 | &nbsp;&nbsp;38883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 5970 | &nbsp;&nbsp;79523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 8620 | &nbsp;&nbsp;47765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Masane Al Kobra <br>Mining Co.<br>| 7353 | &nbsp;&nbsp;227976 |
|  | Al Rajhi Bank | 228984 | &nbsp;&nbsp;6538934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Taiseer Group <br>TALCO Industrial <br>Co.<br>| 2819 | &nbsp;&nbsp;26428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 6799 | &nbsp;&nbsp;68565 |
|  | Alamar Foods | 1909 | &nbsp;&nbsp;22362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandalus Property <br>Co.<br>| 14474 | &nbsp;&nbsp;67476 |
|  | Alaseel Co. | 79886 | &nbsp;&nbsp;78874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 14089 | &nbsp;&nbsp;192452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldrees Petroleum & <br>Transport Services <br>Co.<br>| 14603 | &nbsp;&nbsp;464993 |
|  | Alinma Bank | 198062 | &nbsp;&nbsp;1504438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 12745 | &nbsp;&nbsp;41410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlKhorayef Water & <br>Power Technologies <br>Co.<br>| 5044 | &nbsp;&nbsp;166376 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 8480 | &nbsp;&nbsp;$24599 |
|  | Almarai Co. JSC | 83992 | &nbsp;&nbsp;990804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Almawarid Manpower <br>Co.<br>| 1792 | &nbsp;&nbsp;59081 |
|  | Alujain Corp. | 12066 | &nbsp;&nbsp;84038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlak International <br>Finance Co.<br>| 17709 | &nbsp;&nbsp;53070 |
|  | Arab National Bank | 155838 | &nbsp;&nbsp;945819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabia Insurance <br>Cooperative Co.<br>| 4565 | &nbsp;&nbsp;11065 |
| Ω | Arabian Centres Co. | 41346 | &nbsp;&nbsp;215477 |
|  | Arabian Drilling Co. | 13468 | &nbsp;&nbsp;376998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Internet & <br>Communications <br>Services Co.<br>| 6718 | &nbsp;&nbsp;419881 |
|  | Arabian Pipes Co. | 43816 | &nbsp;&nbsp;60759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Shield <br>Cooperative <br>Insurance Co.<br>| 16192 | &nbsp;&nbsp;51234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 37791 | &nbsp;&nbsp;218562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 14213 | &nbsp;&nbsp;40951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ash-Sharqiyah <br>Development Co.<br>| 3255 | &nbsp;&nbsp;12397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Industrial Group <br>Co.<br>| 8642 | &nbsp;&nbsp;345492 |
|  | Ataa Educational Co. | 1785 | &nbsp;&nbsp;26469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAAN Holding Group <br>Co.<br>| 23483 | &nbsp;&nbsp;12452 |
|  | Bank AlBilad | 133508 | &nbsp;&nbsp;945315 |
| \* | Bank Al-Jazira | 170758 | &nbsp;&nbsp;570352 |
|  | Banque Saudi Fransi | 178210 | &nbsp;&nbsp;857833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Basic Chemical <br>Industries Ltd.<br>| 2976 | &nbsp;&nbsp;20886 |
| \* | Bawan Co. | 12687 | &nbsp;&nbsp;164821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BinDawood Holding <br>Co.<br>| 98390 | &nbsp;&nbsp;129427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bupa Arabia for <br>Cooperative <br>Insurance Co.<br>| 12944 | &nbsp;&nbsp;568647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catrion Catering <br>Holding Co.<br>| 16632 | &nbsp;&nbsp;359217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 5288 | &nbsp;&nbsp;32511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co. for Cooperative <br>Insurance <br>| 16274 | &nbsp;&nbsp;593824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 144135 | &nbsp;&nbsp;718471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Pipes Integrated <br>Co. for Industry<br>| 5168 | &nbsp;&nbsp;207859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrical Industries <br>Co.<br>| 180871 | &nbsp;&nbsp;658448 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Elm Co. | 3015 | &nbsp;&nbsp;$623590 |
| \* | Emaar Economic City | 56913 | &nbsp;&nbsp;149493 |
|  | Etihad Etisalat Co. | 132436 | &nbsp;&nbsp;2492195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etihad GO Telecom <br>Co.<br>| 5579 | &nbsp;&nbsp;139766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fawaz Abdulaziz Al <br>Hokair & Co.<br>| 15559 | &nbsp;&nbsp;71489 |
|  | First Milling Co. | 7287 | &nbsp;&nbsp;98192 |
|  | Fitaihi Holding Group | 32967 | &nbsp;&nbsp;25707 |
|  | Gulf Insurance Group | 7624 | &nbsp;&nbsp;49137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Union <br>Cooperative <br>Insurance Co.<br>| 4104 | &nbsp;&nbsp;12256 |
| \* | Halwani Brothers Co. | 4252 | &nbsp;&nbsp;38392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Herfy Food Services <br>Co.<br>| 8702 | &nbsp;&nbsp;36817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamjoom <br>Pharmaceuticals <br>Factory Co.<br>| 4577 | &nbsp;&nbsp;170739 |
|  | Jarir Marketing Co. | 101459 | &nbsp;&nbsp;385983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L'Azurde Co. for <br>Jewelry<br>| 13189 | &nbsp;&nbsp;41831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leejam Sports Co. <br>JSC<br>| 10386 | &nbsp;&nbsp;280470 |
| \* | Lumi Rental Co. | 9960 | &nbsp;&nbsp;127239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharah Human <br>Resources Co.<br>| 73127 | &nbsp;&nbsp;115960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malath Cooperative <br>Insurance Co.<br>| 8240 | &nbsp;&nbsp;21761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 28825 | &nbsp;&nbsp;103957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Methanol Chemicals <br>Co.<br>| 10810 | &nbsp;&nbsp;21456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Paper <br>Co.<br>| 16442 | &nbsp;&nbsp;90641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Pharmaceutical Co.<br>| 2042 | &nbsp;&nbsp;60770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 7754 | &nbsp;&nbsp;47170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 277874 | &nbsp;&nbsp;819847 |
| \* | Nama Chemicals Co. | 3207 | &nbsp;&nbsp;19442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 69281 | &nbsp;&nbsp;365120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 4364 | &nbsp;&nbsp;42750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for <br>Learning & <br>Education<br>| 3840 | &nbsp;&nbsp;132000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Gas & <br>Industrialization Co.<br>| 4145 | &nbsp;&nbsp;98340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Metal <br>Manufacturing & <br>Casting Co.<br>| 4650 | &nbsp;&nbsp;$17335 |
|  | Nayifat Finance Co. | 31130 | &nbsp;&nbsp;99975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Presentation <br>For Commercial <br>Services Co.<br>| 23272 | &nbsp;&nbsp;48097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabigh Refining & <br>Petrochemical Co.<br>| 118726 | &nbsp;&nbsp;225291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Sea International <br>Co.<br>| 1010 | &nbsp;&nbsp;7288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retal Urban <br>Development Co.<br>| 58158 | &nbsp;&nbsp;197690 |
|  | Riyad Bank | 223768 | &nbsp;&nbsp;1679302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyadh Cables Group <br>Co.<br>| 6709 | &nbsp;&nbsp;233506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients <br>Co.<br>| 42341 | &nbsp;&nbsp;1410677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sahara International <br>Petrochemical Co.<br>| 99044 | &nbsp;&nbsp;404682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAL Saudi Logistics <br>Services<br>| 6648 | &nbsp;&nbsp;319553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Amiantit <br>Co.<br>| 7439 | &nbsp;&nbsp;31683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Mining <br>Co.<br>| 65923 | &nbsp;&nbsp;1339420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Aramco Base <br>Oil Co.<br>| 14263 | &nbsp;&nbsp;397594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Automotive <br>Services Co.<br>| 14997 | &nbsp;&nbsp;204820 |
|  | Saudi Awwal Bank | 152123 | &nbsp;&nbsp;1445470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Basic Industries <br>Corp.<br>| 58619 | &nbsp;&nbsp;888410 |
|  | Saudi Ceramic Co. | 24541 | &nbsp;&nbsp;181831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Co. For <br>Hardware CJSC<br>| 4144 | &nbsp;&nbsp;28603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Darb <br>Investment Co.<br>| 20664 | &nbsp;&nbsp;13047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Ground <br>Services Co.<br>| 18656 | &nbsp;&nbsp;184387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 106822 | &nbsp;&nbsp;356415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Investment <br>Bank <br>| 164773 | &nbsp;&nbsp;614967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Kayan <br>Petrochemical Co.<br>| 242413 | &nbsp;&nbsp;316717 |
| \* | Saudi Marketing Co. | 7493 | &nbsp;&nbsp;28049 |
|  | Saudi National Bank  | 307335 | &nbsp;&nbsp;3674305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Paper <br>Manufacturing Co.<br>| 6278 | &nbsp;&nbsp;94508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 17976 | &nbsp;&nbsp;132274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Printing & <br>Packaging Co.<br>| 8367 | &nbsp;&nbsp;18533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 22537 | &nbsp;&nbsp;60298 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Real Estate <br>Co.<br>| 50888 | &nbsp;&nbsp;$196616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 43753 | &nbsp;&nbsp;325573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Research & <br>Media Group<br>| 3978 | &nbsp;&nbsp;126969 |
|  | Saudi Steel Pipe Co. | 11205 | &nbsp;&nbsp;120937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Tadawul Group <br>Holding Co.<br>| 2674 | &nbsp;&nbsp;114496 |
|  | Saudi Telecom Co. | 451649 | &nbsp;&nbsp;5361427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudia Dairy & <br>Foodstuff Co.<br>| 4265 | &nbsp;&nbsp;275450 |
| \* | Savola Group  | 57091 | &nbsp;&nbsp;363709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scientific & Medical <br>Equipment House <br>Co.<br>| 3383 | &nbsp;&nbsp;29380 |
| \* | Seera Group Holding | 63072 | &nbsp;&nbsp;450416 |
| \* | Shams | 5941 | &nbsp;&nbsp;21554 |
| \* | SHL Finance Co. | 21077 | &nbsp;&nbsp;91695 |
| \* | Sinad Holding Co. | 20916 | &nbsp;&nbsp;49999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 5604 | &nbsp;&nbsp;49326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 24005 | &nbsp;&nbsp;183379 |
|  | Tanmiah Food Co. | 3782 | &nbsp;&nbsp;60588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Theeb Rent A Car <br>Co.<br>| 15130 | &nbsp;&nbsp;142783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Electronics <br>Co.<br>| 15439 | &nbsp;&nbsp;361781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 20025 | &nbsp;&nbsp;323313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Wire Factories <br>Co.<br>| 3430 | &nbsp;&nbsp;18289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wafrah for Industry & <br>Development<br>| 1790 | &nbsp;&nbsp;10812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walaa Cooperative <br>Insurance Co.<br>| 16908 | &nbsp;&nbsp;50824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wataniya Insurance <br>Co.<br>| 7647 | &nbsp;&nbsp;27569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 25730 | &nbsp;&nbsp;185327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zahrat Al Waha For <br>Trading Co.<br>| 26630 | &nbsp;&nbsp;18294 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;50904068 |
| SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) | SOUTH AFRICA — (3.5%) |  |
|  | Absa Group Ltd. | 196897 | &nbsp;&nbsp;3102616 |
|  | Advtech Ltd. | 226507 | &nbsp;&nbsp;551209 |
|  | AECI Ltd. | 43415 | &nbsp;&nbsp;254707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Forbes <br>Group Holdings <br>Ltd.<br>| 187471 | &nbsp;&nbsp;99688 |
|  | Altron Ltd., Class A | 132633 | &nbsp;&nbsp;158844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti <br>PLC (AU US)<br>| 40811 | &nbsp;&nbsp;3790118 |
|  | Astral Foods Ltd. | 17003 | &nbsp;&nbsp;288948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | AVI Ltd. | 119794 | &nbsp;&nbsp;$791878 |
|  | Bid Corp. Ltd. | 65027 | &nbsp;&nbsp;1624541 |
|  | Bidvest Group Ltd. | 71557 | &nbsp;&nbsp;1035407 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 218805 | &nbsp;&nbsp;130346 |
| \* | Brait PLC | 1049561 | &nbsp;&nbsp;143413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank <br>Holdings Ltd.<br>| 6730 | &nbsp;&nbsp;1806962 |
|  | Cashbuild Ltd. | 5673 | &nbsp;&nbsp;50213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caxton & CTP <br>Publishers & <br>Printers Ltd.<br>| 24985 | &nbsp;&nbsp;20899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Lodge Hotels <br>Ltd.<br>| 170526 | &nbsp;&nbsp;51992 |
|  | Clicks Group Ltd. | 57489 | &nbsp;&nbsp;1145330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coronation Fund <br>Managers Ltd.<br>| 84403 | &nbsp;&nbsp;265023 |
|  | DataTec Ltd. | 134196 | &nbsp;&nbsp;635618 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dis-Chem Pharmacies <br>Ltd.<br>| 135584 | &nbsp;&nbsp;304671 |
|  | Discovery Ltd. | 46334 | &nbsp;&nbsp;675583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>SJ)<br>| 84660 | &nbsp;&nbsp;264353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>US), Sponsored <br>ADR<br>| 7192 | &nbsp;&nbsp;228849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EPE Capital Partners <br>Ltd.<br>| 4148 | &nbsp;&nbsp;1931 |
|  | Famous Brands Ltd. | 20162 | &nbsp;&nbsp;72641 |
|  | FirstRand Ltd. | 472939 | &nbsp;&nbsp;2697576 |
|  | Foschini Group Ltd. | 143449 | &nbsp;&nbsp;752041 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gold Fields Ltd. (GFI <br>US), Sponsored <br>ADR<br>| 117653 | &nbsp;&nbsp;5896768 |
|  | Grindrod Ltd. | 300724 | &nbsp;&nbsp;320065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HAR SJ)<br>| 39235 | &nbsp;&nbsp;833687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HMY US), <br>Sponsored ADR<br>| 106225 | &nbsp;&nbsp;2266841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudaco Industries <br>Ltd.<br>| 13408 | &nbsp;&nbsp;168520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 98308 | &nbsp;&nbsp;1832384 |
|  | Investec Ltd. | 36951 | &nbsp;&nbsp;299563 |
|  | Invicta Holdings Ltd. | 6307 | &nbsp;&nbsp;14049 |
| \* | iOCO Ltd. | 157410 | &nbsp;&nbsp;43741 |
|  | Italtile Ltd. | 167964 | &nbsp;&nbsp;104603 |
|  | JSE Ltd. | 24603 | &nbsp;&nbsp;225117 |
| \* | KAP Ltd. | 738519 | &nbsp;&nbsp;101462 |
|  | Kumba Iron Ore Ltd. | 18411 | &nbsp;&nbsp;408402 |
|  | Lewis Group Ltd. | 26714 | &nbsp;&nbsp;158719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metair Investments <br>Ltd.<br>| 63347 | &nbsp;&nbsp;18211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Momentum Group <br>Ltd.<br>| 696314 | &nbsp;&nbsp;1621472 |
|  | Motus Holdings Ltd. | 88069 | &nbsp;&nbsp;691004 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | Mpact Ltd. | 49206 | &nbsp;&nbsp;$67581 |
|  | Mr. Price Group Ltd. | 77051 | &nbsp;&nbsp;846109 |
|  | MTN Group Ltd. | 376060 | &nbsp;&nbsp;4175986 |
| \* | Nampak Ltd. | 2893 | &nbsp;&nbsp;93111 |
|  | Naspers Ltd., Class N | 36788 | &nbsp;&nbsp;2252354 |
|  | Nedbank Group Ltd. | 105675 | &nbsp;&nbsp;1730550 |
|  | NEPI Rockcastle NV | 106876 | &nbsp;&nbsp;973280 |
|  | Ninety One Ltd. | 70682 | &nbsp;&nbsp;242605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 41631 | &nbsp;&nbsp;991877 |
|  | Oceana Group Ltd. | 28877 | &nbsp;&nbsp;96455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 1925229 | &nbsp;&nbsp;1847705 |
|  | Omnia Holdings Ltd. | 95233 | &nbsp;&nbsp;497015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUTsurance Group <br>Ltd.<br>| 168811 | &nbsp;&nbsp;745077 |
| Ω | Pepkor Holdings Ltd. | 891830 | &nbsp;&nbsp;1457227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pick n Pay Stores <br>Ltd.<br>| 166839 | &nbsp;&nbsp;246703 |
|  | Premier Group Ltd. | 17766 | &nbsp;&nbsp;195075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSG Financial <br>Services Ltd.<br>| 315559 | &nbsp;&nbsp;531986 |
|  | Raubex Group Ltd. | 86543 | &nbsp;&nbsp;277547 |
|  | Reunert Ltd. | 53629 | &nbsp;&nbsp;204857 |
|  | RFG Holdings Ltd. | 55653 | &nbsp;&nbsp;88795 |
|  | Sanlam Ltd. | 237018 | &nbsp;&nbsp;1484831 |
|  | Santam Ltd. | 14370 | &nbsp;&nbsp;382387 |
|  | Sappi Ltd. | 189679 | &nbsp;&nbsp;209455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoprite Holdings <br>Ltd.<br>| 83160 | &nbsp;&nbsp;1372057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 524717 | &nbsp;&nbsp;2283782 |
|  | Southern Sun Ltd. | 259944 | &nbsp;&nbsp;162259 |
| \* | SPAR Group Ltd.  | 54703 | &nbsp;&nbsp;300907 |
|  | Spur Corp. Ltd. | 41270 | &nbsp;&nbsp;104007 |
|  | Stadio Holdings Ltd. | 92501 | &nbsp;&nbsp;69810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Bank Group <br>Ltd.<br>| 237480 | &nbsp;&nbsp;4364391 |
|  | Super Group Ltd. | 124834 | &nbsp;&nbsp;133947 |
|  | Telkom SA SOC Ltd. | 144278 | &nbsp;&nbsp;525075 |
|  | Tiger Brands Ltd. | 48620 | &nbsp;&nbsp;1010822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truworths <br>International Ltd.<br>| 108179 | &nbsp;&nbsp;401514 |
|  | Valterra Platinum Ltd. | 9673 | &nbsp;&nbsp;869101 |
|  | Vodacom Group Ltd. | 121330 | &nbsp;&nbsp;1119192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars <br>Holdings Ltd.<br>| 65467 | &nbsp;&nbsp;185153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 19702 | &nbsp;&nbsp;211180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Holdings <br>Ltd.<br>| 239487 | &nbsp;&nbsp;804025 |
|  | Zeda Ltd. | 85735 | &nbsp;&nbsp;73000 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;69578795 |
| SOUTH KOREA — (15.7%) | SOUTH KOREA — (15.7%) | SOUTH KOREA — (15.7%) |  |
| \* | ABLBio, Inc. | 1116 | &nbsp;&nbsp;152287 |
|  | Able C&C Co. Ltd. | 3827 | &nbsp;&nbsp;28114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 1421 | &nbsp;&nbsp;$12907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTechnology Co. <br>Ltd.<br>| 2141 | &nbsp;&nbsp;56659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Nano <br>Products Co. Ltd.<br>| 1410 | &nbsp;&nbsp;67179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Process <br>Systems Corp.<br>| 3610 | &nbsp;&nbsp;53587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical <br>Co. Ltd.<br>| 6856 | &nbsp;&nbsp;44292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 4364 | &nbsp;&nbsp;38073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AeroSpace <br>Technology of <br>Korea, Inc.<br>| 43002 | &nbsp;&nbsp;18210 |
| \* | Agabang & Co. | 7622 | &nbsp;&nbsp;24325 |
|  | Ahnlab, Inc. | 1081 | &nbsp;&nbsp;49888 |
| \* | Air Busan Co. Ltd. | 25072 | &nbsp;&nbsp;31402 |
|  | AJ Networks Co. Ltd. | 6444 | &nbsp;&nbsp;23612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ajin Industrial Co. <br>Ltd.<br>| 9270 | &nbsp;&nbsp;22316 |
| \* | Alteogen, Inc. | 3545 | &nbsp;&nbsp;1013758 |
| \* | ALUKO Co. Ltd. | 29610 | &nbsp;&nbsp;47005 |
| \* | Amicogen, Inc. | 5986 | &nbsp;&nbsp;6830 |
| # | Amorepacific Corp. | 3956 | &nbsp;&nbsp;380790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 10904 | &nbsp;&nbsp;216755 |
| \* | Amotech Co. Ltd. | 3102 | &nbsp;&nbsp;21327 |
| \* | Ananti, Inc. | 17903 | &nbsp;&nbsp;104198 |
| \* | Anapass, Inc. | 1884 | &nbsp;&nbsp;23180 |
|  | ANIPLUS, Inc. | 5784 | &nbsp;&nbsp;12082 |
| \* | Anterogen Co. Ltd. | 1197 | &nbsp;&nbsp;35611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aplus Asset Advisor <br>Co. Ltd.<br>| 8967 | &nbsp;&nbsp;76609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pacific Satellite, <br>Inc.<br>| 1533 | &nbsp;&nbsp;21417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 8411 | &nbsp;&nbsp;45455 |
| \* | Atec Co. Ltd. | 1127 | &nbsp;&nbsp;7888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atinum Investment <br>Co. Ltd.<br>| 5987 | &nbsp;&nbsp;13633 |
|  | Aurora World Corp. | 1656 | &nbsp;&nbsp;16916 |
|  | Avaco Co. Ltd. | 2325 | &nbsp;&nbsp;24601 |
|  | Baiksan Co. Ltd. | 4198 | &nbsp;&nbsp;36963 |
|  | BGF Co. Ltd. | 15592 | &nbsp;&nbsp;43610 |
| \* | BH Co. Ltd. | 7363 | &nbsp;&nbsp;93148 |
| \* | BHI Co. Ltd. | 3769 | &nbsp;&nbsp;186277 |
|  | Binggrae Co. Ltd. | 2766 | &nbsp;&nbsp;143363 |
|  | Bio Plus Co. Ltd. | 10739 | &nbsp;&nbsp;40666 |
|  | BioNote, Inc. | 9662 | &nbsp;&nbsp;39205 |
| #\* | BNC Korea Co. Ltd. | 12708 | &nbsp;&nbsp;43238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 62626 | &nbsp;&nbsp;721641 |
|  | Boditech Med, Inc. | 4522 | &nbsp;&nbsp;40835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bookook Securities <br>Co. Ltd.<br>| 1360 | &nbsp;&nbsp;67860 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosung Power <br>Technology Co. <br>Ltd.<br>| 5041 | &nbsp;&nbsp;$27373 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Bucket Studio Co. <br>Ltd.<br>| 16344 | &nbsp;&nbsp;2453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukwang <br>Pharmaceutical Co. <br>Ltd.<br>| 14249 | &nbsp;&nbsp;39724 |
| \* | BYC Co. Ltd. | 1390 | &nbsp;&nbsp;40222 |
|  | C&G Hi Tech Co. Ltd. | 2131 | &nbsp;&nbsp;26485 |
| \* | Cafe24 Corp. | 5387 | &nbsp;&nbsp;141407 |
|  | Cape Industries Ltd. | 7657 | &nbsp;&nbsp;62969 |
|  | Caregen Co. Ltd. | 2120 | &nbsp;&nbsp;184691 |
|  | Celltrion Pharm, Inc. | 2656 | &nbsp;&nbsp;134301 |
|  | Celltrion, Inc. | 2644 | &nbsp;&nbsp;384797 |
| \* | Cheil Electric Co. Ltd. | 2907 | &nbsp;&nbsp;20605 |
|  | Cheil Worldwide, Inc. | 30002 | &nbsp;&nbsp;456937 |
| \* | Chemtronics Co. Ltd. | 2899 | &nbsp;&nbsp;70183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Electric Co. <br>Ltd.<br>| 4562 | &nbsp;&nbsp;153724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp.<br>| 9810 | &nbsp;&nbsp;20011 |
|  | Chips&Media, Inc. | 1793 | &nbsp;&nbsp;23144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choil Aluminum Co. <br>Ltd.<br>| 23460 | &nbsp;&nbsp;21694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 2943 | &nbsp;&nbsp;174463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choong Ang Vaccine <br>Laboratory<br>| 2468 | &nbsp;&nbsp;16364 |
| \* | CJ CGV Co. Ltd. | 26710 | &nbsp;&nbsp;112034 |
|  | CJ CheilJedang Corp. | 2226 | &nbsp;&nbsp;329195 |
|  | CJ Corp. | 3800 | &nbsp;&nbsp;573910 |
| \* | CJ ENM Co. Ltd. | 4771 | &nbsp;&nbsp;247164 |
|  | CJ Freshway Corp. | 2817 | &nbsp;&nbsp;54667 |
|  | CJ Logistics Corp. | 3961 | &nbsp;&nbsp;284956 |
|  | Classys, Inc. | 5466 | &nbsp;&nbsp;281181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 1429 | &nbsp;&nbsp;13149 |
| \* | CoAsia Corp. | 4353 | &nbsp;&nbsp;17893 |
|  | Com2uSCorp | 1185 | &nbsp;&nbsp;30268 |
|  | Coocon Corp. | 1358 | &nbsp;&nbsp;31273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coreana Cosmetics <br>Co. Ltd.<br>| 10367 | &nbsp;&nbsp;15795 |
|  | Cosmax, Inc. | 2473 | &nbsp;&nbsp;346922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 2209 | &nbsp;&nbsp;147697 |
| \* | CosmoAM&T Co. Ltd. | 2340 | &nbsp;&nbsp;82307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cosmochemical Co. <br>Ltd.<br>| 2885 | &nbsp;&nbsp;33095 |
|  | Coway Co. Ltd. | 19589 | &nbsp;&nbsp;1133423 |
|  | Cowintech Co. Ltd. | 3032 | &nbsp;&nbsp;39095 |
|  | CR Holdings Co. Ltd. | 8100 | &nbsp;&nbsp;26568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 16624 | &nbsp;&nbsp;152596 |
| \* | CS Bearing Co. Ltd. | 3968 | &nbsp;&nbsp;16383 |
|  | CS Wind Corp. | 11696 | &nbsp;&nbsp;329678 |
| \* | CTC BIO, Inc. | 2673 | &nbsp;&nbsp;7929 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cube Entertainment, <br>Inc.<br>| 1866 | &nbsp;&nbsp;$17031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 3956 | &nbsp;&nbsp;74475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 2616 | &nbsp;&nbsp;42787 |
| \* | Curexo, Inc. | 2908 | &nbsp;&nbsp;39992 |
| \* | Cymechs, Inc. | 2223 | &nbsp;&nbsp;27739 |
|  | D.I Corp. | 2730 | &nbsp;&nbsp;64537 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;DA Technology Co. <br>Ltd.<br>| 29845 | &nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Hwa <br>Pharmaceutical Co. <br>Ltd.<br>| 2081 | &nbsp;&nbsp;23841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Won Kang Up <br>Co. Ltd.<br>| 18572 | &nbsp;&nbsp;53828 |
| \* | Daea TI Co. Ltd. | 7647 | &nbsp;&nbsp;22350 |
|  | Daebongls Co. Ltd. | 1258 | &nbsp;&nbsp;10543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daechang Forging Co. <br>Ltd.<br>| 2649 | &nbsp;&nbsp;12295 |
|  | Daedong Corp. | 8930 | &nbsp;&nbsp;61086 |
|  | Daeduck Co. Ltd. | 9954 | &nbsp;&nbsp;75852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 13134 | &nbsp;&nbsp;570726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 512 | &nbsp;&nbsp;51514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Steel Co. <br>Ltd.<br>| 4293 | &nbsp;&nbsp;31286 |
| \* | Daeho AL Co. Ltd. | 10353 | &nbsp;&nbsp;9982 |
| #\* | Dae-Il Corp. | 10593 | &nbsp;&nbsp;82118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daejoo Electronic <br>Materials Co. Ltd.<br>| 2305 | &nbsp;&nbsp;120674 |
|  | Daesang Corp. | 9682 | &nbsp;&nbsp;145741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 6972 | &nbsp;&nbsp;46831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Energy Co. <br>Ltd.<br>| 2270 | &nbsp;&nbsp;12979 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Private <br>Equity, Inc.<br>| 2638 | &nbsp;&nbsp;3058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Cable Co. <br>Ltd.<br>| 8447 | &nbsp;&nbsp;21760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon <br>Pharmaceutical Co. <br>Ltd.<br>| 5036 | &nbsp;&nbsp;40477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 6131 | &nbsp;&nbsp;55221 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering <br>& Construction Co. <br>Ltd.<br>| 60458 | &nbsp;&nbsp;207646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan <br>Pharmaceutical Co. <br>Ltd.<br>| 2228 | &nbsp;&nbsp;44935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 13697 | &nbsp;&nbsp;297186 |
| #\* | Danal Co. Ltd. | 11688 | &nbsp;&nbsp;74061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daol Investment & <br>Securities Co. Ltd.<br>| 15603 | &nbsp;&nbsp;44180 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Daou Data Corp. | 7570 | &nbsp;&nbsp;$146765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daou Technology, <br>Inc.<br>| 14004 | &nbsp;&nbsp;515375 |
| \* | Dasan Networks, Inc. | 6597 | &nbsp;&nbsp;16491 |
| \* | Dawonsys Co. Ltd. | 8387 | &nbsp;&nbsp;19136 |
|  | DB HiTek Co. Ltd. | 10659 | &nbsp;&nbsp;777690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Insurance Co. <br>Ltd.<br>| 10767 | &nbsp;&nbsp;1063020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Securities Co. <br>Ltd.<br>| 12270 | &nbsp;&nbsp;114986 |
| \* | DB, Inc. | 25215 | &nbsp;&nbsp;32054 |
| \* | DE&T Co. Ltd. | 5821 | &nbsp;&nbsp;22646 |
|  | Dear U Co. Ltd. | 2034 | &nbsp;&nbsp;52857 |
|  | Dentium Co. Ltd. | 2353 | &nbsp;&nbsp;78471 |
| \* | Deutsch Motors, Inc. | 11957 | &nbsp;&nbsp;36558 |
|  | Device Co. Ltd. | 1929 | &nbsp;&nbsp;20709 |
| \* | Devsisters Co. Ltd. | 2166 | &nbsp;&nbsp;57589 |
|  | DI Dong Il Corp. | 4907 | &nbsp;&nbsp;68327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 8734 | &nbsp;&nbsp;49133 |
| \* | DIO Corp. | 1625 | &nbsp;&nbsp;17889 |
|  | DIT Corp. | 3167 | &nbsp;&nbsp;47901 |
| \*†† | DKME | 116791 | &nbsp;&nbsp;30427 |
| # | DL E&C Co. Ltd. | 9658 | &nbsp;&nbsp;296506 |
|  | DL Holdings Co. Ltd. | 4248 | &nbsp;&nbsp;121757 |
| †† | DMS Co. Ltd. | 10092 | &nbsp;&nbsp;16645 |
|  | DN Automotive Corp. | 12325 | &nbsp;&nbsp;215061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dohwa Engineering <br>Co. Ltd.<br>| 5055 | &nbsp;&nbsp;21454 |
|  | Dong-A ST Co. Ltd. | 1620 | &nbsp;&nbsp;61586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 19699 | &nbsp;&nbsp;36160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem <br>Co. Ltd.<br>| 12771 | &nbsp;&nbsp;491546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 9657 | &nbsp;&nbsp;125590 |
|  | Dongkuk CM Co. Ltd. | 2480 | &nbsp;&nbsp;9093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Holdings Co. <br>Ltd.<br>| 5999 | &nbsp;&nbsp;31598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Industries <br>Co. Ltd.<br>| 13609 | &nbsp;&nbsp;26934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill <br>Co. Ltd.<br>| 9971 | &nbsp;&nbsp;61020 |
|  | Dongsuh Cos., Inc. | 6190 | &nbsp;&nbsp;111683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 15367 | &nbsp;&nbsp;46748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Finetec Co. <br>Ltd.<br>| 5270 | &nbsp;&nbsp;103231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Enterprise <br>Co. Ltd.<br>| 4747 | &nbsp;&nbsp;35347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon <br>Development Co. <br>Ltd.<br>| 20377 | &nbsp;&nbsp;41805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 4932 | &nbsp;&nbsp;141982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 1631 | &nbsp;&nbsp;31483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwoon Anatech <br>Co. Ltd.<br>| 3006 | &nbsp;&nbsp;$62803 |
|  | Dongyang E&P, Inc. | 2221 | &nbsp;&nbsp;48343 |
| # | Doosan Bobcat, Inc. | 15747 | &nbsp;&nbsp;641091 |
|  | Doosan Co. Ltd. | 458 | &nbsp;&nbsp;268414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Enerbility Co. <br>Ltd.<br>| 6516 | &nbsp;&nbsp;406768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Fuel Cell Co. <br>Ltd.<br>| 5747 | &nbsp;&nbsp;134684 |
|  | Doosan Tesna, Inc. | 3044 | &nbsp;&nbsp;141664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douzone Bizon Co. <br>Ltd.<br>| 3591 | &nbsp;&nbsp;242302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 22618 | &nbsp;&nbsp;26710 |
| \* | Dreamtech Co. Ltd. | 13722 | &nbsp;&nbsp;75124 |
| \* | DRTECH Corp. | 6589 | &nbsp;&nbsp;9179 |
|  | DS Dansuk Co. Ltd. | 2697 | &nbsp;&nbsp;36514 |
| \* | DSK Co. Ltd. | 6678 | &nbsp;&nbsp;37142 |
| \* | Duchembio Co. Ltd. | 1380 | &nbsp;&nbsp;9586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duk San Neolux Co. <br>Ltd.<br>| 3143 | &nbsp;&nbsp;84998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Hi-Metal Co. <br>Ltd.<br>| 4073 | &nbsp;&nbsp;25078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Techopia Co. <br>Ltd.<br>| 1334 | &nbsp;&nbsp;18127 |
|  | DY POWER Corp. | 1158 | &nbsp;&nbsp;10536 |
|  | E1 Corp. | 602 | &nbsp;&nbsp;37103 |
|  | Easy Bio, Inc. | 5478 | &nbsp;&nbsp;26747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 19016 | &nbsp;&nbsp;68783 |
|  | Ecoplastic Corp. | 18180 | &nbsp;&nbsp;40254 |
| \* | Ecopro BM Co. Ltd. | 1513 | &nbsp;&nbsp;242360 |
|  | Ecopro Co. Ltd. | 5516 | &nbsp;&nbsp;618803 |
|  | Ecopro HN Co. Ltd. | 2169 | &nbsp;&nbsp;62184 |
| \* | Elentec Co. Ltd. | 2809 | &nbsp;&nbsp;20289 |
| # | E-MART, Inc. | 6382 | &nbsp;&nbsp;402825 |
| \* | EM-Tech Co. Ltd. | 3371 | &nbsp;&nbsp;19118 |
| \* | Enchem Co. Ltd. | 1421 | &nbsp;&nbsp;94579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 4496 | &nbsp;&nbsp;182148 |
| \*†† | Enplus Co. Ltd. | 931 | &nbsp;&nbsp;1239 |
|  | Eo Technics Co. Ltd. | 427 | &nbsp;&nbsp;110154 |
| \* | Eubiologics Co. Ltd. | 8761 | &nbsp;&nbsp;75913 |
|  | Eugene Corp. | 18634 | &nbsp;&nbsp;51656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 27685 | &nbsp;&nbsp;82042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Technology <br>Co. Ltd.<br>| 3965 | &nbsp;&nbsp;301530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EV Advanced Material <br>Co. Ltd.<br>| 16759 | &nbsp;&nbsp;23144 |
| \* | E-World | 9298 | &nbsp;&nbsp;10290 |
|  | Exicon Co. Ltd. | 2110 | &nbsp;&nbsp;35656 |
| # | F&F Co. Ltd. | 6006 | &nbsp;&nbsp;303588 |
| \* | Fine M-Tec Co. Ltd. | 2738 | &nbsp;&nbsp;17995 |
| \* | Fine Semitech Corp. | 2729 | &nbsp;&nbsp;88077 |
| \*†† | Flask Co. Ltd. | 4587 | &nbsp;&nbsp;1415 |
| \* | Foosung Co. Ltd. | 8532 | &nbsp;&nbsp;49898 |
|  | Fursys, Inc. | 1797 | &nbsp;&nbsp;52754 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Gabia, Inc. | 4174 | &nbsp;&nbsp;$96707 |
| \* | GAEASOFT | 6369 | &nbsp;&nbsp;34725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxia Moneytree <br>Co. Ltd.<br>| 2236 | &nbsp;&nbsp;17131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GAMSUNG Corp. Co. <br>Ltd.<br>| 22439 | &nbsp;&nbsp;107508 |
| \* | Gaon Cable Co. Ltd. | 659 | &nbsp;&nbsp;39919 |
| \* | GC Cell Corp. | 2823 | &nbsp;&nbsp;52560 |
| \* | Genexine, Inc. | 12814 | &nbsp;&nbsp;44776 |
| \* | Genic Co. Ltd. | 1391 | &nbsp;&nbsp;15785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 1944 | &nbsp;&nbsp;44715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. <br>Ltd.<br>| 5893 | &nbsp;&nbsp;118106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Tax Free Co. <br>Ltd.<br>| 14089 | &nbsp;&nbsp;45650 |
| # | GnCenergy Co. Ltd. | 2911 | &nbsp;&nbsp;73342 |
|  | GOLFZON Co. Ltd. | 2157 | &nbsp;&nbsp;90806 |
|  | Gradiant Corp. | 4131 | &nbsp;&nbsp;32991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Chemical Co. <br>Ltd.<br>| 1042 | &nbsp;&nbsp;4431 |
| # | Green Cross Corp. | 1952 | &nbsp;&nbsp;222945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross Holdings <br>Corp.<br>| 7289 | &nbsp;&nbsp;78919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 21793 | &nbsp;&nbsp;282916 |
| \* | GS P&L Co. Ltd. | 3407 | &nbsp;&nbsp;121227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 5246 | &nbsp;&nbsp;232762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 9411 | &nbsp;&nbsp;220284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Financial Group, <br>Inc.<br>| 70354 | &nbsp;&nbsp;4888319 |
| \* | Hana Materials, Inc. | 1604 | &nbsp;&nbsp;73665 |
| \* | Hana Micron, Inc. | 20978 | &nbsp;&nbsp;543043 |
| \* | Hana Pharm Co. Ltd. | 1361 | &nbsp;&nbsp;9741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Tour Service, <br>Inc.<br>| 3033 | &nbsp;&nbsp;97305 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanall Biopharma Co. <br>Ltd.<br>| 2248 | &nbsp;&nbsp;80234 |
| \* | Hancom, Inc. | 6331 | &nbsp;&nbsp;112962 |
|  | Handok, Inc. | 3487 | &nbsp;&nbsp;27474 |
|  | Handsome Co. Ltd. | 2844 | &nbsp;&nbsp;36632 |
|  | Hanjin Kal Corp. | 2408 | &nbsp;&nbsp;188027 |
|  | Hanjin Logistics Corp. | 2881 | &nbsp;&nbsp;39690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HanJung Natural <br>Connectivity System <br>Co. Ltd.<br>| 1156 | &nbsp;&nbsp;40891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Manufacturing Co. <br>Ltd.<br>| 267 | &nbsp;&nbsp;9204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Shell Oil Co. <br>Ltd.<br>| 262 | &nbsp;&nbsp;79207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. <br>Ltd.<br>| 27803 | &nbsp;&nbsp;1229693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Semiconductor <br>Co. Ltd.<br>| 8545 | &nbsp;&nbsp;$1236094 |
|  | HanmiGlobal Co. Ltd. | 4233 | &nbsp;&nbsp;54997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 1919 | &nbsp;&nbsp;34401 |
| \* | Hanon Systems | 101006 | &nbsp;&nbsp;229567 |
|  | Hansae Co. Ltd. | 4085 | &nbsp;&nbsp;39623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 3222 | &nbsp;&nbsp;627333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hansol IONES Co. <br>Ltd.<br>| 2622 | &nbsp;&nbsp;25529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Paper Co. <br>Ltd.<br>| 2130 | &nbsp;&nbsp;12436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 10728 | &nbsp;&nbsp;44426 |
| \* | Hanssem Co. Ltd. | 2297 | &nbsp;&nbsp;74175 |
| \* | Hanwha Engine | 11849 | &nbsp;&nbsp;445697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Galleria <br>Corp.<br>| 52849 | &nbsp;&nbsp;66988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 27895 | &nbsp;&nbsp;117293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 36993 | &nbsp;&nbsp;163846 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life <br>Insurance Co. Ltd.<br>| 58848 | &nbsp;&nbsp;142280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Ocean Co. <br>Ltd.<br>| 3356 | &nbsp;&nbsp;322282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 25968 | &nbsp;&nbsp;495798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Vision Co. <br>Ltd.<br>| 3652 | &nbsp;&nbsp;155696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Digitech Co. <br>Ltd.<br>| 2583 | &nbsp;&nbsp;47785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Eng Co. <br>Ltd.<br>| 4313 | &nbsp;&nbsp;93624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 3629 | &nbsp;&nbsp;51369 |
| \* | Harim Co. Ltd. | 20657 | &nbsp;&nbsp;43761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 26320 | &nbsp;&nbsp;262119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB SOLUTION Co. <br>Ltd.<br>| 7112 | &nbsp;&nbsp;11260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB Technology Co. <br>Ltd.<br>| 31571 | &nbsp;&nbsp;45983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 12694 | &nbsp;&nbsp;955586 |
|  | HD Hyundai Co. Ltd. | 6400 | &nbsp;&nbsp;1038642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Electric <br>Co. Ltd.<br>| 4566 | &nbsp;&nbsp;2797336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Energy <br>Solutions Co. Ltd.<br>| 1140 | &nbsp;&nbsp;42015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 2578 | &nbsp;&nbsp;1026122 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea <br>Shipbuilding & <br>Offshore <br>Engineering Co. <br>Ltd.<br>| 6413 | &nbsp;&nbsp;$1836899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 16074 | &nbsp;&nbsp;211465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 11463 | &nbsp;&nbsp;163563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 2496 | &nbsp;&nbsp;152885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 3956 | &nbsp;&nbsp;53133 |
| \* | Helixmith Co. Ltd. | 11710 | &nbsp;&nbsp;53542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heung-A Shipping Co. <br>Ltd.<br>| 29145 | &nbsp;&nbsp;35159 |
| \* | HFR, Inc. | 900 | &nbsp;&nbsp;8590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Tech Pharm Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;15546 |
|  | HK inno N Corp. | 6518 | &nbsp;&nbsp;254136 |
|  | HL Holdings Corp. | 2230 | &nbsp;&nbsp;70626 |
|  | HL Mando Co. Ltd. | 16916 | &nbsp;&nbsp;749530 |
| \* | HLB Biostep Co. Ltd. | 14531 | &nbsp;&nbsp;14527 |
| \* | HLB Global Co. Ltd. | 7107 | &nbsp;&nbsp;10974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hlb Pharma Ceutical <br>Co. Ltd.<br>| 2416 | &nbsp;&nbsp;27776 |
| \* | HLB, Inc. | 4622 | &nbsp;&nbsp;177274 |
| # | HMM Co. Ltd. | 41447 | &nbsp;&nbsp;574483 |
| #\* | Hotel Shilla Co. Ltd. | 8546 | &nbsp;&nbsp;273678 |
| #\* | HPSP Co. Ltd. | 12385 | &nbsp;&nbsp;397017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung <br>Advanced Materials <br>Corp.<br>| 1021 | &nbsp;&nbsp;167122 |
| \* | HS Hyosung Corp. | 689 | &nbsp;&nbsp;29619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Industries Co. <br>Ltd.<br>| 14609 | &nbsp;&nbsp;33744 |
| #\* | Hugel, Inc. | 1341 | &nbsp;&nbsp;256259 |
| \* | Humasis Co. Ltd. | 38484 | &nbsp;&nbsp;26607 |
|  | Humedix Co. Ltd. | 2503 | &nbsp;&nbsp;76079 |
|  | Huons Co. Ltd. | 2422 | &nbsp;&nbsp;46205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huons Global Co. <br>Ltd.<br>| 2407 | &nbsp;&nbsp;84782 |
|  | Husteel Co. Ltd. | 17299 | &nbsp;&nbsp;49735 |
|  | Hwa Shin Co. Ltd. | 9790 | &nbsp;&nbsp;63262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwaseung Enterprise <br>Co. Ltd.<br>| 8077 | &nbsp;&nbsp;28257 |
| # | HYBE Co. Ltd. | 1498 | &nbsp;&nbsp;387161 |
|  | Hy-Lok Corp. | 3204 | &nbsp;&nbsp;74718 |
|  | Hyosung Corp. | 3097 | &nbsp;&nbsp;326993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 859 | &nbsp;&nbsp;1540668 |
|  | Hyosung TNC Corp. | 1134 | &nbsp;&nbsp;295530 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Autoever <br>Corp.<br>| 1463 | &nbsp;&nbsp;469019 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai BNG Steel <br>Co. Ltd.<br>| 4900 | &nbsp;&nbsp;$45722 |
|  | HYUNDAI Corp. | 2641 | &nbsp;&nbsp;41436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 7377 | &nbsp;&nbsp;479404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 4692 | &nbsp;&nbsp;306611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering <br>& Construction Co. <br>Ltd.<br>| 15451 | &nbsp;&nbsp;1096751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 10966 | &nbsp;&nbsp;24564 |
|  | Hyundai GF Holdings | 4058 | &nbsp;&nbsp;26075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 10996 | &nbsp;&nbsp;1853917 |
|  | Hyundai Green Food | 8649 | &nbsp;&nbsp;91709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 1634 | &nbsp;&nbsp;65694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Hyms Co. <br>Ltd.<br>| 1583 | &nbsp;&nbsp;19608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 28221 | &nbsp;&nbsp;550208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Mobis Co. <br>Ltd.<br>| 6497 | &nbsp;&nbsp;2030032 |
|  | Hyundai Motor Co. | 26412 | &nbsp;&nbsp;9194161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 14044 | &nbsp;&nbsp;92612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Movex Co. <br>Ltd.<br>| 9201 | &nbsp;&nbsp;201212 |
|  | Hyundai Steel Co. | 13436 | &nbsp;&nbsp;291602 |
|  | Hyundai Wia Corp. | 8192 | &nbsp;&nbsp;489126 |
|  | HyVision System, Inc. | 3859 | &nbsp;&nbsp;46761 |
| \* | i3system, Inc. | 1104 | &nbsp;&nbsp;99616 |
| \*†† | Icure Pharm, Inc. | 2386 | &nbsp;&nbsp;2699 |
|  | iFamilySC Co. Ltd. | 3749 | &nbsp;&nbsp;39157 |
| \* | Iljin Electric Co. Ltd. | 5713 | &nbsp;&nbsp;263582 |
| \* | Iljin Holdings Co. Ltd. | 3076 | &nbsp;&nbsp;16641 |
| \* | Iljin Hysolus Co. Ltd. | 1181 | &nbsp;&nbsp;11612 |
|  | Iljin Power Co. Ltd. | 4220 | &nbsp;&nbsp;45057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ilshin Spinning Co. <br>Ltd.<br>| 8435 | &nbsp;&nbsp;77030 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 2889 | &nbsp;&nbsp;19645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group <br>Co. Ltd.<br>| 77345 | &nbsp;&nbsp;831660 |
|  | iMarketKorea, Inc. | 7898 | &nbsp;&nbsp;42759 |
|  | InBody Co. Ltd. | 3960 | &nbsp;&nbsp;89713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Incar Financial <br>Service Co. Ltd.<br>| 7269 | &nbsp;&nbsp;79876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank of <br>Korea<br>| 73356 | &nbsp;&nbsp;1127035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infinitt Healthcare Co. <br>Ltd.<br>| 5469 | &nbsp;&nbsp;26669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inhwa Precision Co. <br>Ltd.<br>| 902 | &nbsp;&nbsp;26844 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 7404 | &nbsp;&nbsp;$97649 |
| \* | InnoWireless Co. Ltd. | 1882 | &nbsp;&nbsp;38644 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 6188 | &nbsp;&nbsp;139526 |
| \* | Insun ENT Co. Ltd. | 9383 | &nbsp;&nbsp;28468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellian Technologies, <br>Inc.<br>| 993 | &nbsp;&nbsp;72128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Digital <br>Integrated Security <br>Co. Ltd.<br>| 1743 | &nbsp;&nbsp;21599 |
| \* | Interflex Co. Ltd. | 5184 | &nbsp;&nbsp;44584 |
|  | INTOPS Co. Ltd. | 4192 | &nbsp;&nbsp;64299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iNtRON <br>Biotechnology, Inc.<br>| 4530 | &nbsp;&nbsp;12418 |
|  | INVENI Co. Ltd. | 755 | &nbsp;&nbsp;40961 |
|  | IS Dongseo Co. Ltd. | 4729 | &nbsp;&nbsp;77204 |
|  | ISC Co. Ltd. | 1934 | &nbsp;&nbsp;200131 |
|  | i-SENS, Inc. | 3076 | &nbsp;&nbsp;34995 |
| \* | ISU Abxis Co. Ltd. | 3988 | &nbsp;&nbsp;16312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ISU Chemical Co. <br>Ltd.<br>| 5097 | &nbsp;&nbsp;32198 |
|  | IsuPetasys Co. Ltd. | 13854 | &nbsp;&nbsp;1118927 |
| \* | ITEK, Inc. | 8093 | &nbsp;&nbsp;47099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ITM Semiconductor <br>Co. Ltd.<br>| 1624 | &nbsp;&nbsp;12534 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 7183 | &nbsp;&nbsp;149186 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group <br>Co. Ltd.<br>| 46009 | &nbsp;&nbsp;802759 |
| \* | Jeju Air Co. Ltd. | 5570 | &nbsp;&nbsp;20916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeju Semiconductor <br>Corp.<br>| 3967 | &nbsp;&nbsp;117165 |
| \* | JETEMA Co. Ltd. | 3077 | &nbsp;&nbsp;22795 |
| \* | Jin Air Co. Ltd. | 7107 | &nbsp;&nbsp;33422 |
|  | Jinsung T.E.C. | 6490 | &nbsp;&nbsp;64405 |
| \* | JNTC Co. Ltd. | 3202 | &nbsp;&nbsp;53794 |
| \* | JoyCity Corp. | 1775 | &nbsp;&nbsp;3660 |
|  | Jungdawn Co. Ltd. | 5776 | &nbsp;&nbsp;10267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jusung Engineering <br>Co. Ltd.<br>| 9605 | &nbsp;&nbsp;273165 |
|  | JVM Co. Ltd. | 1903 | &nbsp;&nbsp;33447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Life Science <br>Corp.<br>| 4771 | &nbsp;&nbsp;42733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JYP Entertainment <br>Corp.<br>| 8047 | &nbsp;&nbsp;409521 |
|  | K Car Co. Ltd. | 5037 | &nbsp;&nbsp;53858 |
|  | Kakao Corp. | 10788 | &nbsp;&nbsp;458536 |
| \* | Kakao Games Corp. | 15718 | &nbsp;&nbsp;193291 |
| # | KakaoBank Corp. | 18837 | &nbsp;&nbsp;298801 |
| \* | Kakaopay Corp. | 2541 | &nbsp;&nbsp;111017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kangwon Energy Co. <br>Ltd.<br>| 3155 | &nbsp;&nbsp;37773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (105560 KS)<br>| 59620 | &nbsp;&nbsp;5580429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (KB US), ADR<br>| 10427 | &nbsp;&nbsp;979825 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBI Dongyang Steel <br>Pipe Co. Ltd.<br>| 12520 | &nbsp;&nbsp;$15998 |
|  | KC Co. Ltd. | 2295 | &nbsp;&nbsp;53141 |
|  | KC Tech Co. Ltd. | 2990 | &nbsp;&nbsp;96874 |
|  | KCC Corp. | 1096 | &nbsp;&nbsp;370588 |
|  | KCC Glass Corp. | 2769 | &nbsp;&nbsp;51693 |
|  | KCTC | 13067 | &nbsp;&nbsp;61136 |
| \* | KEC Corp. | 72307 | &nbsp;&nbsp;40006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kencoa Aerospace <br>Co.<br>| 1964 | &nbsp;&nbsp;40559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Engineering & <br>Construction Co., <br>Inc.<br>| 882 | &nbsp;&nbsp;80084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 6573 | &nbsp;&nbsp;254801 |
|  | KG Chemical Corp. | 16105 | &nbsp;&nbsp;66100 |
|  | KG Dongbusteel | 14535 | &nbsp;&nbsp;56670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 7812 | &nbsp;&nbsp;35737 |
| \* | KG Mobility Co. | 17812 | &nbsp;&nbsp;47981 |
|  | Kginicis Co. Ltd. | 7291 | &nbsp;&nbsp;58334 |
| \* | KH Vatec Co. Ltd. | 7958 | &nbsp;&nbsp;105526 |
|  | Kia Corp. | 67227 | &nbsp;&nbsp;7153164 |
|  | KINX, Inc. | 1034 | &nbsp;&nbsp;95243 |
|  | KISCO Corp. | 5433 | &nbsp;&nbsp;35331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KISCO Holdings Co. <br>Ltd.<br>| 2780 | &nbsp;&nbsp;46424 |
|  | KISWIRE Ltd. | 5402 | &nbsp;&nbsp;81115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 5698 | &nbsp;&nbsp;1751447 |
| \* | KMW Co. Ltd. | 3770 | &nbsp;&nbsp;49326 |
| \* | KNJ Co. Ltd. | 1991 | &nbsp;&nbsp;38506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koh Young <br>Technology, Inc.<br>| 7780 | &nbsp;&nbsp;180798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 4314 | &nbsp;&nbsp;30113 |
|  | Kolon Corp. | 3612 | &nbsp;&nbsp;150736 |
| \* | Kolon Enp, Inc. | 7122 | &nbsp;&nbsp;49789 |
|  | Kolon Global Corp. | 2282 | &nbsp;&nbsp;14326 |
|  | Kolon Industries, Inc. | 5441 | &nbsp;&nbsp;206736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolon Life Science, <br>Inc.<br>| 583 | &nbsp;&nbsp;26199 |
|  | KoMiCo Ltd. | 2410 | &nbsp;&nbsp;209665 |
| # | KONA I Co. Ltd. | 3514 | &nbsp;&nbsp;149732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Asset In Trust <br>Co. Ltd.<br>| 14361 | &nbsp;&nbsp;25969 |
| #\* | Korea Circuit Co. Ltd. | 4117 | &nbsp;&nbsp;199340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea District Heating <br>Corp.<br>| 743 | &nbsp;&nbsp;51376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric <br>Terminal Co. Ltd.<br>| 2625 | &nbsp;&nbsp;136136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electronic <br>Power Industrial <br>Development Co. <br>Ltd.<br>| 3147 | &nbsp;&nbsp;29841 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Export <br>Packaging Industrial <br>Co. Ltd.<br>| 8450 | &nbsp;&nbsp;$18860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Fuel-Tech <br>Corp.<br>| 10279 | &nbsp;&nbsp;55877 |
|  | Korea Gas Corp. | 3649 | &nbsp;&nbsp;101382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications <br>Co. Ltd.<br>| 7274 | &nbsp;&nbsp;40836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 8741 | &nbsp;&nbsp;40493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 14096 | &nbsp;&nbsp;2108686 |
| \* | Korea Line Corp. | 63594 | &nbsp;&nbsp;86061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Movenex Co. <br>Ltd.<br>| 14544 | &nbsp;&nbsp;58580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 1020 | &nbsp;&nbsp;110661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 1683 | &nbsp;&nbsp;18640 |
|  | Korea Ratings Corp. | 564 | &nbsp;&nbsp;37941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Real Estate <br>Investment & Trust <br>Co. Ltd.<br>| 61936 | &nbsp;&nbsp;52419 |
| # | Korea Zinc Co. Ltd. | 1239 | &nbsp;&nbsp;1614035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 52686 | &nbsp;&nbsp;849463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 70890 | &nbsp;&nbsp;579144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koryo Credit <br>Information Co. <br>Ltd.<br>| 2209 | &nbsp;&nbsp;15327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPX Chemical Co. <br>Ltd.<br>| 1008 | &nbsp;&nbsp;33711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KPX Electrochem Co. <br>Ltd.<br>| 1121 | &nbsp;&nbsp;6914 |
| \* | Krafton, Inc. | 5768 | &nbsp;&nbsp;1012607 |
|  | KSS LINE Ltd. | 8802 | &nbsp;&nbsp;59242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Corp. (KT US), <br>Sponsored ADR<br>| 12498 | &nbsp;&nbsp;261458 |
|  | KT Skylife Co. Ltd. | 9022 | &nbsp;&nbsp;30559 |
|  | KTCS Corp. | 9824 | &nbsp;&nbsp;18641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kukjeon <br>Pharmaceutical Co. <br>Ltd.<br>| 2139 | &nbsp;&nbsp;4718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 3535 | &nbsp;&nbsp;353077 |
| \* | Kumho Tire Co., Inc. | 55881 | &nbsp;&nbsp;233289 |
| \* | Kwangmu Co. Ltd. | 6350 | &nbsp;&nbsp;10097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KX Innovation Co. <br>Ltd.<br>| 3585 | &nbsp;&nbsp;8600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 3118 | &nbsp;&nbsp;46629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyobo Securities Co. <br>Ltd.<br>| 10116 | &nbsp;&nbsp;83483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 3051 | &nbsp;&nbsp;$121888 |
|  | KZ Precision Corp. | 3100 | &nbsp;&nbsp;30161 |
| \* | L&F Co. Ltd. | 1112 | &nbsp;&nbsp;96864 |
| \* | L&K Biomed Co. Ltd. | 1817 | &nbsp;&nbsp;20000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LabGenomics Co. <br>Ltd.<br>| 14945 | &nbsp;&nbsp;18175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lake Materials Co. <br>Ltd.<br>| 11606 | &nbsp;&nbsp;213983 |
| \* | LB Semicon, Inc. | 19980 | &nbsp;&nbsp;64829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 6154 | &nbsp;&nbsp;25309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEENO Industrial, <br>Inc.<br>| 10346 | &nbsp;&nbsp;753268 |
|  | LF Corp. | 4962 | &nbsp;&nbsp;66168 |
|  | LG Corp. | 12299 | &nbsp;&nbsp;780720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 74561 | &nbsp;&nbsp;601195 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(LPL US), ADR<br>| 22286 | &nbsp;&nbsp;88475 |
|  | LG Electronics, Inc. | 34829 | &nbsp;&nbsp;2388006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Energy Solution <br>Ltd.<br>| 1911 | &nbsp;&nbsp;525308 |
| # | LG H&H Co. Ltd. | 2038 | &nbsp;&nbsp;370327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG HelloVision Co. <br>Ltd.<br>| 6380 | &nbsp;&nbsp;10258 |
|  | LG Innotek Co. Ltd. | 5465 | &nbsp;&nbsp;927965 |
|  | LG Uplus Corp. | 95297 | &nbsp;&nbsp;1058716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LigaChem <br>Biosciences, Inc.<br>| 828 | &nbsp;&nbsp;116016 |
| \* | LOT Vacuum Co. Ltd. | 4434 | &nbsp;&nbsp;42297 |
|  | Lotte Chemical Corp. | 3063 | &nbsp;&nbsp;176771 |
|  | Lotte Corp. | 7012 | &nbsp;&nbsp;152365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 1829 | &nbsp;&nbsp;26942 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Energy Materials <br>Corp.<br>| 8382 | &nbsp;&nbsp;224881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 7873 | &nbsp;&nbsp;258706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 16008 | &nbsp;&nbsp;18454 |
| # | Lotte Rental Co. Ltd. | 8583 | &nbsp;&nbsp;183623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 2687 | &nbsp;&nbsp;156796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 980 | &nbsp;&nbsp;78948 |
| # | LS Corp. | 4239 | &nbsp;&nbsp;668468 |
|  | LS Eco Energy Ltd. | 3866 | &nbsp;&nbsp;109798 |
|  | LS Electric Co. Ltd. | 3138 | &nbsp;&nbsp;1222876 |
|  | LTC Co. Ltd. | 2396 | &nbsp;&nbsp;45697 |
| \* | LVMC Holdings | 48539 | &nbsp;&nbsp;50000 |
|  | LX Hausys Ltd. | 2738 | &nbsp;&nbsp;55023 |
|  | LX Semicon Co. Ltd. | 4073 | &nbsp;&nbsp;154478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Korea <br>Infrastructure Fund<br>| 89053 | &nbsp;&nbsp;692128 |
|  | Maeil Dairies Co. Ltd. | 1289 | &nbsp;&nbsp;31564 |
| \* | Manyo Co. Ltd. | 1896 | &nbsp;&nbsp;18947 |
|  | Mcnex Co. Ltd. | 5307 | &nbsp;&nbsp;111964 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Medipost Co. Ltd. | 4081 | &nbsp;&nbsp;$67784 |
|  | Medytox, Inc. | 965 | &nbsp;&nbsp;89783 |
| \* | Meerecompany, Inc. | 1878 | &nbsp;&nbsp;23500 |
|  | MegaStudy Co. Ltd. | 3816 | &nbsp;&nbsp;29410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 2874 | &nbsp;&nbsp;92836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritz Financial <br>Group, Inc.<br>| 22383 | &nbsp;&nbsp;1809821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META BIOMED Co. <br>Ltd.<br>| 5123 | &nbsp;&nbsp;17323 |
|  | Mgame Corp. | 7410 | &nbsp;&nbsp;29524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mi Chang Oil <br>Industrial Co. Ltd.<br>| 382 | &nbsp;&nbsp;32331 |
| #\* | MiCo Ltd. | 11862 | &nbsp;&nbsp;144508 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 21538 | &nbsp;&nbsp;140509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 25944 | &nbsp;&nbsp;769123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Venture <br>Investment Co. Ltd.<br>| 5218 | &nbsp;&nbsp;63917 |
|  | Misto Holdings Corp. | 13458 | &nbsp;&nbsp;438236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Chemicals Co. <br>Ltd.<br>| 571 | &nbsp;&nbsp;38085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Commercial <br>Co. Ltd.<br>| 703 | &nbsp;&nbsp;67804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Holdings Co. <br>Ltd.<br>| 253 | &nbsp;&nbsp;12189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Specialty <br>Chemical Co. Ltd.<br>| 519 | &nbsp;&nbsp;48677 |
| \* | MK Electron Co. Ltd. | 8599 | &nbsp;&nbsp;59728 |
|  | MNTech Co. Ltd. | 3027 | &nbsp;&nbsp;24878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modetour Network, <br>Inc.<br>| 2945 | &nbsp;&nbsp;23056 |
| \* | MONAYONGPYONG | 12765 | &nbsp;&nbsp;28003 |
| \* | Motrex Co. Ltd. | 7187 | &nbsp;&nbsp;48228 |
| \* | MS Autotech Co. Ltd. | 6080 | &nbsp;&nbsp;9483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin <br>Industrial Co. Ltd.<br>| 9729 | &nbsp;&nbsp;61945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 10948 | &nbsp;&nbsp;52067 |
|  | Namuga Co. Ltd. | 3369 | &nbsp;&nbsp;58430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 1079 | &nbsp;&nbsp;35841 |
|  | NAVER Corp. | 4209 | &nbsp;&nbsp;800054 |
|  | NCSoft Corp. | 1508 | &nbsp;&nbsp;245232 |
|  | NeoPharm Co. Ltd. | 4164 | &nbsp;&nbsp;54080 |
|  | Neosem, Inc. | 2981 | &nbsp;&nbsp;32017 |
| \* | Neowiz | 3403 | &nbsp;&nbsp;71932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neowiz Holdings <br>Corp.<br>| 1665 | &nbsp;&nbsp;33968 |
| \* | Nepes Ark Corp. | 3300 | &nbsp;&nbsp;42223 |
| \* | NEPES Corp. | 6613 | &nbsp;&nbsp;87220 |
| \* | Neptune Co. | 8029 | &nbsp;&nbsp;29963 |
| Ω | Netmarble Corp. | 5521 | &nbsp;&nbsp;201960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 10930 | &nbsp;&nbsp;46432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newflex Technology <br>Co. Ltd.<br>| 3847 | &nbsp;&nbsp;17830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Nexen Corp. | 9997 | &nbsp;&nbsp;$41504 |
|  | Nexen Tire Corp. | 10946 | &nbsp;&nbsp;61125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexon Games Co. <br>Ltd.<br>| 3344 | &nbsp;&nbsp;30741 |
|  | NEXTIN, Inc. | 1984 | &nbsp;&nbsp;135075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 43382 | &nbsp;&nbsp;813342 |
|  | NHN Corp. | 7149 | &nbsp;&nbsp;159927 |
|  | NHN KCP Corp. | 8874 | &nbsp;&nbsp;139233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 9918 | &nbsp;&nbsp;95927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nice Information & <br>Telecommunication, <br>Inc.<br>| 3525 | &nbsp;&nbsp;59501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Information <br>Service Co. Ltd.<br>| 14058 | &nbsp;&nbsp;169032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;55143 |
|  | NongShim Co. Ltd. | 1148 | &nbsp;&nbsp;323601 |
|  | NOVAREX Co. Ltd. | 4575 | &nbsp;&nbsp;44504 |
| \* | Novatech Co. Ltd. | 1574 | &nbsp;&nbsp;32799 |
| \* | OCI Co. Ltd. | 1129 | &nbsp;&nbsp;55122 |
| \* | OCI Holdings Co. Ltd. | 4161 | &nbsp;&nbsp;331884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Okins Electronics Co. <br>Ltd.<br>| 3319 | &nbsp;&nbsp;29528 |
| \* | Orbitech Co. Ltd. | 3429 | &nbsp;&nbsp;10582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Precision & <br>Engineering Co. <br>Ltd.<br>| 7890 | &nbsp;&nbsp;45636 |
|  | Orion Corp. | 6561 | &nbsp;&nbsp;534055 |
| # | Orion Holdings Corp. | 9024 | &nbsp;&nbsp;130643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osang Healthcare Co. <br>Ltd.<br>| 980 | &nbsp;&nbsp;7707 |
| \* | OSTEONIC Co. Ltd. | 3992 | &nbsp;&nbsp;17258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 28148 | &nbsp;&nbsp;29750 |
| # | Otoki Corp. | 786 | &nbsp;&nbsp;210298 |
|  | Pan Ocean Co. Ltd. | 99588 | &nbsp;&nbsp;324423 |
|  | Pang Rim Co. Ltd. | 3379 | &nbsp;&nbsp;12692 |
| # | Park Systems Corp. | 1480 | &nbsp;&nbsp;310896 |
| \* | Partron Co. Ltd. | 16213 | &nbsp;&nbsp;80734 |
| #\* | Pearl Abyss Corp. | 5607 | &nbsp;&nbsp;222233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentastone <br>Electronics, Inc.<br>| 5205 | &nbsp;&nbsp;26966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 7981 | &nbsp;&nbsp;292008 |
| \* | Peptron, Inc. | 609 | &nbsp;&nbsp;129018 |
|  | PHA Co. Ltd. | 3537 | &nbsp;&nbsp;28954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmaResearch Co. <br>Ltd.<br>| 1922 | &nbsp;&nbsp;630705 |
| #\* | Pharmicell Co. Ltd. | 12469 | &nbsp;&nbsp;120973 |
|  | Philenergy Co. Ltd. | 845 | &nbsp;&nbsp;9945 |
| \* | Philoptics Co. Ltd. | 1555 | &nbsp;&nbsp;59143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 3994 | &nbsp;&nbsp;44907 |
| \* | PKC Co. Ltd. | 10835 | &nbsp;&nbsp;45690 |
| \* | Polaris AI Corp. | 10698 | &nbsp;&nbsp;13512 |
| \* | Polaris Office Corp. | 5235 | &nbsp;&nbsp;17262 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Pond Group Co. Ltd. | 6680 | &nbsp;&nbsp;$26861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poongsan Holdings <br>Corp.<br>| 2812 | &nbsp;&nbsp;80956 |
|  | Posco DX Co. Ltd. | 7777 | &nbsp;&nbsp;208462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Future M Co. <br>Ltd.<br>| 610 | &nbsp;&nbsp;94382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco M-Tech Co. <br>Ltd.<br>| 2492 | &nbsp;&nbsp;34158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Steeleon Co. <br>Ltd.<br>| 1308 | &nbsp;&nbsp;36952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Logics Co. <br>Ltd.<br>| 9071 | &nbsp;&nbsp;35820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Biologics Co. <br>Ltd.<br>| 3146 | &nbsp;&nbsp;6423 |
|  | Protec Co. Ltd. | 1341 | &nbsp;&nbsp;47142 |
|  | PSK Holdings, Inc. | 1510 | &nbsp;&nbsp;81765 |
| # | PSK, Inc. | 7547 | &nbsp;&nbsp;318827 |
|  | Pulmuone Co. Ltd. | 3936 | &nbsp;&nbsp;35818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pumtech Korea Co. <br>Ltd.<br>| 1886 | &nbsp;&nbsp;85671 |
| \* | Rainbow Robotics | 502 | &nbsp;&nbsp;252719 |
| \* | Refine Co. Ltd. | 3137 | &nbsp;&nbsp;26350 |
|  | RFHIC Corp. | 3309 | &nbsp;&nbsp;109281 |
| \* | Robostar Co. Ltd. | 682 | &nbsp;&nbsp;41943 |
|  | Rorze Systems Corp. | 3344 | &nbsp;&nbsp;22640 |
|  | S&S Tech Corp. | 4117 | &nbsp;&nbsp;257300 |
| # | S-1 Corp. | 6233 | &nbsp;&nbsp;345131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sajo Industries Co. <br>Ltd.<br>| 851 | &nbsp;&nbsp;34479 |
| \* | Sajodaerim Corp. | 1138 | &nbsp;&nbsp;28712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Young <br>Electronics Co. Ltd.<br>| 4997 | &nbsp;&nbsp;39351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Yung Trading <br>Co. Ltd.<br>| 6134 | &nbsp;&nbsp;73660 |
|  | Samchully Co. Ltd. | 516 | &nbsp;&nbsp;51365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMHWA Paints <br>Industrial Co. Ltd.<br>| 2824 | &nbsp;&nbsp;13638 |
| †† | Samick THK Co. Ltd. | 2406 | &nbsp;&nbsp;6243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samil Pharmaceutical <br>Co. Ltd.<br>| 3172 | &nbsp;&nbsp;22082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 5168 | &nbsp;&nbsp;81584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samjin <br>Pharmaceutical Co. <br>Ltd.<br>| 2505 | &nbsp;&nbsp;33543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 2476 | &nbsp;&nbsp;33978 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Biologics <br>Co. Ltd.<br>| 832 | &nbsp;&nbsp;1005481 |
|  | Samsung C&T Corp. | 7673 | &nbsp;&nbsp;1599472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 8028 | &nbsp;&nbsp;316480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Electro-Mechanics <br>Co. Ltd.<br>| 7186 | &nbsp;&nbsp;1382002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (005930 <br>KS)<br>| 735441 | &nbsp;&nbsp;$81247633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SMSN LI), <br>GDR<br>| 1074 | &nbsp;&nbsp;2956637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 58595 | &nbsp;&nbsp;1247271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Episholdings Co. <br>Ltd.<br>| 447 | &nbsp;&nbsp;188191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 3846 | &nbsp;&nbsp;1337162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Heavy <br>Industries Co. Ltd.<br>| 55313 | &nbsp;&nbsp;1127343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Life <br>Insurance Co. Ltd.<br>| 4865 | &nbsp;&nbsp;633450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDI Co. <br>Ltd.<br>| 8210 | &nbsp;&nbsp;2209839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 6946 | &nbsp;&nbsp;832910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 16103 | &nbsp;&nbsp;1010756 |
| \* | SAMT Co. Ltd. | 22161 | &nbsp;&nbsp;70696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor <br>Co. Ltd.<br>| 2639 | &nbsp;&nbsp;57706 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 2043 | &nbsp;&nbsp;135689 |
|  | Samyang Corp. | 532 | &nbsp;&nbsp;17549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Foods Co. <br>Ltd.<br>| 1037 | &nbsp;&nbsp;847496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 1922 | &nbsp;&nbsp;81031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Tongsang <br>Co. Ltd.<br>| 846 | &nbsp;&nbsp;33513 |
|  | Samyoung Co. Ltd. | 6764 | &nbsp;&nbsp;28526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sang-A Frontec Co. <br>Ltd.<br>| 2614 | &nbsp;&nbsp;31760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 1713 | &nbsp;&nbsp;18064 |
|  | Saramin Co. Ltd. | 3271 | &nbsp;&nbsp;29526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satrec Initiative Co. <br>Ltd.<br>| 829 | &nbsp;&nbsp;112673 |
| # | SD Biosensor, Inc. | 13563 | &nbsp;&nbsp;84759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel <br>Holdings Corp.<br>| 6461 | &nbsp;&nbsp;328546 |
|  | SeAH Holdings Corp. | 419 | &nbsp;&nbsp;47008 |
|  | SeAH Steel Corp. | 565 | &nbsp;&nbsp;47398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 837 | &nbsp;&nbsp;78942 |
|  | Sebang Co. Ltd. | 6012 | &nbsp;&nbsp;60442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 3144 | &nbsp;&nbsp;138908 |
|  | Seegene, Inc. | 7546 | &nbsp;&nbsp;149278 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 3047 | &nbsp;&nbsp;$10580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sejin Heavy Industries <br>Co. Ltd.<br>| 6360 | &nbsp;&nbsp;85046 |
| \* | Selvas AI, Inc. | 2362 | &nbsp;&nbsp;21618 |
| \* | Sempio Foods Co. | 730 | &nbsp;&nbsp;15196 |
|  | Seobu T&D | 15654 | &nbsp;&nbsp;191002 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 59699 | &nbsp;&nbsp;50475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 10131 | &nbsp;&nbsp;266872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Auction Co. <br>Ltd.<br>| 2218 | &nbsp;&nbsp;11842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 13507 | &nbsp;&nbsp;72673 |
|  | Seoyon Co. Ltd. | 6326 | &nbsp;&nbsp;46828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 9093 | &nbsp;&nbsp;95539 |
| \*†† | Sewon E&C Co. Ltd. | 21080 | &nbsp;&nbsp;1333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SFA Engineering <br>Corp.<br>| 5348 | &nbsp;&nbsp;124850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SFA Semicon Co. <br>Ltd.<br>| 15960 | &nbsp;&nbsp;85950 |
| \* | SG Co. Ltd. | 13386 | &nbsp;&nbsp;25034 |
|  | SGC Energy Co. Ltd. | 2098 | &nbsp;&nbsp;31678 |
| \* | SHIFT UP Corp. | 645 | &nbsp;&nbsp;15515 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 9114 | &nbsp;&nbsp;41139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(055550 KS)<br>| 71612 | &nbsp;&nbsp;4185292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinil Electronics Co. <br>Ltd.<br>| 12080 | &nbsp;&nbsp;11147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 6176 | &nbsp;&nbsp;52182 |
|  | Shinsegae, Inc. | 3096 | &nbsp;&nbsp;685910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung Delta Tech <br>Co. Ltd.<br>| 2201 | &nbsp;&nbsp;121275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung E&G Co. <br>Ltd.<br>| 33135 | &nbsp;&nbsp;40844 |
|  | Shinwon Corp. | 17258 | &nbsp;&nbsp;16841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 1583 | &nbsp;&nbsp;193441 |
| \* | Silicon2 Co. Ltd. | 8586 | &nbsp;&nbsp;315324 |
|  | Silla Co. Ltd. | 2472 | &nbsp;&nbsp;15758 |
| \* | SIMMTECH Co. Ltd. | 1830 | &nbsp;&nbsp;75734 |
|  | SIMPAC, Inc. | 1268 | &nbsp;&nbsp;4365 |
|  | Sindoh Co. Ltd. | 2207 | &nbsp;&nbsp;72319 |
| \* | Sinil Pharm Co. Ltd. | 1949 | &nbsp;&nbsp;8009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK <br>Biopharmaceuticals <br>Co. Ltd.<br>| 5142 | &nbsp;&nbsp;419549 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK Bioscience Co. <br>Ltd.<br>| 1986 | &nbsp;&nbsp;69811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK Chemicals Co. <br>Ltd.<br>| 3425 | &nbsp;&nbsp;159174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Discovery Co. <br>Ltd.<br>| 4063 | &nbsp;&nbsp;$163118 |
| \* | SK Eternix Co. Ltd. | 7447 | &nbsp;&nbsp;104735 |
|  | SK Gas Ltd. | 931 | &nbsp;&nbsp;150271 |
|  | SK Hynix, Inc. | 98359 | &nbsp;&nbsp;61413101 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology Co. <br>Ltd.<br>| 9148 | &nbsp;&nbsp;172890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK Innovation Co. <br>Ltd.<br>| 7792 | &nbsp;&nbsp;604527 |
|  | SK Networks Co. Ltd. | 7432 | &nbsp;&nbsp;28845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 6151 | &nbsp;&nbsp;80376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Securities Co. <br>Ltd.<br>| 105586 | &nbsp;&nbsp;69321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(017670 KS)<br>| 12318 | &nbsp;&nbsp;620777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(SKM US), <br>Sponsored ADR<br>| 1259 | &nbsp;&nbsp;35482 |
| \* | SKC Co. Ltd. | 1322 | &nbsp;&nbsp;106770 |
| # | SL Corp. | 8218 | &nbsp;&nbsp;316456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SM Entertainment Co. <br>Ltd.<br>| 2517 | &nbsp;&nbsp;201888 |
| \* | SMEC Co. Ltd. | 12293 | &nbsp;&nbsp;54880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SNT Holdings Co. <br>Ltd.<br>| 3470 | &nbsp;&nbsp;130393 |
| \* | SOCAR, Inc. | 1653 | &nbsp;&nbsp;13663 |
| \* | S-Oil Corp. | 11496 | &nbsp;&nbsp;844554 |
|  | Solid, Inc. | 11725 | &nbsp;&nbsp;69053 |
| #\* | SOLUM Co. Ltd. | 12613 | &nbsp;&nbsp;138046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Solus Advanced <br>Materials Co. Ltd.<br>| 12096 | &nbsp;&nbsp;68120 |
| \* | Solux Co. Ltd. | 8090 | &nbsp;&nbsp;23662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial <br>Co. Ltd.<br>| 7797 | &nbsp;&nbsp;49073 |
| \* | Soop Co. Ltd. | 2487 | &nbsp;&nbsp;127172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soosan Industries Co. <br>Ltd.<br>| 717 | &nbsp;&nbsp;12323 |
|  | Soulbrain Co. Ltd. | 1519 | &nbsp;&nbsp;509684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings <br>Co. Ltd.<br>| 2191 | &nbsp;&nbsp;89126 |
|  | SPC Samlip Co. Ltd. | 730 | &nbsp;&nbsp;25556 |
|  | SPG Co. Ltd. | 2271 | &nbsp;&nbsp;241836 |
| # | ST Pharm Co. Ltd. | 3063 | &nbsp;&nbsp;339975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STIC Investments, <br>Inc.<br>| 7920 | &nbsp;&nbsp;64148 |
|  | Straffic Co. Ltd. | 10920 | &nbsp;&nbsp;27530 |
| \* | Studio Dragon Corp. | 3451 | &nbsp;&nbsp;117851 |
|  | Suheung Co. Ltd. | 878 | &nbsp;&nbsp;13174 |
| \* | Sukgyung AT Co. Ltd. | 508 | &nbsp;&nbsp;20619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend <br>Co. Ltd.<br>| 3923 | &nbsp;&nbsp;88435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 18752 | &nbsp;&nbsp;104060 |
| \* | Sunjin Co. Ltd. | 3039 | &nbsp;&nbsp;23693 |
| \* | Suprema, Inc. | 1647 | &nbsp;&nbsp;49826 |
|  | SY Co. Ltd. | 12322 | &nbsp;&nbsp;23492 |
|  | SY Steel Tech, Inc. | 4151 | &nbsp;&nbsp;10071 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation <br>Co. Ltd.<br>| 10345 | &nbsp;&nbsp;$17026 |
| \* | Synopex, Inc. | 31843 | &nbsp;&nbsp;168551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 2030 | &nbsp;&nbsp;52889 |
|  | T&L Co. Ltd. | 1763 | &nbsp;&nbsp;67155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 96 | &nbsp;&nbsp;58003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAEKYUNG BK Co. <br>Ltd.<br>| 7843 | &nbsp;&nbsp;25042 |
| \* | Taewoong Co. Ltd. | 2693 | &nbsp;&nbsp;56942 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 9077 | &nbsp;&nbsp;184231 |
|  | TCC Steel | 1820 | &nbsp;&nbsp;21460 |
| \* | TechWing, Inc. | 4055 | &nbsp;&nbsp;138850 |
|  | Telechips, Inc. | 3499 | &nbsp;&nbsp;37779 |
|  | TES Co. Ltd. | 3436 | &nbsp;&nbsp;169374 |
|  | TK Corp. | 3094 | &nbsp;&nbsp;60823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 6654 | &nbsp;&nbsp;92257 |
|  | TLB Co. Ltd. | 1831 | &nbsp;&nbsp;74725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Carbon Korea <br>Co. Ltd.<br>| 1889 | &nbsp;&nbsp;308948 |
| \* | Toptec Co. Ltd. | 10660 | &nbsp;&nbsp;35863 |
|  | Tovis Co. Ltd. | 6051 | &nbsp;&nbsp;65427 |
|  | TS Corp. | 19785 | &nbsp;&nbsp;38185 |
|  | TSE Co. Ltd. | 713 | &nbsp;&nbsp;38301 |
|  | TYM Corp. | 13352 | &nbsp;&nbsp;65612 |
|  | UBCare Co. Ltd. | 4497 | &nbsp;&nbsp;12423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubiquoss Holdings, <br>Inc.<br>| 2043 | &nbsp;&nbsp;15319 |
|  | Ubiquoss, Inc. | 6216 | &nbsp;&nbsp;51817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 1935 | &nbsp;&nbsp;42329 |
| \* | Uni-Chem Co. Ltd. | 17481 | &nbsp;&nbsp;14345 |
|  | Unid Co. Ltd. | 2052 | &nbsp;&nbsp;113480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 4575 | &nbsp;&nbsp;36182 |
|  | Uniquest Corp. | 4583 | &nbsp;&nbsp;20491 |
| \* | Unison Co. Ltd. | 24842 | &nbsp;&nbsp;17220 |
| \* | UniTest, Inc. | 4160 | &nbsp;&nbsp;41430 |
| \* | Unitrontech Co. Ltd. | 8834 | &nbsp;&nbsp;41657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. <br>Ltd.<br>| 2975 | &nbsp;&nbsp;42588 |
| \*†† | Vidente Co. Ltd. | 19231 | &nbsp;&nbsp;8324 |
|  | Vieworks Co. Ltd. | 2184 | &nbsp;&nbsp;42850 |
| \* | Vina Tech Co. Ltd. | 633 | &nbsp;&nbsp;41652 |
|  | Vitzro Tech Co. Ltd. | 4197 | &nbsp;&nbsp;31372 |
| \* | Vitzrocell Co. Ltd. | 8826 | &nbsp;&nbsp;128290 |
| \* | VM, Inc. | 2268 | &nbsp;&nbsp;46842 |
| \* | VT Co. Ltd. | 7135 | &nbsp;&nbsp;101620 |
|  | Webcash Corp. | 2110 | &nbsp;&nbsp;14846 |
|  | Webzen, Inc. | 6567 | &nbsp;&nbsp;78706 |
| \* | Wemade Co. Ltd. | 3204 | &nbsp;&nbsp;72366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whanin <br>Pharmaceutical Co. <br>Ltd.<br>| 4395 | &nbsp;&nbsp;$32682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WINS Technet Co. <br>Ltd.<br>| 3865 | &nbsp;&nbsp;29455 |
|  | WiSoL Co. Ltd. | 7794 | &nbsp;&nbsp;33026 |
| \* | Won Tech Co. Ltd. | 15831 | &nbsp;&nbsp;112175 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 13526 | &nbsp;&nbsp;394015 |
|  | WONIK IPS Co. Ltd. | 4142 | &nbsp;&nbsp;325813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 3195 | &nbsp;&nbsp;88127 |
|  | Wonik QnC Corp. | 4494 | &nbsp;&nbsp;88172 |
|  | Woojin, Inc. | 3958 | &nbsp;&nbsp;71364 |
| \* | Wooree Bio Co. Ltd. | 2288 | &nbsp;&nbsp;3209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woori Financial <br>Group, Inc. (316140 <br>KS)<br>| 187705 | &nbsp;&nbsp;3926568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 12348 | &nbsp;&nbsp;72327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology, <br>Inc.<br>| 17348 | &nbsp;&nbsp;107959 |
| \* | Woosu AMS Co. Ltd. | 5919 | &nbsp;&nbsp;12993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 3984 | &nbsp;&nbsp;71206 |
|  | Xexymix Corp. | 5593 | &nbsp;&nbsp;20420 |
|  | Y G-1 Co. Ltd. | 9847 | &nbsp;&nbsp;61344 |
| \* | YC Corp. | 2877 | &nbsp;&nbsp;38838 |
| \* | Yest Co. Ltd. | 1865 | &nbsp;&nbsp;27993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YG Entertainment, <br>Inc.<br>| 1871 | &nbsp;&nbsp;96837 |
| \* | YG PLUS | 4446 | &nbsp;&nbsp;22026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youlchon Chemical <br>Co. Ltd.<br>| 1863 | &nbsp;&nbsp;35042 |
|  | Young Poong Corp. | 1946 | &nbsp;&nbsp;87389 |
| # | Youngone Corp. | 6781 | &nbsp;&nbsp;428317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 2901 | &nbsp;&nbsp;416692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 37741 | &nbsp;&nbsp;120865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YuHwa Securities Co. <br>Ltd.<br>| 13635 | &nbsp;&nbsp;27844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yungjin <br>Pharmaceutical Co. <br>Ltd.<br>| 19061 | &nbsp;&nbsp;25253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunsung F&C Co. <br>Ltd.<br>| 461 | &nbsp;&nbsp;11628 |
| \* | Zeus Co. Ltd. | 6988 | &nbsp;&nbsp;94812 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;315609283 |
| TAIWAN — (22.4%) | TAIWAN — (22.4%) | TAIWAN — (22.4%) |  |
|  | 104 Corp. | 5000 | &nbsp;&nbsp;35229 |
|  | 91APP, Inc. | 28000 | &nbsp;&nbsp;58818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 11546 | &nbsp;&nbsp;46389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABC Taiwan <br>Electronics Corp.<br>| 42860 | &nbsp;&nbsp;40716 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Abico Avy Co. Ltd. | 66936 | &nbsp;&nbsp;$99070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 115907 | &nbsp;&nbsp;310072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ability <br>Opto-Electronics <br>Technology Co. <br>Ltd.<br>| 19528 | &nbsp;&nbsp;67821 |
|  | AcBel Polytech, Inc. | 373757 | &nbsp;&nbsp;583887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accton Technology <br>Corp.<br>| 82858 | &nbsp;&nbsp;2896984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer Cyber Security, <br>Inc.<br>| 5157 | &nbsp;&nbsp;26662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer E-Enabling <br>Service Business, <br>Inc.<br>| 7000 | &nbsp;&nbsp;45642 |
| # | Acer, Inc. | 1135287 | &nbsp;&nbsp;902125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 60117 | &nbsp;&nbsp;122318 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acter Group Corp. <br>Ltd.<br>| 42534 | &nbsp;&nbsp;846562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 103000 | &nbsp;&nbsp;34442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 26000 | &nbsp;&nbsp;106748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology <br>Co. Ltd.<br>| 143180 | &nbsp;&nbsp;1620530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Addcn Technology Co. <br>Ltd.<br>| 18913 | &nbsp;&nbsp;99502 |
| \* | Adimmune Corp. | 149000 | &nbsp;&nbsp;90101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adlink Technology, <br>Inc.<br>| 27000 | &nbsp;&nbsp;53121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 21000 | &nbsp;&nbsp;102827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Solution Holding <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;671650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>International <br>Multitech Co. Ltd.<br>| 67000 | &nbsp;&nbsp;150412 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Optoelectronic <br>Technology, Inc.<br>| 49000 | &nbsp;&nbsp;25858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 29000 | &nbsp;&nbsp;84315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Wireless <br>Semiconductor Co.<br>| 52000 | &nbsp;&nbsp;183801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 131908 | &nbsp;&nbsp;124548 |
|  | Advantech Co. Ltd. | 87959 | &nbsp;&nbsp;830087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aero Win Technology <br>Corp.<br>| 10000 | &nbsp;&nbsp;12797 |
|  | AGV Products Corp. | 230172 | &nbsp;&nbsp;77420 |
|  | AIC, Inc. | 13121 | &nbsp;&nbsp;156836 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Airoha Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;192561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airtac International <br>Group<br>| 36382 | &nbsp;&nbsp;1316686 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alchip Technologies <br>Ltd.<br>| 18000 | &nbsp;&nbsp;$1767229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Marine Co. <br>Ltd.<br>| 6163 | &nbsp;&nbsp;36123 |
| \* | Algoltek, Inc. | 11000 | &nbsp;&nbsp;17306 |
| #\* | ALI Corp. | 45579 | &nbsp;&nbsp;37056 |
|  | All Ring Tech Co. Ltd. | 30000 | &nbsp;&nbsp;361143 |
|  | Allied Circuit Co. Ltd. | 16176 | &nbsp;&nbsp;112343 |
| # | Allied Supreme Corp. | 17000 | &nbsp;&nbsp;129771 |
|  | Allis Electric Co. Ltd. | 67603 | &nbsp;&nbsp;264089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 99813 | &nbsp;&nbsp;104799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltop Technology Co. <br>Ltd.<br>| 23751 | &nbsp;&nbsp;186949 |
| # | Altek Corp. | 157102 | &nbsp;&nbsp;194399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 33144 | &nbsp;&nbsp;88349 |
|  | Ambassador Hotel  | 103000 | &nbsp;&nbsp;141830 |
|  | AMPACS Corp. | 37000 | &nbsp;&nbsp;32494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 18000 | &nbsp;&nbsp;35839 |
|  | Ampire Co. Ltd. | 52000 | &nbsp;&nbsp;43915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ample Electronic <br>Technology Co. <br>Ltd.<br>| 5450 | &nbsp;&nbsp;30613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AMPOC Far-East Co. <br>Ltd.<br>| 50968 | &nbsp;&nbsp;173875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 225013 | &nbsp;&nbsp;144624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amulaire Thermal <br>Technology, Inc.<br>| 40000 | &nbsp;&nbsp;40429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anderson Industrial <br>Corp.<br>| 43000 | &nbsp;&nbsp;37665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 37337 | &nbsp;&nbsp;40389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anpec Electronics <br>Corp.<br>| 5000 | &nbsp;&nbsp;41128 |
|  | Aopen, Inc. | 13000 | &nbsp;&nbsp;21179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apac Opto <br>Electronics, Inc.<br>| 18000 | &nbsp;&nbsp;40982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 46506 | &nbsp;&nbsp;179610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;41603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 37477 | &nbsp;&nbsp;34646 |
| # | Apex Dynamics, Inc. | 7000 | &nbsp;&nbsp;170804 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Apex International Co. <br>Ltd.<br>| 89723 | &nbsp;&nbsp;90283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 71628 | &nbsp;&nbsp;25994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARBOR Technology <br>Corp.<br>| 19000 | &nbsp;&nbsp;25027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 59755 | &nbsp;&nbsp;339354 |
|  | Ardentec Corp. | 239411 | &nbsp;&nbsp;1205787 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARES International <br>Corp.<br>| 14000 | &nbsp;&nbsp;$22456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Argosy Research, <br>Inc.<br>| 31558 | &nbsp;&nbsp;156224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizon RFID <br>Technology Cayman <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;23945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASE Technology <br>Holding Co. Ltd.<br>| 441089 | &nbsp;&nbsp;4100853 |
|  | Asia Cement Corp. | 560696 | &nbsp;&nbsp;625629 |
| # | Asia Optical Co., Inc. | 108000 | &nbsp;&nbsp;554258 |
|  | Asia Polymer Corp. | 144385 | &nbsp;&nbsp;63460 |
|  | Asia Tech Image, Inc. | 26000 | &nbsp;&nbsp;62777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Vital <br>Components Co. <br>Ltd.<br>| 59422 | &nbsp;&nbsp;2699685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIX Electronics <br>Corp.<br>| 19000 | &nbsp;&nbsp;57601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASMedia Technology, <br>Inc.<br>| 6312 | &nbsp;&nbsp;257418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASolid Technology Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;27562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASPEED Technology, <br>Inc.<br>| 8258 | &nbsp;&nbsp;2309399 |
|  | ASROCK, Inc. | 19000 | &nbsp;&nbsp;129159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asustek Computer, <br>Inc.<br>| 70996 | &nbsp;&nbsp;1115331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;37184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;86134 |
|  | Auden Techno Corp. | 17000 | &nbsp;&nbsp;95718 |
|  | Audix Corp. | 42800 | &nbsp;&nbsp;90345 |
| # | AUO Corp. (2409 TT) | 1365400 | &nbsp;&nbsp;591397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUO Corp. (AUOTY <br>US), Sponsored <br>ADR<br>| 3683 | &nbsp;&nbsp;15652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AURAS Technology <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;314751 |
|  | Aurora Corp. | 23585 | &nbsp;&nbsp;41015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 25000 | &nbsp;&nbsp;70957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 37000 | &nbsp;&nbsp;45833 |
|  | Axiomtek Co. Ltd. | 34383 | &nbsp;&nbsp;90247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 41000 | &nbsp;&nbsp;76448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Yunji <br>International Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;101088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung <br>Co. Ltd.<br>| 327519 | &nbsp;&nbsp;124792 |
|  | Basso Industry Corp. | 59000 | &nbsp;&nbsp;64102 |
|  | BenQ Materials Corp. | 83000 | &nbsp;&nbsp;51259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 742562 | &nbsp;&nbsp;322038 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Precision <br>Industrial Co. Ltd.<br>| 7000 | &nbsp;&nbsp;$23189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Billion Electric Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;14697 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 53650 | &nbsp;&nbsp;87872 |
| #\* | Bionime Corp. | 13536 | &nbsp;&nbsp;22031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biostar Microtech <br>International Corp.<br>| 54000 | &nbsp;&nbsp;39664 |
|  | Bioteque Corp. | 23010 | &nbsp;&nbsp;87743 |
|  | Bizlink Holding, Inc. | 55953 | &nbsp;&nbsp;2272322 |
|  | Bonny Worldwide Ltd. | 5000 | &nbsp;&nbsp;29043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bora Pharmaceuticals <br>Co. Ltd.<br>| 27583 | &nbsp;&nbsp;527437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;18840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Led Electronics <br>Corp.<br>| 47100 | &nbsp;&nbsp;29991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek <br>Optoelectronic Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;27731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International <br>Taiwan, Inc.<br>| 214331 | &nbsp;&nbsp;234254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brillian Network & <br>Automation <br>Integrated System <br>Co. Ltd.<br>| 15208 | &nbsp;&nbsp;150123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brogent Technologies, <br>Inc.<br>| 17117 | &nbsp;&nbsp;56143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Sun Manufacturing <br>Ltd.<br>| 17062 | &nbsp;&nbsp;127569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calin Technology Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;24020 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caliway <br>Biopharmaceuticals <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;203859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cameo <br>Communications, <br>Inc.<br>| 95044 | &nbsp;&nbsp;29566 |
|  | Capital Futures Corp. | 57081 | &nbsp;&nbsp;93021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 621902 | &nbsp;&nbsp;583834 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Career Technology <br>MFG. Co. Ltd.<br>| 213235 | &nbsp;&nbsp;110086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 40862 | &nbsp;&nbsp;73595 |
|  | Caswell, Inc. | 22000 | &nbsp;&nbsp;58806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catcher Technology <br>Co. Ltd.<br>| 148509 | &nbsp;&nbsp;948473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Chemical <br>Works<br>| 17000 | &nbsp;&nbsp;25925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Consolidated, <br>Inc.<br>| 13799 | &nbsp;&nbsp;40809 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Financial <br>Holding Co. Ltd.<br>| 993178 | &nbsp;&nbsp;2366228 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 278300 | &nbsp;&nbsp;$194751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cayman Engley <br>Industrial Co. Ltd.<br>| 13785 | &nbsp;&nbsp;12422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 48875 | &nbsp;&nbsp;91931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Celxpert Energy <br>Corp.<br>| 39764 | &nbsp;&nbsp;47235 |
|  | Cenra, Inc. | 60500 | &nbsp;&nbsp;65197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Center Laboratories, <br>Inc.<br>| 301494 | &nbsp;&nbsp;384188 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 204873 | &nbsp;&nbsp;173176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Iron & Steel <br>Industrial Co. Ltd.<br>| 59000 | &nbsp;&nbsp;253413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 502142 | &nbsp;&nbsp;1654976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chain Chon Industrial <br>Co. Ltd.<br>| 32000 | &nbsp;&nbsp;11987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ChainQui Construction <br>Development Co. <br>Ltd.<br>| 41171 | &nbsp;&nbsp;19242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaintech Technology <br>Corp.<br>| 32000 | &nbsp;&nbsp;28891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion <br>Microelectronic <br>Corp.<br>| 21600 | &nbsp;&nbsp;45007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 1240233 | &nbsp;&nbsp;802807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 170240 | &nbsp;&nbsp;248134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Technology Co. <br>Ltd.<br>| 199500 | &nbsp;&nbsp;364940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. <br>Ltd.<br>| 102000 | &nbsp;&nbsp;202315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;45235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Enterprise<br>| 91676 | &nbsp;&nbsp;432178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 58000 | &nbsp;&nbsp;62406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Resources <br>Corp.<br>| 34379 | &nbsp;&nbsp;76530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 46000 | &nbsp;&nbsp;59641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenbro Micom Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;627817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Fwa Industrial <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;11169 |
|  | Cheng Loong Corp. | 322480 | &nbsp;&nbsp;181319 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Mei Materials <br>Technology Corp.<br>| 238153 | &nbsp;&nbsp;$100768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 365808 | &nbsp;&nbsp;354681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 164159 | &nbsp;&nbsp;201822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chenming Electronic <br>Technology Corp.<br>| 52000 | &nbsp;&nbsp;184929 |
|  | Chia Chang Co. Ltd. | 60000 | &nbsp;&nbsp;71435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chia Hsin Cement <br>Corp.<br>| 194280 | &nbsp;&nbsp;87543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chialin Precision <br>Industrial Co. Ltd.<br>| 5000 | &nbsp;&nbsp;11652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 193350 | &nbsp;&nbsp;714787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. <br>Ltd.<br>| 62731 | &nbsp;&nbsp;160940 |
|  | Chief Telecom, Inc. | 16900 | &nbsp;&nbsp;172085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 64432 | &nbsp;&nbsp;66154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 31000 | &nbsp;&nbsp;42414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chime Ball <br>Technology Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;10849 |
|  | China Airlines Ltd. | 1329062 | &nbsp;&nbsp;934981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 374000 | &nbsp;&nbsp;193171 |
|  | China Ecotek Corp. | 11000 | &nbsp;&nbsp;18208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electric <br>Manufacturing <br>Corp.<br>| 127170 | &nbsp;&nbsp;52522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China General <br>Plastics Corp.<br>| 198602 | &nbsp;&nbsp;78382 |
|  | China Glaze Co. Ltd. | 60680 | &nbsp;&nbsp;47799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Man-Made <br>Fiber Corp.<br>| 663965 | &nbsp;&nbsp;148063 |
| # | China Metal Products | 143190 | &nbsp;&nbsp;110698 |
|  | China Motor Corp. | 110600 | &nbsp;&nbsp;194548 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development Corp.<br>| 1461033 | &nbsp;&nbsp;369934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 63227 | &nbsp;&nbsp;148698 |
| # | China Steel Corp. | 2192940 | &nbsp;&nbsp;1442834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;51921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 53120 | &nbsp;&nbsp;69122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 35120 | &nbsp;&nbsp;68754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 60478 | &nbsp;&nbsp;38136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 192113 | &nbsp;&nbsp;231939 |
| \* | Chip Hope Co. Ltd. | 14000 | &nbsp;&nbsp;24630 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 327000 | &nbsp;&nbsp;$567410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 343594 | &nbsp;&nbsp;646615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(IMOS US), ADR<br>| 2049 | &nbsp;&nbsp;76062 |
|  | Chlitina Holding Ltd. | 18754 | &nbsp;&nbsp;61415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 97361 | &nbsp;&nbsp;239006 |
|  | Chroma ATE, Inc. | 59466 | &nbsp;&nbsp;1825986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun YU Works & Co. <br>Ltd.<br>| 66150 | &nbsp;&nbsp;36701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 243999 | &nbsp;&nbsp;167079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hung Steel <br>Corp.<br>| 402889 | &nbsp;&nbsp;252828 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Chemical <br>Industrial Works <br>Ltd.<br>| 44000 | &nbsp;&nbsp;60171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Food <br>Industrial Co. Ltd.<br>| 22770 | &nbsp;&nbsp;56828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Pulp <br>Corp.<br>| 196246 | &nbsp;&nbsp;76990 |
|  | Chung Lien Co. Ltd. | 18000 | &nbsp;&nbsp;21948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Tai Resource <br>Technology Corp.<br>| 4000 | &nbsp;&nbsp;12023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung-Hsin Electric & <br>Machinery <br>Manufacturing <br>Corp.<br>| 136000 | &nbsp;&nbsp;726828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Precision <br>Test Tech Co. Ltd.<br>| 7000 | &nbsp;&nbsp;729939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (2412 TT)<br>| 302800 | &nbsp;&nbsp;1284006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (CHT US), <br>Sponsored ADR<br>| 12202 | &nbsp;&nbsp;518341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CKM Applied <br>Materials Corp.<br>| 27000 | &nbsp;&nbsp;26083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Co. Ltd. <br>(8422 TT)<br>| 380000 | &nbsp;&nbsp;444016 |
| # | Clevo Co. | 190869 | &nbsp;&nbsp;224970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CMC Magnetics <br>Corp.<br>| 538132 | &nbsp;&nbsp;183107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Media Electronics, <br>Inc.<br>| 24000 | &nbsp;&nbsp;30591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CoAsia Electronics <br>Corp.<br>| 60094 | &nbsp;&nbsp;144844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 1023086 | &nbsp;&nbsp;1055894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq <br>Manufacturing Co. <br>Ltd.<br>| 336000 | &nbsp;&nbsp;1791477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;$29569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord International <br>Securities Co. Ltd.<br>| 141605 | &nbsp;&nbsp;107521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities <br>Co. Ltd.<br>| 328852 | &nbsp;&nbsp;174069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 209250 | &nbsp;&nbsp;150458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology <br>Co. Ltd.<br>| 33000 | &nbsp;&nbsp;55386 |
|  | Coremax Corp. | 40247 | &nbsp;&nbsp;86243 |
| # | Coretronic Corp. | 126600 | &nbsp;&nbsp;350655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 67541 | &nbsp;&nbsp;560891 |
| # | Creative Sensor, Inc. | 27000 | &nbsp;&nbsp;52366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 65300 | &nbsp;&nbsp;56792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cryomax Cooling <br>System Corp.<br>| 10000 | &nbsp;&nbsp;14494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTBC Financial <br>Holding Co. Ltd.<br>| 2817612 | &nbsp;&nbsp;4539579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTCI Advanced <br>Systems, Inc.<br>| 5000 | &nbsp;&nbsp;27371 |
| # | CTCI Corp. | 353771 | &nbsp;&nbsp;346510 |
|  | Cub Elecparts, Inc. | 24000 | &nbsp;&nbsp;70273 |
|  | CviLux Corp. | 34766 | &nbsp;&nbsp;94426 |
|  | Cyberlink Corp. | 28000 | &nbsp;&nbsp;73887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 25200 | &nbsp;&nbsp;144723 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 144576 | &nbsp;&nbsp;118201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 8400 | &nbsp;&nbsp;22738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 107200 | &nbsp;&nbsp;234151 |
|  | Dafeng TV Ltd. | 44396 | &nbsp;&nbsp;67962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah San Electric Wire <br>& Cable Co. Ltd.<br>| 41627 | &nbsp;&nbsp;65055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development <br>Co. Ltd.<br>| 162663 | &nbsp;&nbsp;242144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 87000 | &nbsp;&nbsp;85630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 181800 | &nbsp;&nbsp;73658 |
|  | Data Image Corp. | 19000 | &nbsp;&nbsp;24176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davicom <br>Semiconductor, Inc.<br>| 19000 | &nbsp;&nbsp;15328 |
|  | Daxin Materials Corp. | 13000 | &nbsp;&nbsp;135207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 109476 | &nbsp;&nbsp;39054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 131000 | &nbsp;&nbsp;109118 |
|  | Delta Electronics, Inc. | 104940 | &nbsp;&nbsp;4004753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 51000 | &nbsp;&nbsp;243735 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Desiccant Technology <br>Corp.<br>| 3300 | &nbsp;&nbsp;$20169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Data System <br>Corp.<br>| 30884 | &nbsp;&nbsp;108618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 69643 | &nbsp;&nbsp;174291 |
|  | D-Link Corp. | 258136 | &nbsp;&nbsp;128596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donpon Precision, <br>Inc.<br>| 32200 | &nbsp;&nbsp;50164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Wu Skincare Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;18646 |
|  | Draytek Corp. | 26000 | &nbsp;&nbsp;23035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Drewloong Precision, <br>Inc.<br>| 12765 | &nbsp;&nbsp;58686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dyaco International, <br>Inc.<br>| 57019 | &nbsp;&nbsp;35936 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holding Co. <br>Ltd.<br>| 140733 | &nbsp;&nbsp;629784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack <br>International <br>Technology Corp.<br>| 70000 | &nbsp;&nbsp;742888 |
| # | E Ink Holdings, Inc. | 190000 | &nbsp;&nbsp;1056241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E.Sun Financial <br>Holding Co. Ltd.<br>| 1885395 | &nbsp;&nbsp;1996509 |
|  | Eastech Holding Ltd. | 16000 | &nbsp;&nbsp;49517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 139734 | &nbsp;&nbsp;90840 |
| # | Eclat Textile Co. Ltd. | 59279 | &nbsp;&nbsp;741582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eCloudvalley Digital <br>Technology Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;28468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;23907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 88615 | &nbsp;&nbsp;109577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eGalax_eMPIA <br>Technology, Inc.<br>| 24467 | &nbsp;&nbsp;34438 |
| #\* | Egis Technology, Inc. | 27000 | &nbsp;&nbsp;97018 |
| \* | EirGenix, Inc. | 50000 | &nbsp;&nbsp;98537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elan Microelectronics <br>Corp.<br>| 175959 | &nbsp;&nbsp;650507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 27176 | &nbsp;&nbsp;43383 |
|  | E-LIFE MALL Corp. | 40000 | &nbsp;&nbsp;78020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 52928 | &nbsp;&nbsp;417641 |
|  | Elite Material Co. Ltd. | 50909 | &nbsp;&nbsp;2761431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 114000 | &nbsp;&nbsp;692620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 135235 | &nbsp;&nbsp;114807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eMemory Technology, <br>Inc.<br>| 15000 | &nbsp;&nbsp;863924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 74000 | &nbsp;&nbsp;54953 |
|  | Ennoconn Corp. | 47915 | &nbsp;&nbsp;428424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Ennostar, Inc. | 255227 | &nbsp;&nbsp;$282930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnTie Commercial <br>Bank Co. Ltd.<br>| 218500 | &nbsp;&nbsp;92792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 80000 | &nbsp;&nbsp;44504 |
|  | Eris Technology Corp. | 9055 | &nbsp;&nbsp;42918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind <br>Co. Ltd.<br>| 58000 | &nbsp;&nbsp;154525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 464321 | &nbsp;&nbsp;902041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;71005 |
|  | Eva Airways Corp. | 1198990 | &nbsp;&nbsp;1419169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Ohms <br>Technology Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;11858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Supreme Bio <br>Technology Co. <br>Ltd.<br>| 12821 | &nbsp;&nbsp;62856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everest Textile Co. <br>Ltd.<br>| 211837 | &nbsp;&nbsp;44734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Aviation <br>Technologies Corp.<br>| 63000 | &nbsp;&nbsp;320824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen <br>International <br>Storage & Transport <br>Corp.<br>| 132500 | &nbsp;&nbsp;236939 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Marine <br>Corp. Taiwan Ltd.<br>| 271342 | &nbsp;&nbsp;1602596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 87000 | &nbsp;&nbsp;282751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 213149 | &nbsp;&nbsp;375417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertop Wire Cable <br>Corp.<br>| 58000 | &nbsp;&nbsp;53225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 62883 | &nbsp;&nbsp;157152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Falcon Machine Tools <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;11469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 378370 | &nbsp;&nbsp;264007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 934087 | &nbsp;&nbsp;370245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 627560 | &nbsp;&nbsp;552556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far EasTone <br>Telecommunications <br>Co. Ltd.<br>| 336000 | &nbsp;&nbsp;945208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Faraday Technology <br>Corp.<br>| 80351 | &nbsp;&nbsp;420990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 73866 | &nbsp;&nbsp;108256 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 107442 | &nbsp;&nbsp;$226447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDC International <br>Hotels Corp.<br>| 15000 | &nbsp;&nbsp;19107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feature Integration <br>Technology, Inc.<br>| 14000 | &nbsp;&nbsp;30011 |
| \* | Federal Corp. | 129000 | &nbsp;&nbsp;83041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 21633 | &nbsp;&nbsp;93543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 187550 | &nbsp;&nbsp;385241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng TAY Enterprise <br>Co. Ltd.<br>| 165265 | &nbsp;&nbsp;503777 |
|  | FIC Global, Inc. | 11000 | &nbsp;&nbsp;19325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FineMat Applied <br>Materials Co. Ltd.<br>| 12000 | &nbsp;&nbsp;13071 |
|  | FineTek Co. Ltd. | 14100 | &nbsp;&nbsp;48017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 119395 | &nbsp;&nbsp;89593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. <br>Ltd.<br>| 69000 | &nbsp;&nbsp;108762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial Holding <br>Co. Ltd.<br>| 2023173 | &nbsp;&nbsp;1846991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Hi-Tec Enterprise <br>Co. Ltd.<br>| 15709 | &nbsp;&nbsp;147170 |
|  | First Hotel | 129746 | &nbsp;&nbsp;52849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 103606 | &nbsp;&nbsp;89001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 326425 | &nbsp;&nbsp;57157 |
| # | FIT Holding Co. Ltd. | 72000 | &nbsp;&nbsp;59028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 42250 | &nbsp;&nbsp;196112 |
| #\* | Fittech Co. Ltd. | 10509 | &nbsp;&nbsp;38688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium <br>Interconnect, Inc.<br>| 120001 | &nbsp;&nbsp;225918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology <br>Co. Ltd.<br>| 48373 | &nbsp;&nbsp;140338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FocalTech Systems <br>Co. Ltd.<br>| 89963 | &nbsp;&nbsp;152255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 40216 | &nbsp;&nbsp;107314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 23925 | &nbsp;&nbsp;27790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 93000 | &nbsp;&nbsp;230367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 651378 | &nbsp;&nbsp;871982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Oilseed <br>Processing Co. Ltd.<br>| 47897 | &nbsp;&nbsp;43158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;$52869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa <br>Petrochemical <br>Corp.<br>| 147000 | &nbsp;&nbsp;249763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Plastics <br>Corp.<br>| 725134 | &nbsp;&nbsp;1086264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 30000 | &nbsp;&nbsp;132870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Taffeta Co. <br>Ltd.<br>| 343000 | &nbsp;&nbsp;180438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 91548 | &nbsp;&nbsp;72649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 158847 | &nbsp;&nbsp;85644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Electric Co. <br>Ltd.<br>| 39160 | &nbsp;&nbsp;1195217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forward Electronics <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;16854 |
|  | Fositek Corp. | 9000 | &nbsp;&nbsp;400386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 77460 | &nbsp;&nbsp;35009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 236536 | &nbsp;&nbsp;427905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon <br>Integrated <br>Technology, Inc.<br>| 40562 | &nbsp;&nbsp;360292 |
|  | Franbo Lines Corp. | 119328 | &nbsp;&nbsp;76560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 108713 | &nbsp;&nbsp;59939 |
| # | FSP Technology, Inc. | 67886 | &nbsp;&nbsp;111042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 69854 | &nbsp;&nbsp;58827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 194460 | &nbsp;&nbsp;103963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fubon Financial <br>Holding Co. Ltd.<br>| 1451273 | &nbsp;&nbsp;4167445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International <br>Holding Co. Ltd.<br>| 81401 | &nbsp;&nbsp;243157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Technology <br>Co. Ltd.<br>| 56000 | &nbsp;&nbsp;42496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;417022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fwusow Industry Co. <br>Ltd.<br>| 128644 | &nbsp;&nbsp;55214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 75059 | &nbsp;&nbsp;197766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Micro <br>Machining Co. Ltd.<br>| 2000 | &nbsp;&nbsp;50590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Precision <br>Machining Co. Ltd.<br>| 31000 | &nbsp;&nbsp;85631 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 56000 | &nbsp;&nbsp;$89569 |
| \* | GCS Holdings, Inc. | 42727 | &nbsp;&nbsp;314169 |
|  | GEM Services, Inc. | 28670 | &nbsp;&nbsp;71366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 206574 | &nbsp;&nbsp;186400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS <br>Holding Ltd.<br>| 95000 | &nbsp;&nbsp;116873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Generalplus <br>Technology, Inc.<br>| 31000 | &nbsp;&nbsp;39592 |
| # | Genesys Logic, Inc. | 32000 | &nbsp;&nbsp;101339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 45979 | &nbsp;&nbsp;657983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 42853 | &nbsp;&nbsp;41143 |
|  | GeoVision, Inc. | 22164 | &nbsp;&nbsp;33603 |
|  | Getac Holdings Corp. | 118000 | &nbsp;&nbsp;420985 |
|  | GFC Ltd. | 27500 | &nbsp;&nbsp;96902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Giantplus Technology <br>Co. Ltd.<br>| 140000 | &nbsp;&nbsp;52741 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 136000 | &nbsp;&nbsp;1000506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gigasolar Materials <br>Corp.<br>| 19897 | &nbsp;&nbsp;74390 |
| \* | Gigastorage Corp. | 147000 | &nbsp;&nbsp;129361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 145751 | &nbsp;&nbsp;496873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 42000 | &nbsp;&nbsp;53007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 39000 | &nbsp;&nbsp;298793 |
|  | Global PMX Co. Ltd. | 25000 | &nbsp;&nbsp;89741 |
|  | Global Unichip Corp. | 24000 | &nbsp;&nbsp;1969131 |
| # | Globalwafers Co. Ltd. | 77000 | &nbsp;&nbsp;1210642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 127298 | &nbsp;&nbsp;40769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 210708 | &nbsp;&nbsp;227983 |
| \* | GlycoNex, Inc. | 545 | &nbsp;&nbsp;500 |
| # | GMI Technology, Inc. | 57082 | &nbsp;&nbsp;71700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gold Circuit <br>Electronics Ltd.<br>| 75836 | &nbsp;&nbsp;1656033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gold Rain Enterprises <br>Corp.<br>| 10000 | &nbsp;&nbsp;12384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Long Teng <br>Development Co. <br>Ltd.<br>| 46000 | &nbsp;&nbsp;42473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 429735 | &nbsp;&nbsp;480698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Finance <br>Securities Co. Ltd.<br>| 39000 | &nbsp;&nbsp;39044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 42859 | &nbsp;&nbsp;67517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 71000 | &nbsp;&nbsp;$76355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 48052 | &nbsp;&nbsp;113834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 157000 | &nbsp;&nbsp;74955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pacific <br>Petrochemical<br>| 488456 | &nbsp;&nbsp;209159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Process <br>Technology Corp.<br>| 5000 | &nbsp;&nbsp;262049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrandTech CG <br>Systems, Inc.<br>| 24915 | &nbsp;&nbsp;35417 |
|  | Grape King Bio Ltd. | 59000 | &nbsp;&nbsp;226781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 78000 | &nbsp;&nbsp;49853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Taipei Gas Co. <br>Ltd.<br>| 115000 | &nbsp;&nbsp;109159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Tree Pharmacy <br>Co. Ltd.<br>| 34156 | &nbsp;&nbsp;103611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 349448 | &nbsp;&nbsp;564770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 176000 | &nbsp;&nbsp;499533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Green World FinTech <br>Service Co. Ltd.<br>| 40000 | &nbsp;&nbsp;67446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group Up Industrial <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;193234 |
|  | GTM Holdings Corp. | 63000 | &nbsp;&nbsp;65614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudeng Precision <br>Industrial Co. Ltd.<br>| 25442 | &nbsp;&nbsp;323900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hai Kwang Enterprise <br>Corp.<br>| 27499 | &nbsp;&nbsp;14413 |
|  | Hannstar Board Corp. | 159795 | &nbsp;&nbsp;492381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannStar Display <br>Corp.<br>| 910000 | &nbsp;&nbsp;239561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannsTouch Holdings <br>Co.<br>| 281781 | &nbsp;&nbsp;82573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;37787 |
| \* | Harvatek Corp. | 66052 | &nbsp;&nbsp;43123 |
|  | Heran Co. Ltd. | 24000 | &nbsp;&nbsp;46178 |
|  | Hi-Clearance, Inc. | 13707 | &nbsp;&nbsp;59494 |
|  | Highlight Tech Corp. | 33708 | &nbsp;&nbsp;47355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 461897 | &nbsp;&nbsp;544153 |
|  | Hi-Lai Foods Co. Ltd. | 8000 | &nbsp;&nbsp;40123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HIM International <br>Music, Inc.<br>| 13190 | &nbsp;&nbsp;39306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitron Technology, <br>Inc.<br>| 66799 | &nbsp;&nbsp;63176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Mikrosystem <br>Corp.<br>| 22000 | &nbsp;&nbsp;80395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 118380 | &nbsp;&nbsp;927786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International <br>Co. Ltd.<br>| 16866 | &nbsp;&nbsp;41094 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 465035 | &nbsp;&nbsp;$134050 |
|  | Hocheng Corp. | 112586 | &nbsp;&nbsp;65945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;40268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holiday Entertainment <br>Co. Ltd.<br>| 23600 | &nbsp;&nbsp;44719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Holtek Semiconductor, <br>Inc.<br>| 63000 | &nbsp;&nbsp;93251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 77500 | &nbsp;&nbsp;255156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(2317 TT)<br>| 1172599 | &nbsp;&nbsp;8105496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 80609 | &nbsp;&nbsp;57509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 121000 | &nbsp;&nbsp;138816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Securities Co. <br>Ltd.<br>| 166420 | &nbsp;&nbsp;74398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hota Industrial <br>Manufacturing Co. <br>Ltd.<br>| 104000 | &nbsp;&nbsp;202473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotai Finance Co. <br>Ltd.<br>| 79060 | &nbsp;&nbsp;151901 |
|  | Hotai Motor Co. Ltd. | 66220 | &nbsp;&nbsp;1141486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 88788 | &nbsp;&nbsp;111127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Yung Chien Co. <br>Ltd.<br>| 14364 | &nbsp;&nbsp;40669 |
| #\* | HTC Corp. | 352000 | &nbsp;&nbsp;495350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 38398 | &nbsp;&nbsp;141856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 135000 | &nbsp;&nbsp;162072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hua Jung <br>Components Co. <br>Ltd.<br>| 70000 | &nbsp;&nbsp;60677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Nan Financial <br>Holdings Co. Ltd.<br>| 1264397 | &nbsp;&nbsp;1326390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 57262 | &nbsp;&nbsp;110949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 148376 | &nbsp;&nbsp;499910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 63108 | &nbsp;&nbsp;74362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;54961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 175200 | &nbsp;&nbsp;111568 |
|  | Huxen Corp. | 28000 | &nbsp;&nbsp;41226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 103849 | &nbsp;&nbsp;$49120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 64000 | &nbsp;&nbsp;121123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwang Chang <br>General Contractor <br>Co. Ltd.<br>| 93146 | &nbsp;&nbsp;192112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ibase Technology, <br>Inc.<br>| 46000 | &nbsp;&nbsp;61325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 1270957 | &nbsp;&nbsp;672965 |
| \* | IC Plus Corp. | 24000 | &nbsp;&nbsp;36308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICARES Medicus, <br>Inc.<br>| 10170 | &nbsp;&nbsp;26374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 117897 | &nbsp;&nbsp;196110 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;I-Chiun Precision <br>Industry Co. Ltd.<br>| 58000 | &nbsp;&nbsp;233811 |
| # | IEI Integration Corp. | 71680 | &nbsp;&nbsp;144681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 110798 | &nbsp;&nbsp;121828 |
|  | Info-Tek Corp. | 37000 | &nbsp;&nbsp;37761 |
|  | Ingentec Corp. | 7717 | &nbsp;&nbsp;97871 |
|  | Innodisk Corp. | 38792 | &nbsp;&nbsp;971218 |
| # | Innolux Corp. | 1524922 | &nbsp;&nbsp;1046177 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 49344 | &nbsp;&nbsp;131370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insyde Software <br>Corp.<br>| 12200 | &nbsp;&nbsp;78455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intai Technology <br>Corp.<br>| 16800 | &nbsp;&nbsp;49444 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 41031 | &nbsp;&nbsp;175785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Digital <br>Technologies, Inc.<br>| 14000 | &nbsp;&nbsp;35061 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International CSRC <br>Investment Holdings <br>Co.<br>| 360400 | &nbsp;&nbsp;135884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Games <br>System Co. Ltd.<br>| 70000 | &nbsp;&nbsp;1589664 |
|  | Inventec Corp. | 495181 | &nbsp;&nbsp;702912 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 22816 | &nbsp;&nbsp;69394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire <br>& Cable Co. Ltd.<br>| 57000 | &nbsp;&nbsp;84578 |
|  | ITE Technology, Inc. | 79202 | &nbsp;&nbsp;300582 |
| # | ITEQ Corp. | 98628 | &nbsp;&nbsp;330535 |
| # | Jarllytec Co. Ltd. | 29725 | &nbsp;&nbsp;83897 |
|  | Jean Co. Ltd. | 91367 | &nbsp;&nbsp;61459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jentech Precision <br>Industrial Co. Ltd.<br>| 15498 | &nbsp;&nbsp;1373127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetway Information <br>Co. Ltd.<br>| 19500 | &nbsp;&nbsp;26428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetwell Computer Co. <br>Ltd.<br>| 6720 | &nbsp;&nbsp;35358 |
|  | Jia Wei Lifestyle, Inc. | 18971 | &nbsp;&nbsp;20915 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology <br>Co. Ltd.<br>| 24000 | &nbsp;&nbsp;$41295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 22400 | &nbsp;&nbsp;69935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Chemical <br>Pharmaceutical <br>Works Corp.<br>| 5000 | &nbsp;&nbsp;9117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;177365 |
| # | JPC connectivity, Inc. | 34875 | &nbsp;&nbsp;155568 |
|  | JPP Holding Co. Ltd. | 5050 | &nbsp;&nbsp;41695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JSL Construction & <br>Development Co. <br>Ltd.<br>| 85383 | &nbsp;&nbsp;127274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Laser Technology, <br>Inc.<br>| 71000 | &nbsp;&nbsp;36926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 51587 | &nbsp;&nbsp;148051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaori Heat Treatment <br>Co. Ltd.<br>| 16983 | &nbsp;&nbsp;394504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 39389 | &nbsp;&nbsp;107714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keding Enterprises <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;57840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 192064 | &nbsp;&nbsp;65761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 254050 | &nbsp;&nbsp;159217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kent Industrial Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;26349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 100000 | &nbsp;&nbsp;103697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Microtech <br>Corp.<br>| 11000 | &nbsp;&nbsp;200067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 2570449 | &nbsp;&nbsp;1469796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KHGEARS <br>International Ltd.<br>| 13000 | &nbsp;&nbsp;76717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 235070 | &nbsp;&nbsp;230372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. <br>Ltd.<br>| 33660 | &nbsp;&nbsp;55605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Polytechnic <br>Engineering Co. <br>Ltd.<br>| 32550 | &nbsp;&nbsp;55153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Slide Works Co. <br>Ltd.<br>| 12050 | &nbsp;&nbsp;1186263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Yuan Electronics <br>Co. Ltd.<br>| 313529 | &nbsp;&nbsp;2904898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 31348 | &nbsp;&nbsp;41133 |
| # | Kinik Co. | 35000 | &nbsp;&nbsp;446370 |
| \* | Kinko Optical Co. Ltd. | 76769 | &nbsp;&nbsp;157815 |
|  | Kinpo Electronics | 577028 | &nbsp;&nbsp;479847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 168009 | &nbsp;&nbsp;$1334433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 25761 | &nbsp;&nbsp;74090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNH Enterprise Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;23258 |
|  | KS Terminals, Inc. | 55760 | &nbsp;&nbsp;83624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuen Ling Machinery <br>Refrigerating Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;11752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 33000 | &nbsp;&nbsp;129438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing <br>Engineering Corp.<br>| 210404 | &nbsp;&nbsp;141299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 101625 | &nbsp;&nbsp;165906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Yang <br>Construction Co. <br>Ltd.<br>| 103366 | &nbsp;&nbsp;60728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung <br>Enterprise Co. Ltd.<br>| 58000 | &nbsp;&nbsp;90719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 32812 | &nbsp;&nbsp;592454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Kaffa International <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;23563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LandMark <br>Optoelectronics <br>Corp.<br>| 5000 | &nbsp;&nbsp;156640 |
|  | Lang, Inc. | 16000 | &nbsp;&nbsp;21548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 51961 | &nbsp;&nbsp;111120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 16306 | &nbsp;&nbsp;1242799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 27550 | &nbsp;&nbsp;47251 |
|  | Laster Tech Co. Ltd. | 57105 | &nbsp;&nbsp;39992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leader Electronics, <br>Inc.<br>| 71799 | &nbsp;&nbsp;23094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 14279 | &nbsp;&nbsp;24292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lealea Enterprise Co. <br>Ltd.<br>| 365940 | &nbsp;&nbsp;75884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEE CHI Enterprises <br>Co. Ltd.<br>| 95000 | &nbsp;&nbsp;36590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 60694 | &nbsp;&nbsp;206821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 15870 | &nbsp;&nbsp;44679 |
|  | Leo Systems, Inc. | 27000 | &nbsp;&nbsp;25660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 68254 | &nbsp;&nbsp;35455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Peng Enterprise <br>Co. Ltd.<br>| 325806 | &nbsp;&nbsp;56987 |
| # | Lian HWA Food Corp. | 42328 | &nbsp;&nbsp;126099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lien Hwa Industrial <br>Holdings Corp.<br>| 278751 | &nbsp;&nbsp;407388 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | Lily Textile | 11000 | &nbsp;&nbsp;$9615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 208000 | &nbsp;&nbsp;179214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lintes Technology Co. <br>Ltd.<br>| 8143 | &nbsp;&nbsp;33665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Travel Service <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;192825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 379395 | &nbsp;&nbsp;1950157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 32000 | &nbsp;&nbsp;48627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Long Bon International <br>Co. Ltd.<br>| 61180 | &nbsp;&nbsp;28970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 89000 | &nbsp;&nbsp;87045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Longchen Paper & <br>Packaging Co. Ltd.<br>| 307349 | &nbsp;&nbsp;97099 |
|  | Longwell Co. | 63000 | &nbsp;&nbsp;311793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loop <br>Telecommunication <br>International, Inc.<br>| 21000 | &nbsp;&nbsp;45957 |
| # | Lotes Co. Ltd. | 31508 | &nbsp;&nbsp;1419037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loyalty Founder <br>Enterprise Co. Ltd.<br>| 37000 | &nbsp;&nbsp;34980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 42142 | &nbsp;&nbsp;159272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 59000 | &nbsp;&nbsp;94213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lungteh Shipbuilding <br>Co. Ltd.<br>| 28650 | &nbsp;&nbsp;130425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxe Green Energy <br>Technology Co. <br>Ltd.<br>| 14420 | &nbsp;&nbsp;10978 |
|  | LuxNet Corp. | 12617 | &nbsp;&nbsp;125330 |
|  | M3 Technology, Inc. | 11000 | &nbsp;&nbsp;29680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;51071 |
|  | Machvision, Inc. | 4000 | &nbsp;&nbsp;59374 |
|  | Macroblock, Inc. | 18000 | &nbsp;&nbsp;31687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 982201 | &nbsp;&nbsp;2825645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MacroWell OMG <br>Digital <br>Entertainment Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;27146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makalot Industrial Co. <br>Ltd.<br>| 110657 | &nbsp;&nbsp;1069719 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marketech <br>International Corp.<br>| 41000 | &nbsp;&nbsp;364628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Materials Analysis <br>Technology, Inc.<br>| 28360 | &nbsp;&nbsp;182358 |
|  | Maxigen Biotech, Inc. | 13650 | &nbsp;&nbsp;20057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 98710 | &nbsp;&nbsp;76441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mechema Chemicals <br>International Corp.<br>| 24000 | &nbsp;&nbsp;50544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | MediaTek, Inc. | 142360 | &nbsp;&nbsp;$7896785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Financial <br>Holding Co. Ltd.<br>| 1157075 | &nbsp;&nbsp;1422796 |
|  | Meiloon Industrial Co. | 44520 | &nbsp;&nbsp;34792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries & <br>Associates Holding <br>Ltd.<br>| 257341 | &nbsp;&nbsp;122103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 15763 | &nbsp;&nbsp;12721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 1317633 | &nbsp;&nbsp;327296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 92735 | &nbsp;&nbsp;248007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 91866 | &nbsp;&nbsp;289315 |
| \* | Metatech AP, Inc. | 9000 | &nbsp;&nbsp;12901 |
| \* | Microbio Co. Ltd. | 177248 | &nbsp;&nbsp;112937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star <br>International Co. <br>Ltd.<br>| 191233 | &nbsp;&nbsp;545579 |
|  | Mildef Crete, Inc. | 29000 | &nbsp;&nbsp;90608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 61200 | &nbsp;&nbsp;68119 |
|  | Mitac Holdings Corp. | 254537 | &nbsp;&nbsp;633009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitake Information <br>Corp.<br>| 6000 | &nbsp;&nbsp;12041 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobiletron Electronics <br>Co. Ltd.<br>| 26440 | &nbsp;&nbsp;26233 |
|  | momo.com, Inc. | 46839 | &nbsp;&nbsp;279445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MOSA Industrial <br>Corp.<br>| 90154 | &nbsp;&nbsp;46323 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Motech Industries, <br>Inc.<br>| 137000 | &nbsp;&nbsp;101359 |
|  | MPI Corp. | 23000 | &nbsp;&nbsp;1817666 |
| # | MSSCORPS Co. Ltd. | 23763 | &nbsp;&nbsp;132066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;My Humble House <br>Hospitality <br>Management <br>Consulting<br>| 27000 | &nbsp;&nbsp;28939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 31000 | &nbsp;&nbsp;111295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 74000 | &nbsp;&nbsp;88240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Juen International <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;18460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 186218 | &nbsp;&nbsp;210355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Pao Resins <br>Chemical Co. Ltd.<br>| 27000 | &nbsp;&nbsp;265283 |
|  | Nan Ya Plastics Corp. | 834674 | &nbsp;&nbsp;1995353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed Circuit <br>Board Corp.<br>| 47072 | &nbsp;&nbsp;573302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;24347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 122964 | &nbsp;&nbsp;92342 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 261000 | &nbsp;&nbsp;$2642034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 11065 | &nbsp;&nbsp;37885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Petroleum <br>Co. Ltd.<br>| 45000 | &nbsp;&nbsp;81874 |
| # | Netronix, Inc. | 34000 | &nbsp;&nbsp;115401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 81000 | &nbsp;&nbsp;37428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 36600 | &nbsp;&nbsp;35891 |
| # | Nichidenbo Corp. | 83193 | &nbsp;&nbsp;243635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niching Industrial <br>Corp.<br>| 6000 | &nbsp;&nbsp;12662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nidec Chaun-Choung <br>Technology Corp.<br>| 7000 | &nbsp;&nbsp;26842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nien Made Enterprise <br>Co. Ltd.<br>| 52000 | &nbsp;&nbsp;701598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 44080 | &nbsp;&nbsp;68033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 21400 | &nbsp;&nbsp;77157 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;North-Star <br>International Co. <br>Ltd.<br>| 61340 | &nbsp;&nbsp;47246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nova Technology <br>Corp.<br>| 19000 | &nbsp;&nbsp;116575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novatek <br>Microelectronics <br>Corp.<br>| 116000 | &nbsp;&nbsp;1376411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 86000 | &nbsp;&nbsp;169045 |
|  | O-Bank Co. Ltd. | 584362 | &nbsp;&nbsp;169449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ocean Plastics Co. <br>Ltd.<br>| 95000 | &nbsp;&nbsp;100428 |
|  | OK Biotech Co. Ltd. | 54214 | &nbsp;&nbsp;25118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 50000 | &nbsp;&nbsp;39269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 217310 | &nbsp;&nbsp;396269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Union <br>Chemical Corp.<br>| 202821 | &nbsp;&nbsp;85395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 30935 | &nbsp;&nbsp;70135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Construction <br>Co.<br>| 143000 | &nbsp;&nbsp;40989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital <br>Supply Co. Ltd.<br>| 23094 | &nbsp;&nbsp;59859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 87055 | &nbsp;&nbsp;63617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Asia Chemical <br>Corp.<br>| 118151 | &nbsp;&nbsp;37564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan German <br>Universal Motors <br>Ltd.<br>| 12000 | &nbsp;&nbsp;103535 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 167300 | &nbsp;&nbsp;$476683 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 215514 | &nbsp;&nbsp;350830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panion & BF Biotech, <br>Inc.<br>| 31969 | &nbsp;&nbsp;66242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 29400 | &nbsp;&nbsp;491658 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Technologies <br>Co. Ltd.<br>| 24000 | &nbsp;&nbsp;15946 |
| \* | PChome Online, Inc. | 53208 | &nbsp;&nbsp;47599 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 29961 | &nbsp;&nbsp;121180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;P-Duke Technology <br>Co. Ltd.<br>| 27442 | &nbsp;&nbsp;89980 |
| # | Pegatron Corp. | 395037 | &nbsp;&nbsp;871136 |
|  | Pegavision Corp. | 20198 | &nbsp;&nbsp;185609 |
|  | PharmaEngine, Inc. | 40000 | &nbsp;&nbsp;84593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaEssentia <br>Corp.<br>| 46461 | &nbsp;&nbsp;1134209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 131000 | &nbsp;&nbsp;119807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 35000 | &nbsp;&nbsp;2595622 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 44486 | &nbsp;&nbsp;236434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Tours <br>International, Inc.<br>| 29400 | &nbsp;&nbsp;46990 |
| \* | Phytohealth Corp. | 81000 | &nbsp;&nbsp;36123 |
|  | Pixart Imaging, Inc. | 67030 | &nbsp;&nbsp;422899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Planet Technology <br>Corp.<br>| 17000 | &nbsp;&nbsp;66847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plastron Precision Co. <br>Ltd.<br>| 59628 | &nbsp;&nbsp;27702 |
|  | Podak Co. Ltd. | 7000 | &nbsp;&nbsp;10446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics <br>Technology Corp.<br>| 35269 | &nbsp;&nbsp;44985 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 30346 | &nbsp;&nbsp;171165 |
|  | Pou Chen Corp. | 574144 | &nbsp;&nbsp;554958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Wind Health <br>Industry, Inc.<br>| 15632 | &nbsp;&nbsp;70350 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing <br>Corp.<br>| 1014000 | &nbsp;&nbsp;2175607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech <br>Technology, Inc.<br>| 199400 | &nbsp;&nbsp;1578959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertip Technology <br>Corp.<br>| 47714 | &nbsp;&nbsp;18040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poya International Co. <br>Ltd.<br>| 31349 | &nbsp;&nbsp;394284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Chain Store <br>Corp.<br>| 194000 | &nbsp;&nbsp;1317294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 476159 | &nbsp;&nbsp;442140 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 251000 | &nbsp;&nbsp;$626062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 398087 | &nbsp;&nbsp;106405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Technology <br>Corp.<br>| 57000 | &nbsp;&nbsp;28219 |
|  | Pro Hawk Corp. | 8000 | &nbsp;&nbsp;44062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic <br>Co. Ltd.<br>| 115197 | &nbsp;&nbsp;159780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Dielectrics <br>Co. Ltd.<br>| 52032 | &nbsp;&nbsp;112701 |
|  | PSS Co. Ltd. | 7000 | &nbsp;&nbsp;31117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 42642 | &nbsp;&nbsp;59226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 42198 | &nbsp;&nbsp;205190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 28972 | &nbsp;&nbsp;62861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quanta Computer, <br>Inc.<br>| 386715 | &nbsp;&nbsp;3404316 |
| # | Quanta Storage, Inc. | 96000 | &nbsp;&nbsp;321638 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quintain Steel Co. <br>Ltd.<br>| 143134 | &nbsp;&nbsp;41000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 213144 | &nbsp;&nbsp;823491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 328524 | &nbsp;&nbsp;111577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rafael <br>Microelectronics, <br>Inc.<br>| 8024 | &nbsp;&nbsp;37402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 26000 | &nbsp;&nbsp;190689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Realtek <br>Semiconductor <br>Corp.<br>| 86268 | &nbsp;&nbsp;1319878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ReaLy <br>Development&Construction <br>Corp.<br>| 12000 | &nbsp;&nbsp;13110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 173173 | &nbsp;&nbsp;139789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 53000 | &nbsp;&nbsp;44504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 293811 | &nbsp;&nbsp;73913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Right WAY Industrial <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;30947 |
|  | RiTdisplay Corp. | 21154 | &nbsp;&nbsp;28265 |
| \* | Ritek Corp. | 325288 | &nbsp;&nbsp;139903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roundtop Machinery <br>Industries Co. Ltd.<br>| 25000 | &nbsp;&nbsp;19569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Development <br>Co. Ltd.<br>| 309751 | &nbsp;&nbsp;283073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Engineering <br>& Construction Co.<br>| 36184 | &nbsp;&nbsp;192366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 238963 | &nbsp;&nbsp;$382321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Run Long <br>Construction Co. <br>Ltd.<br>| 63087 | &nbsp;&nbsp;62835 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sakura Development <br>Co. Ltd.<br>| 147570 | &nbsp;&nbsp;220948 |
|  | Sampo Corp. | 134200 | &nbsp;&nbsp;102679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 92992 | &nbsp;&nbsp;93021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;74825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Shing Fastech <br>Corp.<br>| 50479 | &nbsp;&nbsp;96390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 225684 | &nbsp;&nbsp;428349 |
|  | Savior Lifetec Corp. | 119447 | &nbsp;&nbsp;78401 |
| # | SCI Pharmtech, Inc. | 25705 | &nbsp;&nbsp;42184 |
|  | Scientech Corp. | 17000 | &nbsp;&nbsp;174739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 122000 | &nbsp;&nbsp;94954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SciVision Biotech, <br>Inc.<br>| 21000 | &nbsp;&nbsp;51987 |
| # | SDI Corp. | 61000 | &nbsp;&nbsp;170067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;43026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Securitag Assembly <br>Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp;13681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 34000 | &nbsp;&nbsp;31200 |
|  | Senao Networks, Inc. | 15119 | &nbsp;&nbsp;64532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 13000 | &nbsp;&nbsp;75710 |
|  | Sercomm Corp. | 117000 | &nbsp;&nbsp;316241 |
|  | Sesoda Corp. | 118315 | &nbsp;&nbsp;125166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank <br>Ltd.<br>| 730799 | &nbsp;&nbsp;915436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 42361 | &nbsp;&nbsp;32069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Yu Steel Co. <br>Ltd.<br>| 53000 | &nbsp;&nbsp;36776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 44435 | &nbsp;&nbsp;157204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shieh Yih Machinery <br>Industry Co. Ltd.<br>| 60000 | &nbsp;&nbsp;69533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her <br>Technologies, Inc.<br>| 27126 | &nbsp;&nbsp;153014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 49000 | &nbsp;&nbsp;354422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Hsiung Natural <br>Gas Co. Ltd.<br>| 21336 | &nbsp;&nbsp;28339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 66427 | &nbsp;&nbsp;99062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Shin Natural Gas <br>Co.<br>| 18000 | &nbsp;&nbsp;22712 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 76174 | &nbsp;&nbsp;$503258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shining Building <br>Business Co. Ltd.<br>| 198397 | &nbsp;&nbsp;56728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 116000 | &nbsp;&nbsp;413877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 541191 | &nbsp;&nbsp;255961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Textile Co. <br>Ltd.<br>| 73800 | &nbsp;&nbsp;173989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Brands Group <br>Co. Ltd.<br>| 7700 | &nbsp;&nbsp;25530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Chemical <br>Industrial Co. Ltd.<br>| 75122 | &nbsp;&nbsp;340064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun On Electronic <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;10087 |
| \* | Shuttle, Inc. | 167000 | &nbsp;&nbsp;85672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd <br>Microelectronics <br>Corp.<br>| 252538 | &nbsp;&nbsp;1035328 |
|  | Silergy Corp. | 66000 | &nbsp;&nbsp;582587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 180895 | &nbsp;&nbsp;302102 |
| \* | Silicon Optronics, Inc. | 6000 | &nbsp;&nbsp;12529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology <br>Co. Ltd.<br>| 55400 | &nbsp;&nbsp;609334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinbon Electronics <br>Co. Ltd.<br>| 88917 | &nbsp;&nbsp;658709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 163240 | &nbsp;&nbsp;150719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singatron Enterprise <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;16792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinmag Equipment <br>Corp.<br>| 20979 | &nbsp;&nbsp;86296 |
| \* | Sino Tactful Co. Ltd. | 21000 | &nbsp;&nbsp;14914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 244000 | &nbsp;&nbsp;924283 |
|  | Sinon Corp. | 189000 | &nbsp;&nbsp;272362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 2437341 | &nbsp;&nbsp;2207705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 9900 | &nbsp;&nbsp;43901 |
|  | Sinyi Realty, Inc. | 92549 | &nbsp;&nbsp;64493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International <br>Co. Ltd.<br>| 40600 | &nbsp;&nbsp;34031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 49434 | &nbsp;&nbsp;304894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. <br>Ltd.<br>| 79000 | &nbsp;&nbsp;70032 |
|  | Sixxon Tech Co. Ltd. | 2000 | &nbsp;&nbsp;9161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Skardin Industrial <br>Corp.<br>| 8000 | &nbsp;&nbsp;9723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 25000 | &nbsp;&nbsp;80830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied <br>Materials <br>Technology Corp.<br>| 251339 | &nbsp;&nbsp;$506940 |
|  | Solteam, Inc. | 29850 | &nbsp;&nbsp;47324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Song Shang <br>Electronics Co. Ltd.<br>| 30000 | &nbsp;&nbsp;20071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 66000 | &nbsp;&nbsp;76051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement <br>Co. Ltd.<br>| 65000 | &nbsp;&nbsp;33510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Electrics <br>Corp.<br>| 18000 | &nbsp;&nbsp;15984 |
|  | Speed Tech Corp. | 70000 | &nbsp;&nbsp;80758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sporton International, <br>Inc.<br>| 37740 | &nbsp;&nbsp;209048 |
|  | Sports Gear Co. Ltd. | 27000 | &nbsp;&nbsp;86490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;68177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;83411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Foods <br>Corp.<br>| 184642 | &nbsp;&nbsp;169873 |
|  | Stark Technology, Inc. | 50200 | &nbsp;&nbsp;219899 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 652000 | &nbsp;&nbsp;475515 |
| # | S-Tech Corp. | 92468 | &nbsp;&nbsp;72657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STL Technology Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;60270 |
|  | Sun Max Tech Ltd. | 12568 | &nbsp;&nbsp;26488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 101016 | &nbsp;&nbsp;44420 |
|  | Sunfun Info Co. Ltd. | 29370 | &nbsp;&nbsp;27625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 7359 | &nbsp;&nbsp;36568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SunMax <br>Biotechnology Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;147818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. <br>Ltd.<br>| 35982 | &nbsp;&nbsp;87587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunonwealth Electric <br>Machine Industry <br>Co. Ltd.<br>| 114000 | &nbsp;&nbsp;512707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Innovation <br>Technology, Inc.<br>| 8213 | &nbsp;&nbsp;31530 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 218000 | &nbsp;&nbsp;151640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 72631 | &nbsp;&nbsp;86662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunspring Metal <br>Corp.<br>| 50625 | &nbsp;&nbsp;35533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 70000 | &nbsp;&nbsp;101912 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Plating <br>Technology Co. <br>Ltd.<br>| 7716 | &nbsp;&nbsp;$15052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 267027 | &nbsp;&nbsp;709407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;91884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 92141 | &nbsp;&nbsp;75174 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 29776 | &nbsp;&nbsp;137493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 58000 | &nbsp;&nbsp;125248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SYNergy ScienTech <br>Corp.<br>| 18000 | &nbsp;&nbsp;20345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 301967 | &nbsp;&nbsp;625764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syscom Computer <br>Engineering Co.<br>| 16000 | &nbsp;&nbsp;28235 |
|  | Systex Corp. | 83000 | &nbsp;&nbsp;304705 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 61000 | &nbsp;&nbsp;125831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 439722 | &nbsp;&nbsp;545879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 341760 | &nbsp;&nbsp;449595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tah Hsin Industrial <br>Corp.<br>| 24024 | &nbsp;&nbsp;48939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 55936 | &nbsp;&nbsp;115772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 60715 | &nbsp;&nbsp;39824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 1083511 | &nbsp;&nbsp;688026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 29458 | &nbsp;&nbsp;125419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 106208 | &nbsp;&nbsp;293464 |
|  | Taimide Tech, Inc. | 46117 | &nbsp;&nbsp;90509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises <br>Co. Ltd.<br>| 43000 | &nbsp;&nbsp;35116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 508568 | &nbsp;&nbsp;219369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tainergy Tech Co. <br>Ltd.<br>| 57000 | &nbsp;&nbsp;27996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai-Saw Technology <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;40016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 37000 | &nbsp;&nbsp;59653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisun Enterprise Co. <br>Ltd.<br>| 96000 | &nbsp;&nbsp;55639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 54050 | &nbsp;&nbsp;20865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 25000 | &nbsp;&nbsp;122674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 132473 | &nbsp;&nbsp;$327021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Business <br>Bank<br>| 2033723 | &nbsp;&nbsp;990982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 40419 | &nbsp;&nbsp;75740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 211000 | &nbsp;&nbsp;289197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cooperative <br>Financial Holding <br>Co. Ltd.<br>| 1719795 | &nbsp;&nbsp;1285281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 269000 | &nbsp;&nbsp;395227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 74564 | &nbsp;&nbsp;116069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fructose Co. <br>Ltd.<br>| 34980 | &nbsp;&nbsp;20666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 56800 | &nbsp;&nbsp;86384 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 412442 | &nbsp;&nbsp;623325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan High Speed <br>Rail Corp.<br>| 393000 | &nbsp;&nbsp;341055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 159245 | &nbsp;&nbsp;604805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 100114 | &nbsp;&nbsp;112171 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 335217 | &nbsp;&nbsp;5353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Line Tek <br>Electronic<br>| 40810 | &nbsp;&nbsp;31461 |
| #\* | Taiwan Mask Corp. | 107000 | &nbsp;&nbsp;132497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Mobile Co. <br>Ltd.<br>| 366800 | &nbsp;&nbsp;1229892 |
|  | Taiwan Paiho Ltd. | 120068 | &nbsp;&nbsp;190038 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 146733 | &nbsp;&nbsp;164351 |
| # | Taiwan Sakura Corp. | 85600 | &nbsp;&nbsp;226222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 60800 | &nbsp;&nbsp;66353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Secom Co. <br>Ltd.<br>| 130795 | &nbsp;&nbsp;442608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 98000 | &nbsp;&nbsp;197006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (2330 TT)<br>| 2184214 | &nbsp;&nbsp;120778086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (TSM US), <br>Sponsored ADR<br>| 35859 | &nbsp;&nbsp;11853551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 129251 | &nbsp;&nbsp;167420 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Steel Union <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;$30535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Styrene <br>Monomer<br>| 218164 | &nbsp;&nbsp;61667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 154845 | &nbsp;&nbsp;451697 |
|  | Taiwan Taxi Co. Ltd. | 16800 | &nbsp;&nbsp;66999 |
| \* | Taiwan TEA Corp. | 257648 | &nbsp;&nbsp;106907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Union <br>Technology Corp.<br>| 64000 | &nbsp;&nbsp;1012264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan-Asia <br>Semiconductor <br>Corp.<br>| 177043 | &nbsp;&nbsp;143020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 51712 | &nbsp;&nbsp;51796 |
| # | Tatung Co. Ltd. | 544403 | &nbsp;&nbsp;667738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TBI Motion <br>Technology Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;40866 |
|  | TCI Co. Ltd. | 43153 | &nbsp;&nbsp;208964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang <br>Construction Co. <br>Ltd.<br>| 37247 | &nbsp;&nbsp;79819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 283000 | &nbsp;&nbsp;721834 |
|  | Tehmag Foods Corp. | 13470 | &nbsp;&nbsp;119698 |
|  | Test Research, Inc. | 81571 | &nbsp;&nbsp;463157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 77568 | &nbsp;&nbsp;49927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermaltake <br>Technology Co. <br>Ltd.<br>| 27096 | &nbsp;&nbsp;26896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 37000 | &nbsp;&nbsp;194694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 39230 | &nbsp;&nbsp;87865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofu Restaurant Co. <br>Ltd.<br>| 8360 | &nbsp;&nbsp;54875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ton Yi Industrial <br>Corp.<br>| 426300 | &nbsp;&nbsp;241642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 73630 | &nbsp;&nbsp;326120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry <br>Co. Ltd.<br>| 188640 | &nbsp;&nbsp;653798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 101711 | &nbsp;&nbsp;107484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 57864 | &nbsp;&nbsp;53689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Scientific Co. <br>Ltd.<br>| 88307 | &nbsp;&nbsp;896557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 24122 | &nbsp;&nbsp;47663 |
|  | Topkey Corp. | 36000 | &nbsp;&nbsp;180926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology <br>Co. Ltd.<br>| 64390 | &nbsp;&nbsp;412379 |
| # | TPK Holding Co. Ltd. | 124000 | &nbsp;&nbsp;152215 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trade-Van Information <br>Services Co.<br>| 29000 | &nbsp;&nbsp;$87591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Transcend <br>Information, Inc.<br>| 85890 | &nbsp;&nbsp;715059 |
|  | Transcom, Inc. | 32428 | &nbsp;&nbsp;140690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triocean Industrial <br>Corp. Co. Ltd.<br>| 4000 | &nbsp;&nbsp;11033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 121170 | &nbsp;&nbsp;1428026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusval Technology <br>Co. Ltd.<br>| 6796 | &nbsp;&nbsp;52242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 4450093 | &nbsp;&nbsp;3198352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (28871 TT)<br>| 580682 | &nbsp;&nbsp;171782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. <br>Ltd.<br>| 16573 | &nbsp;&nbsp;101901 |
| \* | TSEC Corp. | 220000 | &nbsp;&nbsp;269888 |
|  | TSRC Corp. | 225452 | &nbsp;&nbsp;108841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TST Group Holding <br>Ltd.<br>| 4800 | &nbsp;&nbsp;15346 |
|  | Ttet Union Corp. | 16000 | &nbsp;&nbsp;74206 |
|  | TTFB Co. Ltd. | 14002 | &nbsp;&nbsp;77148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 108000 | &nbsp;&nbsp;292304 |
| \* | Tul Corp. | 14000 | &nbsp;&nbsp;26839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 294448 | &nbsp;&nbsp;647956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Thih Electronic <br>Co. Ltd.<br>| 29896 | &nbsp;&nbsp;53566 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 14843 | &nbsp;&nbsp;135308 |
|  | TXC Corp. | 127204 | &nbsp;&nbsp;347939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 83091 | &nbsp;&nbsp;130099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tycoons Group <br>Enterprise<br>| 161476 | &nbsp;&nbsp;46780 |
|  | Tyntek Corp. | 117922 | &nbsp;&nbsp;72546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-BEST Innovative <br>Technology Co. <br>Ltd.<br>| 68000 | &nbsp;&nbsp;36290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubright Optronics <br>Corp.<br>| 15000 | &nbsp;&nbsp;26668 |
|  | UDE Corp. | 37000 | &nbsp;&nbsp;127380 |
|  | Ultra Chip, Inc. | 24000 | &nbsp;&nbsp;36171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-MEDIA <br>Communications, <br>Inc.<br>| 16000 | &nbsp;&nbsp;27136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 221000 | &nbsp;&nbsp;434440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unic Technology <br>Corp.<br>| 34000 | &nbsp;&nbsp;31613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 313912 | &nbsp;&nbsp;3731413 |
|  | Union Bank of Taiwan | 315087 | &nbsp;&nbsp;186736 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;$38226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President <br>Enterprises Corp.<br>| 928577 | &nbsp;&nbsp;2112533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;58294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 288265 | &nbsp;&nbsp;470366 |
| # | United Alloy-Tech Co. | 25000 | &nbsp;&nbsp;47326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Integrated <br>Services Co. Ltd.<br>| 43400 | &nbsp;&nbsp;1237601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United <br>Microelectronics <br>Corp. (2303 TT)<br>| 2301081 | &nbsp;&nbsp;4578583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 36141 | &nbsp;&nbsp;122745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Radiant <br>Technology<br>| 48000 | &nbsp;&nbsp;37457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Renewable <br>Energy Co. Ltd.<br>| 675347 | &nbsp;&nbsp;239296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 28000 | &nbsp;&nbsp;40425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 152620 | &nbsp;&nbsp;143207 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal <br>Microelectronics Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;29922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Microwave <br>Technology, Inc.<br>| 10000 | &nbsp;&nbsp;345806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Vision <br>Biotechnology Co. <br>Ltd.<br>| 26928 | &nbsp;&nbsp;122323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 334532 | &nbsp;&nbsp;118298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 22000 | &nbsp;&nbsp;140838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Userjoy Technology <br>Co. Ltd.<br>| 25932 | &nbsp;&nbsp;61495 |
|  | USI Corp. | 338332 | &nbsp;&nbsp;129412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usun Technology Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;26669 |
|  | Utechzone Co. Ltd. | 23000 | &nbsp;&nbsp;77387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UVAT Technology Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;29318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vactronics <br>Technologies, Inc.<br>| 15000 | &nbsp;&nbsp;21160 |
|  | Value Valves Co. Ltd. | 22000 | &nbsp;&nbsp;57235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard International <br>Semiconductor <br>Corp.<br>| 230475 | &nbsp;&nbsp;1044766 |
|  | Ve Wong Corp. | 43000 | &nbsp;&nbsp;53803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 24000 | &nbsp;&nbsp;68097 |
|  | VIA Labs, Inc. | 12000 | &nbsp;&nbsp;29747 |
| # | Via Technologies, Inc. | 95000 | &nbsp;&nbsp;155517 |
| # | Viking Tech Corp. | 35000 | &nbsp;&nbsp;63225 |
|  | Visco Vision, Inc. | 16000 | &nbsp;&nbsp;86406 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VisEra Technologies <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;$250154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual Photonics <br>Epitaxy Co. Ltd.<br>| 40757 | &nbsp;&nbsp;215585 |
|  | Vivotek, Inc. | 14000 | &nbsp;&nbsp;44057 |
|  | Vizionfocus, Inc. | 12000 | &nbsp;&nbsp;66752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltronic Power <br>Technology Corp.<br>| 16017 | &nbsp;&nbsp;430216 |
| #\* | Wafer Works Corp. | 210249 | &nbsp;&nbsp;245755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waffer Technology <br>Corp.<br>| 70070 | &nbsp;&nbsp;126707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 33694 | &nbsp;&nbsp;44332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 95480 | &nbsp;&nbsp;374133 |
| # | Walsin Lihwa Corp. | 715929 | &nbsp;&nbsp;979829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 174345 | &nbsp;&nbsp;748204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walton Advanced <br>Engineering, Inc.<br>| 140000 | &nbsp;&nbsp;344204 |
|  | Wan Hai Lines Ltd. | 213355 | &nbsp;&nbsp;499677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAN HWA Enterprise <br>Co.<br>| 40000 | &nbsp;&nbsp;14009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;We & Win <br>Development Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;14945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We&Win <br>Diversification Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;39947 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 84000 | &nbsp;&nbsp;53411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wei Chuan Foods <br>Corp.<br>| 153000 | &nbsp;&nbsp;70916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 206725 | &nbsp;&nbsp;201428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 46160 | &nbsp;&nbsp;74844 |
|  | Welldone Co. | 30000 | &nbsp;&nbsp;46617 |
|  | WELLELL, Inc. | 29000 | &nbsp;&nbsp;21202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weltrend <br>Semiconductor<br>| 7000 | &nbsp;&nbsp;11535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wholetech System <br>Hitech Ltd.<br>| 24000 | &nbsp;&nbsp;99786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 139141 | &nbsp;&nbsp;1028875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 633486 | &nbsp;&nbsp;2505020 |
|  | Winmate, Inc. | 19000 | &nbsp;&nbsp;87088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;149995 |
| \*†† | Wintek Corp. | 461871 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WinWay Technology <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;983440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 215501 | &nbsp;&nbsp;482304 |
|  | Wiselink Co. Ltd. | 37677 | &nbsp;&nbsp;235073 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | Wistron Corp. | 464017 | &nbsp;&nbsp;$1898941 |
|  | WITS Corp. | 22385 | &nbsp;&nbsp;86359 |
| # | Wiwynn Corp. | 19000 | &nbsp;&nbsp;2129750 |
|  | WNC Corp. | 137260 | &nbsp;&nbsp;800477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 69683 | &nbsp;&nbsp;104468 |
|  | Wowprime Corp. | 54387 | &nbsp;&nbsp;367258 |
|  | WPG Holdings Ltd. | 374779 | &nbsp;&nbsp;762227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 129284 | &nbsp;&nbsp;638264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Co. Ltd.<br>| 80712 | &nbsp;&nbsp;249251 |
|  | XinTec, Inc. | 62000 | &nbsp;&nbsp;327965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;X-Legend <br>Entertainment Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;29516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 78182 | &nbsp;&nbsp;94583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;34706 |
|  | Yageo Corp. | 345456 | &nbsp;&nbsp;3015961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 569000 | &nbsp;&nbsp;965429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankey Engineering <br>Co. Ltd.<br>| 23134 | &nbsp;&nbsp;433625 |
|  | YC INOX Co. Ltd. | 171624 | &nbsp;&nbsp;121965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 114260 | &nbsp;&nbsp;89346 |
| # | Yem Chio Co. Ltd. | 188322 | &nbsp;&nbsp;80425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 26000 | &nbsp;&nbsp;41685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yeong Guan Energy <br>Technology Group <br>Co. Ltd.<br>| 55237 | &nbsp;&nbsp;29844 |
| # | YFY, Inc. | 540891 | &nbsp;&nbsp;429632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 85155 | &nbsp;&nbsp;41235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Hsing Enterprise <br>Co. Ltd.<br>| 41000 | &nbsp;&nbsp;11705 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 368325 | &nbsp;&nbsp;181903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 30298 | &nbsp;&nbsp;61448 |
| \* | Young Optics, Inc. | 22000 | &nbsp;&nbsp;37693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 62257 | &nbsp;&nbsp;140810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan High-Tech <br>Development Co. <br>Ltd.<br>| 8400 | &nbsp;&nbsp;41366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Financial <br>Holding Co. Ltd.<br>| 1823336 | &nbsp;&nbsp;2483805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 55186 | &nbsp;&nbsp;164716 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;$43895 |
| # | Yulon Motor Co. Ltd. | 245141 | &nbsp;&nbsp;241060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 23362 | &nbsp;&nbsp;56503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yungshin Construction <br>& Development Co. <br>Ltd.<br>| 51000 | &nbsp;&nbsp;96147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 71000 | &nbsp;&nbsp;125585 |
|  | Yusin Holding Corp. | 12179 | &nbsp;&nbsp;26572 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 32906 | &nbsp;&nbsp;100128 |
|  | Zenitron Corp. | 94000 | &nbsp;&nbsp;136325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zero One Technology <br>Co. Ltd.<br>| 61422 | &nbsp;&nbsp;216573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 253000 | &nbsp;&nbsp;1559141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhong Yang <br>Technology Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;32663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zig Sheng Industrial <br>Co. Ltd.<br>| 187231 | &nbsp;&nbsp;52787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 15000 | &nbsp;&nbsp;87353 |
| #\* | Zinwell Corp. | 147010 | &nbsp;&nbsp;190860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 51000 | &nbsp;&nbsp;81410 |
| # | Zyxel Group Corp. | 143826 | &nbsp;&nbsp;165363 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;450423574 |
| THAILAND — (1.0%) | THAILAND — (1.0%) | THAILAND — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 122332 | &nbsp;&nbsp;50514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Absolute Clean <br>Energy PCL<br>| 291900 | &nbsp;&nbsp;11969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Info Service <br>PCL<br>| 76400 | &nbsp;&nbsp;847307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Information <br>Technology PCL, <br>Class F<br>| 368300 | &nbsp;&nbsp;58255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 44700 | &nbsp;&nbsp;137056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airports of Thailand <br>PCL<br>| 362100 | &nbsp;&nbsp;578057 |
|  | AMA Marine PCL | 65800 | &nbsp;&nbsp;8527 |
|  | Amata Corp. PCL | 436900 | &nbsp;&nbsp;217063 |
| # | AP Thailand PCL | 771202 | &nbsp;&nbsp;221687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 764400 | &nbsp;&nbsp;51066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Sermkij Leasing <br>PCL ASK/F TB<br>| 21000 | &nbsp;&nbsp;5144 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Alliance <br>International PCL<br>| 136100 | &nbsp;&nbsp;$18231 |
|  | Asian Sea Corp. PCL | 76100 | &nbsp;&nbsp;18034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asset World Corp. <br>PCL<br>| 1286200 | &nbsp;&nbsp;88760 |
| \* | Assetwise PCL | 136800 | &nbsp;&nbsp;26283 |
|  | Aurora Design PCL | 85800 | &nbsp;&nbsp;35372 |
|  | Bangchak Corp. PCL | 245923 | &nbsp;&nbsp;236509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Airways <br>PCL<br>| 184400 | &nbsp;&nbsp;89359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Aviation Fuel <br>Services PCL<br>| 28500 | &nbsp;&nbsp;7816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank PCL <br>(BBLF TB)<br>| 158100 | &nbsp;&nbsp;793109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 461600 | &nbsp;&nbsp;117201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Expressway <br>& Metro PCL<br>| 893835 | &nbsp;&nbsp;149121 |
|  | Bangkok Land PCL | 4885200 | &nbsp;&nbsp;69851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 88940 | &nbsp;&nbsp;60194 |
|  | BCPG PCL | 106800 | &nbsp;&nbsp;24066 |
|  | BEC World PCL | 427599 | &nbsp;&nbsp;25001 |
| # | Berli Jucker PCL | 228300 | &nbsp;&nbsp;104596 |
|  | Betagro PCL | 198200 | &nbsp;&nbsp;107196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beyond Securities <br>PCL<br>| 713800 | &nbsp;&nbsp;11302 |
|  | BKI Holdings PCL | 28780 | &nbsp;&nbsp;275414 |
|  | Bluebik Group PCL | 24000 | &nbsp;&nbsp;11508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group Holdings <br>PCL<br>| 2878400 | &nbsp;&nbsp;198847 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 676978 | &nbsp;&nbsp;102390 |
|  | Central Pattana PCL | 204200 | &nbsp;&nbsp;373570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Plaza Hotel <br>PCL<br>| 76800 | &nbsp;&nbsp;85778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Retail Corp. <br>PCL<br>| 243666 | &nbsp;&nbsp;152049 |
|  | CH Karnchang PCL | 303372 | &nbsp;&nbsp;120490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Foods PCL<br>| 562093 | &nbsp;&nbsp;368198 |
|  | CK Power PCL | 501000 | &nbsp;&nbsp;36364 |
|  | Com7 PCL | 252600 | &nbsp;&nbsp;175499 |
|  | Cotto F | 291200 | &nbsp;&nbsp;1758 |
|  | CP ALL PCL | 487530 | &nbsp;&nbsp;672134 |
| # | CP Axtra PCL | 185407 | &nbsp;&nbsp;87013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Electronics <br>Thailand PCL<br>| 233300 | &nbsp;&nbsp;1509495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 141000 | &nbsp;&nbsp;90430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Building <br>Products PCL<br>| 152800 | &nbsp;&nbsp;24495 |
|  | Ditto Thailand PCL | 82900 | &nbsp;&nbsp;29546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Don Muang Tollway <br>PCL<br>| 150500 | &nbsp;&nbsp;$50689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynasty Ceramic <br>PCL<br>| 1511600 | &nbsp;&nbsp;58572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Polymer <br>Group PCL<br>| 402600 | &nbsp;&nbsp;41300 |
| #\* | Energy Absolute PCL | 1726600 | &nbsp;&nbsp;150420 |
|  | Erawan Group PCL | 794500 | &nbsp;&nbsp;63980 |
|  | Exotic Food PCL | 52700 | &nbsp;&nbsp;23581 |
| \* | Forth Corp. PCL | 95400 | &nbsp;&nbsp;17571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forth Smart Service <br>PCL<br>| 130600 | &nbsp;&nbsp;25738 |
|  | GFPT PCL | 328200 | &nbsp;&nbsp;99959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Green <br>Chemicals PCL<br>| 36900 | &nbsp;&nbsp;3760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 1015800 | &nbsp;&nbsp;58664 |
|  | Haad Thip PCL | 109500 | &nbsp;&nbsp;52499 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 200883 | &nbsp;&nbsp;111238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heng Leasing & <br>Capital PCL<br>| 196000 | &nbsp;&nbsp;5866 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Home Product Center <br>PCL<br>| 1185027 | &nbsp;&nbsp;266576 |
|  | Humanica PCL | 88600 | &nbsp;&nbsp;13955 |
|  | ICC International PCL | 47826 | &nbsp;&nbsp;37546 |
|  | Ichitan Group PCL | 232700 | &nbsp;&nbsp;102834 |
|  | Index Livingmall PCL | 52700 | &nbsp;&nbsp;22252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indorama Ventures <br>PCL<br>| 232700 | &nbsp;&nbsp;150695 |
| # | IRPC PCL | 3126700 | &nbsp;&nbsp;115374 |
|  | IT City PCL | 52200 | &nbsp;&nbsp;5462 |
|  | I-TAIL Corp. PCL | 75300 | &nbsp;&nbsp;41105 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jasmine Technology <br>Solution PCL<br>| 61800 | &nbsp;&nbsp;105110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaymart Group <br>Holdings PCL<br>| 189300 | &nbsp;&nbsp;43536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 223137 | &nbsp;&nbsp;60060 |
|  | Karmarts PCL | 339966 | &nbsp;&nbsp;95479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKF TB)<br>| 51600 | &nbsp;&nbsp;308181 |
|  | KCE Electronics PCL | 275900 | &nbsp;&nbsp;164564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 354300 | &nbsp;&nbsp;46436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 39400 | &nbsp;&nbsp;90116 |
|  | Krung Thai Bank PCL | 379950 | &nbsp;&nbsp;340942 |
|  | Krungthai Card PCL | 182300 | &nbsp;&nbsp;165778 |
|  | Lalin Property PCL | 208900 | &nbsp;&nbsp;31308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lam Soon Thailand <br>PCL<br>| 132400 | &nbsp;&nbsp;19843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 843400 | &nbsp;&nbsp;104476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHR TB), NVDR<br>| 64820 | &nbsp;&nbsp;8030 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 1530300 | &nbsp;&nbsp;$47615 |
|  | Loxley PCL | 697570 | &nbsp;&nbsp;27819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 106000 | &nbsp;&nbsp;22236 |
|  | MBK PCL | 115552 | &nbsp;&nbsp;66142 |
|  | MC Group PCL | 194800 | &nbsp;&nbsp;71713 |
|  | MCS Steel PCL | 220500 | &nbsp;&nbsp;59905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Lifesciences <br>PCL<br>| 134200 | &nbsp;&nbsp;153796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minor International <br>PCL<br>| 762771 | &nbsp;&nbsp;552995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants <br>Group PCL<br>| 88400 | &nbsp;&nbsp;52921 |
| \* | Mono Next PCL | 320200 | &nbsp;&nbsp;11579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Moshi Moshi Retail <br>Corp. PLC<br>| 42900 | &nbsp;&nbsp;47414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muang Thai Insurance <br>PCL<br>| 58000 | &nbsp;&nbsp;29124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muangthai Capital <br>PCL<br>| 132200 | &nbsp;&nbsp;141645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyong Terminal <br>PCL<br>| 218500 | &nbsp;&nbsp;21929 |
|  | Netbay PCL | 57700 | &nbsp;&nbsp;39812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Rubber <br>PCL<br>| 470500 | &nbsp;&nbsp;71425 |
|  | NSL Foods PCL | 11300 | &nbsp;&nbsp;8294 |
|  | Origin Property PCL | 214100 | &nbsp;&nbsp;11735 |
|  | Osotspa PCL | 278300 | &nbsp;&nbsp;155552 |
| # | Plan B Media PCL | 364632 | &nbsp;&nbsp;42240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyplex Thailand <br>PCL<br>| 141900 | &nbsp;&nbsp;36541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 210900 | &nbsp;&nbsp;42625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Marketing <br>PCL<br>| 106600 | &nbsp;&nbsp;40635 |
|  | Prima Marine PCL | 295200 | &nbsp;&nbsp;67050 |
| \* | Property Perfect PCL | 4335345 | &nbsp;&nbsp;6822 |
|  | PTG Energy PCL | 541800 | &nbsp;&nbsp;129928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 194756 | &nbsp;&nbsp;152806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Oil & Retail <br>Business PCL<br>| 291800 | &nbsp;&nbsp;125672 |
|  | PTT PCL | 421300 | &nbsp;&nbsp;454788 |
|  | Quality Houses PCL | 2199291 | &nbsp;&nbsp;90235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 944797 | &nbsp;&nbsp;49897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 175200 | &nbsp;&nbsp;153271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rojana Industrial Park <br>PCL<br>| 324100 | &nbsp;&nbsp;47350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 196900 | &nbsp;&nbsp;10429 |
|  | Sabina PCL | 35100 | &nbsp;&nbsp;17814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathana <br>Inter-Holding PCL<br>| 28050 | &nbsp;&nbsp;37549 |
|  | Saha-Union PCL | 37800 | &nbsp;&nbsp;32688 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saksiam Leasing <br>PCL<br>| 214900 | &nbsp;&nbsp;$21991 |
|  | Samart Corp. PCL | 178000 | &nbsp;&nbsp;33268 |
| # | Sansiri PCL | 5663833 | &nbsp;&nbsp;246882 |
| # | Sappe PCL | 56700 | &nbsp;&nbsp;59425 |
|  | SC Asset Corp. PCL | 883396 | &nbsp;&nbsp;47987 |
|  | SCB X PCL | 81900 | &nbsp;&nbsp;352563 |
|  | SCG Packaging PCL | 151299 | &nbsp;&nbsp;95675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SCGJWD Logistics <br>PCL<br>| 57100 | &nbsp;&nbsp;12613 |
| # | Siam Cement PCL  | 76200 | &nbsp;&nbsp;497535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Siam Global House <br>PCL<br>| 372303 | &nbsp;&nbsp;81402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals <br>PCL<br>| 299100 | &nbsp;&nbsp;69360 |
| \* | Singer Thailand PCL | 172900 | &nbsp;&nbsp;26106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SiS Distribution <br>Thailand PCL<br>| 37300 | &nbsp;&nbsp;23939 |
| # | SISB PCL | 118300 | &nbsp;&nbsp;39002 |
| \* | SKY ICT PCL | 126800 | &nbsp;&nbsp;42768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 100650 | &nbsp;&nbsp;47319 |
|  | SPCG PCL | 115900 | &nbsp;&nbsp;35340 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang <br>Agro-Industry PCL<br>| 274400 | &nbsp;&nbsp;111696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 319498 | &nbsp;&nbsp;90950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srinanaporn Marketing <br>PCL<br>| 131400 | &nbsp;&nbsp;29938 |
|  | Srisawad Corp. PCL | 208959 | &nbsp;&nbsp;164996 |
|  | Srivichai Vejvivat PCL | 174700 | &nbsp;&nbsp;45450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 577700 | &nbsp;&nbsp;124320 |
| \* | STP & I PCL | 348780 | &nbsp;&nbsp;50674 |
|  | Supalai PCL | 422825 | &nbsp;&nbsp;244364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 9042200 | &nbsp;&nbsp;31247 |
|  | SVI PCL | 202700 | &nbsp;&nbsp;47432 |
|  | TAC Consumer PCL | 154800 | &nbsp;&nbsp;26788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taokaenoi Food & <br>Marketing PCL, <br>Class F<br>| 157200 | &nbsp;&nbsp;20331 |
|  | Thai Coconut PCL | 146700 | &nbsp;&nbsp;25263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thai Life Insurance <br>PCL<br>| 140400 | &nbsp;&nbsp;52955 |
|  | Thai Oil PCL | 257614 | &nbsp;&nbsp;350372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai President Foods <br>PCL<br>| 4100 | &nbsp;&nbsp;24604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY/F <br>TB), Class F<br>| 11300 | &nbsp;&nbsp;68402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY-R <br>TB), NVDR<br>| 3900 | &nbsp;&nbsp;23608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 555532 | &nbsp;&nbsp;208165 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Vegetable Oil <br>PCL<br>| 180840 | &nbsp;&nbsp;$134400 |
| \* | Thaicom PCL | 219600 | &nbsp;&nbsp;64016 |
|  | Thaifoods Group PCL | 501100 | &nbsp;&nbsp;75685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 63600 | &nbsp;&nbsp;119206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 413500 | &nbsp;&nbsp;55484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TIDLOR Holdings <br>PCL<br>| 258425 | &nbsp;&nbsp;139305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tipco Asphalt PCL <br>(TASCO/F TB)<br>| 225200 | &nbsp;&nbsp;100883 |
|  | TIPCO Foods PCL | 46200 | &nbsp;&nbsp;11346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tisco Financial Group <br>PCL (TISCO/F TB)<br>| 28600 | &nbsp;&nbsp;102153 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TMBThanachart Bank <br>PCL<br>| 2445150 | &nbsp;&nbsp;156750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOA Paint Thailand <br>PCL<br>| 171100 | &nbsp;&nbsp;78890 |
|  | TQM Alpha PCL | 30966 | &nbsp;&nbsp;11800 |
|  | Triple i Logistics PCL | 142800 | &nbsp;&nbsp;17623 |
|  | True Corp. PCL | 1121203 | &nbsp;&nbsp;412935 |
|  | TTW PCL | 251600 | &nbsp;&nbsp;73529 |
|  | United Paper PCL | 138000 | &nbsp;&nbsp;33093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univanich Palm Oil <br>PCL<br>| 256200 | &nbsp;&nbsp;104249 |
|  | VGI PCL | 4008200 | &nbsp;&nbsp;109394 |
|  | WHA Corp. PCL | 1408100 | &nbsp;&nbsp;155167 |
| \* | Xspring Capital PCL | 2834500 | &nbsp;&nbsp;41422 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;20191170 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 2256095 | &nbsp;&nbsp;68497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Afyon Cimento Sanayi <br>TAS<br>| 33129 | &nbsp;&nbsp;11166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agesa Hayat ve <br>Emeklilik AS<br>| 16407 | &nbsp;&nbsp;94929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ahlatci Dogal Gaz <br>Dagitim Enerji VE <br>Yatirim AS<br>| 50825 | &nbsp;&nbsp;31001 |
|  | Akbank TAS | 613519 | &nbsp;&nbsp;1312353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akfen Yenilenebilir <br>Enerji AS<br>| 114211 | &nbsp;&nbsp;49112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 525921 | &nbsp;&nbsp;133982 |
| \* | Aksigorta AS | 107839 | &nbsp;&nbsp;20493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 752440 | &nbsp;&nbsp;160183 |
| \* | Alkim Alkali Kimya AS | 66442 | &nbsp;&nbsp;29651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Altinay Savunma <br>Teknolojileri AS<br>| 57769 | &nbsp;&nbsp;21743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 253141 | &nbsp;&nbsp;166441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 15866 | &nbsp;&nbsp;45098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anel Elektrik Proje <br>Taahhut ve Ticaret <br>AS<br>| 55852 | &nbsp;&nbsp;$21012 |
| #\* | Arcelik AS | 10304 | &nbsp;&nbsp;27078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 79072 | &nbsp;&nbsp;85771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arsan Tekstil Ticaret <br>ve Sanayi AS<br>| 263434 | &nbsp;&nbsp;25975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astor Transformator <br>Enerji Turizm Insaat <br>Ve Petrol Sanayi <br>Ticaret AS<br>| 42144 | &nbsp;&nbsp;154743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aydem Yenilenebilir <br>Enerji AS<br>| 19426 | &nbsp;&nbsp;11180 |
|  | Aygaz AS | 22033 | &nbsp;&nbsp;121562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baskent Dogalgaz <br>Dagitim <br>Gayrimenkul Yatirim <br>Ortakligi AS<br>| 23234 | &nbsp;&nbsp;24511 |
| \* | Bera Holding AS | 283731 | &nbsp;&nbsp;117669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Besler Gida Ve Kimya <br>Sanayi Ve Ticaret <br>AS<br>| 113669 | &nbsp;&nbsp;37469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bien Yapi Urunleri <br>Sanayi Turizm ve <br>Ticaret AS<br>| 10888 | &nbsp;&nbsp;6007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIM Birlesik <br>Magazalar AS<br>| 39254 | &nbsp;&nbsp;599044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biotrend Cevre VE <br>Enerji Yatirimlari <br>AS<br>| 44692 | &nbsp;&nbsp;19599 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi <br>ve Ticaret AS<br>| 1793 | &nbsp;&nbsp;26546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Yatirim ve <br>Pazarlama AS<br>| 598 | &nbsp;&nbsp;31738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosch Fren Sistemleri <br>Sanayi ve Ticaret <br>AS<br>| 7266 | &nbsp;&nbsp;26394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisa Bridgestone <br>Sabanci Sanayi ve <br>Ticaret AS<br>| 10067 | &nbsp;&nbsp;21106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celebi Hava Servisi <br>AS<br>| 1121 | &nbsp;&nbsp;46990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemas Dokum Sanayi <br>AS<br>| 121737 | &nbsp;&nbsp;16358 |
|  | Coca-Cola Icecek AS | 104785 | &nbsp;&nbsp;173697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CW Enerji Muhendislik <br>Ticaret VE Sanayi <br>AS<br>| 56898 | &nbsp;&nbsp;42632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DAP Gayrimenkul <br>Gelistirme AS<br>| 201146 | &nbsp;&nbsp;50041 |
| \* | Deva Holding AS | 14705 | &nbsp;&nbsp;22593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 383390 | &nbsp;&nbsp;191477 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogu Aras Enerji <br>Yatirimlari AS<br>| 10999 | &nbsp;&nbsp;$20752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv <br>Servis ve Ticaret <br>AS<br>| 32940 | &nbsp;&nbsp;173939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebebek Magazacilik <br>AS<br>| 8355 | &nbsp;&nbsp;11573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eczacibasi Yatirim <br>Holding Ortakligi <br>AS<br>| 7974 | &nbsp;&nbsp;60619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Endustri VE <br>Ticaret AS<br>| 178 | &nbsp;&nbsp;30323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Gubre Sanayii <br>AS<br>| 19870 | &nbsp;&nbsp;43143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIS Eczacibasi Ilac ve <br>Sinai ve Finansal <br>Yatirimlar Sanayi ve <br>Ticaret AS<br>| 26870 | &nbsp;&nbsp;73652 |
| Ω | Enerjisa Enerji AS | 37039 | &nbsp;&nbsp;89234 |
|  | Enerya Enerji AS | 268141 | &nbsp;&nbsp;61205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enka Insaat ve Sanayi <br>AS<br>| 141775 | &nbsp;&nbsp;318556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Erbosan Erciyas Boru <br>Sanayii ve Ticaret <br>AS<br>| 4929 | &nbsp;&nbsp;23693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Esenboga Elektrik <br>Uretim AS<br>| 160772 | &nbsp;&nbsp;14602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 224242 | &nbsp;&nbsp;25917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europower Enerji VE <br>Otomasyon <br>Teknolojileri Sanayi <br>Ticaret AS<br>| 81772 | &nbsp;&nbsp;78295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi <br>AS<br>| 31338 | &nbsp;&nbsp;81912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galata Wind Enerji <br>AS<br>| 35800 | &nbsp;&nbsp;21760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galatasaray Sportif <br>Sinai ve Ticari <br>Yatirimlar AS<br>| 934903 | &nbsp;&nbsp;25459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEN Ilac VE Saglik <br>Urunleri Sanayi VE <br>Ticaret AS<br>| 11350 | &nbsp;&nbsp;31518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gentas Genel Metal <br>Sanayi ve Ticaret <br>AS<br>| 80427 | &nbsp;&nbsp;23337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Girsim Elektrik Sanayi <br>Taahut Ve Ticaret <br>AS<br>| 78397 | &nbsp;&nbsp;99954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 695897 | &nbsp;&nbsp;235011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goknur Gida <br>Maddeleri Ithalat <br>Ihracat Ticaret Ve <br>Sanayi AS<br>| 63565 | &nbsp;&nbsp;33167 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gozde Girisim <br>Sermayesi Yatirim <br>Ortakligi AS<br>| 66504 | &nbsp;&nbsp;$38997 |
|  | Grainturk Tarim AS | 2349 | &nbsp;&nbsp;11970 |
| \* | GSD Holding AS | 438423 | &nbsp;&nbsp;50947 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gubre Fabrikalari <br>TAS<br>| 10604 | &nbsp;&nbsp;117389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GUR-Sel Turizm <br>Tasimacilik VE <br>Servis Ticaret AS<br>| 8217 | &nbsp;&nbsp;71981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HAT-San Gemi Insaa <br>Bakim Onarim <br>Deniz Nakliyat <br>Sanayi VE Ticaret <br>AS<br>| 9094 | &nbsp;&nbsp;8909 |
| #\* | Hektas Ticaret TAS | 298236 | &nbsp;&nbsp;23105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitit Bilgisayar <br>Hizmetleri AS<br>| 22568 | &nbsp;&nbsp;23568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indeks Bilgisayar <br>Sistemleri <br>Muhendislik Sanayi <br>ve Ticaret AS<br>| 212979 | &nbsp;&nbsp;42583 |
| \* | Info Yatirim AS | 336890 | &nbsp;&nbsp;33734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 190849 | &nbsp;&nbsp;94353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izmir Demir Celik <br>Sanayi AS<br>| 315488 | &nbsp;&nbsp;52964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izmir Firca Sanayi ve <br>Ticaret AS<br>| 21804 | &nbsp;&nbsp;27238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalekim Kimyevi <br>Maddeler Sanayi ve <br>Ticaret AS<br>| 46960 | &nbsp;&nbsp;43031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 757382 | &nbsp;&nbsp;51318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 602022 | &nbsp;&nbsp;67837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kervan Gida Sanayi <br>Ve Ticaret AS<br>| 196411 | &nbsp;&nbsp;14526 |
|  | Kiler Holding AS | 18824 | &nbsp;&nbsp;255462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimteks Poliuretan <br>Sanayi VE Ticaret <br>AS<br>| 29075 | &nbsp;&nbsp;10705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kocaer Celik Sanayi <br>Ve Ticaret AS<br>| 111918 | &nbsp;&nbsp;29823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Koza Polyester Sanayi <br>VE Ticaret AS<br>| 72377 | &nbsp;&nbsp;9752 |
|  | LDR Turizm AS | 12450 | &nbsp;&nbsp;20582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Limak Dogu Anadolu <br>Cimento Sanayi VE <br>Ticaret AS<br>| 21026 | &nbsp;&nbsp;16012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logo Yazilim Sanayi <br>Ve Ticaret AS<br>| 19744 | &nbsp;&nbsp;75164 |
| \* | Loras Holding AS | 144133 | &nbsp;&nbsp;14196 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Margun Enerji Uretim <br>Sanayi VE Ticaret <br>AS<br>| 117150 | &nbsp;&nbsp;$110864 |
| \* | Marmara Holding AS | 119365 | &nbsp;&nbsp;7041 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mavi Giyim Sanayi Ve <br>Ticaret AS, Class B<br>| 251370 | &nbsp;&nbsp;279843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mega Metal Sanayi <br>VE Ticaret AS<br>| 31524 | &nbsp;&nbsp;47595 |
| #\* | MIA Teknoloji AS | 41529 | &nbsp;&nbsp;35563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturelgaz Sanayi ve <br>Ticaret AS<br>| 120868 | &nbsp;&nbsp;31969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 24876 | &nbsp;&nbsp;41085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ostim Endustriyel <br>Yatirimlar Ve <br>Isletme AS<br>| 231664 | &nbsp;&nbsp;15744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 49714 | &nbsp;&nbsp;53932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pasifik Eurasia Lojistik <br>Dis Ticaret AS<br>| 6836 | &nbsp;&nbsp;23370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Hava <br>Tasimaciligi AS<br>| 72805 | &nbsp;&nbsp;341855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peker Gayrimenkul <br>Yatirim Ortakligi AS<br>| 948921 | &nbsp;&nbsp;218581 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 358775 | &nbsp;&nbsp;152291 |
| \* | Polisan Holding AS | 30017 | &nbsp;&nbsp;12569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Politeknik Metal <br>Sanayi ve Ticaret <br>AS<br>| 148 | &nbsp;&nbsp;21460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ral Yatirim Holding <br>AS<br>| 13568 | &nbsp;&nbsp;58758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Tasimacilik ve <br>Lojistik Ticaret AS<br>| 23526 | &nbsp;&nbsp;9955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 190319 | &nbsp;&nbsp;200630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sasa Polyester Sanayi <br>AS<br>| 920436 | &nbsp;&nbsp;54001 |
|  | Sekerbank Turk AS | 1077926 | &nbsp;&nbsp;226519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 12997 | &nbsp;&nbsp;24036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sok Marketler Ticaret <br>AS<br>| 89977 | &nbsp;&nbsp;134432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUN Tekstil Sanayi Ve <br>Ticaret AS<br>| 46483 | &nbsp;&nbsp;45589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suwen Tekstil Sanayi <br>Pazarlama AS<br>| 196141 | &nbsp;&nbsp;40400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAB Gida Sanayi Ve <br>Ticaret AS<br>| 9822 | &nbsp;&nbsp;60741 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 40534 | &nbsp;&nbsp;324587 |
|  | Tekfen Holding AS | 30683 | &nbsp;&nbsp;54161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tofas Turk Otomobil <br>Fabrikasi AS<br>| 11946 | &nbsp;&nbsp;89830 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 26514 | &nbsp;&nbsp;$87103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 1069281 | &nbsp;&nbsp;71414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tumosan Motor ve <br>Traktor Sanayi AS<br>| 7217 | &nbsp;&nbsp;18752 |
|  | Turcas Holding AS | 47712 | &nbsp;&nbsp;51423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tureks Turizm <br>Tasimacilik AS, <br>Class D<br>| 82247 | &nbsp;&nbsp;14181 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Altin Isletmeleri <br>AS<br>| 44127 | &nbsp;&nbsp;55083 |
| # | Turk Hava Yollari AO | 102133 | &nbsp;&nbsp;714381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turk <br>Telekomunikasyon <br>AS<br>| 148117 | &nbsp;&nbsp;225634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim <br>Hizmetleri AS<br>| 323023 | &nbsp;&nbsp;870579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti <br>Bankasi AS<br>| 135943 | &nbsp;&nbsp;504578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Petrol <br>Rafinerileri AS<br>| 118020 | &nbsp;&nbsp;665051 |
|  | Turkiye Sigorta AS | 392308 | &nbsp;&nbsp;109860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai <br>Kalkinma Bankasi <br>AS<br>| 691090 | &nbsp;&nbsp;224174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Vakiflar <br>Bankasi TAO, <br>Class D<br>| 397925 | &nbsp;&nbsp;335690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 100722 | &nbsp;&nbsp;314263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usak Seramik Sanayii <br>AS<br>| 191715 | &nbsp;&nbsp;12654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 1162717 | &nbsp;&nbsp;55455 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Elektronik <br>Sanayi ve Ticaret <br>AS<br>| 61815 | &nbsp;&nbsp;44639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi <br>AS<br>| 720873 | &nbsp;&nbsp;680858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 43261 | &nbsp;&nbsp;47777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yayla Agro Gida <br>Sanayi VE Nakliyat <br>AS<br>| 167805 | &nbsp;&nbsp;49465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YEO Teknoloji Enerji <br>VE Endustri AS<br>| 27703 | &nbsp;&nbsp;27683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ziraat Gayrimenkul <br>Yatirim Ortakligi AS<br>| 89179 | &nbsp;&nbsp;48835 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 633619 | &nbsp;&nbsp;48188 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;14824729 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi <br>Commercial Bank <br>PJSC<br>| 344916 | &nbsp;&nbsp;$1430676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Islamic <br>Bank PJSC<br>| 189500 | &nbsp;&nbsp;1256791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 2648794 | &nbsp;&nbsp;315608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Insurance Co. PSC<br>| 78793 | &nbsp;&nbsp;171450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Oil Co. for <br>Distribution PJSC<br>| 629226 | &nbsp;&nbsp;702491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 448484 | &nbsp;&nbsp;630605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Drilling Co. <br>PJSC<br>| 506641 | &nbsp;&nbsp;735544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 542017 | &nbsp;&nbsp;828300 |
|  | Agility Global PLC | 1369686 | &nbsp;&nbsp;503542 |
|  | Agthia Group PJSC | 166034 | &nbsp;&nbsp;167361 |
|  | Air Arabia PJSC | 1040403 | &nbsp;&nbsp;1411996 |
|  | Ajman Bank PJSC | 527411 | &nbsp;&nbsp;212541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AL Seer Marine <br>Supplies & <br>Equipment Co. LLC<br>| 70933 | &nbsp;&nbsp;47540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldar Properties <br>PJSC<br>| 256598 | &nbsp;&nbsp;670801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Dhabi Holding <br>PJSC<br>| 109731 | &nbsp;&nbsp;266742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Americana <br>Restaurants <br>International PLC - <br>Foreign Co.<br>| 831250 | &nbsp;&nbsp;352751 |
| \* | Amlak Finance PJSC | 133140 | &nbsp;&nbsp;64167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apex Investment Co. <br>PSC<br>| 89958 | &nbsp;&nbsp;82576 |
| \* | Bank of Sharjah | 428900 | &nbsp;&nbsp;148240 |
|  | Burjeel Holdings PLC | 157476 | &nbsp;&nbsp;54044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 461896 | &nbsp;&nbsp;128397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial <br>Market PJSC<br>| 640976 | &nbsp;&nbsp;289495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 1107342 | &nbsp;&nbsp;1206858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 579846 | &nbsp;&nbsp;1525445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 262350 | &nbsp;&nbsp;1229633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 893359 | &nbsp;&nbsp;3654457 |
|  | Emirates Driving Co. | 108230 | &nbsp;&nbsp;95481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Integrated <br>Telecommunications <br>Co. PJSC<br>| 250630 | &nbsp;&nbsp;703642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank <br>PJSC<br>| 366178 | &nbsp;&nbsp;3101235 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Reem <br>Investments PJSC<br>| 12985 | &nbsp;&nbsp;$9170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates <br>Telecommunications <br>Group Co. PJSC<br>| 300653 | &nbsp;&nbsp;1612669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 466626 | &nbsp;&nbsp;147591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eshraq Investments <br>PJSC<br>| 506300 | &nbsp;&nbsp;62088 |
|  | Fertiglobe PLC | 284857 | &nbsp;&nbsp;210285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank <br>PJSC<br>| 246883 | &nbsp;&nbsp;1250891 |
| \* | Ghitha Holding PJSC | 14058 | &nbsp;&nbsp;64507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Navigation <br>Holding PJSC<br>| 47457 | &nbsp;&nbsp;29022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Pharmaceutical <br>Industries PSC<br>| 118252 | &nbsp;&nbsp;37376 |
| \* | Manazel PJSC | 469227 | &nbsp;&nbsp;38747 |
| \* | Modon Holding PSC | 410592 | &nbsp;&nbsp;378223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of Ras <br>Al-Khaimah PSC<br>| 53122 | &nbsp;&nbsp;135132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 238237 | &nbsp;&nbsp;194728 |
|  | NMDC Group PJSC | 72293 | &nbsp;&nbsp;404869 |
|  | Palms Sports PrJSC | 12421 | &nbsp;&nbsp;27987 |
|  | Parkin Co. PJSC | 205422 | &nbsp;&nbsp;345884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Presight AI Holding <br>PLC<br>| 100260 | &nbsp;&nbsp;92165 |
| \* | RAK Properties PJSC | 644145 | &nbsp;&nbsp;228150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 298761 | &nbsp;&nbsp;206689 |
|  | Salik Co. PJSC | 376998 | &nbsp;&nbsp;655153 |
|  | Sharjah Islamic Bank | 469776 | &nbsp;&nbsp;456659 |
| \* | Shuaa Capital PSC | 457175 | &nbsp;&nbsp;29051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taaleem Holdings <br>PJSC<br>| 37956 | &nbsp;&nbsp;43301 |
|  | TECOM Group PJSC | 135101 | &nbsp;&nbsp;138328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 1114825 | &nbsp;&nbsp;685127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 657243 | &nbsp;&nbsp;155779 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;29627980 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1977039504 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpargatas SA, <br>13.231%<br>| 40900 | &nbsp;&nbsp;111678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axia Energia Class B, <br>7.132%<br>| 22000 | &nbsp;&nbsp;241665 |
| \* | Axia Energia Class C | 35218 | &nbsp;&nbsp;353334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 37277 | &nbsp;&nbsp;189971 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 77563 | &nbsp;&nbsp;$73838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA, <br>6.739%<br>| 286361 | &nbsp;&nbsp;1159537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 111307 | &nbsp;&nbsp;380911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 35212 | &nbsp;&nbsp;89456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centrais Eletricas de <br>Santa Catarina SA, <br>6.947%<br>| 5750 | &nbsp;&nbsp;152951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 57874 | &nbsp;&nbsp;92154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana, 4.533%<br>| 337736 | &nbsp;&nbsp;565380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais, <br>14.378%<br>| 299550 | &nbsp;&nbsp;653429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica do <br>Ceara, 4.250%<br>| 4882 | &nbsp;&nbsp;29499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 24376 | &nbsp;&nbsp;130385 |
|  | Energisa SA, 4.001% | 194 | &nbsp;&nbsp;352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria <br>e Comercio, <br>5.357%<br>| 15000 | &nbsp;&nbsp;59855 |
|  | Gerdau SA, 2.765% | 107502 | &nbsp;&nbsp;457973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isa Energia Brasil SA, <br>9.871%<br>| 54103 | &nbsp;&nbsp;286411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding <br>SA, 9.784%<br>| 354423 | &nbsp;&nbsp;3064224 |
|  | Klabin SA, 8.728% | 2 | &nbsp;&nbsp;1 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 5096 | &nbsp;&nbsp;45182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 261540 | &nbsp;&nbsp;320542 |
| \* | Raizen SA | 334196 | &nbsp;&nbsp;65407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 74336 | &nbsp;&nbsp;90965 |
|  | Schulz SA, 11.852% | 42646 | &nbsp;&nbsp;43272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Track & Field Co. SA, <br>1.832%<br>| 12300 | &nbsp;&nbsp;36460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipar Carbocloro SA, <br>19.844%<br>| 19071 | &nbsp;&nbsp;227827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 180586 | &nbsp;&nbsp;216178 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;9138837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Embonor <br>SA Class B, <br>4.282%<br>| 63375 | &nbsp;&nbsp;$111628 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, <br>2.827%<br>| 398348 | &nbsp;&nbsp;96438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 32161 | &nbsp;&nbsp;453243 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;549681 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TVS Motor Co. Ltd., <br>6.000%<br>| 197040 | &nbsp;&nbsp;21420 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;9821566 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA <br>Rights 03/02/2026<br>| 6399 | &nbsp;&nbsp;973 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hengyuan Refining <br>Co. Bhd. Warrants <br>10/27/2030<br>| 30550 | &nbsp;&nbsp;2209 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp. Rights <br>03/05/2026<br>| 1404 | &nbsp;&nbsp;673 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp. <br>Rights 01/26/2026<br>| 19304 | &nbsp;&nbsp;65635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 5448 | &nbsp;&nbsp;606 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;66241 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Assetwise PCL <br>Rights<br>| 15200 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants<br>| 613066 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;70096 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,061,761,349) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,061,761,349) |  | &nbsp;&nbsp;1986931166 |

---

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

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 1805498 | &nbsp;&nbsp;$20884194 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,082,645,534)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,082,645,534)^^ |  | &nbsp;&nbsp;$2007815360 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $87,621,138 or 4.4% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$52219567 | &nbsp;&nbsp;&nbsp;$12557 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$52232124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;2613246 | &nbsp;&nbsp;&nbsp;9393916 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12007162 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;33781134 | &nbsp;&nbsp;&nbsp;489049307 | &nbsp;&nbsp;&nbsp;$69591 | &nbsp;&nbsp;&nbsp;522900032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;2956330 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2956330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1424176 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1424176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Egypt | &nbsp;&nbsp;&nbsp;12944 | &nbsp;&nbsp;&nbsp;640412 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;653356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;1073251 | &nbsp;&nbsp;&nbsp;10881361 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11954612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;122311 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;122311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6084436 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6084436 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;14971578 | &nbsp;&nbsp;&nbsp;253256916 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;268228494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;907062 | &nbsp;&nbsp;&nbsp;19406117 | &nbsp;&nbsp;&nbsp;20812 | &nbsp;&nbsp;&nbsp;20333991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11114495 | &nbsp;&nbsp;&nbsp;16787 | &nbsp;&nbsp;&nbsp;11131282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;10406 | &nbsp;&nbsp;&nbsp;26191673 | &nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;26202397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;38359157 | &nbsp;&nbsp;&nbsp;404625 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;38763782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;1796930 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1796930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;25673 | &nbsp;&nbsp;&nbsp;8755127 | &nbsp;&nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;8783306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25501620 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25501620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14803564 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14803564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;28049 | &nbsp;&nbsp;&nbsp;50876019 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;50904068 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;12182576 | &nbsp;&nbsp;&nbsp;57396219 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;69578795 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;1689120 | &nbsp;&nbsp;&nbsp;313778477 | &nbsp;&nbsp;&nbsp;141686 | &nbsp;&nbsp;&nbsp;315609283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;12463606 | &nbsp;&nbsp;&nbsp;437954615 | &nbsp;&nbsp;&nbsp;5353 | &nbsp;&nbsp;&nbsp;450423574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;29124 | &nbsp;&nbsp;&nbsp;20162046 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20191170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14824729 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14824729 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29627980 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29627980 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;9138837 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9138837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;111628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;111628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;549681 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;549681 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21420 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21420 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2209 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2209 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;66241 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;66241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20884194 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20884194 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$184808271 | &nbsp;&nbsp;&nbsp;$1822750036 | &nbsp;&nbsp;&nbsp;$257,053˂˃ | &nbsp;&nbsp;&nbsp;$2007815360 |

---

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

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) |
| COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Solutions, <br>Inc.<br>| 65072 | &nbsp;&nbsp;$70278 |
| \* | Angi, Inc. | 17850 | &nbsp;&nbsp;231693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Array Digital <br>Infrastructure, Inc.<br>| 20115 | &nbsp;&nbsp;969342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATN International, <br>Inc.<br>| 6530 | &nbsp;&nbsp;157961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bandwidth, Inc., <br>Class A<br>| 11593 | &nbsp;&nbsp;161954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Omaha Corp., <br>Class A<br>| 13414 | &nbsp;&nbsp;163785 |
| \* | Bumble, Inc., Class A | 39209 | &nbsp;&nbsp;131350 |
|  | Cable One, Inc. | 1667 | &nbsp;&nbsp;135010 |
| \* | Cars.com, Inc. | 26413 | &nbsp;&nbsp;300052 |
| \* | Cineverse Corp. | 3946 | &nbsp;&nbsp;7892 |
| \* | DHI Group, Inc. | 4552 | &nbsp;&nbsp;7920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoubleVerify Holdings, <br>Inc.<br>| 30313 | &nbsp;&nbsp;327987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entravision <br>Communications <br>Corp., Class A<br>| 2460 | &nbsp;&nbsp;7405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eventbrite, Inc., <br>Class A<br>| 739 | &nbsp;&nbsp;3266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EW Scripps Co., <br>Class A<br>| 33487 | &nbsp;&nbsp;112181 |
| \* | Gaia, Inc. | 2866 | &nbsp;&nbsp;9716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gambling.com Group <br>Ltd.<br>| 6316 | &nbsp;&nbsp;30127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 11245 | &nbsp;&nbsp;415953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 1334 | &nbsp;&nbsp;49985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gray Media, Inc. GTN <br>US<br>| 36900 | &nbsp;&nbsp;166419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 11582 | &nbsp;&nbsp;361706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYA US), <br>Class A<br>| 44008 | &nbsp;&nbsp;488049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Global Ltd. <br>(LBTYK US), <br>Class C<br>| 46325 | &nbsp;&nbsp;513281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 18962 | &nbsp;&nbsp;146387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 69155 | &nbsp;&nbsp;538026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lionsgate Studios <br>Corp.<br>| 13009 | &nbsp;&nbsp;$122805 |
|  | Marcus Corp. | 13447 | &nbsp;&nbsp;202915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National CineMedia, <br>Inc.<br>| 25946 | &nbsp;&nbsp;93665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 11834 | &nbsp;&nbsp;2513305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 14618 | &nbsp;&nbsp;163868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PubMatic, Inc., <br>Class A<br>| 14446 | &nbsp;&nbsp;104878 |
| \* | Reservoir Media, Inc. | 12792 | &nbsp;&nbsp;96580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saga <br>Communications, <br>Inc., Class A<br>| 2918 | &nbsp;&nbsp;33207 |
|  | Scholastic Corp. | 12850 | &nbsp;&nbsp;449364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenandoah <br>Telecommunications <br>Co.<br>| 19786 | &nbsp;&nbsp;234860 |
|  | Shutterstock, Inc. | 5023 | &nbsp;&nbsp;99707 |
|  | Sinclair, Inc. | 8983 | &nbsp;&nbsp;130343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Holdings, <br>Inc.<br>| 23310 | &nbsp;&nbsp;474358 |
|  | Spok Holdings, Inc. | 6453 | &nbsp;&nbsp;88858 |
| \* | Stagwell, Inc. | 11254 | &nbsp;&nbsp;67636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starz Entertainment <br>Corp.<br>| 867 | &nbsp;&nbsp;8661 |
|  | TEGNA, Inc. | 63695 | &nbsp;&nbsp;1220396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telephone & Data <br>Systems, Inc.<br>| 43900 | &nbsp;&nbsp;1981207 |
| \* | TripAdvisor, Inc. | 22841 | &nbsp;&nbsp;303557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONE US<br>| 283 | &nbsp;&nbsp;3854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Urban One, Inc. <br>UONEK US<br>| 721 | &nbsp;&nbsp;6489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vivid Seats, Inc., <br>Class A<br>| 163 | &nbsp;&nbsp;1188 |
| \* | Yelp, Inc. | 13236 | &nbsp;&nbsp;362402 |
| \* | Ziff Davis, Inc. | 15840 | &nbsp;&nbsp;605405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ZoomInfo <br>Technologies, Inc.<br>| 73373 | &nbsp;&nbsp;590653 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;15467886 |
| CONSUMER DISCRETIONARY — (13.3%) | CONSUMER DISCRETIONARY — (13.3%) | CONSUMER DISCRETIONARY — (13.3%) | CONSUMER DISCRETIONARY — (13.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;1-800-Flowers.com, <br>Inc., Class A<br>| 15632 | &nbsp;&nbsp;67530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Academy Sports & <br>Outdoors, Inc.<br>| 27579 | &nbsp;&nbsp;1517121 |
| \* | Adient PLC | 32435 | &nbsp;&nbsp;674648 |
|  | ADT, Inc. | 223564 | &nbsp;&nbsp;1788512 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 5512 | &nbsp;&nbsp;$570768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Axle & <br>Manufacturing <br>Holdings, Inc.<br>| 58417 | &nbsp;&nbsp;465583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 72825 | &nbsp;&nbsp;1697551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Outdoor <br>Brands, Inc.<br>| 6121 | &nbsp;&nbsp;55456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 8469 | &nbsp;&nbsp;353835 |
|  | Aramark | 79564 | &nbsp;&nbsp;3062418 |
|  | Arko Corp. | 26642 | &nbsp;&nbsp;141469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive <br>Group, Inc.<br>| 7513 | &nbsp;&nbsp;1761874 |
|  | Autoliv, Inc. | 3914 | &nbsp;&nbsp;474533 |
| \* | AutoNation, Inc. | 11413 | &nbsp;&nbsp;2339437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bassett Furniture <br>Industries, Inc.<br>| 5100 | &nbsp;&nbsp;80580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beazer Homes USA, <br>Inc.<br>| 9001 | &nbsp;&nbsp;194152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH US), Class B<br>| 800 | &nbsp;&nbsp;300024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biglari Holdings, Inc. <br>(BH/A US), Class A<br>| 30 | &nbsp;&nbsp;59065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 39924 | &nbsp;&nbsp;1507530 |
| \* | BJ's Restaurants, Inc. | 10427 | &nbsp;&nbsp;436057 |
|  | Bloomin' Brands, Inc. | 8500 | &nbsp;&nbsp;51000 |
|  | BorgWarner, Inc. | 84918 | &nbsp;&nbsp;4025962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Lottery <br>PLC<br>| 2090 | &nbsp;&nbsp;30263 |
|  | Brunswick Corp. | 21034 | &nbsp;&nbsp;1687347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 34099 | &nbsp;&nbsp;705849 |
|  | Caleres, Inc. | 13403 | &nbsp;&nbsp;163785 |
| \* | Callaway Golf Co. | 66954 | &nbsp;&nbsp;960790 |
| \* | CarMax, Inc. | 32742 | &nbsp;&nbsp;1458329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carriage Services, <br>Inc.<br>| 3397 | &nbsp;&nbsp;145765 |
|  | Carter's, Inc. | 14193 | &nbsp;&nbsp;491220 |
| \* | Cato Corp., Class A | 3575 | &nbsp;&nbsp;10904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Communities, <br>Inc.<br>| 13543 | &nbsp;&nbsp;852938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 13199 | &nbsp;&nbsp;1034538 |
| \* | Chegg, Inc. | 22539 | &nbsp;&nbsp;17332 |
| \* | Citi Trends, Inc. | 2758 | &nbsp;&nbsp;119008 |
|  | Clarus Corp. | 4322 | &nbsp;&nbsp;16553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Sportswear <br>Co.<br>| 12729 | &nbsp;&nbsp;703659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 3102 | &nbsp;&nbsp;97310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cracker Barrel Old <br>Country Store, Inc.<br>| 5345 | &nbsp;&nbsp;160991 |
| \* | Crocs, Inc. | 11898 | &nbsp;&nbsp;998480 |
|  | Dana, Inc. | 57009 | &nbsp;&nbsp;1647560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Designer Brands, Inc., <br>Class A<br>| 19219 | &nbsp;&nbsp;$121848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Destination XL Group, <br>Inc.<br>| 24758 | &nbsp;&nbsp;16910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorman Products, <br>Inc.<br>| 7234 | &nbsp;&nbsp;898463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Finders <br>Homes, Inc., <br>Class A<br>| 6463 | &nbsp;&nbsp;118855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duluth Holdings, Inc., <br>Class B<br>| 648 | &nbsp;&nbsp;1562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;El Pollo Loco <br>Holdings, Inc.<br>| 18381 | &nbsp;&nbsp;186200 |
|  | Escalade, Inc. | 3057 | &nbsp;&nbsp;44449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ethan Allen Interiors, <br>Inc.<br>| 12381 | &nbsp;&nbsp;283896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Watch <br>Restaurant Group, <br>Inc.<br>| 19583 | &nbsp;&nbsp;313132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexsteel Industries, <br>Inc.<br>| 2242 | &nbsp;&nbsp;89747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 18143 | &nbsp;&nbsp;1196712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fox Factory Holding <br>Corp.<br>| 12081 | &nbsp;&nbsp;222290 |
| \* | Funko, Inc., Class A | 16160 | &nbsp;&nbsp;65610 |
|  | Gap, Inc. | 130538 | &nbsp;&nbsp;3652453 |
| \* | Genesco, Inc. | 5646 | &nbsp;&nbsp;163339 |
|  | Gentex Corp. | 53796 | &nbsp;&nbsp;1237846 |
| \* | Gentherm, Inc. | 8895 | &nbsp;&nbsp;284284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-III Apparel Group <br>Ltd.<br>| 20294 | &nbsp;&nbsp;595629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business <br>Travel Group I<br>| 12493 | &nbsp;&nbsp;85577 |
|  | Gold.com, Inc. | 7760 | &nbsp;&nbsp;402356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Entertainment, <br>Inc.<br>| 4690 | &nbsp;&nbsp;126255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & <br>Rubber Co.<br>| 110906 | &nbsp;&nbsp;1043625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Graham Holdings Co., <br>Class B<br>| 931 | &nbsp;&nbsp;1086133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Brick Partners, <br>Inc.<br>| 11839 | &nbsp;&nbsp;821508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, <br>Inc.<br>| 3815 | &nbsp;&nbsp;1351502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GrowGeneration <br>Corp.<br>| 5450 | &nbsp;&nbsp;7140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Beach <br>Brands Holding Co., <br>Class A<br>| 2800 | &nbsp;&nbsp;53452 |
|  | Harley-Davidson, Inc. | 46753 | &nbsp;&nbsp;925709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haverty Furniture <br>Cos., Inc. (HVT <br>US)<br>| 7037 | &nbsp;&nbsp;178177 |
| \* | Helen of Troy Ltd. | 8103 | &nbsp;&nbsp;134186 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 28246 | &nbsp;&nbsp;$1274177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hooker Furnishings <br>Corp.<br>| 2653 | &nbsp;&nbsp;35205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hovnanian <br>Enterprises, Inc., <br>Class A<br>| 1358 | &nbsp;&nbsp;152979 |
|  | J Jill, Inc. | 2152 | &nbsp;&nbsp;33593 |
|  | JAKKS Pacific, Inc. | 4636 | &nbsp;&nbsp;84700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Outdoors, <br>Inc., Class A<br>| 441 | &nbsp;&nbsp;20017 |
|  | KB Home | 23222 | &nbsp;&nbsp;1336194 |
|  | Kohl's Corp. | 40192 | &nbsp;&nbsp;702154 |
| # | Krispy Kreme, Inc. | 37983 | &nbsp;&nbsp;119646 |
| \* | Lands' End, Inc. | 11127 | &nbsp;&nbsp;197616 |
| \* | Latham Group, Inc. | 22247 | &nbsp;&nbsp;139934 |
|  | La-Z-Boy, Inc. | 19420 | &nbsp;&nbsp;707082 |
|  | LCI Industries | 8636 | &nbsp;&nbsp;1266815 |
|  | Lear Corp. | 20616 | &nbsp;&nbsp;2413927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Legacy Housing <br>Corp.<br>| 9304 | &nbsp;&nbsp;193058 |
|  | Leggett & Platt, Inc. | 3683 | &nbsp;&nbsp;42981 |
| \* | LGI Homes, Inc. | 9377 | &nbsp;&nbsp;469881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class A<br>| 805 | &nbsp;&nbsp;64754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Live Holdings, <br>Inc., Class C<br>| 1864 | &nbsp;&nbsp;153929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Life Time Group <br>Holdings, Inc.<br>| 54182 | &nbsp;&nbsp;1580489 |
|  | Lifetime Brands, Inc. | 4936 | &nbsp;&nbsp;15548 |
|  | Lithia Motors, Inc. | 9693 | &nbsp;&nbsp;3135104 |
|  | LKQ Corp. | 59846 | &nbsp;&nbsp;1965941 |
| \* | Lovesac Co. | 6021 | &nbsp;&nbsp;80200 |
| \* | M/I Homes, Inc. | 5985 | &nbsp;&nbsp;800195 |
|  | Macy's, Inc. | 110139 | &nbsp;&nbsp;2204983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malibu Boats, Inc., <br>Class A<br>| 7259 | &nbsp;&nbsp;235918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marine Products <br>Corp.<br>| 5374 | &nbsp;&nbsp;51913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott Vacations <br>Worldwide Corp.<br>| 13143 | &nbsp;&nbsp;713796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MasterCraft Boat <br>Holdings, Inc.<br>| 4040 | &nbsp;&nbsp;86981 |
| \* | Mattel, Inc. | 92126 | &nbsp;&nbsp;1924512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matthews International <br>Corp., Class A<br>| 13348 | &nbsp;&nbsp;350919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes <br>Corp.<br>| 19382 | &nbsp;&nbsp;1347243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 2713 | &nbsp;&nbsp;90994 |
| \* | Mister Car Wash, Inc. | 39947 | &nbsp;&nbsp;221706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 23630 | &nbsp;&nbsp;2797319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monarch Casino & <br>Resort, Inc.<br>| 777 | &nbsp;&nbsp;71119 |
|  | Monro, Inc. | 10753 | &nbsp;&nbsp;201296 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Motorcar Parts of <br>America, Inc.<br>| 9753 | &nbsp;&nbsp;121230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Movado Group, Inc. | 6489 | &nbsp;&nbsp;$147949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Vision <br>Holdings, Inc.<br>| 30132 | &nbsp;&nbsp;793978 |
|  | Newell Brands, Inc. | 158978 | &nbsp;&nbsp;675657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OneWater Marine, <br>Inc., Class A<br>| 5322 | &nbsp;&nbsp;70676 |
|  | Oxford Industries, Inc. | 5981 | &nbsp;&nbsp;220400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Patrick Industries, <br>Inc.<br>| 13970 | &nbsp;&nbsp;1762595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment, <br>Inc.<br>| 6786 | &nbsp;&nbsp;87132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 11663 | &nbsp;&nbsp;1828642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perdoceo Education <br>Corp.<br>| 30611 | &nbsp;&nbsp;980470 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petco Health & <br>Wellness Co., Inc.<br>| 67410 | &nbsp;&nbsp;181333 |
| \* | PetMed Express, Inc. | 2486 | &nbsp;&nbsp;7930 |
|  | Phinia, Inc. | 17167 | &nbsp;&nbsp;1221775 |
|  | Polaris, Inc. | 8774 | &nbsp;&nbsp;560132 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Portillo's, Inc., <br>Class A<br>| 29352 | &nbsp;&nbsp;165839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pursuit Attractions & <br>Hospitality, Inc.<br>| 2749 | &nbsp;&nbsp;95473 |
|  | PVH Corp. | 23368 | &nbsp;&nbsp;1457228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RCI Hospitality <br>Holdings, Inc.<br>| 2105 | &nbsp;&nbsp;50604 |
|  | Rocky Brands, Inc. | 3792 | &nbsp;&nbsp;122064 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sally Beauty Holdings, <br>Inc.<br>| 40019 | &nbsp;&nbsp;609089 |
|  | Shoe Carnival, Inc. | 14057 | &nbsp;&nbsp;267926 |
|  | Signet Jewelers Ltd. | 17468 | &nbsp;&nbsp;1611772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smith & Wesson <br>Brands, Inc.<br>| 23502 | &nbsp;&nbsp;256642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Automotive, <br>Inc., Class A<br>| 10903 | &nbsp;&nbsp;653744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sportsman's <br>Warehouse <br>Holdings, Inc.<br>| 19768 | &nbsp;&nbsp;27082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Motor <br>Products, Inc.<br>| 10327 | &nbsp;&nbsp;412357 |
|  | Steven Madden Ltd. | 17051 | &nbsp;&nbsp;748198 |
| \* | Stoneridge, Inc. | 10877 | &nbsp;&nbsp;71571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strategic Education, <br>Inc.<br>| 9712 | &nbsp;&nbsp;825714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Strattec Security <br>Corp.<br>| 2014 | &nbsp;&nbsp;159348 |
| \* | Stride, Inc. | 7136 | &nbsp;&nbsp;603706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sturm Ruger & Co., <br>Inc.<br>| 3323 | &nbsp;&nbsp;121921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Group of <br>Cos., Inc.<br>| 6372 | &nbsp;&nbsp;63465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Target Hospitality <br>Corp.<br>| 18647 | &nbsp;&nbsp;128478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Home <br>Corp.<br>| 47338 | &nbsp;&nbsp;2885251 |
|  | Thor Industries, Inc. | 20515 | &nbsp;&nbsp;2295013 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Tilly's, Inc., Class A | 2019 | &nbsp;&nbsp;$2968 |
|  | Toll Brothers, Inc. | 32988 | &nbsp;&nbsp;4766436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tri Pointe Homes, <br>Inc.<br>| 41682 | &nbsp;&nbsp;1390095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UA US), Class C<br>| 74642 | &nbsp;&nbsp;453077 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Under Armour, Inc. <br>(UAA US), Class A<br>| 65930 | &nbsp;&nbsp;406788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Electronics, <br>Inc.<br>| 4301 | &nbsp;&nbsp;16989 |
|  | Upbound Group, Inc. | 18986 | &nbsp;&nbsp;358835 |
| \* | Urban Outfitters, Inc. | 22037 | &nbsp;&nbsp;1561321 |
| \* | Vera Bradley, Inc. | 8337 | &nbsp;&nbsp;20009 |
|  | Visteon Corp. | 7578 | &nbsp;&nbsp;688537 |
|  | Weyco Group, Inc. | 4829 | &nbsp;&nbsp;152693 |
| # | Whirlpool Corp. | 9116 | &nbsp;&nbsp;729189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winnebago Industries, <br>Inc.<br>| 12903 | &nbsp;&nbsp;592377 |
| \* | Zumiez, Inc. | 8075 | &nbsp;&nbsp;198726 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;109551813 |
| CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 169093 | &nbsp;&nbsp;2815399 |
|  | Alico, Inc. | 2083 | &nbsp;&nbsp;86049 |
|  | Andersons, Inc. | 16136 | &nbsp;&nbsp;1000271 |
| \* | BellRing Brands, Inc. | 4705 | &nbsp;&nbsp;117013 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. <br>, Class A<br>| 2182 | &nbsp;&nbsp;466119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 7140 | &nbsp;&nbsp;198706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 58467 | &nbsp;&nbsp;1600242 |
|  | Calavo Growers, Inc. | 4647 | &nbsp;&nbsp;118220 |
|  | Cal-Maine Foods, Inc. | 17183 | &nbsp;&nbsp;1435296 |
| # | Campbell's Co. | 104037 | &nbsp;&nbsp;2910955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENT US)<br>| 4869 | &nbsp;&nbsp;164718 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Central Garden & Pet <br>Co. (CENTA US), <br>Class A<br>| 20397 | &nbsp;&nbsp;625576 |
|  | Conagra Brands, Inc. | 147638 | &nbsp;&nbsp;2732779 |
| \* | Coty, Inc., Class A | 142000 | &nbsp;&nbsp;450140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 51820 | &nbsp;&nbsp;2366101 |
|  | Dole PLC | 31178 | &nbsp;&nbsp;496666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edgewell Personal <br>Care Co.<br>| 19405 | &nbsp;&nbsp;377621 |
| \* | Farmer Bros Co. | 6541 | &nbsp;&nbsp;10793 |
|  | Flowers Foods, Inc. | 46017 | &nbsp;&nbsp;525974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresh Del Monte <br>Produce, Inc.<br>| 23077 | &nbsp;&nbsp;915234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grocery Outlet <br>Holding Corp.<br>| 36781 | &nbsp;&nbsp;350523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hain Celestial Group, <br>Inc.<br>| 33640 | &nbsp;&nbsp;40704 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Hormel Foods Corp. | 75773 | &nbsp;&nbsp;$1864774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingles Markets, Inc., <br>Class A<br>| 7277 | &nbsp;&nbsp;544756 |
|  | Ingredion, Inc. | 22932 | &nbsp;&nbsp;2708269 |
|  | Interparfums, Inc. | 1378 | &nbsp;&nbsp;134452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&J Snack Foods <br>Corp.<br>| 2839 | &nbsp;&nbsp;269705 |
|  | J.M. Smucker Co. | 37296 | &nbsp;&nbsp;3910859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John B Sanfilippo & <br>Son, Inc.<br>| 2288 | &nbsp;&nbsp;185099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 11746 | &nbsp;&nbsp;539494 |
|  | Limoneira Co. | 1482 | &nbsp;&nbsp;21341 |
| \* | Maplebear, Inc. | 17581 | &nbsp;&nbsp;653310 |
| \* | Medifast, Inc. | 1266 | &nbsp;&nbsp;14483 |
| \* | Mission Produce, Inc. | 22424 | &nbsp;&nbsp;301827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 67833 | &nbsp;&nbsp;3258697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natural Alternatives <br>International, Inc.<br>| 1808 | &nbsp;&nbsp;7413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 2542 | &nbsp;&nbsp;69447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nature's Sunshine <br>Products, Inc.<br>| 7774 | &nbsp;&nbsp;196060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nu Skin Enterprises, <br>Inc., Class A<br>| 13799 | &nbsp;&nbsp;146407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 3664 | &nbsp;&nbsp;221855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 29963 | &nbsp;&nbsp;2859968 |
|  | Pilgrim's Pride Corp. | 45094 | &nbsp;&nbsp;1955727 |
| \* | Post Holdings, Inc. | 12901 | &nbsp;&nbsp;1319901 |
|  | PriceSmart, Inc. | 11522 | &nbsp;&nbsp;1638544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 49478 | &nbsp;&nbsp;1146405 |
|  | Seaboard Corp. | 312 | &nbsp;&nbsp;1585671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seneca Foods Corp. <br>(SENEA US), <br>Class A<br>| 2914 | &nbsp;&nbsp;347728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simply Good Foods <br>Co.<br>| 34909 | &nbsp;&nbsp;655242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Brands <br>Holdings, Inc.<br>| 10514 | &nbsp;&nbsp;669847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 4843 | &nbsp;&nbsp;183453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TreeHouse Foods, <br>Inc.<br>| 21424 | &nbsp;&nbsp;527887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Natural Foods, <br>Inc.<br>| 23005 | &nbsp;&nbsp;856476 |
|  | Universal Corp. | 11264 | &nbsp;&nbsp;637430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;USANA Health <br>Sciences, Inc.<br>| 7508 | &nbsp;&nbsp;162924 |
|  | Utz Brands, Inc. | 11726 | &nbsp;&nbsp;123592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Village Super Market, <br>Inc., Class A<br>| 5438 | &nbsp;&nbsp;193919 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Weis Markets, Inc. | 11893 | &nbsp;&nbsp;$846187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Willamette Valley <br>Vineyards, Inc.<br>| 206 | &nbsp;&nbsp;575 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;50564823 |
| ENERGY — (9.1%) | ENERGY — (9.1%) | ENERGY — (9.1%) | ENERGY — (9.1%) |
| \* | Amplify Energy Corp. | 4862 | &nbsp;&nbsp;24407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources <br>Corp.<br>| 67570 | &nbsp;&nbsp;2457521 |
|  | APA Corp. | 131039 | &nbsp;&nbsp;3460740 |
|  | Archrock, Inc. | 40946 | &nbsp;&nbsp;1211592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardmore Shipping <br>Corp.<br>| 18203 | &nbsp;&nbsp;235183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Energy <br>Solutions, Inc.<br>| 25262 | &nbsp;&nbsp;294807 |
| \* | Bristow Group, Inc. | 11552 | &nbsp;&nbsp;507826 |
|  | Cactus, Inc., Class A | 9499 | &nbsp;&nbsp;534129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;California Resources <br>Corp.<br>| 35036 | &nbsp;&nbsp;1874426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chord Energy Corp. <br>(CHRD US)<br>| 12421 | &nbsp;&nbsp;1245081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clean Energy Fuels <br>Corp.<br>| 25318 | &nbsp;&nbsp;55700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CNX Resources <br>Corp.<br>| 68559 | &nbsp;&nbsp;2660089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 75569 | &nbsp;&nbsp;1840105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 11696 | &nbsp;&nbsp;228540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Natural <br>Resources, Inc.<br>| 4614 | &nbsp;&nbsp;440083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crescent Energy Co., <br>Class A<br>| 107319 | &nbsp;&nbsp;1048507 |
| \* | CVR Energy, Inc. | 8369 | &nbsp;&nbsp;190311 |
|  | DHT Holdings, Inc. | 77872 | &nbsp;&nbsp;1115906 |
| \* | DMC Global, Inc. | 6340 | &nbsp;&nbsp;54524 |
|  | Dorian LPG Ltd. | 19585 | &nbsp;&nbsp;578345 |
| \* | DT Midstream, Inc. | 17031 | &nbsp;&nbsp;2146247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 2810 | &nbsp;&nbsp;25318 |
|  | Epsilon Energy Ltd. | 6821 | &nbsp;&nbsp;34037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evolution Petroleum <br>Corp.<br>| 11610 | &nbsp;&nbsp;45743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Expro Group Holdings <br>NV<br>| 35866 | &nbsp;&nbsp;574215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forum Energy <br>Technologies, Inc.<br>| 4690 | &nbsp;&nbsp;212176 |
|  | FutureFuel Corp. | 7665 | &nbsp;&nbsp;25218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geospace <br>Technologies Corp.<br>| 2271 | &nbsp;&nbsp;35110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Granite Ridge <br>Resources, Inc.<br>| 39654 | &nbsp;&nbsp;199063 |
| \* | Green Plains, Inc. | 7761 | &nbsp;&nbsp;88941 |
| \* | Gulfport Energy Corp. | 2628 | &nbsp;&nbsp;536559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Helix Energy Solutions <br>Group, Inc.<br>| 66556 | &nbsp;&nbsp;528455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne, <br>Inc.<br>| 39845 | &nbsp;&nbsp;$1349949 |
|  | HF Sinclair Corp. | 60990 | &nbsp;&nbsp;3170870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovex International, <br>Inc.<br>| 13881 | &nbsp;&nbsp;344943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Seaways, <br>Inc.<br>| 19284 | &nbsp;&nbsp;1150291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kodiak Gas Services, <br>Inc.<br>| 21353 | &nbsp;&nbsp;897039 |
| \* | Kosmos Energy Ltd. | 83098 | &nbsp;&nbsp;131295 |
|  | Liberty Energy, Inc. | 66928 | &nbsp;&nbsp;1649775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnolia Oil & Gas <br>Corp., Class A<br>| 62008 | &nbsp;&nbsp;1581824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matador Resources <br>Co.<br>| 48938 | &nbsp;&nbsp;2213955 |
|  | Murphy Oil Corp. | 61922 | &nbsp;&nbsp;1863233 |
| \* | Nabors Industries Ltd. | 3363 | &nbsp;&nbsp;224783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NACCO Industries, <br>Inc., Class A<br>| 3182 | &nbsp;&nbsp;156650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Energy <br>Services Reunited <br>Corp.<br>| 13754 | &nbsp;&nbsp;270679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas Services <br>Group, Inc.<br>| 5881 | &nbsp;&nbsp;203718 |
|  | Noble Corp. PLC | 40957 | &nbsp;&nbsp;1458888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordic American <br>Tankers Ltd.<br>| 89134 | &nbsp;&nbsp;370797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Northern Oil & Gas, <br>Inc.<br>| 39529 | &nbsp;&nbsp;988225 |
|  | NOV, Inc. | 139443 | &nbsp;&nbsp;2558779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 22794 | &nbsp;&nbsp;686099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oil States <br>International, Inc.<br>| 23301 | &nbsp;&nbsp;197359 |
|  | Ovintiv, Inc. | 93622 | &nbsp;&nbsp;4069748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Par Pacific Holdings, <br>Inc.<br>| 14118 | &nbsp;&nbsp;532813 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Patterson-UTI Energy, <br>Inc.<br>| 156730 | &nbsp;&nbsp;1180177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peabody Energy <br>Corp.<br>| 38455 | &nbsp;&nbsp;1355923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Permian Resources <br>Corp.<br>| 268059 | &nbsp;&nbsp;4323792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PrimeEnergy <br>Resources Corp.<br>| 646 | &nbsp;&nbsp;118276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ProPetro Holding <br>Corp.<br>| 47514 | &nbsp;&nbsp;545936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Resources <br>Corp.<br>| 64816 | &nbsp;&nbsp;2453286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ranger Energy <br>Services, Inc., <br>Class A<br>| 9962 | &nbsp;&nbsp;153614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REX American <br>Resources Corp.<br>| 16358 | &nbsp;&nbsp;553064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riley Exploration <br>Permian, Inc.<br>| 6063 | &nbsp;&nbsp;170067 |
|  | RPC, Inc. | 82897 | &nbsp;&nbsp;551265 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SandRidge Energy, <br>Inc.<br>| 15094 | &nbsp;&nbsp;$239240 |
|  | Scorpio Tankers, Inc. | 21314 | &nbsp;&nbsp;1355997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEACOR Marine <br>Holdings, Inc.<br>| 10107 | &nbsp;&nbsp;67515 |
| \* | Seadrill Ltd. | 23676 | &nbsp;&nbsp;911052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Water <br>Solutions, Inc.<br>| 42441 | &nbsp;&nbsp;513112 |
|  | SFL Corp. Ltd. | 60832 | &nbsp;&nbsp;538971 |
|  | SM Energy Co. | 94580 | &nbsp;&nbsp;1841473 |
|  | Smart Sand, Inc. | 3473 | &nbsp;&nbsp;16149 |
| \* | Talos Energy, Inc. | 71087 | &nbsp;&nbsp;847357 |
|  | Teekay Corp. Ltd. | 39916 | &nbsp;&nbsp;408341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teekay Tankers Ltd., <br>Class A<br>| 14001 | &nbsp;&nbsp;903344 |
| \* | Tidewater, Inc. | 9826 | &nbsp;&nbsp;614027 |
| \* | Transocean Ltd. | 295850 | &nbsp;&nbsp;1470374 |
|  | VAALCO Energy, Inc. | 40235 | &nbsp;&nbsp;206808 |
| \* | Valaris Ltd. | 27301 | &nbsp;&nbsp;1576087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viper Energy, Inc., <br>Class A<br>| 8702 | &nbsp;&nbsp;368443 |
| # | Vitesse Energy, Inc. | 11502 | &nbsp;&nbsp;241082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 5607 | &nbsp;&nbsp;527506 |
|  | World Kinect Corp. | 14622 | &nbsp;&nbsp;393478 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;75026372 |
| FINANCIALS — (28.9%) | FINANCIALS — (28.9%) | FINANCIALS — (28.9%) | FINANCIALS — (28.9%) |
|  | 1st Source Corp. | 9136 | &nbsp;&nbsp;615127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acacia Research <br>Corp.<br>| 28128 | &nbsp;&nbsp;111949 |
|  | ACNB Corp. | 3377 | &nbsp;&nbsp;170606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers <br>Group, Inc.<br>| 2674 | &nbsp;&nbsp;837203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alerus Financial <br>Corp.<br>| 10029 | &nbsp;&nbsp;246914 |
|  | Ally Financial, Inc. | 110586 | &nbsp;&nbsp;4675576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amalgamated <br>Financial Corp.<br>| 11191 | &nbsp;&nbsp;434658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Coastal <br>Insurance Corp.<br>| 7611 | &nbsp;&nbsp;84102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 14652 | &nbsp;&nbsp;1908716 |
|  | Ameris Bancorp | 27764 | &nbsp;&nbsp;2238334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmeriServ Financial, <br>Inc.<br>| 6300 | &nbsp;&nbsp;20790 |
|  | Ames National Corp. | 4229 | &nbsp;&nbsp;110377 |
|  | Arrow Financial Corp. | 6238 | &nbsp;&nbsp;210907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>Banc-Corp.<br>| 60986 | &nbsp;&nbsp;1662478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Capital <br>Group, Inc., <br>Class A<br>| 738 | &nbsp;&nbsp;29114 |
|  | Assurant, Inc. | 6538 | &nbsp;&nbsp;1556894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>Ltd.<br>| 16980 | &nbsp;&nbsp;1440753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlantic Union <br>Bankshares Corp.<br>| 48222 | &nbsp;&nbsp;$1872942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanticus Holdings <br>Corp.<br>| 5316 | &nbsp;&nbsp;274465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auburn National <br>BanCorp, Inc.<br>| 44 | &nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 29635 | &nbsp;&nbsp;3057739 |
| \* | Axos Financial, Inc. | 20940 | &nbsp;&nbsp;2072851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banc of California, <br>Inc.<br>| 47523 | &nbsp;&nbsp;949510 |
|  | BancFirst Corp. | 375 | &nbsp;&nbsp;41231 |
|  | Bank First Corp. | 1299 | &nbsp;&nbsp;181262 |
|  | Bank of Hawaii Corp. | 3372 | &nbsp;&nbsp;252158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Marin <br>Bancorp<br>| 7180 | &nbsp;&nbsp;192783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of NT Butterfield <br>& Son Ltd.<br>| 11773 | &nbsp;&nbsp;609841 |
|  | Bank OZK | 45165 | &nbsp;&nbsp;2148047 |
|  | Bank7 Corp. | 1372 | &nbsp;&nbsp;60972 |
|  | BankUnited, Inc. | 28884 | &nbsp;&nbsp;1371123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bankwell Financial <br>Group, Inc.<br>| 2946 | &nbsp;&nbsp;141968 |
|  | Banner Corp. | 14019 | &nbsp;&nbsp;866935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bar Harbor <br>Bankshares<br>| 7076 | &nbsp;&nbsp;239947 |
|  | BayCom Corp. | 4936 | &nbsp;&nbsp;144032 |
|  | BCB Bancorp, Inc. | 3918 | &nbsp;&nbsp;30913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Financial <br>Corp.<br>| 37688 | &nbsp;&nbsp;1068455 |
|  | BOK Financial Corp. | 21196 | &nbsp;&nbsp;2754208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bread Financial <br>Holdings, Inc.<br>| 19436 | &nbsp;&nbsp;1409887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater <br>Bancshares, Inc.<br>| 9928 | &nbsp;&nbsp;190717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial, <br>Inc.<br>| 25341 | &nbsp;&nbsp;1623344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burke & Herbert <br>Financial Services <br>Corp.<br>| 2550 | &nbsp;&nbsp;166974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business First <br>Bancshares, Inc.<br>| 11335 | &nbsp;&nbsp;319307 |
| \* | BV Financial, Inc. | 3545 | &nbsp;&nbsp;67780 |
|  | Byline Bancorp, Inc. | 15732 | &nbsp;&nbsp;502323 |
|  | C&F Financial Corp. | 1703 | &nbsp;&nbsp;128236 |
|  | Cadence Bank | 66147 | &nbsp;&nbsp;2785450 |
|  | California BanCorp | 2443 | &nbsp;&nbsp;43950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden National <br>Corp.<br>| 6763 | &nbsp;&nbsp;321716 |
|  | Capital Bancorp, Inc. | 3528 | &nbsp;&nbsp;108380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital City Bank <br>Group, Inc.<br>| 8430 | &nbsp;&nbsp;352037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitol Federal <br>Financial, Inc.<br>| 56662 | &nbsp;&nbsp;412499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carter Bankshares, <br>Inc.<br>| 9177 | &nbsp;&nbsp;196480 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 872 | &nbsp;&nbsp;$39205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay General <br>Bancorp<br>| 28379 | &nbsp;&nbsp;1452437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Pacific <br>Financial Corp.<br>| 10905 | &nbsp;&nbsp;355176 |
|  | CF Bankshares, Inc. | 1337 | &nbsp;&nbsp;38920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chemung Financial <br>Corp.<br>| 1723 | &nbsp;&nbsp;104707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChoiceOne Financial <br>Services, Inc.<br>| 876 | &nbsp;&nbsp;25132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens & Northern <br>Corp.<br>| 6264 | &nbsp;&nbsp;142569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Community <br>Bancorp, Inc.<br>| 2817 | &nbsp;&nbsp;51100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Services, Inc.<br>| 710 | &nbsp;&nbsp;44908 |
|  | City Holding Co. | 964 | &nbsp;&nbsp;118659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Civista Bancshares, <br>Inc.<br>| 7147 | &nbsp;&nbsp;172457 |
|  | CNB Financial Corp. | 9197 | &nbsp;&nbsp;254757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNO Financial Group, <br>Inc.<br>| 32607 | &nbsp;&nbsp;1371124 |
|  | Colony Bankcorp, Inc. | 6665 | &nbsp;&nbsp;129701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Banking <br>System, Inc.<br>| 92853 | &nbsp;&nbsp;2733592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Columbia Financial, <br>Inc.<br>| 6792 | &nbsp;&nbsp;110506 |
|  | Comerica, Inc. | 44824 | &nbsp;&nbsp;3974544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commerce <br>Bancshares, Inc.<br>| 31039 | &nbsp;&nbsp;1633893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Financial <br>System, Inc.<br>| 15875 | &nbsp;&nbsp;992188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community Trust <br>Bancorp, Inc.<br>| 8667 | &nbsp;&nbsp;534754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Community West <br>Bancshares<br>| 7208 | &nbsp;&nbsp;172776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConnectOne Bancorp, <br>Inc.<br>| 19101 | &nbsp;&nbsp;508469 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consumer Portfolio <br>Services, Inc.<br>| 9697 | &nbsp;&nbsp;83685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 25332 | &nbsp;&nbsp;780986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 457 | &nbsp;&nbsp;227696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cullen/Frost Bankers, <br>Inc.<br>| 11075 | &nbsp;&nbsp;1526357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Customers Bancorp, <br>Inc.<br>| 13564 | &nbsp;&nbsp;1071827 |
|  | CVB Financial Corp. | 47253 | &nbsp;&nbsp;931357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Hill <br>Investment Group, <br>Inc.<br>| 217 | &nbsp;&nbsp;37183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 38290 | &nbsp;&nbsp;589283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dime Community <br>Bancshares, Inc.<br>| 15816 | &nbsp;&nbsp;538060 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICA US), <br>Class A<br>| 12902 | &nbsp;&nbsp;$240880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donegal Group, Inc. <br>(DGICB US), <br>Class B<br>| 592 | &nbsp;&nbsp;9815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 959 | &nbsp;&nbsp;49628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Bancorp <br>Montana, Inc.<br>| 1910 | &nbsp;&nbsp;41466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Financial <br>Services, Inc.<br>| 386 | &nbsp;&nbsp;14788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 6197 | &nbsp;&nbsp;709185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Bankshares, <br>Inc.<br>| 17835 | &nbsp;&nbsp;365350 |
| \* | eHealth, Inc. | 10722 | &nbsp;&nbsp;30343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Employers Holdings, <br>Inc.<br>| 12297 | &nbsp;&nbsp;536395 |
|  | Enact Holdings, Inc. | 17618 | &nbsp;&nbsp;700668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group, <br>Inc.<br>| 1231 | &nbsp;&nbsp;67951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 8749 | &nbsp;&nbsp;1445072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Financial <br>Services Corp.<br>| 14118 | &nbsp;&nbsp;809667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equity Bancshares, <br>Inc., Class A<br>| 6658 | &nbsp;&nbsp;307067 |
|  | Essent Group Ltd. | 37252 | &nbsp;&nbsp;2343896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 3627 | &nbsp;&nbsp;262812 |
|  | Everest Group Ltd. | 1234 | &nbsp;&nbsp;408800 |
|  | EVERTEC, Inc. | 5042 | &nbsp;&nbsp;151310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EZCORP, Inc., <br>Class A<br>| 24896 | &nbsp;&nbsp;534019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;F&G Annuities & Life, <br>Inc.<br>| 7735 | &nbsp;&nbsp;228105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers & Merchants <br>Bancorp, Inc.<br>| 4508 | &nbsp;&nbsp;120950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farmers National <br>Banc Corp.<br>| 14377 | &nbsp;&nbsp;186613 |
|  | FB Financial Corp. | 18393 | &nbsp;&nbsp;1058149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Agricultural <br>Mortgage Corp. <br>(AGM US), Class C<br>| 3289 | &nbsp;&nbsp;556828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 13109 | &nbsp;&nbsp;712999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Finance of America <br>Cos., Inc., Class A<br>| 1718 | &nbsp;&nbsp;40012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Institutions, <br>Inc.<br>| 8034 | &nbsp;&nbsp;264640 |
| \* | Finwise Bancorp | 878 | &nbsp;&nbsp;15374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First American <br>Financial Corp.<br>| 34905 | &nbsp;&nbsp;2205298 |
|  | First BanCorp | 59213 | &nbsp;&nbsp;1309792 |
|  | First Bancorp, Inc. | 4291 | &nbsp;&nbsp;117359 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First <br>Bancorp/Southern <br>Pines NC<br>| 14754 | &nbsp;&nbsp;$854699 |
|  | First Bank | 9659 | &nbsp;&nbsp;161112 |
|  | First Busey Corp. | 31717 | &nbsp;&nbsp;781824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Business <br>Financial Services, <br>Inc.<br>| 3548 | &nbsp;&nbsp;203371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Commonwealth <br>Financial Corp.<br>| 44620 | &nbsp;&nbsp;804499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Bankshares, Inc.<br>| 8793 | &nbsp;&nbsp;316724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Community <br>Corp.<br>| 2787 | &nbsp;&nbsp;81715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bancorp<br>| 41841 | &nbsp;&nbsp;1202510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 7684 | &nbsp;&nbsp;244505 |
|  | First Financial Corp. | 5163 | &nbsp;&nbsp;336421 |
| \* | First Foundation, Inc. | 10045 | &nbsp;&nbsp;63083 |
|  | First Hawaiian, Inc. | 45360 | &nbsp;&nbsp;1204308 |
|  | First Horizon Corp. | 186047 | &nbsp;&nbsp;4556291 |
|  | First Internet Bancorp | 3001 | &nbsp;&nbsp;65392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Interstate <br>BancSystem, Inc., <br>Class A<br>| 36371 | &nbsp;&nbsp;1290079 |
|  | First Merchants Corp. | 23413 | &nbsp;&nbsp;930901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Mid Bancshares, <br>Inc.<br>| 9047 | &nbsp;&nbsp;380879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Northwest <br>Bancorp<br>| 1204 | &nbsp;&nbsp;12558 |
|  | First United Corp. | 2632 | &nbsp;&nbsp;100885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Western <br>Financial, Inc.<br>| 2880 | &nbsp;&nbsp;72432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 96 | &nbsp;&nbsp;16368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firstsun Capital <br>Bancorp<br>| 4907 | &nbsp;&nbsp;193728 |
|  | Five Star Bancorp | 3648 | &nbsp;&nbsp;144534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flushing Financial <br>Corp.<br>| 1003 | &nbsp;&nbsp;15837 |
|  | FNB Corp. | 131924 | &nbsp;&nbsp;2315266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Financial <br>Services Corp.<br>| 986 | &nbsp;&nbsp;50296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 140025 | &nbsp;&nbsp;3727466 |
|  | FS Bancorp, Inc. | 3495 | &nbsp;&nbsp;146720 |
|  | Fulton Financial Corp. | 72404 | &nbsp;&nbsp;1495143 |
|  | FVCBankcorp, Inc. | 2378 | &nbsp;&nbsp;36003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genworth Financial, <br>Inc.<br>| 165621 | &nbsp;&nbsp;1381279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;German American <br>Bancorp, Inc.<br>| 8275 | &nbsp;&nbsp;348129 |
|  | Glacier Bancorp, Inc. | 5369 | &nbsp;&nbsp;272101 |
|  | Globe Life, Inc. | 18989 | &nbsp;&nbsp;2662638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Southern <br>Bancorp, Inc.<br>| 5547 | &nbsp;&nbsp;340475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Green Dot Corp., <br>Class A<br>| 19681 | &nbsp;&nbsp;$239715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenlight Capital Re <br>Ltd., Class A<br>| 9870 | &nbsp;&nbsp;136897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Insurance <br>Group Ltd., <br>Class B<br>| 18366 | &nbsp;&nbsp;509657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hancock Whitney <br>Corp.<br>| 32688 | &nbsp;&nbsp;2248934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Financial <br>Corp.<br>| 13175 | &nbsp;&nbsp;350060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Bancorp, <br>Inc.<br>| 1044 | &nbsp;&nbsp;24116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanover Insurance <br>Group, Inc.<br>| 6812 | &nbsp;&nbsp;1186242 |
|  | HBT Financial, Inc. | 7866 | &nbsp;&nbsp;212225 |
|  | HCI Group, Inc. | 1042 | &nbsp;&nbsp;165334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Commerce <br>Corp.<br>| 26116 | &nbsp;&nbsp;332457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Financial <br>Corp.<br>| 13880 | &nbsp;&nbsp;358243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heritage Insurance <br>Holdings, Inc.<br>| 11919 | &nbsp;&nbsp;310728 |
|  | Hilltop Holdings, Inc. | 21057 | &nbsp;&nbsp;788585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hingham Institution <br>For Savings<br>| 766 | &nbsp;&nbsp;228613 |
|  | Home Bancorp, Inc. | 3022 | &nbsp;&nbsp;180383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home BancShares, <br>Inc.<br>| 38636 | &nbsp;&nbsp;1116580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HomeTrust <br>Bancshares, Inc.<br>| 6308 | &nbsp;&nbsp;272001 |
|  | Hope Bancorp, Inc. | 52176 | &nbsp;&nbsp;625068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horace Mann <br>Educators Corp.<br>| 17638 | &nbsp;&nbsp;790359 |
|  | Horizon Bancorp, Inc. | 11504 | &nbsp;&nbsp;202700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (IBCP US)<br>| 8955 | &nbsp;&nbsp;314768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Independent Bank <br>Corp. (INDB US)<br>| 16122 | &nbsp;&nbsp;1302335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Bancshares Corp.<br>| 21234 | &nbsp;&nbsp;1478736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 2142 | &nbsp;&nbsp;33115 |
|  | Invesco Ltd. | 156477 | &nbsp;&nbsp;4270257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investar Holding <br>Corp.<br>| 4282 | &nbsp;&nbsp;121823 |
|  | Investors Title Co. | 721 | &nbsp;&nbsp;187042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jackson Financial, <br>Inc., Class A<br>| 30536 | &nbsp;&nbsp;3631341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;James River Group <br>Holdings, Inc.<br>| 1564 | &nbsp;&nbsp;10494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>Group PLC<br>| 49752 | &nbsp;&nbsp;2394564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kearny Financial <br>Corp.<br>| 22449 | &nbsp;&nbsp;174878 |
|  | Kemper Corp. | 21764 | &nbsp;&nbsp;857719 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakeland Financial <br>Corp.<br>| 828 | &nbsp;&nbsp;$49349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landmark Bancorp, <br>Inc.<br>| 298 | &nbsp;&nbsp;8043 |
|  | LCNB Corp. | 4043 | &nbsp;&nbsp;69176 |
| \* | LendingClub Corp. | 43067 | &nbsp;&nbsp;728263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln National <br>Corp.<br>| 40436 | &nbsp;&nbsp;1682542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Live Oak Bancshares, <br>Inc.<br>| 14052 | &nbsp;&nbsp;561518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MainStreet <br>Bancshares, Inc.<br>| 762 | &nbsp;&nbsp;16314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mechanics Bancorp, <br>Class A<br>| 8369 | &nbsp;&nbsp;125451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercantile Bank <br>Corp.<br>| 7428 | &nbsp;&nbsp;386107 |
|  | Merchants Bancorp | 13888 | &nbsp;&nbsp;575796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercury General <br>Corp.<br>| 19773 | &nbsp;&nbsp;1731917 |
|  | Meridian Corp. | 4436 | &nbsp;&nbsp;83973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrocity Bankshares, <br>Inc.<br>| 4795 | &nbsp;&nbsp;135075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank <br>Holding Corp.<br>| 3999 | &nbsp;&nbsp;370307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MGIC Investment <br>Corp.<br>| 91916 | &nbsp;&nbsp;2474379 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mid Penn Bancorp, <br>Inc.<br>| 5793 | &nbsp;&nbsp;191111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midland States <br>Bancorp, Inc.<br>| 4157 | &nbsp;&nbsp;94987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MidWestOne Financial <br>Group, Inc.<br>| 1576 | &nbsp;&nbsp;73000 |
|  | MVB Financial Corp. | 4208 | &nbsp;&nbsp;118834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank <br>Holdings Corp., <br>Class A<br>| 12704 | &nbsp;&nbsp;510447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bankshares, <br>Inc.<br>| 1859 | &nbsp;&nbsp;67686 |
|  | Navient Corp. | 40464 | &nbsp;&nbsp;396952 |
|  | NB Bancorp, Inc. | 1281 | &nbsp;&nbsp;27823 |
|  | NBT Bancorp, Inc. | 19343 | &nbsp;&nbsp;859410 |
|  | Nelnet, Inc., Class A | 11758 | &nbsp;&nbsp;1550880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 8811 | &nbsp;&nbsp;106261 |
| \* | NI Holdings, Inc. | 966 | &nbsp;&nbsp;13157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nicolet Bankshares, <br>Inc.<br>| 5082 | &nbsp;&nbsp;741870 |
| \* | NMI Holdings, Inc. | 31403 | &nbsp;&nbsp;1215924 |
|  | Northeast Bank | 3766 | &nbsp;&nbsp;433956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Community <br>Bancorp, Inc.<br>| 5087 | &nbsp;&nbsp;120053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northfield Bancorp, <br>Inc.<br>| 21268 | &nbsp;&nbsp;262022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrim BanCorp, <br>Inc.<br>| 10292 | &nbsp;&nbsp;242480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northwest <br>Bancshares, Inc.<br>| 56017 | &nbsp;&nbsp;721499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwood Financial <br>Corp.<br>| 1470 | &nbsp;&nbsp;$44732 |
|  | Oak Valley Bancorp | 1867 | &nbsp;&nbsp;59651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OceanFirst Financial <br>Corp.<br>| 25645 | &nbsp;&nbsp;480844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Octave Specialty <br>Group, Inc.<br>| 6513 | &nbsp;&nbsp;36929 |
|  | OFG Bancorp | 21588 | &nbsp;&nbsp;869996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohio Valley Banc <br>Corp.<br>| 197 | &nbsp;&nbsp;8107 |
|  | Old National Bancorp | 118603 | &nbsp;&nbsp;2897471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic <br>International Corp.<br>| 42517 | &nbsp;&nbsp;1665391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Second Bancorp, <br>Inc.<br>| 19804 | &nbsp;&nbsp;392911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Holdings, <br>Inc.<br>| 41143 | &nbsp;&nbsp;2696512 |
| \* | Onity Group, Inc. | 3382 | &nbsp;&nbsp;152934 |
|  | OP Bancorp | 4262 | &nbsp;&nbsp;59583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oportun Financial <br>Corp.<br>| 14967 | &nbsp;&nbsp;81121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppenheimer <br>Holdings, Inc., <br>Class A<br>| 3757 | &nbsp;&nbsp;315701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orange County <br>Bancorp, Inc.<br>| 498 | &nbsp;&nbsp;15348 |
|  | Origin Bancorp, Inc. | 10222 | &nbsp;&nbsp;437808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orrstown Financial <br>Services, Inc.<br>| 6818 | &nbsp;&nbsp;245584 |
|  | Park National Corp. | 4842 | &nbsp;&nbsp;788955 |
|  | Parke Bancorp, Inc. | 4963 | &nbsp;&nbsp;135540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pathward Financial, <br>Inc.<br>| 8745 | &nbsp;&nbsp;789586 |
| \* | Paysafe Ltd. | 22709 | &nbsp;&nbsp;155784 |
|  | PCB Bancorp | 5178 | &nbsp;&nbsp;116194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peapack-Gladstone <br>Financial Corp.<br>| 7291 | &nbsp;&nbsp;231271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial <br>Services, Inc.<br>| 15383 | &nbsp;&nbsp;1537069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Bancorp of <br>North Carolina, Inc.<br>| 1852 | &nbsp;&nbsp;67839 |
|  | Peoples Bancorp, Inc. | 15500 | &nbsp;&nbsp;504060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Peoples Financial <br>Services Corp.<br>| 3356 | &nbsp;&nbsp;174848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 30828 | &nbsp;&nbsp;2931435 |
|  | Plumas Bancorp | 212 | &nbsp;&nbsp;10623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ponce Financial <br>Group, Inc.<br>| 8672 | &nbsp;&nbsp;145516 |
|  | Popular, Inc. | 23920 | &nbsp;&nbsp;3194038 |
| \* | PRA Group, Inc. | 9701 | &nbsp;&nbsp;124076 |
|  | Preferred Bank | 5144 | &nbsp;&nbsp;441201 |
|  | Primis Financial Corp. | 8447 | &nbsp;&nbsp;113866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Bancorp, <br>Inc.<br>| 440 | &nbsp;&nbsp;15941 |
| \* | ProAssurance Corp. | 18506 | &nbsp;&nbsp;448215 |
|  | PROG Holdings, Inc. | 6066 | &nbsp;&nbsp;196781 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity <br>Bancshares, Inc.<br>| 34555 | &nbsp;&nbsp;$2384641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Holdings, Inc.<br>| 3183 | &nbsp;&nbsp;51437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Provident Financial <br>Services, Inc.<br>| 50935 | &nbsp;&nbsp;1127701 |
|  | QCR Holdings, Inc. | 7438 | &nbsp;&nbsp;671354 |
|  | Radian Group, Inc. | 30487 | &nbsp;&nbsp;1003022 |
|  | RBB Bancorp | 7237 | &nbsp;&nbsp;150095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red River <br>Bancshares, Inc.<br>| 2489 | &nbsp;&nbsp;206736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Management <br>Corp.<br>| 4452 | &nbsp;&nbsp;164947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 12258 | &nbsp;&nbsp;2485310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 10667 | &nbsp;&nbsp;3004894 |
|  | Renasant Corp. | 34357 | &nbsp;&nbsp;1295602 |
| \* | Repay Holdings Corp. | 20485 | &nbsp;&nbsp;71493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Bancorp, <br>Inc., Class A<br>| 6384 | &nbsp;&nbsp;463542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverview Bancorp, <br>Inc.<br>| 6235 | &nbsp;&nbsp;32235 |
|  | RLI Corp. | 5156 | &nbsp;&nbsp;301265 |
|  | S&T Bancorp, Inc. | 15758 | &nbsp;&nbsp;671921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safety Insurance <br>Group, Inc.<br>| 5028 | &nbsp;&nbsp;395704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seacoast Banking <br>Corp. of Florida<br>| 21439 | &nbsp;&nbsp;716920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Security National <br>Financial Corp., <br>Class A<br>| 6827 | &nbsp;&nbsp;60214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance <br>Group, Inc.<br>| 3331 | &nbsp;&nbsp;280070 |
| \* | Selectquote, Inc. | 6723 | &nbsp;&nbsp;9547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 1363 | &nbsp;&nbsp;111562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shore Bancshares, <br>Inc.<br>| 13172 | &nbsp;&nbsp;249873 |
|  | Sierra Bancorp | 7198 | &nbsp;&nbsp;254881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simmons First <br>National Corp., <br>Class A<br>| 22600 | &nbsp;&nbsp;459458 |
| \* | SiriusPoint Ltd. | 48863 | &nbsp;&nbsp;997294 |
|  | SLM Corp. | 47416 | &nbsp;&nbsp;1287344 |
|  | SmartFinancial, Inc. | 6619 | &nbsp;&nbsp;264230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Plains <br>Financial, Inc.<br>| 4434 | &nbsp;&nbsp;184720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Southern First <br>Bancshares, Inc.<br>| 3195 | &nbsp;&nbsp;175533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Missouri <br>Bancorp, Inc.<br>| 4188 | &nbsp;&nbsp;262043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southside <br>Bancshares, Inc.<br>| 11162 | &nbsp;&nbsp;359305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southstate Bank <br>Corp.<br>| 35905 | &nbsp;&nbsp;3674159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Stellar Bancorp, Inc. | 16646 | &nbsp;&nbsp;$618232 |
| \*†† | Sterling Bancorp, Inc. | 2736 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stewart Information <br>Services Corp.<br>| 9563 | &nbsp;&nbsp;644833 |
|  | Stifel Financial Corp. | 6397 | &nbsp;&nbsp;788750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stock Yards Bancorp, <br>Inc.<br>| 2305 | &nbsp;&nbsp;156025 |
| \* | StoneX Group, Inc. | 8756 | &nbsp;&nbsp;982949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Texas Capital <br>Bancshares, Inc.<br>| 19875 | &nbsp;&nbsp;2010754 |
|  | TFS Financial Corp. | 7575 | &nbsp;&nbsp;106618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Third Coast <br>Bancshares, Inc.<br>| 4612 | &nbsp;&nbsp;187063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timberland Bancorp, <br>Inc.<br>| 3400 | &nbsp;&nbsp;132396 |
|  | Tiptree, Inc. | 18356 | &nbsp;&nbsp;328205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tompkins Financial <br>Corp.<br>| 4656 | &nbsp;&nbsp;373039 |
|  | Towne Bank | 29337 | &nbsp;&nbsp;1026795 |
|  | TriCo Bancshares | 10861 | &nbsp;&nbsp;541095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Financial, <br>Inc.<br>| 5537 | &nbsp;&nbsp;349329 |
|  | TrustCo Bank Corp. | 9640 | &nbsp;&nbsp;418376 |
|  | Trustmark Corp. | 24675 | &nbsp;&nbsp;1049181 |
|  | UMB Financial Corp. | 18276 | &nbsp;&nbsp;2323611 |
| \*†† | Unico American Corp. | 1400 | &nbsp;&nbsp;18 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bancshares, <br>Inc.<br>| 406 | &nbsp;&nbsp;16346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Bankshares, <br>Inc.<br>| 50669 | &nbsp;&nbsp;2144819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Community <br>Banks, Inc.<br>| 43727 | &nbsp;&nbsp;1505521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Fire Group, <br>Inc.<br>| 9971 | &nbsp;&nbsp;358358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Security <br>Bancshares<br>| 4425 | &nbsp;&nbsp;47525 |
|  | Unity Bancorp, Inc. | 3541 | &nbsp;&nbsp;191072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Insurance <br>Holdings, Inc.<br>| 13515 | &nbsp;&nbsp;411532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univest Financial <br>Corp.<br>| 14672 | &nbsp;&nbsp;486230 |
|  | Unum Group | 40414 | &nbsp;&nbsp;3070252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USCB Financial <br>Holdings, Inc.<br>| 744 | &nbsp;&nbsp;14024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valley National <br>Bancorp<br>| 182279 | &nbsp;&nbsp;2271196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Velocity Financial, <br>Inc.<br>| 8940 | &nbsp;&nbsp;181393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Capital <br>Holdings, Inc., <br>Class A<br>| 2887 | &nbsp;&nbsp;203620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia National <br>Bankshares Corp.<br>| 967 | &nbsp;&nbsp;39570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtus Investment <br>Partners, Inc.<br>| 2323 | &nbsp;&nbsp;379230 |
|  | Voya Financial, Inc. | 12991 | &nbsp;&nbsp;995890 |
|  | WaFd, Inc. | 34691 | &nbsp;&nbsp;1131620 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Walker & Dunlop, Inc. | 9337 | &nbsp;&nbsp;$587204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Washington Trust <br>Bancorp, Inc.<br>| 3454 | &nbsp;&nbsp;118714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waterstone Financial, <br>Inc.<br>| 11818 | &nbsp;&nbsp;216151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 57555 | &nbsp;&nbsp;3785392 |
|  | WesBanco, Inc. | 34279 | &nbsp;&nbsp;1209706 |
|  | West BanCorp, Inc. | 6124 | &nbsp;&nbsp;145323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westamerica <br>BanCorp<br>| 7148 | &nbsp;&nbsp;361546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Alliance <br>Bancorp<br>| 20343 | &nbsp;&nbsp;1813578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western New England <br>Bancorp, Inc.<br>| 12440 | &nbsp;&nbsp;167069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westwood Holdings <br>Group, Inc.<br>| 1679 | &nbsp;&nbsp;30743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;White Mountains <br>Insurance Group <br>Ltd.<br>| 936 | &nbsp;&nbsp;1914055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial <br>Corp.<br>| 14533 | &nbsp;&nbsp;2143472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Acceptance <br>Corp.<br>| 2057 | &nbsp;&nbsp;249411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS Financial <br>Corp.<br>| 24195 | &nbsp;&nbsp;1566142 |
|  | Zions Bancorp NA | 51083 | &nbsp;&nbsp;3060383 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;237788864 |
| HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) | HEALTH CARE — (6.5%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare <br>Co., Inc.<br>| 13977 | &nbsp;&nbsp;187851 |
| \* | Accendra Health, Inc. | 10319 | &nbsp;&nbsp;22805 |
|  | Acme United Corp. | 700 | &nbsp;&nbsp;29253 |
| \* | AdaptHealth Corp. | 46339 | &nbsp;&nbsp;465707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addus HomeCare <br>Corp.<br>| 6561 | &nbsp;&nbsp;678932 |
| \* | Align Technology, Inc. | 3871 | &nbsp;&nbsp;631089 |
| \* | Alkermes PLC | 37450 | &nbsp;&nbsp;1269180 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Shared <br>Hospital Services<br>| 400 | &nbsp;&nbsp;848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 2194 | &nbsp;&nbsp;30014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amphastar <br>Pharmaceuticals, <br>Inc.<br>| 9898 | &nbsp;&nbsp;262198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anika Therapeutics, <br>Inc.<br>| 8087 | &nbsp;&nbsp;74643 |
| \* | Astrana Health, Inc. | 4860 | &nbsp;&nbsp;110516 |
| \* | Avanos Medical, Inc. | 19231 | &nbsp;&nbsp;256157 |
| \* | Avantor, Inc. | 101916 | &nbsp;&nbsp;1112923 |
| \* | Azenta, Inc. | 1070 | &nbsp;&nbsp;41602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, <br>Inc.<br>| 10167 | &nbsp;&nbsp;574842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 7867 | &nbsp;&nbsp;$2310538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond <br>Therapeutics, Inc.<br>| 968 | &nbsp;&nbsp;2410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 9418 | &nbsp;&nbsp;369845 |
| \* | CareDx, Inc. | 6421 | &nbsp;&nbsp;131952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Castle Biosciences, <br>Inc.<br>| 4648 | &nbsp;&nbsp;183085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 18173 | &nbsp;&nbsp;441604 |
| \* | Certara, Inc. | 57452 | &nbsp;&nbsp;505003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 13598 | &nbsp;&nbsp;2862107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Community Health <br>Systems, Inc.<br>| 581 | &nbsp;&nbsp;1865 |
|  | CONMED Corp. | 6242 | &nbsp;&nbsp;239630 |
| \* | Cooper Cos., Inc. | 14130 | &nbsp;&nbsp;1149899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cross Country <br>Healthcare, Inc.<br>| 11789 | &nbsp;&nbsp;109873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cumberland <br>Pharmaceuticals, <br>Inc.<br>| 4400 | &nbsp;&nbsp;16500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Definitive Healthcare <br>Corp.<br>| 2269 | &nbsp;&nbsp;5264 |
| \* | DocGo, Inc. | 2287 | &nbsp;&nbsp;1753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 183381 | &nbsp;&nbsp;4415814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emergent <br>BioSolutions, Inc.<br>| 20652 | &nbsp;&nbsp;234194 |
| \* | Enovis Corp. | 22152 | &nbsp;&nbsp;488230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Envista Holdings <br>Corp.<br>| 62090 | &nbsp;&nbsp;1457252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Evolent Health, Inc., <br>Class A<br>| 14736 | &nbsp;&nbsp;47303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fate Therapeutics, <br>Inc.<br>| 17165 | &nbsp;&nbsp;20426 |
| \* | FONAR Corp. | 2833 | &nbsp;&nbsp;52807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulcrum Therapeutics, <br>Inc.<br>| 7844 | &nbsp;&nbsp;84166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Globus Medical, Inc., <br>Class A<br>| 6942 | &nbsp;&nbsp;629501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodRx Holdings, <br>Inc., Class A<br>| 19221 | &nbsp;&nbsp;43632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Biosciences <br>Holdings, Inc.<br>| 8517 | &nbsp;&nbsp;311041 |
| \* | Health Catalyst, Inc. | 18993 | &nbsp;&nbsp;40835 |
|  | HealthStream, Inc. | 13268 | &nbsp;&nbsp;295744 |
| \* | Henry Schein, Inc. | 8775 | &nbsp;&nbsp;662337 |
| \* | Hologic, Inc. | 909 | &nbsp;&nbsp;68111 |
| \* | ICON PLC | 8198 | &nbsp;&nbsp;1477689 |
| \* | ICU Medical, Inc. | 5974 | &nbsp;&nbsp;895503 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 4931 | &nbsp;&nbsp;40730 |
| \* | Innoviva, Inc. | 31928 | &nbsp;&nbsp;638560 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Inogen, Inc. | 3463 | &nbsp;&nbsp;$20432 |
| #\* | Instil Bio, Inc. | 359 | &nbsp;&nbsp;2535 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integer Holdings <br>Corp.<br>| 8566 | &nbsp;&nbsp;744043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Integra LifeSciences <br>Holdings Corp.<br>| 21973 | &nbsp;&nbsp;244779 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;iTeos Therapeutics, <br>Inc.<br>| 12882 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 6519 | &nbsp;&nbsp;1072310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kewaunee Scientific <br>Corp.<br>| 775 | &nbsp;&nbsp;30643 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Kinnate Biopharma, <br>Inc.<br>| 1216 | &nbsp;&nbsp;106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 1208 | &nbsp;&nbsp;80839 |
| \* | LENSAR, Inc. | 1092 | &nbsp;&nbsp;13901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LifeStance Health <br>Group, Inc.<br>| 18036 | &nbsp;&nbsp;127515 |
| \* | LivaNova PLC | 11158 | &nbsp;&nbsp;733192 |
| \* | MaxCyte, Inc. | 9575 | &nbsp;&nbsp;8683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesa Laboratories, <br>Inc.<br>| 770 | &nbsp;&nbsp;60645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 11032 | &nbsp;&nbsp;1981237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National HealthCare <br>Corp.<br>| 6396 | &nbsp;&nbsp;915332 |
| \* | Neogen Corp. | 66505 | &nbsp;&nbsp;679681 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200963D US)<br>| 521 | &nbsp;&nbsp;0 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. <br>(2200964D US)<br>| 521 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OmniAb, Inc. (OABI <br>UQ)<br>| 8389 | &nbsp;&nbsp;15268 |
| \* | Omnicell, Inc. | 13923 | &nbsp;&nbsp;675265 |
| \* | OPKO Health, Inc. | 44822 | &nbsp;&nbsp;56476 |
| \* | OptimizeRx Corp. | 3830 | &nbsp;&nbsp;41211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OraSure <br>Technologies, Inc.<br>| 20317 | &nbsp;&nbsp;56684 |
|  | Organon & Co. | 9894 | &nbsp;&nbsp;84495 |
| \* | OrthoPediatrics Corp. | 2497 | &nbsp;&nbsp;43598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacira BioSciences, <br>Inc.<br>| 6301 | &nbsp;&nbsp;129423 |
| #\*†† | PDL BioPharma, Inc. | 35325 | &nbsp;&nbsp;14836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pediatrix Medical <br>Group, Inc.<br>| 28557 | &nbsp;&nbsp;610549 |
| \* | Pennant Group, Inc. | 8110 | &nbsp;&nbsp;223998 |
|  | Perrigo Co. PLC | 52129 | &nbsp;&nbsp;740753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Consumer <br>Healthcare, Inc.<br>| 13789 | &nbsp;&nbsp;888977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Puma Biotechnology, <br>Inc.<br>| 18806 | &nbsp;&nbsp;121863 |
| \* | QuidelOrtho Corp. | 20586 | &nbsp;&nbsp;559322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quipt Home Medical <br>Corp.<br>| 4730 | &nbsp;&nbsp;16886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RAPT Therapeutics, <br>Inc.<br>| 269 | &nbsp;&nbsp;15516 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Revvity, Inc. | 25175 | &nbsp;&nbsp;$2739040 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sage Therapeutics, <br>Inc.<br>| 8633 | &nbsp;&nbsp;1554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Select Medical <br>Holdings Corp.<br>| 37390 | &nbsp;&nbsp;562719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 20350 | &nbsp;&nbsp;136345 |
| \* | Simulations Plus, Inc. | 2584 | &nbsp;&nbsp;43644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 19744 | &nbsp;&nbsp;950871 |
| \* | Surgery Partners, Inc. | 33855 | &nbsp;&nbsp;503085 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 8554 | &nbsp;&nbsp;246868 |
| \* | Teladoc Health, Inc. | 50151 | &nbsp;&nbsp;273323 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Third Harmonic Bio, <br>Inc.<br>| 2917 | &nbsp;&nbsp;88 |
| \* | TruBridge, Inc. | 5730 | &nbsp;&nbsp;110875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical <br>Therapy, Inc.<br>| 2023 | &nbsp;&nbsp;169669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 17716 | &nbsp;&nbsp;3565522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Medical <br>Products, Inc.<br>| 1014 | &nbsp;&nbsp;61915 |
| \* | Varex Imaging Corp. | 6036 | &nbsp;&nbsp;84142 |
| \* | Veracyte, Inc. | 28445 | &nbsp;&nbsp;1083186 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Verve Therapeutics, <br>Inc.<br>| 10185 | &nbsp;&nbsp;20166 |
|  | Viatris, Inc. | 430488 | &nbsp;&nbsp;5635088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vistagen <br>Therapeutics, Inc.<br>| 250 | &nbsp;&nbsp;140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Voyager Therapeutics, <br>Inc.<br>| 1824 | &nbsp;&nbsp;7114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Waystar Holding <br>Corp.<br>| 2240 | &nbsp;&nbsp;59494 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;53249604 |
| INDUSTRIALS — (16.6%) | INDUSTRIALS — (16.6%) | INDUSTRIALS — (16.6%) | INDUSTRIALS — (16.6%) |
| \* | AAR Corp. | 13656 | &nbsp;&nbsp;1446307 |
|  | ABM Industries, Inc. | 26571 | &nbsp;&nbsp;1223329 |
|  | ACCO Brands Corp. | 38191 | &nbsp;&nbsp;149327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aebi Schmidt Holding <br>AG<br>| 13318 | &nbsp;&nbsp;194976 |
| \* | AerSale Corp. | 13811 | &nbsp;&nbsp;103444 |
|  | AGCO Corp. | 23289 | &nbsp;&nbsp;2641205 |
|  | Air Lease Corp. | 16495 | &nbsp;&nbsp;1066072 |
|  | Alamo Group, Inc. | 4918 | &nbsp;&nbsp;960535 |
| \* | Alaska Air Group, Inc. | 47612 | &nbsp;&nbsp;2420118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albany International <br>Corp., Class A<br>| 6537 | &nbsp;&nbsp;362738 |
|  | Alight, Inc., Class A | 199773 | &nbsp;&nbsp;305653 |
| \* | Allegiant Travel Co. | 7373 | &nbsp;&nbsp;653469 |
|  | Allient, Inc. | 5818 | &nbsp;&nbsp;354956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 58452 | &nbsp;&nbsp;2091413 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ameresco, Inc., <br>Class A<br>| 10563 | &nbsp;&nbsp;$331044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Woodmark <br>Corp.<br>| 8096 | &nbsp;&nbsp;480821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apogee Enterprises, <br>Inc.<br>| 9656 | &nbsp;&nbsp;358527 |
|  | ArcBest Corp. | 10750 | &nbsp;&nbsp;969865 |
|  | Arcosa, Inc. | 11075 | &nbsp;&nbsp;1267755 |
|  | Astec Industries, Inc. | 11802 | &nbsp;&nbsp;574993 |
| \* | Asure Software, Inc. | 9877 | &nbsp;&nbsp;95017 |
|  | Atkore, Inc. | 10631 | &nbsp;&nbsp;738323 |
|  | AZZ, Inc. | 8743 | &nbsp;&nbsp;1086667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BlueLinx Holdings, <br>Inc.<br>| 4368 | &nbsp;&nbsp;303838 |
|  | Boise Cascade Co. | 15348 | &nbsp;&nbsp;1240272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bowman Consulting <br>Group Ltd.<br>| 3712 | &nbsp;&nbsp;129289 |
|  | Brady Corp., Class A | 9377 | &nbsp;&nbsp;810829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightView Holdings, <br>Inc.<br>| 37081 | &nbsp;&nbsp;495402 |
| \* | Broadwind, Inc. | 4795 | &nbsp;&nbsp;14385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 34498 | &nbsp;&nbsp;3946571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 2645 | &nbsp;&nbsp;1641434 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CDLR <br>US), ADR<br>| 434 | &nbsp;&nbsp;10373 |
| \* | Chart Industries, Inc. | 3943 | &nbsp;&nbsp;817542 |
|  | Civeo Corp. | 5078 | &nbsp;&nbsp;128575 |
| \* | Clarivate PLC | 211914 | &nbsp;&nbsp;561572 |
|  | CNH Industrial NV | 355236 | &nbsp;&nbsp;3822339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Columbus McKinnon <br>Corp.<br>| 10024 | &nbsp;&nbsp;211306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CompX International, <br>Inc.<br>| 200 | &nbsp;&nbsp;4660 |
| # | Concentrix Corp. | 22926 | &nbsp;&nbsp;856286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Concrete Pumping <br>Holdings, Inc.<br>| 19609 | &nbsp;&nbsp;113340 |
| \* | Conduent, Inc. | 73686 | &nbsp;&nbsp;102424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copa Holdings SA, <br>Class A<br>| 9725 | &nbsp;&nbsp;1326490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Costamare Bulkers <br>Holdings Ltd.<br>| 6283 | &nbsp;&nbsp;103858 |
|  | Costamare, Inc. | 50905 | &nbsp;&nbsp;854186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Covenant Logistics <br>Group, Inc.<br>| 8598 | &nbsp;&nbsp;211511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Custom Truck One <br>Source, Inc.<br>| 48874 | &nbsp;&nbsp;308884 |
|  | Deluxe Corp. | 18257 | &nbsp;&nbsp;481985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribution Solutions <br>Group, Inc.<br>| 5134 | &nbsp;&nbsp;145754 |
| \* | DLH Holdings Corp. | 5758 | &nbsp;&nbsp;32878 |
| \* | DNOW, Inc. | 77054 | &nbsp;&nbsp;1170450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 4567 | &nbsp;&nbsp;172085 |
| \* | DXP Enterprises, Inc. | 5810 | &nbsp;&nbsp;755590 |
|  | Eastern Co. | 2426 | &nbsp;&nbsp;45366 |
|  | EnerSys | 11743 | &nbsp;&nbsp;2115971 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ennis, Inc. | 13134 | &nbsp;&nbsp;$255982 |
|  | Enpro, Inc. | 3721 | &nbsp;&nbsp;888500 |
| \* | Enviri Corp. | 25137 | &nbsp;&nbsp;475592 |
|  | Esab Corp. | 99 | &nbsp;&nbsp;11989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 636 | &nbsp;&nbsp;33625 |
| \* | First Advantage Corp. | 11337 | &nbsp;&nbsp;153050 |
|  | Flowserve Corp. | 7371 | &nbsp;&nbsp;576044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forrester Research, <br>Inc.<br>| 448 | &nbsp;&nbsp;3633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 45220 | &nbsp;&nbsp;2446402 |
| \* | FTI Consulting, Inc. | 6631 | &nbsp;&nbsp;1158237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gates Industrial Corp. <br>PLC<br>| 46231 | &nbsp;&nbsp;1064238 |
|  | GATX Corp. | 8844 | &nbsp;&nbsp;1608812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genco Shipping & <br>Trading Ltd.<br>| 19455 | &nbsp;&nbsp;406609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gencor Industries, <br>Inc.<br>| 4211 | &nbsp;&nbsp;60386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 4223 | &nbsp;&nbsp;709633 |
|  | Genpact Ltd. | 51041 | &nbsp;&nbsp;2250908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gibraltar Industries, <br>Inc.<br>| 10762 | &nbsp;&nbsp;551660 |
|  | Global Industrial Co. | 484 | &nbsp;&nbsp;14791 |
|  | Gorman-Rupp Co. | 8971 | &nbsp;&nbsp;488830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Great Lakes Dredge & <br>Dock Corp.<br>| 29793 | &nbsp;&nbsp;446299 |
|  | Greenbrier Cos., Inc. | 14971 | &nbsp;&nbsp;754838 |
| \* | GXO Logistics, Inc. | 28447 | &nbsp;&nbsp;1609816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hayward Holdings, <br>Inc.<br>| 54738 | &nbsp;&nbsp;883471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Services <br>Group, Inc.<br>| 17705 | &nbsp;&nbsp;333208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Express, <br>Inc.<br>| 31759 | &nbsp;&nbsp;320448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helios Technologies, <br>Inc.<br>| 11328 | &nbsp;&nbsp;733828 |
|  | Herc Holdings, Inc. | 9132 | &nbsp;&nbsp;1308981 |
|  | Hexcel Corp. | 453 | &nbsp;&nbsp;37513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hillman Solutions <br>Corp.<br>| 62466 | &nbsp;&nbsp;585306 |
|  | HNI Corp. | 20302 | &nbsp;&nbsp;970233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hub Group, Inc., <br>Class A<br>| 24442 | &nbsp;&nbsp;1162950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Technologies, <br>Inc.<br>| 18401 | &nbsp;&nbsp;131935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 1385 | &nbsp;&nbsp;582406 |
| \* | Hurco Cos., Inc. | 1598 | &nbsp;&nbsp;26431 |
|  | Hyster-Yale, Inc. | 5536 | &nbsp;&nbsp;185179 |
| \* | IBEX Holdings Ltd. | 2821 | &nbsp;&nbsp;104941 |
|  | ICF International, Inc. | 6316 | &nbsp;&nbsp;588967 |
|  | IDEX Corp. | 4420 | &nbsp;&nbsp;877591 |
|  | Insteel Industries, Inc. | 8640 | &nbsp;&nbsp;286330 |
|  | Interface, Inc. | 17456 | &nbsp;&nbsp;549340 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Janus International <br>Group, Inc.<br>| 36883 | &nbsp;&nbsp;$253017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JELD-WEN Holding, <br>Inc.<br>| 30555 | &nbsp;&nbsp;83110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kelly Services, Inc., <br>Class A<br>| 5929 | &nbsp;&nbsp;63974 |
|  | Kennametal, Inc. | 31848 | &nbsp;&nbsp;1095253 |
| \* | Kirby Corp. | 11479 | &nbsp;&nbsp;1350619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 59207 | &nbsp;&nbsp;3262306 |
|  | Korn Ferry | 19663 | &nbsp;&nbsp;1365989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L.B. Foster Co., <br>Class A<br>| 4474 | &nbsp;&nbsp;134444 |
|  | Lindsay Corp. | 1078 | &nbsp;&nbsp;135041 |
|  | LSI Industries, Inc. | 11991 | &nbsp;&nbsp;265121 |
|  | Luxfer Holdings PLC | 11001 | &nbsp;&nbsp;166555 |
| \* | Manitowoc Co., Inc. | 15671 | &nbsp;&nbsp;202469 |
|  | ManpowerGroup, Inc. | 11535 | &nbsp;&nbsp;419067 |
|  | Marten Transport Ltd. | 32026 | &nbsp;&nbsp;393920 |
| \* | Masterbrand, Inc. | 47071 | &nbsp;&nbsp;570501 |
|  | Matson, Inc. | 12428 | &nbsp;&nbsp;1992208 |
|  | Maximus, Inc. | 15385 | &nbsp;&nbsp;1452959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayville Engineering <br>Co., Inc.<br>| 7956 | &nbsp;&nbsp;155938 |
|  | McGrath RentCorp | 7033 | &nbsp;&nbsp;785516 |
| \* | Middleby Corp. | 3224 | &nbsp;&nbsp;474476 |
|  | Miller Industries, Inc. | 5647 | &nbsp;&nbsp;231358 |
|  | MillerKnoll, Inc. | 26723 | &nbsp;&nbsp;536598 |
| \* | Mistras Group, Inc. | 13414 | &nbsp;&nbsp;189674 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montrose <br>Environmental <br>Group, Inc.<br>| 3216 | &nbsp;&nbsp;71652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 5851 | &nbsp;&nbsp;493473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Presto <br>Industries, Inc.<br>| 3077 | &nbsp;&nbsp;392010 |
|  | NL Industries, Inc. | 7073 | &nbsp;&nbsp;43004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NPK International, <br>Inc.<br>| 33961 | &nbsp;&nbsp;469001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NWPX Infrastructure, <br>Inc.<br>| 5166 | &nbsp;&nbsp;348447 |
| \* | OPENLANE, Inc. | 45225 | &nbsp;&nbsp;1358559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orion Group Holdings, <br>Inc.<br>| 16682 | &nbsp;&nbsp;203854 |
|  | Oshkosh Corp. | 16665 | &nbsp;&nbsp;2396760 |
|  | Owens Corning | 22565 | &nbsp;&nbsp;2704190 |
| \* | PAMT Corp. | 7251 | &nbsp;&nbsp;78673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pangaea Logistics <br>Solutions Ltd.<br>| 24864 | &nbsp;&nbsp;210847 |
|  | Park Aerospace Corp. | 886 | &nbsp;&nbsp;21698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Park-Ohio Holdings <br>Corp.<br>| 5200 | &nbsp;&nbsp;117312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 2191 | &nbsp;&nbsp;63276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Preformed Line <br>Products Co.<br>| 2266 | &nbsp;&nbsp;568630 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Proto Labs, Inc. | 10030 | &nbsp;&nbsp;$528079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quanex Building <br>Products Corp.<br>| 4455 | &nbsp;&nbsp;83398 |
| \* | Radiant Logistics, Inc. | 25143 | &nbsp;&nbsp;169212 |
|  | Regal Rexnord Corp. | 20071 | &nbsp;&nbsp;3241466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Resideo Technologies, <br>Inc.<br>| 59091 | &nbsp;&nbsp;2024458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resources <br>Connection, Inc.<br>| 2005 | &nbsp;&nbsp;9083 |
|  | Robert Half, Inc. | 15388 | &nbsp;&nbsp;532579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHA US), <br>Class A<br>| 26791 | &nbsp;&nbsp;1719714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. <br>(RUSHB US), <br>Class B<br>| 4596 | &nbsp;&nbsp;271210 |
|  | Ryder System, Inc. | 14052 | &nbsp;&nbsp;2687867 |
| \* | Saia, Inc. | 3449 | &nbsp;&nbsp;1154967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schneider National, <br>Inc., Class B<br>| 34350 | &nbsp;&nbsp;921954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 10937 | &nbsp;&nbsp;1112949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 53153 | &nbsp;&nbsp;1838562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shoals Technologies <br>Group, Inc., <br>Class A<br>| 22326 | &nbsp;&nbsp;210757 |
| \* | SkyWest, Inc. | 19405 | &nbsp;&nbsp;1872971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 1299 | &nbsp;&nbsp;311760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 36914 | &nbsp;&nbsp;2903655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Equity Holdings, <br>Inc.<br>| 430 | &nbsp;&nbsp;4416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Country Airlines <br>Holdings, Inc.<br>| 21261 | &nbsp;&nbsp;372918 |
| \* | TaskUS, Inc., Class A | 1439 | &nbsp;&nbsp;15541 |
| \* | Taylor Devices, Inc. | 932 | &nbsp;&nbsp;67794 |
|  | Tecnoglass, Inc. | 9146 | &nbsp;&nbsp;447331 |
|  | Tennant Co. | 2245 | &nbsp;&nbsp;170822 |
|  | Terex Corp. | 22494 | &nbsp;&nbsp;1282158 |
|  | Textron, Inc. | 15567 | &nbsp;&nbsp;1370830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermon Group <br>Holdings, Inc.<br>| 15028 | &nbsp;&nbsp;680017 |
| \* | TIC Solutions, Inc. | 23339 | &nbsp;&nbsp;235724 |
|  | Timken Co. | 17243 | &nbsp;&nbsp;1606875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Titan International, <br>Inc.<br>| 28532 | &nbsp;&nbsp;272195 |
| \* | Titan Machinery, Inc. | 3832 | &nbsp;&nbsp;62347 |
| \* | Transcat, Inc. | 1490 | &nbsp;&nbsp;89862 |
|  | Trinity Industries, Inc. | 38005 | &nbsp;&nbsp;1092264 |
| \* | TrueBlue, Inc. | 4381 | &nbsp;&nbsp;23482 |
| \* | TTEC Holdings, Inc. | 9258 | &nbsp;&nbsp;29533 |
|  | Tutor Perini Corp. | 4166 | &nbsp;&nbsp;328656 |
|  | Twin Disc, Inc. | 5122 | &nbsp;&nbsp;88047 |
|  | UFP Industries, Inc. | 9267 | &nbsp;&nbsp;957096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 6327 | &nbsp;&nbsp;357792 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 40104 | &nbsp;&nbsp;$2057736 |
| \* | Ultralife Corp. | 7629 | &nbsp;&nbsp;48673 |
|  | UniFirst Corp. | 5587 | &nbsp;&nbsp;1201205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Logistics <br>Holdings, Inc.<br>| 9576 | &nbsp;&nbsp;153312 |
| \* | V2X, Inc. | 9665 | &nbsp;&nbsp;665242 |
|  | Vestis Corp. | 37938 | &nbsp;&nbsp;247735 |
|  | Virco Mfg. Corp. | 6012 | &nbsp;&nbsp;42024 |
| \* | VirTra, Inc. | 4692 | &nbsp;&nbsp;22005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wabash National <br>Corp.<br>| 11283 | &nbsp;&nbsp;114297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Werner Enterprises, <br>Inc.<br>| 25671 | &nbsp;&nbsp;879232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 18721 | &nbsp;&nbsp;5418419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Lease Finance <br>Corp.<br>| 2750 | &nbsp;&nbsp;501270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 1544 | &nbsp;&nbsp;30926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington <br>Enterprises, Inc.<br>| 14362 | &nbsp;&nbsp;798096 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;136902943 |
| INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) | INFORMATION TECHNOLOGY — (6.6%) |
| \* | 8x8, Inc. | 13235 | &nbsp;&nbsp;21970 |
| \* | 908 Devices, Inc. | 3450 | &nbsp;&nbsp;21770 |
| \* | ACI Worldwide, Inc. | 7286 | &nbsp;&nbsp;315921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 37354 | &nbsp;&nbsp;3628941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha & Omega <br>Semiconductor Ltd.<br>| 11413 | &nbsp;&nbsp;252227 |
|  | Amdocs Ltd. | 25002 | &nbsp;&nbsp;2048664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 91047 | &nbsp;&nbsp;4400302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arrow Electronics, <br>Inc.<br>| 22015 | &nbsp;&nbsp;2916767 |
| \* | ASGN, Inc. | 12916 | &nbsp;&nbsp;672794 |
| \* | AstroNova, Inc. | 1475 | &nbsp;&nbsp;13408 |
| \* | Aviat Networks, Inc. | 3388 | &nbsp;&nbsp;73892 |
|  | Avnet, Inc. | 38757 | &nbsp;&nbsp;2418049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 3566 | &nbsp;&nbsp;314058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark <br>Electronics, Inc.<br>| 17302 | &nbsp;&nbsp;902126 |
| \* | Cerence, Inc. | 7784 | &nbsp;&nbsp;88193 |
| \* | Cirrus Logic, Inc. | 9180 | &nbsp;&nbsp;1196521 |
| \* | Cleanspark, Inc. | 52570 | &nbsp;&nbsp;622429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 366 | &nbsp;&nbsp;7818 |
|  | Crane NXT Co. | 10316 | &nbsp;&nbsp;521164 |
| \* | Crexendo, Inc. | 6602 | &nbsp;&nbsp;46214 |
|  | CTS Corp. | 10967 | &nbsp;&nbsp;563813 |
| \* | Daktronics, Inc. | 18881 | &nbsp;&nbsp;437095 |
| \* | Diebold Nixdorf, Inc. | 4839 | &nbsp;&nbsp;333939 |
| #\* | Digi International, Inc. | 15127 | &nbsp;&nbsp;651520 |
| \* | Diodes, Inc. | 14981 | &nbsp;&nbsp;886725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 1125 | &nbsp;&nbsp;$72214 |
| \* | DXC Technology Co. | 71222 | &nbsp;&nbsp;1027733 |
| \* | EPAM Systems, Inc. | 1687 | &nbsp;&nbsp;351908 |
|  | ePlus, Inc. | 9534 | &nbsp;&nbsp;818113 |
| \* | Globant SA | 704 | &nbsp;&nbsp;47084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grid Dynamics <br>Holdings, Inc.<br>| 7176 | &nbsp;&nbsp;59346 |
| \* | Harmonic, Inc. | 15234 | &nbsp;&nbsp;148075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;I3 Verticals, Inc., <br>Class A<br>| 744 | &nbsp;&nbsp;16524 |
| \* | Ichor Holdings Ltd. | 2304 | &nbsp;&nbsp;69903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 22129 | &nbsp;&nbsp;123259 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insight Enterprises, <br>Inc.<br>| 3926 | &nbsp;&nbsp;329863 |
| \* | inTEST Corp. | 4702 | &nbsp;&nbsp;43023 |
| \* | IPG Photonics Corp. | 12719 | &nbsp;&nbsp;1175363 |
| \* | Itron, Inc. | 5264 | &nbsp;&nbsp;521557 |
| \* | Key Tronic Corp. | 2718 | &nbsp;&nbsp;7692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kimball Electronics, <br>Inc.<br>| 12465 | &nbsp;&nbsp;376568 |
| \* | Knowles Corp. | 42523 | &nbsp;&nbsp;1030758 |
| \* | KVH Industries, Inc. | 5068 | &nbsp;&nbsp;33854 |
|  | Littelfuse, Inc. | 650 | &nbsp;&nbsp;210444 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LiveRamp Holdings, <br>Inc.<br>| 22217 | &nbsp;&nbsp;540984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methode Electronics, <br>Inc.<br>| 7493 | &nbsp;&nbsp;59869 |
| \* | Mitek Systems, Inc. | 13497 | &nbsp;&nbsp;135240 |
| \* | N-able, Inc. | 28017 | &nbsp;&nbsp;170063 |
| \* | nCino, Inc. | 5780 | &nbsp;&nbsp;123403 |
| \* | NCR Voyix Corp. | 34016 | &nbsp;&nbsp;337439 |
| \* | NETGEAR, Inc. | 4799 | &nbsp;&nbsp;100347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NetScout Systems, <br>Inc.<br>| 33146 | &nbsp;&nbsp;921790 |
| \* | ON24, Inc. | 11794 | &nbsp;&nbsp;93998 |
|  | OneSpan, Inc. | 5979 | &nbsp;&nbsp;70433 |
| \* | Optical Cable Corp. | 1026 | &nbsp;&nbsp;5058 |
|  | PC Connection, Inc. | 11579 | &nbsp;&nbsp;680961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 17232 | &nbsp;&nbsp;331027 |
| \* | Photronics, Inc. | 26902 | &nbsp;&nbsp;930002 |
| \* | Plexus Corp. | 11553 | &nbsp;&nbsp;2302860 |
| \* | Powerfleet, Inc. NJ | 21183 | &nbsp;&nbsp;108245 |
| \* | Qorvo, Inc. | 4894 | &nbsp;&nbsp;382270 |
| \* | RF Industries Ltd. | 681 | &nbsp;&nbsp;6647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ribbon <br>Communications, <br>Inc.<br>| 58517 | &nbsp;&nbsp;153315 |
| \* | Rogers Corp. | 372 | &nbsp;&nbsp;36173 |
| \* | Sanmina Corp. | 11077 | &nbsp;&nbsp;1569389 |
| \* | ScanSource, Inc. | 12586 | &nbsp;&nbsp;541072 |
| \*†† | Silicon Graphics, Inc. | 137 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 8332 | &nbsp;&nbsp;464592 |
|  | TD SYNNEX Corp. | 31625 | &nbsp;&nbsp;5017939 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 49290 | &nbsp;&nbsp;$4840278 |
| \* | Turtle Beach Corp. | 3075 | &nbsp;&nbsp;36777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeco Instruments, <br>Inc.<br>| 18658 | &nbsp;&nbsp;582689 |
| \* | Viasat, Inc. | 41319 | &nbsp;&nbsp;1866379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishay <br>Intertechnology, <br>Inc.<br>| 46985 | &nbsp;&nbsp;946748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vishay Precision <br>Group, Inc.<br>| 5304 | &nbsp;&nbsp;265624 |
| # | Xerox Holdings Corp. | 69361 | &nbsp;&nbsp;151901 |
| \* | Xperi, Inc. | 402 | &nbsp;&nbsp;2275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 2993 | &nbsp;&nbsp;703295 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;54298683 |
| MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) |
|  | AdvanSix, Inc. | 11018 | &nbsp;&nbsp;174525 |
|  | Alcoa Corp. | 99332 | &nbsp;&nbsp;5643051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Metallurgical <br>Resources, Inc.<br>| 5153 | &nbsp;&nbsp;1081099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Vanguard <br>Corp.<br>| 3038 | &nbsp;&nbsp;15433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ampco-Pittsburgh <br>Corp.<br>| 4848 | &nbsp;&nbsp;27003 |
|  | AptarGroup, Inc. | 17281 | &nbsp;&nbsp;2159261 |
| \* | Arq, Inc. | 9532 | &nbsp;&nbsp;33934 |
| \* | Ascent Industries Co. | 1003 | &nbsp;&nbsp;16259 |
|  | Ashland, Inc. | 19726 | &nbsp;&nbsp;1206442 |
| \* | Aspen Aerogels, Inc. | 8603 | &nbsp;&nbsp;28992 |
|  | Avient Corp. | 32698 | &nbsp;&nbsp;1182033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 83246 | &nbsp;&nbsp;2795401 |
|  | Ball Corp. | 103615 | &nbsp;&nbsp;5892585 |
|  | Cabot Corp. | 9219 | &nbsp;&nbsp;665520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 4337 | &nbsp;&nbsp;119007 |
|  | Celanese Corp. | 10325 | &nbsp;&nbsp;458843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries <br>Holdings, Inc.<br>| 60863 | &nbsp;&nbsp;5674257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Clearwater Paper <br>Corp.<br>| 8054 | &nbsp;&nbsp;135468 |
| \* | Coeur Mining, Inc. | 20488 | &nbsp;&nbsp;418775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Metals <br>Co.<br>| 43495 | &nbsp;&nbsp;3343461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core Molding <br>Technologies, Inc.<br>| 2490 | &nbsp;&nbsp;48605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 34947 | &nbsp;&nbsp;2422526 |
| \* | Ecovyst, Inc. | 49810 | &nbsp;&nbsp;528484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 56703 | &nbsp;&nbsp;1650057 |
|  | Ferroglobe PLC | 11724 | &nbsp;&nbsp;55689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flexible Solutions <br>International, Inc.<br>| 572 | &nbsp;&nbsp;3300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Fortitude Gold Corp. | 5267 | &nbsp;&nbsp;$29021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedman Industries, <br>Inc.<br>| 2766 | &nbsp;&nbsp;54297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>Holding Co.<br>| 126030 | &nbsp;&nbsp;1846339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF US), <br>Class A<br>| 11043 | &nbsp;&nbsp;779857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greif, Inc. (GEF/B <br>US), Class B<br>| 4694 | &nbsp;&nbsp;390447 |
|  | HB Fuller Co. | 15322 | &nbsp;&nbsp;920852 |
|  | Innospec, Inc. | 8920 | &nbsp;&nbsp;728942 |
| \* | Intrepid Potash, Inc. | 5633 | &nbsp;&nbsp;184988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum <br>Corp.<br>| 5735 | &nbsp;&nbsp;703226 |
| \* | Knife River Corp. | 6059 | &nbsp;&nbsp;406983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koppers Holdings, <br>Inc.<br>| 8891 | &nbsp;&nbsp;261929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kronos Worldwide, <br>Inc.<br>| 26148 | &nbsp;&nbsp;137277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 1304 | &nbsp;&nbsp;109197 |
| \* | LSB Industries, Inc. | 21756 | &nbsp;&nbsp;202113 |
|  | Materion Corp. | 7852 | &nbsp;&nbsp;1085775 |
|  | Mativ Holdings, Inc. | 24035 | &nbsp;&nbsp;289622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercer International, <br>Inc.<br>| 29584 | &nbsp;&nbsp;60056 |
| \* | Metallus, Inc. | 18621 | &nbsp;&nbsp;371489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minerals <br>Technologies, Inc.<br>| 12867 | &nbsp;&nbsp;846134 |
|  | Mosaic Co. | 107035 | &nbsp;&nbsp;2943462 |
|  | Myers Industries, Inc. | 15012 | &nbsp;&nbsp;310298 |
|  | Nexa Resources SA | 11281 | &nbsp;&nbsp;142253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Technologies <br>International Corp.<br>| 1645 | &nbsp;&nbsp;14904 |
| \* | O-I Glass, Inc. | 54397 | &nbsp;&nbsp;831186 |
|  | Olin Corp. | 41223 | &nbsp;&nbsp;857851 |
|  | Olympic Steel, Inc. | 5630 | &nbsp;&nbsp;270747 |
|  | Orion SA | 23665 | &nbsp;&nbsp;146250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quaker Chemical <br>Corp.<br>| 5221 | &nbsp;&nbsp;802677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METC US), <br>Class A<br>| 2201 | &nbsp;&nbsp;42941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rayonier Advanced <br>Materials, Inc.<br>| 24325 | &nbsp;&nbsp;188762 |
|  | Reliance, Inc. | 1541 | &nbsp;&nbsp;507759 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Resolute Forest <br>Products, Inc.<br>| 24714 | &nbsp;&nbsp;6581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryerson Holding <br>Corp.<br>| 13230 | &nbsp;&nbsp;373351 |
|  | Silgan Holdings, Inc. | 45533 | &nbsp;&nbsp;1964749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 35613 | &nbsp;&nbsp;2199815 |
|  | Sonoco Products Co. | 22495 | &nbsp;&nbsp;1079760 |
|  | Stepan Co. | 8887 | &nbsp;&nbsp;511980 |
|  | SunCoke Energy, Inc. | 40627 | &nbsp;&nbsp;319328 |
|  | Sylvamo Corp. | 8008 | &nbsp;&nbsp;391912 |
| \* | Tredegar Corp. | 13536 | &nbsp;&nbsp;115733 |

---

------

**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | TriMas Corp. | 15505 | &nbsp;&nbsp;$539109 |
|  | Tronox Holdings PLC | 32289 | &nbsp;&nbsp;195671 |
|  | Warrior Met Coal, Inc. | 6098 | &nbsp;&nbsp;544551 |
|  | Westlake Corp. | 6045 | &nbsp;&nbsp;479489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worthington Steel, <br>Inc.<br>| 17930 | &nbsp;&nbsp;721324 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;61690997 |
| REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) |
| \* | AMREP Corp. | 1949 | &nbsp;&nbsp;40500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 64625 | &nbsp;&nbsp;809105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cushman & Wakefield <br>Ltd.<br>| 91595 | &nbsp;&nbsp;1505822 |
| \* | Forestar Group, Inc. | 19031 | &nbsp;&nbsp;495187 |
| \* | FRP Holdings, Inc. | 7960 | &nbsp;&nbsp;190324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Howard Hughes <br>Holdings, Inc.<br>| 17853 | &nbsp;&nbsp;1457876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 6243 | &nbsp;&nbsp;2234432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kennedy-Wilson <br>Holdings, Inc.<br>| 46092 | &nbsp;&nbsp;454006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcus & Millichap, <br>Inc.<br>| 2361 | &nbsp;&nbsp;64219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 33463 | &nbsp;&nbsp;596645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RE/MAX Holdings, <br>Inc., Class A<br>| 9594 | &nbsp;&nbsp;74642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RMR Group, Inc., <br>Class A<br>| 3378 | &nbsp;&nbsp;51177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seaport Entertainment <br>Group, Inc.<br>| 3608 | &nbsp;&nbsp;68155 |
| \* | Star Holdings | 667 | &nbsp;&nbsp;5216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stratus Properties, <br>Inc.<br>| 1490 | &nbsp;&nbsp;44208 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Tejon Ranch Co. | 8091 | &nbsp;&nbsp;$130184 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;8221698 |
| UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) | UTILITIES — (0.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MDU Resources <br>Group, Inc.<br>| 65321 | &nbsp;&nbsp;1339734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Montauk Renewables, <br>Inc.<br>| 16153 | &nbsp;&nbsp;28106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Jersey <br>Resources Corp.<br>| 28127 | &nbsp;&nbsp;1391724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 8360 | &nbsp;&nbsp;1044498 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;3804062 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($628654376) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($628654376) |  | &nbsp;&nbsp;806567745 |

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

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| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 2344730 | &nbsp;&nbsp;2344730 |
| SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) | SECURITIES LENDING COLLATERAL — (1.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 1269147 | &nbsp;&nbsp;14680220 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $645,679,236)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $645,679,236)^^ |  | &nbsp;&nbsp;$823592695 |

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Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$15467886 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$15467886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;109551813 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;109551813 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;50564823 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;50564823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;75026372 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75026372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;237788846 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$18 | &nbsp;&nbsp;&nbsp;237788864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;53212854 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36750 | &nbsp;&nbsp;&nbsp;53249604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;136902943 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;136902943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;54298683 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54298683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;61684416 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;61690997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;8221698 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8221698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;3804062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3804062 |

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**Dimensional VA U.S. Targeted Value Portfolio**

**CONTINUED**

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$2344730 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2344730 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$14680220 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14680220 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$808869126 | &nbsp;&nbsp;&nbsp;$14680220 | &nbsp;&nbsp;&nbsp;$43,349˂˃ | &nbsp;&nbsp;&nbsp;$823592695 |

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

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| | |
|:---|:---|
| ˂˃ | &nbsp;&nbsp;A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br>and/or end of the reporting period in relation to net assets.<br>|

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**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At January 31, 2026, the Fund consisted of one hundred and three operational portfolios, (the "Portfolios") all of which are included in this document. The Fund's advisor is Dimensional Fund Advisors LP (the "Advisor"). Some of the portfolios of the Fund are feeder funds in a master-feeder structure. The master funds are part of other entities that are also managed by the Advisor. The Schedules of Investments for the master funds have been included in this document.

**SECURITY VALUATION**

The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

The Funds of Funds (International Small Company Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, Selectively Hedged Global Equity Portfolio, Dimensional Retirement Income Fund, Dimensional 2045 Target Date Retirement Income Fund, Dimensional 2050 Target Date Retirement Income Fund, Dimensional 2055 Target Date Retirement Income Fund, Dimensional 2060 Target Date Retirement Income Fund, Dimensional 2065 Target Date Retirement Income Fund, Dimensional 2070 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios' investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, and U.S. High Relative Profitability Portfolio) and the International Equity Portfolios (Large Cap International Portfolio, International Core Equity 2 Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Targeted Value Portfolio, World ex U.S. Core Equity Portfolio, Emerging Markets Core Equity 2 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, VA International Value Portfolio, VA International Small Portfolio, International Large Cap Growth Portfolio, International Small Cap Growth Portfolio, International High Relative Profitability Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Emerging Markets Targeted Value Portfolio and Dimensional World

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ex U.S. Sustainability Targeted Value Portfolio), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by Enhanced U.S. Large Company Portfolio, DFA Commodity Strategy Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio), DFA Intermediate Government Fixed Income Portfolio), DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Investment Grade Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA Intermediate-Term Municipal Bond Portfolio, DFA Selective State Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA California Intermediate-Term Municipal Bond Portfolio, DFA NY Municipal Bond Fund, DFA Short-Duration Real Return Portfolio, DFA Municipal Real Return Portfolio, DFA Municipal Bond Portfolio, DFA LTIP Portfolio, VA Short-Term Fixed Portfolio, VA Global Bond Portfolio, VIT Inflation-Protected Securities Portfolio, DFA Social Fixed Income Portfolio, DFA Diversified Fixed Income Portfolio, DFA MN Municipal Bond Portfolio, DFA California Municipal Real Return Portfolio, DFA Global Sustainability Fixed Income Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Oregon Municipal Bond Portfolio, DFA Global Core Plus Real Return Portfolio and DFA Short-Term Selective State Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing

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services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments for the Portfolios (except for the Feeder Funds). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

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futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of January 31, 2026, the DFA Commodity Strategy Portfolio held $253,475,378 in the Subsidiary, representing 22.77% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

------

Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

------

having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio's investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio's ability to terminate existing swap agreements or to realize amounts to be received under such agreements.

**FEDERAL TAX COST**

At January 31, 2026, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp;$216871 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp;15040358 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp;11081720 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp;13589084 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;11609184 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;13399371 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp;3086656 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp;24638763 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp;4952820 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;4355972 |
| Large Cap International Portfolio | &nbsp;&nbsp;8331785 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;23686443 |
| International Small Company Portfolio | &nbsp;&nbsp;9952106 |
| Global Small Company Portfolio | &nbsp;&nbsp;98099 |
| Japanese Small Company Portfolio | &nbsp;&nbsp;176829 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp;152356 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp;18734 |
| Continental Small Company Portfolio | &nbsp;&nbsp;6416 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;3323241 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp;6401170 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp;8690444 |
| International Vector Equity Portfolio | &nbsp;&nbsp;4780493 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp;360131 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp;551415 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp;3174506 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp;147994 |
| Emerging Markets Portfolio | &nbsp;&nbsp;3110237 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp;2245818 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp;8764946 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;20103327 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp;1160334 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp;$2804532 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;4643552 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;4477456 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;998092 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp;1543556 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp;8971174 |
| &nbsp;&nbsp;&nbsp;&nbsp;DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government <br>Fixed Income Portfolio)<br>| &nbsp;&nbsp;1043352 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp;6189335 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;5549924 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp;1842660 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp;847922 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp;12933207 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;5397411 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;1408439 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;1260395 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp;567000 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp;189426 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;871187 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;432723 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp;167602 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp;55001 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp;150308 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp;122572 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp;93844 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp;78366 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp;33565 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp;879 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp;19525 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp;53723 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp;113647 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp;148843 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp;164421 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp;142765 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp;2050867 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp;1758563 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp;469555 |
| World Core Equity Portfolio | &nbsp;&nbsp;567447 |
| DFA LTIP Portfolio | &nbsp;&nbsp;594125 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;981209 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp;3664505 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;459367 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp;2791974 |
| International Social Core Equity Portfolio | &nbsp;&nbsp;1278414 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp;57824 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;1134515 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;646198 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;482303 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;533756 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;$363658 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;416910 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;353459 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp;273199 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp;180080 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp;2548214 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp;1494186 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp;850341 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp;242180 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp;721928 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp;1774489 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp;3810338 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp;1234253 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp;196808 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp;29789 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp;367348 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp;2891864 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp;815390 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp;218630 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp;710150 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp;100345 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp;294428 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp;894009 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;115809 |

---

**OTHER**

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position or results of operations, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** U.S. Social Core Equity 2 Portfolio

- **b. EDGAR series identifier (if any):** S000018154

- **c. LEI of Series:** 5493000O2UT3VQL92M59

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $2287294957.76

**Total Liabilities:** $44944261.80

**Net Assets:** $2242350695.96

**Cash Not Reported:** $43.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050178 | 0.18%                | 0.71%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $317101.07               | $2080748.99                                |
| Month 2  | $1977939.25              | $10938499.29                               |
| Month 3  | $-2127152.43             | $52950517.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AAON Inc                                    | AAON, Inc.                                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5365 | NS      | $488536.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| ACCO Brands Corp                            | ACCO Brands Corp.                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     10854 | NS      | $42439.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACNB Corp                                   | ACNB Corp.                                                   | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $36323.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADMA Biologics Inc                          | ADMA Biologics, Inc.                                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29175 | NS      | $504727.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                     | ADT, Inc.                                                    | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92815 | NS      | $742520.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc                          | ABM Industries, Inc.                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      7851 | NS      | $361460.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                   | Aflac, Inc.                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     25498 | NS      | $2829003.10   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                   | AGCO Corp.                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      9879 | NS      | $1120377.39   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                            | AMC Networks, Inc.                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3200 | NS      | $24672.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                 | AMN Healthcare Services, Inc.                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      4567 | NS      | $97277.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold.com Inc                                | Gold.com, Inc.                                               | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      2426 | NS      | $125788.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                    | Angi, Inc.                                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      2570 | NS      | $33358.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| API Group Corp                              | API Group Corp.                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     33373 | NS      | $1387315.61   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Inc                                    | ASGN, Inc.                                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5295 | NS      | $275816.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                    | AT&T, Inc.                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    210495 | NS      | $5517073.95   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks Inc                            | A10 Networks, Inc.                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      8666 | NS      | $151135.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc                       | ATN International, Inc.                                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2936 | NS      | $71021.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AST SpaceMobile Inc                         | AST SpaceMobile, Inc.                                        | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      5287 | NS      | $587967.27    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| AZZ Inc                                     | AZZ, Inc.                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      3732 | NS      | $463850.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Abercrombie & Fitch Co                      | Abercrombie & Fitch Co.                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     10546 | NS      | $1029605.98   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ABIOMED INC                          | ABIOMED, Inc.                                                | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |      1121 | NS      | $17498.81     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Academy Sports & Outdoors Inc               | Academy Sports & Outdoors, Inc.                              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      7922 | NS      | $435789.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                  | ACADIA Pharmaceuticals, Inc.                                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     18802 | NS      | $472494.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                           | ACI Worldwide, Inc.                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     11025 | NS      | $478044.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aclaris Therapeutics Inc                    | Aclaris Therapeutics, Inc.                                   | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      1000 | NS      | $3510.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acme United Corp                            | Acme United Corp.                                            | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       700 | NS      | $29253.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ADTRAN Holdings Inc                         | ADTRAN Holdings, Inc.                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      4714 | NS      | $43463.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Inc                                  | Acuity, Inc.                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $958953.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Acushnet Holdings Corp                      | Acushnet Holdings Corp.                                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     10245 | NS      | $993150.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TIC Solutions Inc                           | TIC Solutions, Inc.                                          | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |      7341 | NS      | $74144.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                            | AdaptHealth Corp.                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19408 | NS      | $195050.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus HomeCare Corp                         | Addus HomeCare Corp.                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2360 | NS      | $244212.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                   | Adeia, Inc.                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15083 | NS      | $272851.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                   | Adobe, Inc.                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8500 | NS      | $2492625.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc                | Adtalem Global Education, Inc.                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3882 | NS      | $401981.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                      | Advance Auto Parts, Inc.                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      5996 | NS      | $287867.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                       | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     13558 | NS      | $1307397.94   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                  | Advanced Micro Devices, Inc.                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     24722 | NS      | $5852439.06   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc               | Advanced Drainage Systems, Inc.                              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      8712 | NS      | $1324572.48   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc              | Advanced Energy Industries, Inc.                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3064 | NS      | $782423.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AerSale Corp                                | AerSale Corp.                                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8958 | NS      | $67095.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group Inc               | Affiliated Managers Group, Inc.                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      3643 | NS      | $1140586.87   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                         | Affirm Holdings, Inc.                                        | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12631 | NS      | $761649.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Affinity Bancshares Inc                     | Affinity Bancshares, Inc.                                    | CUSIP: 00832E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $16862.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilysys Inc                                | Agilysys, Inc.                                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      1456 | NS      | $126308.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                   | Agios Pharmaceuticals, Inc.                                  | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2131 | NS      | $58474.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                  | Airbnb, Inc.                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      5273 | NS      | $682168.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Industries Group                        | Air Industries Group                                         | CUSIP: 00912N403<br>LEI: 54930028HTN6H0Z7MY07 | Long             | EC               | CORP              | US        |      1705 | NS      | $5643.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp                              | Air Lease Corp.                                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     10695 | NS      | $691217.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                     | Akamai Technologies, Inc.                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      8710 | NS      | $846176.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA AKERO THERAPEUT                      | Akero Therapeutics, Inc.                                     | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |      1084 | NS      | $704.60       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alamo Group Inc                             | Alamo Group, Inc.                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1571 | NS      | $306832.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.com Holdings Inc                      | Alarm.com Holdings, Inc.                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      3650 | NS      | $178047.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                        | Alaska Air Group, Inc.                                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     19118 | NS      | $971767.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp                   | Albany International Corp.                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      3782 | NS      | $209863.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                              | Albemarle Corp.                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      6034 | NS      | $1029581.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos Inc                          | Albertsons Cos., Inc.                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     49288 | NS      | $820645.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ALBIREO PHARMA                       | Albireo Pharma, Inc.                                         | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | N/A              | DE               |  | US        |      2691 | NS      | $17168.58     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alerus Financial Corp                       | Alerus Financial Corp.                                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       296 | NS      | $7287.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alico Inc                                   | Alico, Inc.                                                  | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $78489.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                        | Align Technology, Inc.                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3993 | NS      | $650978.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                  | Alight, Inc.                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     51818 | NS      | $79281.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                     | ATI, Inc.                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     16576 | NS      | $1994092.80   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Co                         | Allegiant Travel Co.                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1956 | NS      | $173360.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro MicroSystems Inc                    | Allegro MicroSystems, Inc.                                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17058 | NS      | $629610.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Bread Financial Holdings Inc                | Bread Financial Holdings, Inc.                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7310 | NS      | $530267.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allient Inc                                 | Allient, Inc.                                                | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      2437 | NS      | $148681.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                           | Allstate Corp.                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     12199 | NS      | $2427479.01   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                          | Ally Financial, Inc.                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     35484 | NS      | $1500263.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Pro Tech Ltd                          | Alpha Pro Tech Ltd.                                          | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | US        |      2405 | NS      | $12121.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                | Alphabet, Inc.                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    105153 | NS      | $35597445.09  | 1.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                | Alphabet, Inc.                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    129773 | NS      | $43863274.00  | 1.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Optimum Communications Inc                  | Optimum Communications, Inc.                                 | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     16327 | NS      | $24980.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alto Neuroscience Inc                       | Alto Neuroscience, Inc.                                      | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $3096.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinetik Holdings Inc                        | Kinetik Holdings, Inc.                                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       829 | NS      | $33914.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp                  | Amalgamated Financial Corp.                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4607 | NS      | $178935.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                              | Amazon.com, Inc.                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    291752 | NS      | $69816253.60  | 3.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Octave Specialty Group Inc                  | Octave Specialty Group, Inc.                                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      6317 | NS      | $35817.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amerant Bancorp Inc                         | Amerant Bancorp, Inc.                                        | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |      4494 | NS      | $97519.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                           | U-Haul Holding Co.                                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1803 | NS      | $101959.65    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| U-Haul Holding Co                           | U-Haul Holding Co.                                           | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     14140 | NS      | $725523.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                | Ameresco, Inc.                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      3733 | NS      | $116992.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                 | American Airlines Group, Inc.                                | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     39602 | NS      | $526706.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc  | American Axle & Manufacturing Holdings, Inc.                 | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     17815 | NS      | $141985.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc               | American Eagle Outfitters, Inc.                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     20426 | NS      | $476130.06    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                         | American Express Co.                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     24847 | NS      | $8750367.99   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/OH             | American Financial Group, Inc.                               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      9291 | NS      | $1210338.57   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc            | American International Group, Inc.                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     31687 | NS      | $2372722.56   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc               | American Public Education, Inc.                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      2533 | NS      | $105828.74    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Shared Hospital Services           | American Shared Hospital Services                            | CUSIP: 029595105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $4876.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American States Water Co                    | American States Water Co.                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3045 | NS      | $222163.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Superconductor Corp                | American Superconductor Corp.                                | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      3424 | NS      | $102446.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Vanguard Corp                      | American Vanguard Corp.                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      4707 | NS      | $23911.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                 | American Water Works Co., Inc.                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      6505 | NS      | $839990.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                          | American Well Corp.                                          | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $22295.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corp                      | American Woodmark Corp.                                      | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1754 | NS      | $104170.06    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| America's Car-Mart Inc/TX                   | America's Car-Mart, Inc.                                     | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $28292.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERISAFE Inc                               | AMERISAFE, Inc.                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      2201 | NS      | $82779.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                 | Cencora, Inc.                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     11666 | NS      | $4190660.52   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AmeriServ Financial Inc                     | AmeriServ Financial, Inc.                                    | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $990.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                    | Ameriprise Financial, Inc.                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7848 | NS      | $4137387.12   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                              | Ameris Bancorp                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      8793 | NS      | $708891.66    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ames National Corp                          | Ames National Corp.                                          | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $16416.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amesite Inc                                 | Amesite, Inc.                                                | CUSIP: 031094204<br>LEI: 549300KJTPTB48X4PR54 | Long             | EC               | CORP              | US        |       204 | NS      | $373.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                  | AMETEK, Inc.                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     10621 | NS      | $2378891.58   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                        | Amkor Technology, Inc.                                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     31684 | NS      | $1531287.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ampco-Pittsburgh Corp                       | Ampco-Pittsburgh Corp.                                       | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $30640.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                               | Amphenol Corp.                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     17321 | NS      | $2495609.68   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AMREP Corp                                  | AMREP Corp.                                                  | CUSIP: 032159105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1504 | NS      | $31253.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amtech Systems Inc                          | Amtech Systems, Inc.                                         | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |       531 | NS      | $8926.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                          | Analog Devices, Inc.                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12059 | NS      | $3748901.92   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                           | Andersons, Inc.                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      5770 | NS      | $357682.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                           | AngioDynamics, Inc.                                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4532 | NS      | $46951.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                      | Anika Therapeutics, Inc.                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      2097 | NS      | $19355.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                         | Elevance Health, Inc.                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8714 | NS      | $3012778.36   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Anterix Inc                                 | Anterix, Inc.                                                | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      2629 | NS      | $69050.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                 | Apellis Pharmaceuticals, Inc.                                | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      4373 | NS      | $98742.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apogee Enterprises Inc                      | Apogee Enterprises, Inc.                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3280 | NS      | $121786.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                | Apollo Global Management, Inc.                               | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     16757 | NS      | $2254486.78   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                   | Apple, Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    451324 | NS      | $117109551.52 | 5.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Appfolio Inc                                | Appfolio, Inc.                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      1992 | NS      | $378240.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc         | Applied Industrial Technologies, Inc.                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3687 | NS      | $960131.67    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                       | Applied Materials, Inc.                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     28180 | NS      | $9082977.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics Inc                 | Applied Optoelectronics, Inc.                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      6538 | NS      | $285122.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                               | AppLovin Corp.                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     11893 | NS      | $5626697.23   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                              | AptarGroup, Inc.                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      7061 | NS      | $882271.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                     | Aramark                                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     25829 | NS      | $994158.21    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcBest Corp                                | ArcBest Corp.                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      2914 | NS      | $262901.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                   | Archer-Daniels-Midland Co.                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     25633 | NS      | $1725357.23   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Archrock Inc                                | Archrock, Inc.                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     22541 | NS      | $666988.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcosa Inc                                  | Arcosa, Inc.                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      6353 | NS      | $727227.91    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc                       | Arcus Biosciences, Inc.                                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8959 | NS      | $188497.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcturus Therapeutics Holdings Inc          | Arcturus Therapeutics Holdings, Inc.                         | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2131 | NS      | $15918.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                        | ARES Management Corp.                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      3884 | NS      | $581318.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Argan Inc                                   | Argan, Inc.                                                  | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1063 | NS      | $368977.93    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arhaus Inc                                  | Arhaus, Inc.                                                 | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6381 | NS      | $64958.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                         | Arista Networks, Inc.                                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      8087 | NS      | $1146251.38   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arko Corp                                   | Arko Corp.                                                   | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3374 | NS      | $17915.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc              | Armstrong World Industries, Inc.                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      5546 | NS      | $1019022.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                       | Arrow Electronics, Inc.                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6603 | NS      | $874831.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                        | Arrow Financial Corp.                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      2582 | NS      | $87297.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artesian Resources Corp                     | Artesian Resources Corp.                                     | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $30024.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artisan Partners Asset Management Inc       | Artisan Partners Asset Management, Inc.                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      8713 | NS      | $387902.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                 | Arvinas, Inc.                                                | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8559 | NS      | $114519.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                 | Asbury Automotive Group, Inc.                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2558 | NS      | $599876.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc                                 | Ashland, Inc.                                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      3639 | NS      | $222561.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                          | Aspen Aerogels, Inc.                                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6775 | NS      | $22831.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Banc-Corp                        | Associated Banc-Corp.                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     20501 | NS      | $558857.26    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                                | Assurant, Inc.                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      5558 | NS      | $1323526.54   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries Inc                        | Astec Industries, Inc.                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2962 | NS      | $144308.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                             | Astera Labs, Inc.                                            | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      2288 | NS      | $344618.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AstroNova Inc                               | AstroNova, Inc.                                              | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |       760 | NS      | $6908.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                              | Astronics Corp.                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      3413 | NS      | $258534.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                              | Astronics Corp.                                              | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       835 | NS      | $63518.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asure Software Inc                          | Asure Software, Inc.                                         | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4001 | NS      | $38489.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atea Pharmaceuticals Inc                    | Atea Pharmaceuticals, Inc.                                   | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5020 | NS      | $21284.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                  | Atkore, Inc.                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      4315 | NS      | $299676.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanta Braves Holdings Inc                 | Atlanta Braves Holdings, Inc.                                | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       363 | NS      | $15979.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanta Braves Holdings Inc                 | Atlanta Braves Holdings, Inc.                                | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5360 | NS      | $214024.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Union Bankshares Corp              | Atlantic Union Bankshares Corp.                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18271 | NS      | $709645.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                    | Atlanticus Holdings Corp.                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $87771.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                              | Atlassian Corp.                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      2117 | NS      | $250187.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp                           | Atmos Energy Corp.                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6376 | NS      | $1060583.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmus Filtration Technologies Inc           | Atmus Filtration Technologies, Inc.                          | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8780 | NS      | $508976.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                                | AtriCure, Inc.                                               | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      4426 | NS      | $163452.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Auburn National BanCorp Inc                 | Auburn National BanCorp, Inc.                                | CUSIP: 050473107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $12579.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aura Biosciences Inc                        | Aura Biosciences, Inc.                                       | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $14560.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                       | Aurora Innovation, Inc.                                      | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |     89937 | NS      | $377735.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                | Autodesk, Inc.                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7149 | NS      | $1807767.63   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Autoliv Inc                                 | Autoliv, Inc.                                                | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     12799 | NS      | $1551750.76   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc               | Automatic Data Processing, Inc.                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     15139 | NS      | $3736607.98   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                              | AutoNation, Inc.                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7876 | NS      | $1614422.48   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                | AutoZone, Inc.                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       319 | NS      | $1181668.51   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Avanos Medical Inc                          | Avanos Medical, Inc.                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       960 | NS      | $12787.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                | AvePoint, Inc.                                               | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15652 | NS      | $182032.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                         | Avery Dennison Corp.                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      8103 | NS      | $1503187.53   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviat Networks Inc                          | Aviat Networks, Inc.                                         | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1998 | NS      | $43576.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corp                                 | Avient Corp.                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      9312 | NS      | $336628.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Group Inc                       | Avis Budget Group, Inc.                                      | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      2636 | NS      | $303113.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                   | Avnet, Inc.                                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     12935 | NS      | $807014.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aware Inc/MA                                | Aware, Inc.                                                  | CUSIP: 05453N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17700 | NS      | $32037.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                    | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      4923 | NS      | $433568.61    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                  | Axogen, Inc.                                                 | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1559 | NS      | $54331.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                          | Axos Financial, Inc.                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      7410 | NS      | $733515.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BCB Bancorp Inc                             | BCB Bancorp, Inc.                                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1023 | NS      | $8071.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Wholesale Club Holdings Inc            | BJ's Wholesale Club Holdings, Inc.                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     18829 | NS      | $1740552.76   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                          | BOK Financial Corp.                                          | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      8156 | NS      | $1059790.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BK Technologies Corp                        | BK Technologies Corp.                                        | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $33410.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baldwin Insurance Group Inc/The             | Baldwin Insurance Group, Inc.                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6123 | NS      | $134216.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BGSF Inc                                    | BGSF, Inc.                                                   | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |      6600 | NS      | $37818.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BV Financial Inc                            | BV Financial, Inc.                                           | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       732 | NS      | $13995.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Badger Meter Inc                            | Badger Meter, Inc.                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1916 | NS      | $280847.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                             | Baker Hughes Co.                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71609 | NS      | $4012968.36   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Balchem Corp                                | Balchem Corp.                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      3468 | NS      | $590149.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                   | Ball Corp.                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     15658 | NS      | $890470.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BancFirst Corp                              | BancFirst Corp.                                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      5329 | NS      | $585923.55    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancorp Inc/The                             | Bancorp, Inc.                                                | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      5906 | NS      | $351052.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                               | Bandwidth, Inc.                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      3555 | NS      | $49663.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                      | Banc of California, Inc.                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     20030 | NS      | $400199.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp.                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    191203 | NS      | $10171999.60  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank First Corp                             | Bank First Corp.                                             | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $81630.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                         | Bank of Hawaii Corp.                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5099 | NS      | $381303.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Marin Bancorp                       | Bank of Marin Bancorp                                        | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $24889.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/The            | Bank of New York Mellon Corp.                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     36454 | NS      | $4371563.68   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                    | Bank OZK                                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     14543 | NS      | $691665.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc                              | BankUnited, Inc.                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8806 | NS      | $418020.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank7 Corp                                  | Bank7 Corp.                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $32307.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Corp                                 | Banner Corp.                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4434 | NS      | $274198.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc                | Bankwell Financial Group, Inc.                               | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       700 | NS      | $33733.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                       | Bar Harbor Bankshares                                        | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $47134.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrett Business Services Inc               | Barrett Business Services, Inc.                              | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2745 | NS      | $104310.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bassett Furniture Industries Inc            | Bassett Furniture Industries, Inc.                           | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $18960.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works, Inc.                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10206 | NS      | $222490.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                    | Baxter International, Inc.                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     27119 | NS      | $544278.33    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                 | BayCom Corp.                                                 | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       742 | NS      | $21651.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beam Therapeutics Inc                       | Beam Therapeutics, Inc.                                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12142 | NS      | $335362.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                        | Beazer Homes USA, Inc.                                       | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      4424 | NS      | $95425.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bel Fuse Inc                                | Bel Fuse, Inc.                                               | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       230 | NS      | $42262.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bel Fuse Inc                                | Bel Fuse, Inc.                                               | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1420 | NS      | $285689.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc                                  | Belden, Inc.                                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      4233 | NS      | $497419.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                         | BellRing Brands, Inc.                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     13094 | NS      | $325647.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                   | Benchmark Electronics, Inc.                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5652 | NS      | $294695.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                         | Bentley Systems, Inc.                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     10991 | NS      | $386003.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                            | W.R. Berkley Corp.                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     22765 | NS      | $1561223.70   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Financial Corp                       | Beacon Financial Corp.                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     10405 | NS      | $294981.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                             | Best Buy Co., Inc.                                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     22006 | NS      | $1432590.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BGC Group Inc                               | BGC Group, Inc.                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     46427 | NS      | $422949.97    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                        | Biglari Holdings, Inc.                                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       187 | NS      | $70130.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc                        | Biglari Holdings, Inc.                                       | CUSIP: 08986R408<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        42 | NS      | $82690.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BILL Holdings Inc                           | Bill Holdings, Inc.                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     12885 | NS      | $556245.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BioLife Solutions Inc                       | BioLife Solutions, Inc.                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      5118 | NS      | $111572.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biote Corp                                  | Biote Corp.                                                  | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2427 | NS      | $5072.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioventus Inc                               | Bioventus, Inc.                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5490 | NS      | $43535.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAge Labs Inc                             | BioAge Labs, Inc.                                            | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |      6442 | NS      | $122333.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackbaud Inc                               | Blackbaud, Inc.                                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      4814 | NS      | $258511.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackLine Inc                               | BlackLine, Inc.                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      2319 | NS      | $107763.93    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                              | Blackstone, Inc.                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     11010 | NS      | $1568044.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Inc                               | Blackrock, Inc.                                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3599 | NS      | $4027065.06   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                               | H&R Block, Inc.                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     12911 | NS      | $509338.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Bird Corp                              | Blue Bird Corp.                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      3575 | NS      | $179858.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Foundry Bancorp                        | Blue Foundry Bancorp                                         | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      2607 | NS      | $34282.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Ridge Bankshares Inc                   | Blue Ridge Bankshares, Inc.                                  | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $2333.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                       | BlueLinx Holdings, Inc.                                      | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1267 | NS      | $88132.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                            | Boise Cascade Co.                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      6896 | NS      | $557265.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings, Inc.                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       562 | NS      | $2811034.08   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Boot Barn Holdings Inc                      | Boot Barn Holdings, Inc.                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3312 | NS      | $591125.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp            | Booz Allen Hamilton Holding Corp.                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     11644 | NS      | $1029562.48   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                              | BorgWarner, Inc.                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     25866 | NS      | $1226307.06   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Omaha Corp                           | Boston Omaha Corp.                                           | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      1467 | NS      | $17912.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp.                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     34605 | NS      | $3236605.65   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowhead Specialty Holdings Inc              | Bowhead Specialty Holdings, Inc.                             | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $22791.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC BOWL AMER INC                           | Bowl America, Inc.                                           | CUSIP: 102ESC019<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bowman Consulting Group Ltd                 | Bowman Consulting Group Ltd.                                 | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $23510.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                     | Box, Inc.                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     14613 | NS      | $370439.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                  | Brady Corp.                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5584 | NS      | $482848.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma Inc                        | Bridgebio Pharma, Inc.                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      2061 | NS      | $159253.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgewater Bancshares Inc                  | Bridgewater Bancshares, Inc.                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      3552 | NS      | $68233.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Horizons Family Solutions Inc        | Bright Horizons Family Solutions, Inc.                       | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      6918 | NS      | $640814.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                   | Brighthouse Financial, Inc.                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      9622 | NS      | $616385.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc                     | BrightView Holdings, Inc.                                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      7472 | NS      | $99825.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadian Asset Management Inc                | Acadian Asset Management, Inc.                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      5920 | NS      | $328086.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpring Health Services Inc            | BrightSpring Health Services, Inc.                           | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15023 | NS      | $589953.21    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brink's Co/The                              | Brink's Co.                                                  | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4451 | NS      | $565455.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristow Group Inc                           | Bristow Group, Inc.                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      3445 | NS      | $151442.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions Inc          | Broadridge Financial Solutions, Inc.                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      8556 | NS      | $1686473.16   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                | Broadcom, Inc.                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     65131 | NS      | $21577900.30  | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living Inc                 | Brookdale Senior Living, Inc.                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     25373 | NS      | $380595.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                  | Azenta, Inc.                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      5399 | NS      | $209913.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                           | Brown & Brown, Inc.                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     13262 | NS      | $956190.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bruker Corp                                 | Bruker Corp.                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     14778 | NS      | $654517.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corp/DE                           | Brunswick Corp.                                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      7757 | NS      | $622266.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Buckle Inc/The                              | Buckle, Inc.                                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      6559 | NS      | $310240.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Build-A-Bear Workshop Inc                   | Build-A-Bear Workshop, Inc.                                  | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      1856 | NS      | $110766.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                    | Builders FirstSource, Inc.                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     12850 | NS      | $1470040.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                  | Bumble, Inc.                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $23265.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burke & Herbert Financial Services Corp     | Burke & Herbert Financial Services Corp.                     | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $53169.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                       | Burlington Stores, Inc.                                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      6894 | NS      | $2039658.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Business First Bancshares Inc               | Business First Bancshares, Inc.                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      3511 | NS      | $98904.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                          | Byline Bancorp, Inc.                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      5176 | NS      | $165269.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Byrna Technologies Inc                      | Byrna Technologies, Inc.                                     | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |      1958 | NS      | $26844.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| C&F Financial Corp                          | C&F Financial Corp.                                          | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       500 | NS      | $37650.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CB Financial Services Inc                   | CB Financial Services, Inc.                                  | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |       824 | NS      | $29523.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc                                    | CBIZ, Inc.                                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |       563 | NS      | $22154.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                     | Cboe Global Markets, Inc.                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      5617 | NS      | $1488842.02   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                              | CBRE Group, Inc.                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     14192 | NS      | $2417323.36   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc      | CCC Intelligent Solutions Holdings, Inc.                     | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82243 | NS      | $623401.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                     | CECO Environmental Corp.                                     | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      4856 | NS      | $327440.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                 | CDW Corp.                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      9964 | NS      | $1259349.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Bankshares Inc                           | CF Bankshares, Inc.                                          | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |       840 | NS      | $24452.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                   | CH Robinson Worldwide, Inc.                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     12585 | NS      | $2453445.75   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                             | Cigna Group                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10185 | NS      | $2791810.35   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                               | CME Group, Inc.                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      6383 | NS      | $1845069.98   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CPI Aerostructures Inc                      | CPI Aerostructures, Inc.                                     | CUSIP: 125919308<br>LEI: 549300C471OFZGCOHS09 | Long             | EC               | CORP              | US        |      2525 | NS      | $9847.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNB Financial Corp/PA                       | CNB Financial Corp.                                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      3605 | NS      | $99858.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRA International Inc                       | CRA International, Inc.                                      | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $197820.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                     | CNO Financial Group, Inc.                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      8350 | NS      | $351117.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CS Disco Inc                                | CS Disco, Inc.                                               | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9206 | NS      | $57537.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc               | CSG Systems International, Inc.                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      3689 | NS      | $294197.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSP Inc                                     | CSP, Inc.                                                    | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $30834.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSW Industrials Inc                         | CSW Industrials, Inc.                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1796 | NS      | $484884.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                    | CSX Corp.                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    133714 | NS      | $5049040.64   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corp                                    | CTS Corp.                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      4567 | NS      | $234789.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial Corp                          | CVB Financial Corp.                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18397 | NS      | $362604.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVD Equipment Corp                          | CVD Equipment Corp.                                          | CUSIP: 126601103<br>LEI: 549300M516CGRTF3JO44 | Long             | EC               | CORP              | US        |      3019 | NS      | $14521.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                              | CVR Energy, Inc.                                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     14686 | NS      | $333959.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                             | CVS Health Corp.                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     30517 | NS      | $2274126.84   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                               | Cable One, Inc.                                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       630 | NS      | $51023.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                      | CACI International, Inc.                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2544 | NS      | $1578755.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Inc                                  | Cactus, Inc.                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      5931 | NS      | $333500.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                  | Cadence Design Systems, Inc.                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1754 | NS      | $519815.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadeler A/S                                 | Cadeler AS                                                   | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |       446 | NS      | $10659.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     25145 | NS      | $1058855.95   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadrenal Therapeutics Inc                   | Cadrenal Therapeutics, Inc.                                  | CUSIP: 127636207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $4941.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadre Holdings Inc                          | Cadre Holdings, Inc.                                         | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |      3427 | NS      | $137114.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                         | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6197 | NS      | $517635.41    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lisata Therapeutics Inc                     | Lisata Therapeutics, Inc.                                    | CUSIP: 128058302<br>LEI: 5493002287F62M3EGQ04 | Long             | EC               | CORP              | US        |      2185 | NS      | $10116.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Calavo Growers Inc                          | Calavo Growers, Inc.                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2336 | NS      | $59427.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caleres Inc                                 | Caleres, Inc.                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      4646 | NS      | $56774.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| California Water Service Group              | California Water Service Group                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      4692 | NS      | $209732.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Calix Inc                                   | Calix, Inc.                                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      6211 | NS      | $277445.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Callaway Golf Co                            | Callaway Golf Co.                                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     24000 | NS      | $344400.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden National Corp                        | Camden National Corp.                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      2170 | NS      | $103226.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                      | Campbell's Co.                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      6244 | NS      | $174707.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Capital City Bank Group Inc                 | Capital City Bank Group, Inc.                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      2300 | NS      | $96048.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                         | Capital Bancorp, Inc.                                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       758 | NS      | $23285.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp.                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     33071 | NS      | $7240234.03   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitol Federal Financial Inc               | Capitol Federal Financial, Inc.                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17901 | NS      | $130319.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                         | Cardinal Health, Inc.                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     11318 | NS      | $2432011.84   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                  | CareDx, Inc.                                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      6401 | NS      | $131540.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cargurus Inc                                | Cargurus, Inc.                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     11428 | NS      | $370267.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Caribou Biosciences Inc                     | Caribou Biosciences, Inc.                                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $28200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                            | Carlisle Cos., Inc.                                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      4505 | NS      | $1535709.45   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                  | CarMax, Inc.                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15413 | NS      | $686495.02    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                       | Carlyle Group, Inc.                                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     29172 | NS      | $1714730.16   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp                               | Carnival Corp.                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     92081 | NS      | $2764271.62   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                       | Carriage Services, Inc.                                      | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2352 | NS      | $100924.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                   | Carpenter Technology Corp.                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      6731 | NS      | $2139313.73   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                         | Carrier Global Corp.                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     27107 | NS      | $1615035.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                                | Cars.com, Inc.                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      7031 | NS      | $79872.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                       | Carter Bankshares, Inc.                                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $48536.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter's Inc                                | Carter's, Inc.                                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1802 | NS      | $62367.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                  | Carvana Co.                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      5545 | NS      | $2224154.95   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Casella Waste Systems Inc                   | Casella Waste Systems, Inc.                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      4101 | NS      | $413708.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                  | Casey's General Stores, Inc.                                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3887 | NS      | $2357465.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cass Information Systems Inc                | Cass Information Systems, Inc.                               | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1795 | NS      | $80703.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Castle Biosciences Inc                      | Castle Biosciences, Inc.                                     | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      4119 | NS      | $162247.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     14645 | NS      | $355873.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cava Group Inc                              | Cava Group, Inc.                                             | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2538 | NS      | $153853.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                             | Caterpillar, Inc.                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     22053 | NS      | $14496760.08  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp                                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      8858 | NS      | $453352.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cavco Industries Inc                        | Cavco Industries, Inc.                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       964 | NS      | $474307.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Celldex Therapeutics Inc                    | Celldex Therapeutics, Inc.                                   | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      7903 | NS      | $194413.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                | Centene Corp.                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17446 | NS      | $755760.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                      | CenterPoint Energy, Inc.                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     26711 | NS      | $1060159.59   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                     | Central Garden & Pet Co.                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1889 | NS      | $63904.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Central Garden & Pet Co                     | Central Garden & Pet Co.                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     10697 | NS      | $328076.99    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp              | Central Pacific Financial Corp.                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3460 | NS      | $112692.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Centrus Energy Corp                         | Centrus Energy Corp.                                         | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3218 | NS      | $895505.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Century Communities Inc                     | Century Communities, Inc.                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3805 | NS      | $239638.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                 | Cerence, Inc.                                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      4314 | NS      | $48877.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Certara Inc                                 | Certara, Inc.                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21483 | NS      | $188835.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CEVA Inc                                    | CEVA, Inc.                                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      3555 | NS      | $74974.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Champions Oncology Inc                      | Champions Oncology, Inc.                                     | CUSIP: 15870P307<br>LEI: 549300O8WKLP8QEG5U47 | Long             | EC               | CORP              | US        |      2279 | NS      | $16659.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                        | Chart Industries, Inc.                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      4297 | NS      | $890939.98    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                  | Charter Communications, Inc.                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     10501 | NS      | $2164466.12   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Chefs' Warehouse Inc/The                    | Chefs' Warehouse, Inc.                                       | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      4355 | NS      | $273929.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corp                                 | Chemed Corp.                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1762 | NS      | $752620.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemours Co/The                             | Chemours Co.                                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     15755 | NS      | $236167.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemung Financial Corp                      | Chemung Financial Corp.                                      | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $24308.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                         | Cheniere Energy, Inc.                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     16062 | NS      | $3397434.24   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Utilities Corp                   | Chesapeake Utilities Corp.                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1966 | NS      | $252984.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                   | Chewy, Inc.                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     14671 | NS      | $427072.81    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill, Inc.                                 | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     45650 | NS      | $1774415.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International Inc             | Choice Hotels International, Inc.                            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3696 | NS      | $379948.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| CONTRA CHINOOK THERAPE                      | Chinook Therapeutics, Inc.                                   | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |      7288 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ChoiceOne Financial Services Inc            | ChoiceOne Financial Services, Inc.                           | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $12824.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corp                                  | Ciena Corp.                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     15108 | NS      | $3804345.48   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cincinnati Financial Corp                   | Cincinnati Financial Corp.                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      8825 | NS      | $1419854.25   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark Holdings Inc                       | Cinemark Holdings, Inc.                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     19740 | NS      | $467443.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining Inc                           | Cipher Mining, Inc.                                          | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     49876 | NS      | $796020.96    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Cirrus Logic Inc                            | Cirrus Logic, Inc.                                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5485 | NS      | $714914.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems, Inc.                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    175925 | NS      | $13778446.00  | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                 | Cintas Corp.                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10456 | NS      | $2001173.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens & Northern Corp                    | Citizens & Northern Corp.                                    | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1891 | NS      | $43039.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                               | Citigroup, Inc.                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     51458 | NS      | $5954205.18   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Citi Trends Inc                             | Citi Trends, Inc.                                            | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1065 | NS      | $45954.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                | Citizens Financial Group, Inc.                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     28951 | NS      | $1823333.98   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Community Bancorp Inc/WI           | Citizens Community Bancorp, Inc.                             | CUSIP: 174903104<br>LEI: 549300VKLJAF4WABEF16 | Long             | EC               | CORP              | US        |       816 | NS      | $14802.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                             | City Holding Co.                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $228824.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Civeo Corp                                  | Civeo Corp.                                                  | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |       743 | NS      | $18812.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Civista Bancshares Inc                      | Civista Bancshares, Inc.                                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1100 | NS      | $26543.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc                           | Clean Harbors, Inc.                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      7483 | NS      | $1944906.53   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Energy Fuels Corp                     | Clean Energy Fuels Corp.                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     26300 | NS      | $57860.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc          | Clear Channel Outdoor Holdings, Inc.                         | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     15716 | NS      | $32846.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Secure Inc                            | Clear Secure, Inc.                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9535 | NS      | $311031.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                              | Clearfield, Inc.                                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      1682 | NS      | $50073.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Paper Corp                       | Clearwater Paper Corp.                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2420 | NS      | $40704.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy, Inc.                                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2142 | NS      | $72335.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy, Inc.                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      7141 | NS      | $258147.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                               | Clorox Co.                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6442 | NS      | $726593.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp              | Clover Health Investments Corp.                              | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     19496 | NS      | $43671.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Cloudflare Inc                              | Cloudflare, Inc.                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1700 | NS      | $301495.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coastal Financial Corp/WA                   | Coastal Financial Corp.                                      | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      1994 | NS      | $190985.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                  | Coca-Cola Consolidated, Inc.                                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      8910 | NS      | $1354854.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co.                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    145178 | NS      | $10860766.18  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Coda Octopus Group Inc                      | Coda Octopus Group, Inc.                                     | CUSIP: 19188U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $14910.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                            | Coeur Mining, Inc.                                           | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     55648 | NS      | $1137445.12   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Coffee Holding Co Inc                       | Coffee Holding Co., Inc.                                     | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |      2499 | NS      | $7971.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                                 | Cognex Corp.                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     13114 | NS      | $508036.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp         | Cognizant Technology Solutions Corp.                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     28348 | NS      | $2326236.88   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Steers Inc                          | Cohen & Steers, Inc.                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      6236 | NS      | $400725.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                               | Coherent Corp.                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     12672 | NS      | $2688744.96   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                    | Cohu, Inc.                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4549 | NS      | $129828.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global Inc                         | Coinbase Global, Inc.                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     12989 | NS      | $2529477.86   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                                 | Enovis Corp.                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5370 | NS      | $118354.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co.                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     32599 | NS      | $2943363.71   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical Inc                | Collegium Pharmaceutical, Inc.                               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5115 | NS      | $234880.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                         | Colony Bankcorp, Inc.                                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $15373.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                 | Columbia Banking System, Inc.                                | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     13041 | NS      | $383927.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Financial Inc                      | Columbia Financial, Inc.                                     | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     13617 | NS      | $221548.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co                      | Columbia Sportswear Co.                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5331 | NS      | $294697.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus McKinnon Corp/NY                   | Columbus McKinnon Corp.                                      | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      4597 | NS      | $96904.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc                     | Comfort Systems USA, Inc.                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2886 | NS      | $3296100.60   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                | Comcast Corp.                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    142562 | NS      | $4241219.50   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                | Comerica, Inc.                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      9560 | NS      | $847685.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                  | Commerce Bancshares, Inc.                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16320 | NS      | $859084.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co                        | Commercial Metals Co.                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     14350 | NS      | $1103084.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistance Networks Inc                       | Vistance Networks, Inc.                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     21738 | NS      | $391284.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Financial System Inc              | Community Financial System, Inc.                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      6561 | NS      | $410062.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Community West Bancshares                   | Community West Bancshares                                    | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1784 | NS      | $42762.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                 | Community Trust Bancorp, Inc.                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2870 | NS      | $177079.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Commvault Systems Inc                       | Commvault Systems, Inc.                                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1576 | NS      | $135063.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Minerals International Inc          | Compass Minerals International, Inc.                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      4732 | NS      | $118205.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Therapeutics Inc                    | Compass Therapeutics, Inc.                                   | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9674 | NS      | $61913.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                 | Compass, Inc.                                                | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     84069 | NS      | $1052543.88   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TruBridge Inc                               | TruBridge, Inc.                                              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1404 | NS      | $27167.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CompX International Inc                     | CompX International, Inc.                                    | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $18896.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp             | Comtech Telecommunications Corp.                             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      5308 | NS      | $29512.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                          | Conagra Brands, Inc.                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      5686 | NS      | $105247.86    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                             | Concentrix Corp.                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      6729 | NS      | $251328.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentra Group Holdings Parent Inc         | Concentra Group Holdings Parent, Inc.                        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16920 | NS      | $375285.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc               | Concrete Pumping Holdings, Inc.                              | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2727 | NS      | $15762.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent Inc                                | Conduent, Inc.                                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     20948 | NS      | $29117.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corp                                 | CONMED Corp.                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      3021 | NS      | $115976.19    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                      | ConnectOne Bancorp, Inc.                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      5520 | NS      | $146942.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Consensus Cloud Solutions Inc               | Consensus Cloud Solutions, Inc.                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2448 | NS      | $52289.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                     | Consolidated Edison, Inc.                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     11925 | NS      | $1271562.75   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                   | Constellation Energy Corp.                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      5311 | NS      | $1490691.48   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Construction Partners Inc                   | Construction Partners, Inc.                                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      3553 | NS      | $390403.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Portfolio Services Inc             | Consumer Portfolio Services, Inc.                            | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4008 | NS      | $34589.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings Inc                | Cooper-Standard Holdings, Inc.                               | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      2917 | NS      | $91506.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                  | Copart, Inc.                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     25548 | NS      | $1036737.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Laboratories Inc                       | Core Laboratories, Inc.                                      | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |      4395 | NS      | $85878.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Molding Technologies Inc               | Core Molding Technologies, Inc.                              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      1483 | NS      | $28948.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                    | Corebridge Financial, Inc.                                   | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     57851 | NS      | $1783546.33   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                             | Core & Main, Inc.                                            | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21047 | NS      | $1123067.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                            | QuidelOrtho Corp.                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      5373 | NS      | $145984.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                  | Corpay, Inc.                                                 | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      8774 | NS      | $2760563.62   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                          | Corsair Gaming, Inc.                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      5827 | NS      | $29717.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                 | Corteva, Inc.                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     32710 | NS      | $2381288.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                                 | CorVel Corp.                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6074 | NS      | $422932.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                       | Costco Wholesale Corp.                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     13699 | NS      | $12880484.75  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                            | CoStar Group, Inc.                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     10710 | NS      | $658665.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                    | Coty, Inc.                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     70778 | NS      | $224366.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coursera Inc                                | Coursera, Inc.                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     23401 | NS      | $141810.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                 | Coupang, Inc.                                                | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     35513 | NS      | $715942.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc                | Covenant Logistics Group, Inc.                               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2605 | NS      | $64083.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc        | Cracker Barrel Old Country Store, Inc.                       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1300 | NS      | $39156.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Crane Co                                    | Crane Co.                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      6315 | NS      | $1153371.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Crawford & Co                               | Crawford & Co.                                               | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      3450 | NS      | $35535.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crawford & Co                               | Crawford & Co.                                               | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      2549 | NS      | $27656.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Acceptance Corp                      | Credit Acceptance Corp.                                      | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1441 | NS      | $717963.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Crexendo Inc                                | Crexendo, Inc.                                               | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1953 | NS      | $13671.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cricut Inc                                  | Cricut, Inc.                                                 | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      3780 | NS      | $16896.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc               | Crinetics Pharmaceuticals, Inc.                              | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      2063 | NS      | $103026.22    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                   | Crocs, Inc.                                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      4285 | NS      | $359597.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc                | Cross Country Healthcare, Inc.                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      7273 | NS      | $67784.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings, Inc.                                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       593 | NS      | $261753.17    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Crafts Inc                            | Crown Crafts, Inc.                                           | CUSIP: 228309100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3514 | NS      | $10366.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                          | Crown Holdings, Inc.                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     15246 | NS      | $1595951.28   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                | Artivion, Inc.                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      5041 | NS      | $205521.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CryoPort Inc                                | CryoPort, Inc.                                               | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      6500 | NS      | $61815.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                    | Cullen/Frost Bankers, Inc.                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      7488 | NS      | $1031996.16   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullinan Therapeutics Inc                   | Cullinan Therapeutics, Inc.                                  | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6890 | NS      | $82404.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Culp Inc                                    | Culp, Inc.                                                   | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |      8100 | NS      | $28512.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cumberland Pharmaceuticals Inc              | Cumberland Pharmaceuticals, Inc.                             | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $1241.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                 | Cummins, Inc.                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      8418 | NS      | $4872506.76   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp                         | Curtiss-Wright Corp.                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2316 | NS      | $1520894.04   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                       | Customers Bancorp, Inc.                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4333 | NS      | $342393.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Custom Truck One Source Inc                 | Custom Truck One Source, Inc.                                | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |     22175 | NS      | $140146.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CytomX Therapeutics Inc                     | CytomX Therapeutics, Inc.                                    | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      7723 | NS      | $43943.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytek Biosciences Inc                       | Cytek Biosciences, Inc.                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     19552 | NS      | $97760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DMC Global Inc                              | DMC Global, Inc.                                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2624 | NS      | $22566.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The DFA Investment Trust Company            | DFA Investment Trust Co.                                     | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   1909539 | NS      | $22087635.61  | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| DR Horton Inc                               | DR Horton, Inc.                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     16225 | NS      | $2414929.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DXP Enterprises Inc/TX                      | DXP Enterprises, Inc.                                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $301585.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Co                           | DXC Technology Co.                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     14726 | NS      | $212496.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Daily Journal Corp                          | Daily Journal Corp.                                          | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       277 | NS      | $162424.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Daktronics Inc                              | Daktronics, Inc.                                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      5185 | NS      | $120032.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                    | Dana, Inc.                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     17564 | NS      | $507599.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                     | Darling Ingredients, Inc.                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     13380 | NS      | $610930.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Data I/O Corp                               | Data I/O Corp.                                               | CUSIP: 237690102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1818 | NS      | $5635.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                 | Datadog, Inc.                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2827 | NS      | $365587.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave Inc                                    | Dave, Inc.                                                   | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1716 | NS      | $280892.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                  | DaVita, Inc.                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     13037 | NS      | $1425465.58   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Day One Biopharmaceuticals Inc              | Day One Biopharmaceuticals, Inc.                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10188 | NS      | $113698.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                        | Deckers Outdoor Corp.                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     12952 | NS      | $1545691.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                  | Deere & Co.                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     13509 | NS      | $7132752.00   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                  | Definitive Healthcare Corp.                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14300 | NS      | $33176.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek US Holdings Inc                       | Delek U.S. Holdings, Inc.                                    | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |         1 | NS      | $29.51        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                       | Dell Technologies, Inc.                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4859 | NS      | $556063.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines, Inc.                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     63505 | NS      | $4184344.45   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corp                                 | Deluxe Corp.                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      4918 | NS      | $129835.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                     | Denali Therapeutics, Inc.                                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     16679 | NS      | $362601.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                         | Designer Brands, Inc.                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1992 | NS      | $12629.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Design Therapeutics Inc                     | Design Therapeutics, Inc.                                    | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4362 | NS      | $44536.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                  | Dexcom, Inc.                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     40764 | NS      | $2977402.56   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamond Hill Investment Group Inc           | Diamond Hill Investment Group, Inc.                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       340 | NS      | $58259.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dianthus Therapeutics Inc                   | Dianthus Therapeutics, Inc.                                  | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      4017 | NS      | $214467.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                   | Dick's Sporting Goods, Inc.                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      8571 | NS      | $1731342.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                         | Diebold Nixdorf, Inc.                                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3521 | NS      | $242984.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc                      | Digi International, Inc.                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      4771 | NS      | $205486.97    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Turbine Inc                         | Digital Turbine, Inc.                                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     11857 | NS      | $61893.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                     | DigitalBridge Group, Inc.                                    | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     15432 | NS      | $237498.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings Inc                   | DigitalOcean Holdings, Inc.                                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      4402 | NS      | $243210.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                               | Dillard's, Inc.                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1315 | NS      | $798941.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dime Community Bancshares Inc               | Dime Community Bancshares, Inc.                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5618 | NS      | $191124.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dine Brands Global Inc                      | Dine Brands Global, Inc.                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1500 | NS      | $51585.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Inc                                  | Diodes, Inc.                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6214 | NS      | $367806.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Disc Medicine Inc                           | Disc Medicine, Inc.                                          | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1958 | NS      | $151392.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co.                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     35595 | NS      | $4015116.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Docusign Inc                                | Docusign, Inc.                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     11723 | NS      | $615926.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc                      | Dolby Laboratories, Inc.                                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      6476 | NS      | $415694.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                         | Dollar General Corp.                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     19695 | NS      | $2824853.85   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                             | Dollar Tree, Inc.                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     17384 | NS      | $2044184.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                          | Domino's Pizza, Inc.                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1342 | NS      | $550662.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                            | Donaldson Co., Inc.                                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     15549 | NS      | $1585065.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc                           | Donegal Group, Inc.                                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $101303.42    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Donnelley Financial Solutions Inc           | Donnelley Financial Solutions, Inc.                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3525 | NS      | $182418.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                | DoorDash, Inc.                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      7303 | NS      | $1494339.86   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                         | Dorman Products, Inc.                                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      3867 | NS      | $480281.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                   | DoubleVerify Holdings, Inc.                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5193 | NS      | $56188.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Dynamics Inc                        | Douglas Dynamics, Inc.                                       | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      3080 | NS      | $116054.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Elliman Inc                         | Douglas Elliman, Inc.                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     14400 | NS      | $38880.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                  | Dover Corp.                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     12661 | NS      | $2551064.89   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                     | Dow, Inc.                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     35233 | NS      | $970669.15    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                     | Dream Finders Homes, Inc.                                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3831 | NS      | $70452.09     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                 | Dropbox, Inc.                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     10573 | NS      | $269400.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Driven Brands Holdings Inc                  | Driven Brands Holdings, Inc.                                 | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13997 | NS      | $217653.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Duluth Holdings Inc                         | Duluth Holdings, Inc.                                        | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |     14500 | NS      | $34945.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                | Duolingo, Inc.                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $114353.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours, Inc.                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     14902 | NS      | $654495.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                | Doximity, Inc.                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8334 | NS      | $312274.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dutch Bros Inc                              | Dutch Bros, Inc.                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6013 | NS      | $327047.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dycom Industries Inc                        | Dycom Industries, Inc.                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3764 | NS      | $1371563.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                               | Dynatrace, Inc.                                              | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     13451 | NS      | $512348.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                       | Dyne Therapeutics, Inc.                                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9203 | NS      | $164641.67    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                              | elf Beauty, Inc.                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1825 | NS      | $155106.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| El Pollo Loco Holdings Inc                  | El Pollo Loco Holdings, Inc.                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      3355 | NS      | $33986.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                           | Eagle Bancorp, Inc.                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4278 | NS      | $114479.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EVI Industries Inc                          | EVI Industries, Inc.                                         | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |       123 | NS      | $3161.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Montana Inc                   | Eagle Bancorp Montana, Inc.                                  | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       700 | NS      | $15197.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                       | East West Bancorp, Inc.                                      | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     12958 | NS      | $1482913.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                      | Eastern Bankshares, Inc.                                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     30038 | NS      | $615328.43    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Co/The                              | Eastern Co.                                                  | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       312 | NS      | $5834.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                         | Eastman Chemical Co.                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      9149 | NS      | $634208.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Kodak Co                            | Eastman Kodak Co.                                            | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     10610 | NS      | $77665.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                    | eBay, Inc.                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     32399 | NS      | $2955436.78   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                               | EchoStar Corp.                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2890 | NS      | $327205.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                  | Ecolab, Inc.                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      6169 | NS      | $1739596.31   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                   | Edgewell Personal Care Co.                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3658 | NS      | $71184.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                   | Edgewise Therapeutics, Inc.                                  | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8157 | NS      | $229619.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                        | Edison International                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     11404 | NS      | $710241.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                   | Edwards Lifesciences Corp.                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     15591 | NS      | $1268483.76   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                  | eGain Corp.                                                  | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |      2871 | NS      | $29485.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eHealth Inc                                 | eHealth, Inc.                                                | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      1615 | NS      | $4570.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA 89BIO INC                            | 89bio, Inc.                                                  | CUSIP: 282CVR018<br>LEI: N/A                  | N/A              | DE               |  | US        |     14791 | NS      | $5028.94      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health, Inc.                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     61496 | NS      | $1480823.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Electro-Sensors Inc                         | Electro-Sensors, Inc.                                        | CUSIP: 285233102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $7369.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Electromed Inc                              | Electromed, Inc.                                             | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $26733.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts, Inc.                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     10581 | NS      | $2157677.52   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                       | Element Solutions, Inc.                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     34175 | NS      | $994492.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Embecta Corp                                | Embecta Corp.                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      4974 | NS      | $52774.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                             | EMCOR Group, Inc.                                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      3691 | NS      | $2660214.43   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions Inc                   | Emergent BioSolutions, Inc.                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4000 | NS      | $45360.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co.                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     19656 | NS      | $2888645.76   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Employers Holdings Inc                      | Employers Holdings, Inc.                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4714 | NS      | $205624.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enact Holdings Inc                          | Enact Holdings, Inc.                                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      7302 | NS      | $290400.54    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                    | Encore Capital Group, Inc.                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3038 | NS      | $167697.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                       | Encompass Health Corp.                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     13306 | NS      | $1257816.18   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                         | Energy Recovery, Inc.                                        | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      4025 | NS      | $58724.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Services of America Corp             | Energy Services of America Corp.                             | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1620 | NS      | $14596.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energizer Holdings Inc                      | Energizer Holdings, Inc.                                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      8286 | NS      | $180883.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                     | EnerSys                                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4804 | NS      | $865632.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerpac Tool Group Corp                     | Enerpac Tool Group Corp.                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      7620 | NS      | $307543.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enhabit Inc                                 | Enhabit, Inc.                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     10645 | NS      | $113156.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enliven Therapeutics Inc                    | Enliven Therapeutics, Inc.                                   | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1653 | NS      | $43721.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                   | Ennis, Inc.                                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3943 | NS      | $76849.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy Inc                          | Enphase Energy, Inc.                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      4282 | NS      | $158348.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enpro Inc                                   | Enpro, Inc.                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3438 | NS      | $820925.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                     | Enova International, Inc.                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      5833 | NS      | $963436.61    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensign Group Inc/The                        | Ensign Group, Inc.                                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6165 | NS      | $1058283.90   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                | Entegris, Inc.                                               | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      6967 | NS      | $822593.69    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services Corp          | Enterprise Financial Services Corp.                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4742 | NS      | $271953.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Corp             | Entravision Communications Corp.                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      4228 | NS      | $12726.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Entrada Therapeutics Inc                    | Entrada Therapeutics, Inc.                                   | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $3923.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Envela Corp                                 | Envela Corp.                                                 | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2497 | NS      | $34059.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                            | EPAM Systems, Inc.                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      5253 | NS      | $1095775.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                       | Envista Holdings Corp.                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     16562 | NS      | $388710.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ePlus Inc                                   | ePlus, Inc.                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      3675 | NS      | $315351.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Epsilon Energy Ltd                          | Epsilon Energy Ltd.                                          | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     14303 | NS      | $71371.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                 | Equifax, Inc.                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5406 | NS      | $1088768.40   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                      | Equitable Holdings, Inc.                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     46606 | NS      | $2162518.40   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Bancshares Inc                       | Equity Bancshares, Inc.                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      2425 | NS      | $111841.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Erasca Inc                                  | Erasca, Inc.                                                 | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24352 | NS      | $255939.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Erie Indemnity Co                           | Erie Indemnity Co.                                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      3142 | NS      | $889217.42    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc                                | Escalade, Inc.                                               | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $21083.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Esab Corp                                   | Esab Corp.                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      5184 | NS      | $627782.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc                       | ESCO Technologies, Inc.                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      4269 | NS      | $974057.73    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Espey Mfg. & Electronics Corp               | Espey Mfg. & Electronics Corp.                               | CUSIP: 296650104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $22152.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Esquire Financial Holdings Inc              | Esquire Financial Holdings, Inc.                             | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       913 | NS      | $97353.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                     | Essential Utilities, Inc.                                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     12997 | NS      | $504153.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc                   | Ethan Allen Interiors, Inc.                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $74820.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                    | Etsy, Inc.                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      7486 | NS      | $396458.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                       | Euronet Worldwide, Inc.                                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      3667 | NS      | $265710.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite Inc                              | Eventbrite, Inc.                                             | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      6468 | NS      | $28588.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                | Evercore, Inc.                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      2909 | NS      | $1027662.43   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERTEC Inc                                 | EVERTEC, Inc.                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     11376 | NS      | $341393.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                           | Eversource Energy                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14271 | NS      | $986554.23    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EverQuote Inc                               | EverQuote, Inc.                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2429 | NS      | $55138.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                   | Everspin Technologies, Inc.                                  | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |      2288 | NS      | $29721.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everus Construction Group Inc               | Everus Construction Group, Inc.                              | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |      6242 | NS      | $552354.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                    | Evolution Petroleum Corp.                                    | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      4751 | NS      | $18718.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                         | Exact Sciences Corp.                                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     10240 | NS      | $1047961.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Excelerate Energy Inc                       | Excelerate Energy, Inc.                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2693 | NS      | $100583.55    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                 | Exelon Corp.                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     30258 | NS      | $1354953.24   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                | Exelixis, Inc.                                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     32705 | NS      | $1352678.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc                    | F&G Annuities & Life, Inc.                                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6573 | NS      | $193837.77    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings Inc                     | ExlService Holdings, Inc.                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     17860 | NS      | $699219.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                           | Expedia Group, Inc.                                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      8806 | NS      | $2332181.04   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc  | Expeditors International of Washington, Inc.                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     14498 | NS      | $2327508.92   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                | Exponent, Inc.                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      3661 | NS      | $263116.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                  | EZCORP, Inc.                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      8301 | NS      | $178056.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EyePoint Inc                                | EyePoint, Inc.                                               | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      6118 | NS      | $82715.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                                | Flywire Corp.                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     15800 | NS      | $199080.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp/PA                                 | FNB Corp.                                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     64949 | NS      | $1139854.95   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                           | FB Financial Corp.                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      8390 | NS      | $482676.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                    | Figs, Inc.                                                   | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16422 | NS      | $177521.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                              | FS Bancorp, Inc.                                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       850 | NS      | $35683.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FRP Holdings Inc                            | FRP Holdings, Inc.                                           | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $69339.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                          | FTI Consulting, Inc.                                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4149 | NS      | $724705.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms, Inc.                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     90365 | NS      | $64746522.50  | 2.89%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                | FactSet Research Systems, Inc.                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      2630 | NS      | $668966.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                             | Fair Isaac Corp.                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       756 | NS      | $1106156.52   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH | Farmers & Merchants Bancorp, Inc.                            | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $26239.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp                  | Farmers National Banc Corp.                                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4026 | NS      | $52257.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                  | Fastly, Inc.                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     19339 | NS      | $178885.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                 | Fastenal Co.                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     62020 | NS      | $2689187.20   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp          | Federal Agricultural Mortgage Corp.                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1334 | NS      | $225846.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Signal Corp                         | Federal Signal Corp.                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      6612 | NS      | $714691.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                        | Federated Hermes, Inc.                                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     10140 | NS      | $540259.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                  | FedEx Corp.                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     14565 | NS      | $4693571.25   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferguson Enterprises Inc                    | Ferguson Enterprises, Inc.                                   | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     15823 | NS      | $3994674.58   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                      | F5, Inc.                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      5895 | NS      | $1624720.95   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity D&D Bancorp Inc                    | Fidelity D&D Bancorp, Inc.                                   | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $23914.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc  | Fidelity National Information Services, Inc.                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     33627 | NS      | $1857891.75   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial Inc             | Fidelity National Financial, Inc.                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     22945 | NS      | $1247978.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                         | Fifth Third Bancorp                                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     41462 | NS      | $2082221.64   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc                  | Financial Institutions, Inc.                                 | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2921 | NS      | $96217.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finward Bancorp                             | Finward Bancorp                                              | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $13375.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finwise Bancorp                             | Finwise Bancorp                                              | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $19768.79     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Corp                        | First Advantage Corp.                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      5586 | NS      | $75411.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp               | First American Financial Corp.                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     12730 | NS      | $804281.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp Inc/The                       | First Bancorp, Inc.                                          | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1481 | NS      | $40505.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                   | First BanCorp                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     36242 | NS      | $801673.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp/Southern Pines NC             | First Bancorp/Southern Pines NC                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7528 | NS      | $436097.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bank/Hamilton NJ                      | First Bank                                                   | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |       916 | NS      | $15278.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corp                            | First Busey Corp.                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     10391 | NS      | $256138.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Business Financial Services Inc       | First Business Financial Services, Inc.                      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       989 | NS      | $56689.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Capital Inc                           | First Capital, Inc.                                          | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       510 | NS      | $30049.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares Inc/NC            | First Citizens BancShares, Inc.                              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       931 | NS      | $1926769.67   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp           | First Commonwealth Financial Corp.                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     13402 | NS      | $241638.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Corp/SC                     | First Community Corp.                                        | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       986 | NS      | $28909.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc              | First Community Bankshares, Inc.                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3590 | NS      | $129311.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp                     | First Financial Bancorp                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     25352 | NS      | $728616.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc              | First Financial Bankshares, Inc.                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     14409 | NS      | $458494.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp                        | First Financial Corp.                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1520 | NS      | $99043.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                        | First Foundation, Inc.                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     10900 | NS      | $68452.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corp                          | First Horizon Corp.                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     69521 | NS      | $1702569.29   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc                          | First Hawaiian, Inc.                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     15406 | NS      | $409029.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Internet Bancorp                      | First Internet Bancorp                                       | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       637 | NS      | $13880.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate BancSystem Inc             | First Interstate BancSystem, Inc.                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     10871 | NS      | $385594.37    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corp                        | First Merchants Corp.                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      7402 | NS      | $294303.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Mid Bancshares Inc                    | First Mid Bancshares, Inc.                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2802 | NS      | $117964.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First National Corp/VA                      | First National Corp.                                         | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |       673 | NS      | $17733.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Northwest Bancorp                     | First Northwest Bancorp                                      | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |      4200 | NS      | $43806.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Savings Financial Group Inc           | First Savings Financial Group, Inc.                          | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |       516 | NS      | $17533.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                             | First Solar, Inc.                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      7007 | NS      | $1580218.64   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                             | 1st Source Corp.                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3311 | NS      | $222929.63    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First United Corp                           | First United Corp.                                           | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      1505 | NS      | $57686.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First US Bancshares Inc                     | First U.S. Bancshares, Inc.                                  | CUSIP: 33744V103<br>LEI: 54930017QY1V8LM2TC68 | Long             | EC               | CORP              | US        |      1038 | NS      | $15206.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Watch Restaurant Group Inc            | First Watch Restaurant Group, Inc.                           | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5169 | NS      | $82652.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                 | First Western Financial, Inc.                                | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      1204 | NS      | $30280.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Firstsun Capital Bancorp                    | Firstsun Capital Bancorp                                     | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1795 | NS      | $70866.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstCash Holdings Inc                      | FirstCash Holdings, Inc.                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5688 | NS      | $969804.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                  | Fiserv, Inc.                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     21853 | NS      | $1392691.69   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                              | Five Below, Inc.                                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      4962 | NS      | $950917.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Five9 Inc                                   | Five9, Inc.                                                  | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      3323 | NS      | $58684.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Star Bancorp                           | Five Star Bancorp                                            | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1778 | NS      | $70444.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings LLC                     | Five Point Holdings LLC                                      | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $557.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flexsteel Industries Inc                    | Flexsteel Industries, Inc.                                   | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      1153 | NS      | $46154.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flexible Solutions International Inc        | Flexible Solutions International, Inc.                       | CUSIP: 33938T104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3352 | NS      | $19341.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                  | Floor & Decor Holdings, Inc.                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      7481 | NS      | $493446.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flotek Industries Inc                       | Flotek Industries, Inc.                                      | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      4885 | NS      | $84852.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                  | Fluor Corp.                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     17180 | NS      | $793544.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowers Foods Inc                           | Flowers Foods, Inc.                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3896 | NS      | $44531.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowserve Corp                              | Flowserve Corp.                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     13033 | NS      | $1018528.95   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Flushing Financial Corp                     | Flushing Financial Corp.                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5263 | NS      | $83102.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FONAR Corp                                  | FONAR Corp.                                                  | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $25946.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                               | Ford Motor Co.                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    239012 | NS      | $3317486.56   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                          | Forestar Group, Inc.                                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      6215 | NS      | $161714.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FormFactor Inc                              | FormFactor, Inc.                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      8239 | NS      | $580767.11    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                | Fortinet, Inc.                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     32658 | NS      | $2653789.08   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                | Fortive Corp.                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     16773 | NS      | $885782.13    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortitude Gold Corp                         | Fortitude Gold Corp.                                         | CUSIP: 34962K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2144 | NS      | $11813.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc              | Fortune Brands Innovations, Inc.                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      9726 | NS      | $526176.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortrea Holdings Inc                        | Fortrea Holdings, Inc.                                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      9945 | NS      | $167175.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Forum Energy Technologies Inc               | Forum Energy Technologies, Inc.                              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      1425 | NS      | $64467.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                            | Forward Air Corp.                                            | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $26513.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| L B Foster Co                               | L.B. Foster Co.                                              | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       876 | NS      | $26323.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics Inc               | 4D Molecular Therapeutics, Inc.                              | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6762 | NS      | $59911.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                    | Fox Corp.                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     21334 | NS      | $1552688.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                    | Fox Corp.                                                    | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     21488 | NS      | $1408968.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                    | Fox Factory Holding Corp.                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      3696 | NS      | $68006.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                           | Franklin Covey Co.                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $47665.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                    | Franklin Electric Co., Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      4753 | NS      | $473493.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Financial Services Corp            | Franklin Financial Services Corp.                            | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $19638.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                      | Franklin Resources, Inc.                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     28398 | NS      | $755954.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Wireless Corp                      | Franklin Wireless Corp.                                      | CUSIP: 355184102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2368 | NS      | $9732.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FreightCar America Inc                      | FreightCar America, Inc.                                     | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |      3484 | NS      | $40100.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Electronics Inc                   | Frequency Electronics, Inc.                                  | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       400 | NS      | $21032.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                | Freshpet, Inc.                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      3704 | NS      | $258168.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshworks Inc                              | Freshworks, Inc.                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     25096 | NS      | $270534.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC FRESH MKT INC                           | Fresh Market, Inc.                                           | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |      3200 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontdoor Inc                               | Frontdoor, Inc.                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7576 | NS      | $447817.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Group Holdings Inc                 | Frontier Group Holdings, Inc.                                | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     16801 | NS      | $77956.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| fuboTV Inc                                  | fuboTV, Inc.                                                 | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40190 | NS      | $89623.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulcrum Therapeutics Inc                    | Fulcrum Therapeutics, Inc.                                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8094 | NS      | $86848.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                        | Fulgent Genetics, Inc.                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3912 | NS      | $102494.40    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co                                | HB Fuller Co.                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6935 | NS      | $416793.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corp                       | Fulton Financial Corp.                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     21837 | NS      | $450934.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                             | FutureFuel Corp.                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      3578 | NS      | $11771.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FVCBankcorp Inc                             | FVCBankcorp, Inc.                                            | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      1089 | NS      | $16487.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                   | GATX Corp.                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5801 | NS      | $1055259.91   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                             | GCI Liberty, Inc.                                            | CUSIP: 36164V602<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       372 | NS      | $13938.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GCI Liberty Inc                             | GCI Liberty, Inc.                                            | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |      3138 | NS      | $116074.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| G-III Apparel Group Ltd                     | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      5413 | NS      | $158871.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc                           | GXO Logistics, Inc.                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     12803 | NS      | $724521.77    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaia Inc                                    | Gaia, Inc.                                                   | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |      4112 | NS      | $13939.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                     | Arthur J Gallagher & Co.                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      4167 | NS      | $1039124.79   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| USA TODAY Co Inc                            | USA TODAY Co., Inc.                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     21700 | NS      | $128464.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gap Inc/The                                 | Gap, Inc.                                                    | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     46468 | NS      | $1300174.64   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Garrett Motion Inc                          | Garrett Motion, Inc.                                         | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     13768 | NS      | $248374.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                                 | Gartner, Inc.                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3429 | NS      | $718752.69    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GE Vernova Inc                              | GE Vernova, Inc.                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1838 | NS      | $1335068.06   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GCM Grosvenor Inc                           | GCM Grosvenor, Inc.                                          | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2754 | NS      | $31175.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gencor Industries Inc                       | Gencor Industries, Inc.                                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $15028.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                        | Generac Holdings, Inc.                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      4861 | NS      | $816842.44    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                           | General Mills, Inc.                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     64837 | NS      | $2999359.62   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                           | General Motors Co.                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     90575 | NS      | $7608300.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesco Inc                                 | Genesco, Inc.                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       800 | NS      | $23144.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                 | Gentex Corp.                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     30960 | NS      | $712389.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genie Energy Ltd                            | Genie Energy Ltd.                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      2801 | NS      | $38569.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                            | Genuine Parts Co.                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      9038 | NS      | $1256191.62   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                      | Genworth Financial, Inc.                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     52275 | NS      | $435973.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                | Gentherm, Inc.                                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      3913 | NS      | $125059.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| German American Bancorp Inc                 | German American Bancorp, Inc.                                | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      5088 | NS      | $214052.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries Inc                    | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3784 | NS      | $193967.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                       | Gildan Activewear, Inc.                                      | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |       428 | NS      | $27811.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                | Ginkgo Bioworks Holdings, Inc.                               | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5590 | NS      | $50142.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc                         | Glacier Bancorp, Inc.                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     14720 | NS      | $746009.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Business Travel Group I              | Global Business Travel Group I                               | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22570 | NS      | $154604.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Industrial Co                        | Global Industrial Co.                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      4216 | NS      | $128840.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                         | Global Payments, Inc.                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     16903 | NS      | $1212621.22   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Water Resources Inc                  | Global Water Resources, Inc.                                 | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1359 | NS      | $11782.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Medical Inc                          | Globus Medical, Inc.                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     12178 | NS      | $1104301.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                              | Globe Life, Inc.                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      8651 | NS      | $1213043.22   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                 | GoDaddy, Inc.                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     11102 | NS      | $1115973.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogo Inc                                    | Gogo, Inc.                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     20844 | NS      | $95673.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group, Inc.                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10045 | NS      | $9396193.45   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The               | Goodyear Tire & Rubber Co.                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     32509 | NS      | $305909.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goosehead Insurance Inc                     | Goosehead Insurance, Inc.                                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1451 | NS      | $89729.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                          | Gorman-Rupp Co.                                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      3516 | NS      | $191586.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                   | Graco, Inc.                                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     12465 | NS      | $1088568.45   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Corp                                 | Graham Corp.                                                 | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       467 | NS      | $32652.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                          | Graham Holdings Co.                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       645 | NS      | $752476.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                             | WW Grainger, Inc.                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3272 | NS      | $3533563.68   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                  | Grand Canyon Education, Inc.                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3601 | NS      | $625997.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Construction Inc                    | Granite Construction, Inc.                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      4678 | NS      | $564821.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                | Graphic Packaging Holding Co.                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41883 | NS      | $613585.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Media Inc                              | Gray Media, Inc.                                             | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     16887 | NS      | $76160.37     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp              | Great Lakes Dredge & Dock Corp.                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      8897 | NS      | $133277.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                  | Great Southern Bancorp, Inc.                                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      2505 | NS      | $153756.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc                    | Green Brick Partners, Inc.                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      5861 | NS      | $406694.79    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                              | Green Dot Corp.                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5362 | NS      | $65309.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                            | Green Plains, Inc.                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      4083 | NS      | $46791.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenbrier Cos Inc/The                      | Greenbrier Cos., Inc.                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3960 | NS      | $199663.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greene County Bancorp Inc                   | Greene County Bancorp, Inc.                                  | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $28128.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                   | Greif, Inc.                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3210 | NS      | $226690.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                   | Greif, Inc.                                                  | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1032 | NS      | $85841.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grid Dynamics Holdings Inc                  | Grid Dynamics Holdings, Inc.                                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     10112 | NS      | $83626.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                                | Griffon Corp.                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5469 | NS      | $445450.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                 | Grocery Outlet Holding Corp.                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7299 | NS      | $69559.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                      | Group 1 Automotive, Inc.                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1659 | NS      | $587717.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Groupon Inc                                 | Groupon, Inc.                                                | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      2476 | NS      | $35035.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                         | Guardant Health, Inc.                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |       851 | NS      | $97048.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardian Pharmacy Services Inc              | Guardian Pharmacy Services, Inc.                             | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $10147.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                      | Guidewire Software, Inc.                                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      4215 | NS      | $593303.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                            | HF Sinclair Corp.                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     23706 | NS      | $1232474.94   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                           | HBT Financial, Inc.                                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2197 | NS      | $59275.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCI Group Inc                               | HCI Group, Inc.                                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      1385 | NS      | $219757.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Foods Group Inc                          | HF Foods Group, Inc.                                         | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      3658 | NS      | $6986.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                    | HNI Corp.                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      8241 | NS      | $393837.39    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                      | HP, Inc.                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     31351 | NS      | $609463.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hackett Group Inc/The                       | Hackett Group, Inc.                                          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3314 | NS      | $60480.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                            | Haemonetics Corp.                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      4379 | NS      | $291904.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                              | Halliburton Co.                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     49392 | NS      | $1655619.84   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                   | Halozyme Therapeutics, Inc.                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     13388 | NS      | $960053.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Beach Brands Holding Co            | Hamilton Beach Brands Holding Co.                            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $19090.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Lane Inc                           | Hamilton Lane, Inc.                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      4429 | NS      | $625551.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                        | Hancock Whitney Corp.                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     12778 | NS      | $879126.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp                        | Hanmi Financial Corp.                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3863 | NS      | $102639.91    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Bancorp Inc                         | Hanover Bancorp, Inc.                                        | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $2725.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group Inc/The             | Hanover Insurance Group, Inc.                                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      4586 | NS      | $798606.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                         | Harley-Davidson, Inc.                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      2328 | NS      | $46094.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                | Harmonic, Inc.                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     15531 | NS      | $150961.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc            | Harmony Biosciences Holdings, Inc.                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6619 | NS      | $241725.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harrow Inc                                  | Harrow, Inc.                                                 | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1987 | NS      | $81347.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp                                 | Enviri Corp.                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      9556 | NS      | $180799.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Insurance Group Inc/The            | Hartford Insurance Group, Inc.                               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     30878 | NS      | $4170382.68   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro Inc                                  | Hasbro, Inc.                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     13459 | NS      | $1202023.29   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                   | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      2071 | NS      | $52437.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawkins Inc                                 | Hawkins, Inc.                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2677 | NS      | $348679.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawthorn Bancshares Inc                     | Hawthorn Bancshares, Inc.                                    | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $33037.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                        | Hayward Holdings, Inc.                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28149 | NS      | $454324.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Services Group Inc               | Healthcare Services Group, Inc.                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      8872 | NS      | $166971.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc                            | HealthStream, Inc.                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      3370 | NS      | $75117.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity Inc                            | HealthEquity, Inc.                                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      8724 | NS      | $747385.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc                       | Heartland Express, Inc.                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     10100 | NS      | $101909.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                             | Hecla Mining Co.                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     72126 | NS      | $1624277.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                  | HEICO Corp.                                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2263 | NS      | $748849.33    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp                                  | HEICO Corp.                                                  | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2448 | NS      | $623236.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                     | Helios Technologies, Inc.                                    | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      3588 | NS      | $232430.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group Inc            | Helix Energy Solutions Group, Inc.                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     15623 | NS      | $124046.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                       | Helmerich & Payne, Inc.                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      7802 | NS      | $264331.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc                 | Jack Henry & Associates, Inc.                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      6257 | NS      | $1121316.97   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                      | Heritage Commerce Corp.                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      6696 | NS      | $85240.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                           | Herc Holdings, Inc.                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5540 | NS      | $794103.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                  | Heritage Financial Corp.                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3262 | NS      | $84192.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc             | Heritage Insurance Holdings, Inc.                            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1200 | NS      | $31284.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                              | Hershey Co.                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      7482 | NS      | $1457119.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co               | Hewlett Packard Enterprise Co.                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     77801 | NS      | $1674277.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                 | Hexcel Corp.                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      8621 | NS      | $713905.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                      | Hillman Solutions Corp.                                      | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17886 | NS      | $167591.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA HILLEVAX INC                         | HilleVax, Inc.                                               | CUSIP: 431CVR018<br>LEI: N/A                  | N/A              | DE               |  | US        |      5343 | NS      | $748.02       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Hilltop Holdings Inc                        | Hilltop Holdings, Inc.                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      8077 | NS      | $302483.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                  | Hilton Grand Vacations, Inc.                                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      9683 | NS      | $436800.13    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc               | Hilton Worldwide Holdings, Inc.                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      6411 | NS      | $1913747.61   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hingham Institution For Savings The         | Hingham Institution For Savings                              | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       290 | NS      | $86550.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HireQuest Inc                               | HireQuest, Inc.                                              | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $13689.37     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                          | Hippo Holdings, Inc.                                         | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $82337.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                  | Holley, Inc.                                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     15800 | NS      | $60830.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                 | Hologic, Inc.                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     15794 | NS      | $1183444.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                      | Home BancShares, Inc.                                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25266 | NS      | $730187.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc                            | Home Bancorp, Inc.                                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $68882.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                          | Home Depot, Inc.                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32211 | NS      | $12065918.49  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Federal Bancorp Inc of Louisiana       | Home Federal Bancorp, Inc. of Louisiana                      | CUSIP: 43708L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $3791.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mechanics Bancorp                           | Mechanics Bancorp                                            | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $6580.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                    | HomeTrust Bancshares, Inc.                                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2244 | NS      | $96761.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                 | Honeywell International, Inc.                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     15740 | NS      | $3581164.80   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                     | Hooker Furnishings Corp.                                     | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $19613.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                            | Hope Bancorp, Inc.                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     12184 | NS      | $145964.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corp                  | Horace Mann Educators Corp.                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      5218 | NS      | $233818.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                      | Horizon Bancorp, Inc.                                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      6336 | NS      | $111640.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                           | Hormel Foods Corp.                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     28867 | NS      | $710416.87    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey Inc                          | Houlihan Lokey, Inc.                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4763 | NS      | $801708.16    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises Inc                   | Hovnanian Enterprises, Inc.                                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       369 | NS      | $41567.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc                  | Howard Hughes Holdings, Inc.                                 | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |      7572 | NS      | $618329.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace, Inc.                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     22815 | NS      | $4747345.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                               | Hub Group, Inc.                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7775 | NS      | $369934.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                 | Hubbell, Inc.                                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4852 | NS      | $2367484.88   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                 | HubSpot, Inc.                                                | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1324 | NS      | $370720.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Technologies Inc                     | Hudson Technologies, Inc.                                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6390 | NS      | $45816.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                  | Humana, Inc.                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5183 | NS      | $1011721.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc              | JB Hunt Transport Services, Inc.                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      9422 | NS      | $1910027.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                | Huntington Bancshares, Inc.                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    127050 | NS      | $2220834.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                               | Huntsman Corp.                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     17191 | NS      | $186006.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hurco Cos Inc                               | Hurco Cos., Inc.                                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |       876 | NS      | $14489.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Huron Consulting Group Inc                  | Huron Consulting Group, Inc.                                 | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3291 | NS      | $556179.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyatt Hotels Corp                           | Hyatt Hotels Corp.                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3805 | NS      | $594987.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IDT Corp                                    | IDT Corp.                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3200 | NS      | $155616.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyster-Yale Inc                             | Hyster-Yale, Inc.                                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1643 | NS      | $54958.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                       | ICF International, Inc.                                      | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2697 | NS      | $251495.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                             | ICU Medical, Inc.                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      2559 | NS      | $383594.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IF Bancorp Inc                              | IF Bancorp, Inc.                                             | CUSIP: 44951J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $13966.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IES Holdings Inc                            | IES Holdings, Inc.                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2585 | NS      | $983049.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                          | IPG Photonics Corp.                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4672 | NS      | $431739.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                     | ITT, Inc.                                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6834 | NS      | $1245838.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ideaya Biosciences Inc                      | Ideaya Biosciences, Inc.                                     | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      8988 | NS      | $289323.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                   | IDEX Corp.                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4034 | NS      | $800950.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                      | IDEXX Laboratories, Inc.                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4815 | NS      | $3228264.90   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Identiv Inc                                 | Identiv, Inc.                                                | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      3087 | NS      | $10248.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                     | Illinois Tool Works, Inc.                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     12504 | NS      | $3266795.04   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| IMAX Corp                                   | IMAX Corp.                                                   | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |      5208 | NS      | $181811.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmuCell Corp                               | ImmuCell Corp.                                               | CUSIP: 452525306<br>LEI: 5493003G4YVJPVDW6U67 | Long             | EC               | CORP              | US        |      2105 | NS      | $12672.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                 | Incyte Corp.                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     16514 | NS      | $1652555.98   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp                       | Independent Bank Corp.                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      4715 | NS      | $380877.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                    | Independent Bank Corp.                                       | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      4359 | NS      | $153218.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| indie Semiconductor Inc                     | indie Semiconductor, Inc.                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |      7752 | NS      | $31783.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Indivior Pharmaceuticals Inc                | Indivior Pharmaceuticals, Inc.                               | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10400 | NS      | $367952.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Information Services Group Inc              | Information Services Group, Inc.                             | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      1800 | NS      | $10026.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                     | InfuSystem Holdings, Inc.                                    | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |      3700 | NS      | $30562.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand, Inc.                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     18887 | NS      | $1625981.83   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                               | Ingevity Corp.                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3805 | NS      | $250330.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                          | Ingles Markets, Inc.                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1865 | NS      | $139613.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                               | Ingredion, Inc.                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      8097 | NS      | $956255.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Innodata Inc                                | Innodata, Inc.                                               | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      4000 | NS      | $221760.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovex International Inc                   | Innovex International, Inc.                                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      6259 | NS      | $155536.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                     | Insight Enterprises, Inc.                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      3541 | NS      | $297514.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                  | Insmed, Inc.                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1929 | NS      | $302602.23    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                | Innospec, Inc.                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      3184 | NS      | $260196.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovative Solutions and Support Inc        | Innovative Solutions & Support, Inc.                         | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $7396.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                      | Insteel Industries, Inc.                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2607 | NS      | $86395.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                               | Insperity, Inc.                                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      3427 | NS      | $146435.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                  | Inogen, Inc.                                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      4900 | NS      | $28910.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products Inc             | Installed Building Products, Inc.                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3504 | NS      | $1009642.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                | Innoviva, Inc.                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      8080 | NS      | $161600.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                                | Inseego Corp.                                                | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      1459 | NS      | $15888.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Instil Bio Inc                              | Instil Bio, Inc.                                             | CUSIP: 45783C200<br>LEI: 529900HW1XOEQEVG5T88 | Long             | EC               | CORP              | US        |       806 | NS      | $5690.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovage Holding Corp                       | Innovage Holding Corp.                                       | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2284 | NS      | $12676.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                | Insulet Corp.                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      3775 | NS      | $965682.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corp          | Integra LifeSciences Holdings Corp.                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5295 | NS      | $58986.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                  | Intel Corp.                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     91197 | NS      | $4237924.59   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellinetics Inc                           | Intellinetics, Inc.                                          | CUSIP: 45825X204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $7167.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integer Holdings Corp                       | Integer Holdings Corp.                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      4492 | NS      | $390175.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intapp Inc                                  | Intapp, Inc.                                                 | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4996 | NS      | $169614.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Interparfums Inc                            | Interparfums, Inc.                                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3484 | NS      | $339933.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc               | Interactive Brokers Group, Inc.                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      3308 | NS      | $247703.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                               | Interface, Inc.                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      7483 | NS      | $235490.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange, Inc.                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     17361 | NS      | $3016994.58   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                            | InterDigital, Inc.                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6851 | NS      | $2236440.44   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| International Bancshares Corp               | International Bancshares Corp.                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      7969 | NS      | $554961.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp        | International Business Machines Corp.                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     43593 | NS      | $13369973.10  | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc      | International Flavors & Fragrances, Inc.                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     13380 | NS      | $934057.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express Inc             | International Money Express, Inc.                            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2646 | NS      | $40907.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co                      | International Paper Co.                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     36042 | NS      | $1453213.44   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| inTEST Corp                                 | inTEST Corp.                                                 | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |      5028 | NS      | $46006.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                  | Intuit, Inc.                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2609 | NS      | $1301682.28   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                      | Intuitive Surgical, Inc.                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2338 | NS      | $1178866.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc                         | Intrepid Potash, Inc.                                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2450 | NS      | $80458.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investar Holding Corp                       | Investar Holding Corp.                                       | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       909 | NS      | $25861.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investors Title Co                          | Investors Title Co.                                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $43063.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IonQ Inc                                    | IonQ, Inc.                                                   | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      8156 | NS      | $326076.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| iRadimed Corp                               | iRadimed Corp.                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1040 | NS      | $101795.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                          | IQVIA Holdings, Inc.                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     12229 | NS      | $2814504.35   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                  | Iridium Communications, Inc.                                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      8869 | NS      | $176670.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| I3 Verticals Inc                            | I3 Verticals, Inc.                                           | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      2726 | NS      | $60544.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron Inc                                   | Itron, Inc.                                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      7757 | NS      | $768563.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                   | Ivanhoe Electric, Inc.                                       | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7677 | NS      | $131199.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ITEOS THERAPEUT                      | iTeos Therapeutics, Inc.                                     | CUSIP: 465CVR017<br>LEI: N/A                  | N/A              | DE               |  | US        |      3190 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J & J Snack Foods Corp                      | J&J Snack Foods Corp.                                        | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      1527 | NS      | $145065.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IZEA Worldwide Inc                          | IZEA Worldwide, Inc.                                         | CUSIP: 46604H204<br>LEI: 549300ZNN8UBT1IUHO61 | Long             | EC               | CORP              | US        |      5497 | NS      | $19349.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co.                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     96524 | NS      | $29525726.36  | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                   | Jabil, Inc.                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     11056 | NS      | $2622372.64   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dakota Gold Corp                            | Dakota Gold Corp.                                            | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8166 | NS      | $48914.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                       | Jackson Financial, Inc.                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      9942 | NS      | $1182302.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Jacobs Solutions Inc                        | Jacobs Solutions, Inc.                                       | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      7932 | NS      | $1072882.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Inc              | James River Group Holdings, Inc.                             | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $50325.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JAKKS Pacific Inc                           | JAKKS Pacific, Inc.                                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       706 | NS      | $12898.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of the James Financial Group Inc       | Bank of the James Financial Group, Inc.                      | CUSIP: 470299108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $23360.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jamf Holding Corp                           | Jamf Holding Corp.                                           | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      2470 | NS      | $32233.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc               | Jefferies Financial Group, Inc.                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     24349 | NS      | $1489671.82   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JELD-WEN Holding Inc                        | JELD-WEN Holding, Inc.                                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     12376 | NS      | $33662.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jerash Holdings US Inc                      | Jerash Holdings U.S., Inc.                                   | CUSIP: 47632P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $2083.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Outdoors Inc                        | Johnson Outdoors, Inc.                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1404 | NS      | $63727.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                      | Jones Lang LaSalle, Inc.                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      4618 | NS      | $1652828.38   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                              | Ziff Davis, Inc.                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3949 | NS      | $150930.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                | OPENLANE, Inc.                                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     17417 | NS      | $523206.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                     | KBR, Inc.                                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     12174 | NS      | $521168.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                    | KLA Corp.                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4352 | NS      | $6214394.88   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                | KKR & Co., Inc.                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     15755 | NS      | $1800166.30   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KVH Industries Inc                          | KVH Industries, Inc.                                         | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $42084.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kadant Inc                                  | Kadant, Inc.                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1463 | NS      | $469681.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminum Corp                        | Kaiser Aluminum Corp.                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2135 | NS      | $261793.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Karat Packaging Inc                         | Karat Packaging, Inc.                                        | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      1611 | NS      | $39421.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                     | KB Home                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      9195 | NS      | $529080.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kearny Financial Corp/MD                    | Kearny Financial Corp.                                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8353 | NS      | $65069.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                          | Kelly Services, Inc.                                         | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      5090 | NS      | $54921.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                 | Kemper Corp.                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      8249 | NS      | $325093.09    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevra Therapeutics Inc                      | Zevra Therapeutics, Inc.                                     | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      1188 | NS      | $10692.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                              | Kennametal, Inc.                                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      6003 | NS      | $206443.17    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                 | Kennedy-Wilson Holdings, Inc.                                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     17255 | NS      | $169961.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kentucky First Federal Bancorp              | Kentucky First Federal Bancorp                               | CUSIP: 491292108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $3075.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                  | Kenvue, Inc.                                                 | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     50567 | NS      | $879865.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Keros Therapeutics Inc                      | Keros Therapeutics, Inc.                                     | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1181 | NS      | $21151.71     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                        | Keurig Dr. Pepper, Inc.                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     37234 | NS      | $1021700.96   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kewaunee Scientific Corp                    | Kewaunee Scientific Corp.                                    | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |       263 | NS      | $10399.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                     | KeyCorp                                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     73384 | NS      | $1579223.68   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies, Inc.                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     11593 | NS      | $2507913.69   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                  | Kforce, Inc.                                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3986 | NS      | $140825.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball Electronics Inc                     | Kimball Electronics, Inc.                                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      3127 | NS      | $94466.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                         | Kimberly-Clark Corp.                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     15787 | NS      | $1578542.13   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingstone Cos Inc                           | Kingstone Cos., Inc.                                         | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1813 | NS      | $28010.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                   | Kinsale Capital Group, Inc.                                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2147 | NS      | $849954.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kirby Corp                                  | Kirby Corp.                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      9075 | NS      | $1067764.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Klaviyo Inc                                 | Klaviyo, Inc.                                                | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7994 | NS      | $177546.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Knife River Corp                            | Knife River Corp.                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4635 | NS      | $311332.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc    | Knight-Swift Transportation Holdings, Inc.                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19235 | NS      | $1059848.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corp                                | Knowles Corp.                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     19294 | NS      | $467686.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Gas Services Inc                     | Kodiak Gas Services, Inc.                                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7507 | NS      | $315369.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                         | Kodiak Sciences, Inc.                                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      5861 | NS      | $133454.97    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                 | Kohl's Corp.                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     11105 | NS      | $194004.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands Inc                          | Kontoor Brands, Inc.                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      7419 | NS      | $443136.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                        | Koppers Holdings, Inc.                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2707 | NS      | $79748.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                  | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      6717 | NS      | $466629.99    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Koss Corp                                   | Koss Corp.                                                   | CUSIP: 500692108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1010 | NS      | $4373.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                          | Kraft Heinz Co.                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     33443 | NS      | $793936.82    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                            | Krispy Kreme, Inc.                                           | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8293 | NS      | $26122.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                               | Kroger Co.                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     79338 | NS      | $4986393.30   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Worldwide Inc                        | Kronos Worldwide, Inc.                                       | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      2667 | NS      | $14001.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Krystal Biotech Inc                         | Krystal Biotech, Inc.                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      3235 | NS      | $903341.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc              | Kulicke & Soffa Industries, Inc.                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      6686 | NS      | $383308.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Sushi USA Inc                          | Kura Sushi USA, Inc.                                         | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $32870.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kura Oncology Inc                           | Kura Oncology, Inc.                                          | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      6831 | NS      | $55467.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings Inc                        | Kyndryl Holdings, Inc.                                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     28415 | NS      | $653545.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LCNB Corp                                   | LCNB Corp.                                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $11977.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LGL Group Inc/The                           | LGL Group, Inc.                                              | CUSIP: 50186A108<br>LEI: 5493005MPYH70BZ7T366 | Long             | EC               | CORP              | US        |       276 | NS      | $1995.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                               | LGI Homes, Inc.                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2381 | NS      | $119311.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                    | LKQ Corp.                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     26040 | NS      | $855414.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                              | LCI Industries                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      3507 | NS      | $514441.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                  | LPL Financial Holdings, Inc.                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      7451 | NS      | $2715889.50   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                          | LSI Industries, Inc.                                         | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      4384 | NS      | $96930.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                        | Labcorp Holdings, Inc.                                       | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6476 | NS      | $1758363.52   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                | La-Z-Boy, Inc.                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5515 | NS      | $200801.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Laird Superfood Inc                         | Laird Superfood, Inc.                                        | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $4976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lake Shore Bancorp Inc/MD                   | Lake Shore Bancorp, Inc.                                     | CUSIP: 510704109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $3521.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                     | Lakeland Financial Corp.                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4557 | NS      | $271597.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Industries Inc                     | Lakeland Industries, Inc.                                    | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      1000 | NS      | $9420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp.                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     42270 | NS      | $9868354.20   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                    | Lamb Weston Holdings, Inc.                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     14157 | NS      | $650231.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marzetti Company/The                        | Marzetti Co.                                                 | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3245 | NS      | $556744.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Landmark Bancorp Inc/Manhattan KS           | Landmark Bancorp, Inc.                                       | CUSIP: 51504L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $20620.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                         | Landstar System, Inc.                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      3926 | NS      | $586387.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands' End Inc                              | Lands' End, Inc.                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      2914 | NS      | $51752.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                       | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      9250 | NS      | $619010.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantronix Inc                               | Lantronix, Inc.                                              | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3593 | NS      | $23857.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantern Pharma Inc                          | Lantern Pharma, Inc.                                         | CUSIP: 51654W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10400 | NS      | $32760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                            | Latham Group, Inc.                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20202 | NS      | $127070.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp                  | Lattice Semiconductor Corp.                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      3515 | NS      | $283027.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos., Inc.                                      | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     20768 | NS      | $2394135.04   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Laureate Education Inc                      | Laureate Education, Inc.                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     18893 | NS      | $648029.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Distribution Solutions Group Inc            | Distribution Solutions Group, Inc.                           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2652 | NS      | $75290.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Inc                                  | Lazard, Inc.                                                 | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     14187 | NS      | $762125.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                   | Lear Corp.                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      6361 | NS      | $744809.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                         | Leggett & Platt, Inc.                                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      7426 | NS      | $86661.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legalzoom.com Inc                           | Legalzoom.com, Inc.                                          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     23060 | NS      | $205003.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp                         | Legacy Housing Corp.                                         | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $81464.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                       | LeMaitre Vascular, Inc.                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      2443 | NS      | $207581.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                            | LendingClub Corp.                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     13416 | NS      | $226864.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree Inc                             | LendingTree, Inc.                                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1874 | NS      | $106180.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                 | Lennar Corp.                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     10195 | NS      | $1114823.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                 | Lennar Corp.                                                 | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |         3 | NS      | $303.78       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennox International Inc                    | Lennox International, Inc.                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      3173 | NS      | $1570888.84   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Levi Strauss & Co                           | Levi Strauss & Co.                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     11491 | NS      | $228441.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexeo Therapeutics Inc                      | Lexeo Therapeutics, Inc.                                     | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8023 | NS      | $59450.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                      | Liberty Broadband Corp.                                      | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1864 | NS      | $89509.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corp                      | Liberty Broadband Corp.                                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     13489 | NS      | $648955.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                   | Liberty Live Holdings, Inc.                                  | CUSIP: 530909100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1829 | NS      | $147124.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Live Holdings Inc                   | Liberty Live Holdings, Inc.                                  | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4562 | NS      | $376729.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                          | Liberty Energy, Inc.                                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15877 | NS      | $391368.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One      | Liberty Media Corp.-Liberty Formula One                      | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16793 | NS      | $1461326.86   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                | Life Time Group Holdings, Inc.                               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23791 | NS      | $693983.47    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifeway Foods Inc                           | Lifeway Foods, Inc.                                          | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2012 | NS      | $44324.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Life360 Inc                                 | Life360, Inc.                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      2482 | NS      | $142193.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ligand Pharmaceuticals Inc                  | Ligand Pharmaceuticals, Inc.                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2094 | NS      | $402257.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifevantage Corp                            | Lifevantage Corp.                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      2233 | NS      | $11834.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifetime Brands Inc                         | Lifetime Brands, Inc.                                        | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      1970 | NS      | $6205.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LifeStance Health Group Inc                 | LifeStance Health Group, Inc.                                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40880 | NS      | $289021.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Limbach Holdings Inc                        | Limbach Holdings, Inc.                                       | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      1470 | NS      | $126390.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp           | Lincoln Educational Services Corp.                           | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      3900 | NS      | $103974.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc               | Lincoln Electric Holdings, Inc.                              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      6250 | NS      | $1658437.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                       | Lincoln National Corp.                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     22788 | NS      | $948208.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lindblad Expeditions Holdings Inc           | Lindblad Expeditions Holdings, Inc.                          | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      4594 | NS      | $76581.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lindsay Corp                                | Lindsay Corp.                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1070 | NS      | $134038.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LINKBANCORP Inc                             | LINKBANCORP, Inc.                                            | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1774 | NS      | $15522.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lionsgate Studios Corp                      | Lionsgate Studios Corp.                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26074 | NS      | $246138.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lipocine Inc                                | Lipocine, Inc.                                               | CUSIP: 53630X203<br>LEI: 549300RXPEQXOJXVBI10 | Long             | EC               | CORP              | US        |      2730 | NS      | $24570.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liquidity Services Inc                      | Liquidity Services, Inc.                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      3459 | NS      | $110688.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                           | Lithia Motors, Inc.                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3027 | NS      | $979052.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                              | Littelfuse, Inc.                                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3167 | NS      | $1025347.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc               | Live Nation Entertainment, Inc.                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      9139 | NS      | $1329267.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Live Oak Bancshares Inc                     | Live Oak Bancshares, Inc.                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4756 | NS      | $190049.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Ventures Inc                           | Live Ventures, Inc.                                          | CUSIP: 538142308<br>LEI: 5493002HQW06QWT6U361 | Long             | EC               | CORP              | US        |      2300 | NS      | $46138.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LiveRamp Holdings Inc                       | LiveRamp Holdings, Inc.                                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     10069 | NS      | $245180.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Loar Holdings Inc                           | Loar Holdings, Inc.                                          | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5639 | NS      | $386722.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corp                                  | Loews Corp.                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     16661 | NS      | $1758901.77   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                      | Louisiana-Pacific Corp.                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7441 | NS      | $623109.34    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lovesac Co/The                              | Lovesac Co.                                                  | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $18634.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos., Inc.                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6441 | NS      | $1720133.46   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                     | Lululemon Athletica, Inc.                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      7272 | NS      | $1268964.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                      | Lumen Technologies, Inc.                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     67018 | NS      | $591098.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                       | Lumentum Holdings, Inc.                                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3938 | NS      | $1543065.92   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyell Immunopharma Inc                      | Lyell Immunopharma, Inc.                                     | CUSIP: 55083R203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $11952.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft Inc                                    | Lyft, Inc.                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     16411 | NS      | $276853.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                               | M&T Bank Corp.                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      9279 | NS      | $2055948.03   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group Inc                     | MDU Resources Group, Inc.                                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25883 | NS      | $530860.33    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp                        | MGIC Investment Corp.                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     34361 | NS      | $924998.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc                                     | MKS, Inc.                                                    | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      5931 | NS      | $1396216.71   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MP Materials Corp                           | MP Materials Corp.                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      3174 | NS      | $186535.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| MSA Safety Inc                              | MSA Safety, Inc.                                             | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      3894 | NS      | $689822.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                | MSC Industrial Direct Co., Inc.                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      5495 | NS      | $463448.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc                                    | MSCI, Inc.                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2218 | NS      | $1351249.96   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| M-Tron Industries Inc                       | M-Tron Industries, Inc.                                      | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |       138 | NS      | $9003.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MVB Financial Corp                          | MVB Financial Corp.                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1500 | NS      | $42360.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MYR Group Inc                               | MYR Group, Inc.                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1659 | NS      | $414816.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings Inc     | MACOM Technology Solutions Holdings, Inc.                    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5322 | NS      | $1165837.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                  | Macy's, Inc.                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     33858 | NS      | $677837.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                           | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      9277 | NS      | $407074.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Square Garden Entertainment Corp    | Madison Square Garden Entertainment Corp.                    | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4462 | NS      | $276063.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co                     | Sphere Entertainment Co.                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      3735 | NS      | $356729.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnite Inc                                 | Magnite, Inc.                                                | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     27185 | NS      | $393366.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Magyar Bancorp Inc                          | Magyar Bancorp, Inc.                                         | CUSIP: 55977T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1027 | NS      | $18095.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MainStreet Bancshares Inc                   | MainStreet Bancshares, Inc.                                  | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |       550 | NS      | $11775.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Malibu Boats Inc                            | Malibu Boats, Inc.                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $80210.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mama's Creations Inc                        | Mama's Creations, Inc.                                       | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $39441.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mammoth Energy Services Inc                 | Mammoth Energy Services, Inc.                                | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |      3046 | NS      | $7127.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                    | Manhattan Associates, Inc.                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3939 | NS      | $594828.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                        | Manitowoc Co., Inc.                                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      5633 | NS      | $72778.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MannKind Corp                               | MannKind Corp.                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     22327 | NS      | $129050.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                           | ManpowerGroup, Inc.                                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2434 | NS      | $88427.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maplebear Inc                               | Maplebear, Inc.                                              | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23535 | NS      | $874560.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp.                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     14554 | NS      | $2564269.26   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus & Millichap Inc                      | Marcus & Millichap, Inc.                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      6770 | NS      | $184144.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus Corp/The                             | Marcus Corp.                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      4915 | NS      | $74167.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                               | MarineMax, Inc.                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      3760 | NS      | $101632.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marine Products Corp                        | Marine Products Corp.                                        | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $8104.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Markel Group Inc                            | Markel Group, Inc.                                           | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      1088 | NS      | $2220216.32   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                    | MarketAxess Holdings, Inc.                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1931 | NS      | $326783.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                 | Marqeta, Inc.                                                | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |     55375 | NS      | $228698.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp           | Marriott Vacations Worldwide Corp.                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4085 | NS      | $221856.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos., Inc.                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     13076 | NS      | $2460772.44   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD               | Marriott International, Inc.                                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1749 | NS      | $551459.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd                        | Marten Transport Ltd.                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9721 | NS      | $119568.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Martin Marietta Materials Inc               | Martin Marietta Materials, Inc.                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2807 | NS      | $1830023.65   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                      | Marvell Technology, Inc.                                     | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35647 | NS      | $2813261.24   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                  | Masco Corp.                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     11010 | NS      | $727650.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MasTec Inc                                  | MasTec, Inc.                                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      7482 | NS      | $1799271.36   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastech Digital Inc                         | Mastech Digital, Inc.                                        | CUSIP: 57633B100<br>LEI: 549300GD5HFB0F451006 | Long             | EC               | CORP              | US        |      1950 | NS      | $13533.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                              | Mastercard, Inc.                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     28039 | NS      | $15107132.81  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| MasterCraft Boat Holdings Inc               | MasterCraft Boat Holdings, Inc.                              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      3400 | NS      | $73202.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                             | Masterbrand, Inc.                                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     16248 | NS      | $196925.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                             | Match Group, Inc.                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     13315 | NS      | $414762.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Materion Corp                               | Materion Corp.                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2658 | NS      | $367548.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co                           | Matrix Service Co.                                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      5354 | NS      | $76669.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                  | Matson, Inc.                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4076 | NS      | $653382.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mattel Inc                                  | Mattel, Inc.                                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     25367 | NS      | $529916.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                 | Matthews International Corp.                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      5959 | NS      | $156662.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maui Land & Pineapple Co Inc                | Maui Land & Pineapple Co., Inc.                              | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $14526.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                               | MaxLinear, Inc.                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     10371 | NS      | $179936.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                 | Maximus, Inc.                                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      7837 | NS      | $740126.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JW Mays Inc                                 | JW Mays, Inc.                                                | CUSIP: 578473100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $39.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mayville Engineering Co Inc                 | Mayville Engineering Co., Inc.                               | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |       932 | NS      | $18267.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McCormick & Co Inc/MD                       | McCormick & Co., Inc.                                        | CUSIP: 579780107<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       180 | NS      | $11100.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McCormick & Co Inc/MD                       | McCormick & Co., Inc.                                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     14677 | NS      | $907478.91    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp.                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      9488 | NS      | $2988720.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Inc                                  | McEwen, Inc.                                                 | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |      7236 | NS      | $174749.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| McGrath RentCorp                            | McGrath RentCorp                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2810 | NS      | $313848.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MediaAlpha Inc                              | MediaAlpha, Inc.                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4188 | NS      | $42843.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                 | Pediatrix Medical Group, Inc.                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11024 | NS      | $235693.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc                        | Medpace Holdings, Inc.                                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      2445 | NS      | $1424163.60   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp                        | Mercantile Bank Corp.                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2301 | NS      | $119605.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Merchants Bancorp/IN                        | Merchants Bancorp                                            | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      5547 | NS      | $229978.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                        | Mercury General Corp.                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      7101 | NS      | $621976.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Corp                               | Meridian Corp.                                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $41646.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems Inc                   | Merit Medical Systems, Inc.                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      7573 | NS      | $614094.57    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                         | Meritage Homes Corp.                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      6570 | NS      | $456680.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mesa Laboratories Inc                       | Mesa Laboratories, Inc.                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       700 | NS      | $55132.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathward Financial Inc                      | Pathward Financial, Inc.                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2920 | NS      | $263646.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Methode Electronics Inc                     | Methode Electronics, Inc.                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      3301 | NS      | $26374.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                 | MetLife, Inc.                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     40601 | NS      | $3202606.88   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                    | Metrocity Bankshares, Inc.                                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      2733 | NS      | $76988.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp              | Metropolitan Bank Holding Corp.                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1337 | NS      | $123806.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc            | Mettler-Toledo International, Inc.                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       695 | NS      | $954401.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp.                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    236540 | NS      | $101780796.60 | 4.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                    | Microchip Technology, Inc.                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     19191 | NS      | $1456980.72   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                       | Micron Technology, Inc.                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     30146 | NS      | $12506972.48  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid Penn Bancorp Inc                        | Mid Penn Bancorp, Inc.                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3148 | NS      | $103852.52    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                           | Middleby Corp.                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      5230 | NS      | $769699.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Middlefield Banc Corp                       | Middlefield Banc Corp.                                       | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $17004.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Middlesex Water Co                          | Middlesex Water Co.                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1498 | NS      | $78465.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                  | Midland States Bancorp, Inc.                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      3115 | NS      | $71177.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc              | MidWestOne Financial Group, Inc.                             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $134328.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                             | MillerKnoll, Inc.                                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5395 | NS      | $108331.60    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc/TN                    | Miller Industries, Inc.                                      | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1864 | NS      | $76368.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MIND Technology Inc                         | MIND Technology, Inc.                                        | CUSIP: 602566309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2772 | NS      | $24255.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Minerals Technologies Inc                   | Minerals Technologies, Inc.                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4401 | NS      | $289409.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                     | Mirion Technologies, Inc.                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     29221 | NS      | $725849.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mission Produce Inc                         | Mission Produce, Inc.                                        | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      8048 | NS      | $108326.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                         | Mister Car Wash, Inc.                                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26417 | NS      | $146614.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                           | Mistras Group, Inc.                                          | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      2600 | NS      | $36764.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                           | Mitek Systems, Inc.                                          | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      6206 | NS      | $62184.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobile Infrastructure Corp                  | Mobile Infrastructure Corp.                                  | CUSIP: 60739N101<br>LEI: 254900BL5PV89M4T7T50 | Long             | EC               | CORP              | US        |      2837 | NS      | $9050.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                     | Modine Manufacturing Co.                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      4785 | NS      | $883598.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Moelis & Co                                 | Moelis & Co.                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      8216 | NS      | $588840.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                       | Mohawk Industries, Inc.                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6920 | NS      | $819189.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                       | Molina Healthcare, Inc.                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4386 | NS      | $787681.74    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                  | Mondelez International, Inc.                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     38436 | NS      | $2247352.92   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                 | MongoDB, Inc.                                                | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3189 | NS      | $1184171.37   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                | Monolithic Power Systems, Inc.                               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1170 | NS      | $1315255.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                   | Monro, Inc.                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4116 | NS      | $77051.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                       | Monster Beverage Corp.                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     38883 | NS      | $3140191.08   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc            | Montrose Environmental Group, Inc.                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      3965 | NS      | $88340.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                | Moody's Corp.                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4589 | NS      | $2365904.84   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     39147 | NS      | $7156071.60   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                             | Morningstar, Inc.                                            | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      3248 | NS      | $656388.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                               | Mosaic Co.                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     36430 | NS      | $1001825.00   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorcar Parts of America Inc               | Motorcar Parts of America, Inc.                              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      2184 | NS      | $27147.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions Inc                      | Motorola Solutions, Inc.                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      5603 | NS      | $2255431.62   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                            | Movado Group, Inc.                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2400 | NS      | $54720.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                      | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     12537 | NS      | $1706787.18   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products Inc                  | Mueller Water Products, Inc.                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     16698 | NS      | $452014.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                              | Murphy USA, Inc.                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2038 | NS      | $861075.38    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Myers Industries Inc                        | Myers Industries, Inc.                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      4081 | NS      | $84354.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc                         | Myriad Genetics, Inc.                                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      5384 | NS      | $30258.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                             | NBT Bancorp, Inc.                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7601 | NS      | $337712.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc/US                               | N-able, Inc.                                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9354 | NS      | $56778.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corp                              | NCR Voyix Corp.                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     10883 | NS      | $107959.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NCS Multistage Holdings Inc                 | NCS Multistage Holdings, Inc.                                | CUSIP: 628877201<br>LEI: 5493003WLG5T6MNJ7292 | Long             | EC               | CORP              | US        |        17 | NS      | $677.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NL Industries Inc                           | NL Industries, Inc.                                          | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $46816.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                            | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      9946 | NS      | $385109.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                              | NRG Energy, Inc.                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     24899 | NS      | $3800334.37   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NVE Corp                                    | NVE Corp.                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       473 | NS      | $31922.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NVR Inc                                     | NVR, Inc.                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       300 | NS      | $2290719.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                     | NOV, Inc.                                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     32487 | NS      | $596136.45    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Atleos Corp                             | NCR Atleos Corp.                                             | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      9434 | NS      | $351888.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Napco Security Technologies Inc             | Napco Security Technologies, Inc.                            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      2780 | NS      | $102554.20    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                  | Nasdaq, Inc.                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     26124 | NS      | $2531154.36   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                  | Natera, Inc.                                                 | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      3010 | NS      | $695731.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nathan's Famous Inc                         | Nathan's Famous, Inc.                                        | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       600 | NS      | $60672.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                 | National Bank Holdings Corp.                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4848 | NS      | $194792.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bankshares Inc                     | National Bankshares, Inc.                                    | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |       518 | NS      | $18860.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Beverage Corp                      | National Beverage Corp.                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8976 | NS      | $305902.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National HealthCare Corp                    | National HealthCare Corp.                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2964 | NS      | $424178.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Research Corp                      | National Research Corp.                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      2585 | NS      | $52578.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                | National Vision Holdings, Inc.                               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      9701 | NS      | $255621.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc              | Natural Gas Services Group, Inc.                             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1338 | NS      | $46348.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc      | Natural Grocers by Vitamin Cottage, Inc.                     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      2911 | NS      | $79528.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products Inc              | Nature's Sunshine Products, Inc.                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $32786.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navient Corp                                | Navient Corp.                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     17038 | NS      | $167142.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NB Bancorp Inc                              | NB Bancorp, Inc.                                             | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $5147.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                   | nCino, Inc.                                                  | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     10802 | NS      | $230622.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                  | Nelnet, Inc.                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3729 | NS      | $491855.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                 | Neogen Corp.                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     15277 | NS      | $156130.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NeoGenomics Inc                             | NeoGenomics, Inc.                                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11504 | NS      | $138738.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nephros Inc                                 | Nephros, Inc.                                                | CUSIP: 640671400<br>LEI: 549300TLN1G9WX00KA57 | Long             | EC               | CORP              | US        |      2332 | NS      | $10050.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                              | NerdWallet, Inc.                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      9214 | NS      | $111120.84    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                  | NetApp, Inc.                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     18271 | NS      | $1760410.85   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                 | Netflix, Inc.                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     83710 | NS      | $6988947.90   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| NETGEAR Inc                                 | NETGEAR, Inc.                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3401 | NS      | $71114.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetSol Technologies Inc                     | NetSol Technologies, Inc.                                    | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |      1773 | NS      | $6311.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NetScout Systems Inc                        | NetScout Systems, Inc.                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      9386 | NS      | $261024.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                  | Neurocrine Biosciences, Inc.                                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      7919 | NS      | $1077459.14   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Energy Solutions Inc                  | Atlas Energy Solutions, Inc.                                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9742 | NS      | $113689.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Idaho Strategic Resources Inc               | Idaho Strategic Resources, Inc.                              | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $40892.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp                   | New Jersey Resources Corp.                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     14903 | NS      | $737400.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Flagstar Bank NA                            | Flagstar Bank NA                                             | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     48365 | NS      | $639385.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Times Co/The                       | New York Times Co.                                           | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     15361 | NS      | $1126114.91   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| NewMarket Corp                              | NewMarket Corp.                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1553 | NS      | $1041736.87   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                           | Newmark Group, Inc.                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16605 | NS      | $296067.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                | Newmont Corp.                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     57490 | NS      | $6459001.50   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| NPK International Inc                       | NPK International, Inc.                                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     10835 | NS      | $149631.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                   | News Corp.                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     34396 | NS      | $929723.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                   | News Corp.                                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     15297 | NS      | $475736.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Nextpower Inc                               | Nextpower, Inc.                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9716 | NS      | $1137646.44   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                     | Nexstar Media Group, Inc.                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      3887 | NS      | $825521.06    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NI Holdings Inc                             | NI Holdings, Inc.                                            | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      1752 | NS      | $23862.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexgel Inc                                  | Nexgel, Inc.                                                 | CUSIP: 65344E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1225 | NS      | $1739.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextdoor Holdings Inc                       | Nextdoor Holdings, Inc.                                      | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22778 | NS      | $44644.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Market Capital Corp                     | Old Market Capital Corp.                                     | CUSIP: 65373A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $2853.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nicolet Bankshares Inc                      | Nicolet Bankshares, Inc.                                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $278091.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                    | NIKE, Inc.                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     21086 | NS      | $1303325.66   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                             | 908 Devices, Inc.                                            | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2993 | NS      | $18885.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                                | NiSource, Inc.                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      7241 | NS      | $320703.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| nLight Inc                                  | nLight, Inc.                                                 | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5265 | NS      | $240136.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                | Nordson Corp.                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      3283 | NS      | $901281.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nortech Systems Inc                         | Nortech Systems, Inc.                                        | CUSIP: 656553104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3549 | NS      | $30272.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Bank                              | Northeast Bank                                               | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      1293 | NS      | $148992.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Community Bancorp Inc             | Northeast Community Bancorp, Inc.                            | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      1235 | NS      | $29146.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                         | Northern Trust Corp.                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     16431 | NS      | $2455284.33   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Northfield Bancorp Inc                      | Northfield Bancorp, Inc.                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $83221.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                        | Northrim BanCorp, Inc.                                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      3600 | NS      | $84816.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                    | Northwest Bancshares, Inc.                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21654 | NS      | $278903.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Natural Holding Co                | Northwest Natural Holding Co.                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3500 | NS      | $162960.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NWPX Infrastructure Inc                     | NWPX Infrastructure, Inc.                                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1465 | NS      | $98814.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                             | Gen Digital, Inc.                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     68131 | NS      | $1634462.69   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwood Financial Corp                      | Norwood Financial Corp.                                      | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $8763.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novanta Inc                                 | Novanta, Inc.                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2582 | NS      | $347382.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                    | DNOW, Inc.                                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     29032 | NS      | $440996.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                     | Nu Skin Enterprises, Inc.                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      5008 | NS      | $53134.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                  | Nucor Corp.                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     21412 | NS      | $3805340.64   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix Inc                                 | Nutanix, Inc.                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     13676 | NS      | $537877.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                 | NVIDIA Corp.                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    801601 | NS      | $153209999.13 | 6.83%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                               | O-I Glass, Inc.                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19378 | NS      | $296095.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                     | O'Reilly Automotive, Inc.                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      9205 | NS      | $905864.05    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                 | OFG Bancorp                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5708 | NS      | $230032.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems Inc                             | OSI Systems, Inc.                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1798 | NS      | $449751.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OP Bancorp                                  | OP Bancorp                                                   | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      1874 | NS      | $26198.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Valley Bancorp                          | Oak Valley Bancorp                                           | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1680 | NS      | $53676.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc               | Oceaneering International, Inc.                              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     22527 | NS      | $678062.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                   | OceanFirst Financial Corp.                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7357 | NS      | $137943.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Onity Group Inc                             | Onity Group, Inc.                                            | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      1033 | NS      | $46712.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Valley Banc Corp                       | Ohio Valley Banc Corp.                                       | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $9752.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil-Dri Corp of America                     | Oil-Dri Corp. of America                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      1754 | NS      | $106204.70    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                | Oil States International, Inc.                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      8483 | NS      | $71851.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc                                    | Okta, Inc.                                                   | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     14404 | NS      | $1216849.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc               | Old Dominion Freight Line, Inc.                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      7672 | NS      | $1328790.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                     | Old National Bancorp                                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     45606 | NS      | $1114154.58   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Republic International Corp             | Old Republic International Corp.                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     31855 | NS      | $1247760.35   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Second Bancorp Inc                      | Old Second Bancorp, Inc.                                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      5387 | NS      | $106878.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals Inc                   | Olema Pharmaceuticals, Inc.                                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4795 | NS      | $123327.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc         | Ollie's Bargain Outlet Holdings, Inc.                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      7308 | NS      | $806145.48    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc                           | Olympic Steel, Inc.                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1383 | NS      | $66508.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group, Inc.                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     30585 | NS      | $2356268.40   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Omega Flex Inc                              | Omega Flex, Inc.                                             | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |       981 | NS      | $32363.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                | Omnicell, Inc.                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      5377 | NS      | $260784.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                       | ON Semiconductor Corp.                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     30525 | NS      | $1828142.25   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| OMNIAB INC                                  | OmniAb, Inc.                                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OMNIAB INC                                  | OmniAb, Inc.                                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONE Gas Inc                                 | ONE Gas, Inc.                                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      4875 | NS      | $387855.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com Inc                       | 1-800-Flowers.com, Inc.                                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5186 | NS      | $22403.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                   | ONEOK, Inc.                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     33084 | NS      | $2619921.96   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Holdings Inc                        | OneMain Holdings, Inc.                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     17435 | NS      | $1142689.90   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| OneWater Marine Inc                         | OneWater Marine, Inc.                                        | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1156 | NS      | $15351.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpan Inc                                 | OneSpan, Inc.                                                | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      5413 | NS      | $63765.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Onto Innovation Inc                         | Onto Innovation, Inc.                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      3664 | NS      | $740311.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ON24 Inc                                    | ON24, Inc.                                                   | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |      5345 | NS      | $42599.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                    | Ooma, Inc.                                                   | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $11750.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OPAL Fuels Inc                              | OPAL Fuels, Inc.                                             | CUSIP: 68347P103<br>LEI: 529900ATA8EX6J0VUZ84 | Long             | EC               | CORP              | US        |      5068 | NS      | $11707.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                           | Open Lending Corp.                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11552 | NS      | $20678.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp                      | Oportun Financial Corp.                                      | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      5989 | NS      | $32460.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc                    | Oppenheimer Holdings, Inc.                                   | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $112264.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Optical Cable Corp                          | Optical Cable Corp.                                          | CUSIP: 683827208<br>LEI: 529900VDFC1HM862HG67 | Long             | EC               | CORP              | US        |      2889 | NS      | $14242.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                 | Oracle Corp.                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     57873 | NS      | $9524738.34   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA OPIANT PHARMACE                      | Opiant Pharmaceuticals, Inc.                                 | CUSIP: 683CVR013<br>LEI: N/A                  | N/A              | DE               |  | US        |      1079 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| OptimumBank Holdings Inc                    | OptimumBank Holdings, Inc.                                   | CUSIP: 68401P403<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $13188.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimizeRx Corp                             | OptimizeRx Corp.                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1931 | NS      | $20777.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oramed Pharmaceuticals Inc                  | Oramed Pharmaceuticals, Inc.                                 | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |      4929 | NS      | $16610.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                      | Option Care Health, Inc.                                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     19327 | NS      | $657118.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Orange County Bancorp Inc                   | Orange County Bancorp, Inc.                                  | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $13375.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OraSure Technologies Inc                    | OraSure Technologies, Inc.                                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     11009 | NS      | $30715.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                  | Organogenesis Holdings, Inc.                                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     16264 | NS      | $65056.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Bancorp Inc                          | Origin Bancorp, Inc.                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      3487 | NS      | $149348.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIC Pharmaceuticals Inc                    | ORIC Pharmaceuticals, Inc.                                   | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     10375 | NS      | $106447.50    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Group Holdings Inc                    | Orion Group Holdings, Inc.                                   | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      4820 | NS      | $58900.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc                      | Ormat Technologies, Inc.                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6706 | NS      | $837847.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Orrstown Financial Services Inc             | Orrstown Financial Services, Inc.                            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1462 | NS      | $52661.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OrthoPediatrics Corp                        | OrthoPediatrics Corp.                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      3849 | NS      | $67203.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                        | Orthofix Medical, Inc.                                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3749 | NS      | $49599.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                            | Oscar Health, Inc.                                           | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     11576 | NS      | $166115.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                         | Otis Worldwide Corp.                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     14948 | NS      | $1276858.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                  | Ouster, Inc.                                                 | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3306 | NS      | $68863.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bed Bath & Beyond Inc                       | Bed Bath & Beyond, Inc.                                      | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      6300 | NS      | $37233.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                               | Owens Corning                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     13917 | NS      | $1667813.28   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries Inc                       | Oxford Industries, Inc.                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1896 | NS      | $69867.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAMT CORP                                   | PAMT Corp.                                                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3004 | NS      | $32593.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                              | PBF Energy, Inc.                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     14385 | NS      | $481322.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc                           | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3326 | NS      | $195602.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PCB Bancorp                                 | PCB Bancorp                                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       783 | NS      | $17570.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PDF Solutions Inc                           | PDF Solutions, Inc.                                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      4893 | NS      | $155842.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PDL BioPharma Inc                           | PDL BioPharma, Inc.                                          | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |     20904 | NS      | $8779.68      | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| PJT Partners Inc                            | PJT Partners, Inc.                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1247 | NS      | $215768.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The        | PNC Financial Services Group, Inc.                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     18136 | NS      | $4049768.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                          | PPG Industries, Inc.                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     12961 | NS      | $1498680.43   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc                               | PRA Group, Inc.                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4169 | NS      | $53321.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                    | PVH Corp.                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      5068 | NS      | $316040.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                        | PTC Therapeutics, Inc.                                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      2849 | NS      | $215184.97    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                     | PTC, Inc.                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      7988 | NS      | $1247166.44   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                  | PACCAR, Inc.                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     28369 | NS      | $3486833.79   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PACS Group Inc                              | PACS Group, Inc.                                             | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $33760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira BioSciences Inc                      | Pacira BioSciences, Inc.                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7658 | NS      | $157295.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                   | Packaging Corp. of America                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      9894 | NS      | $2201909.70   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                   | Palantir Technologies, Inc.                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     17833 | NS      | $2614139.47   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks, Inc.                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      3924 | NS      | $694430.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Palomar Holdings Inc                        | Palomar Holdings, Inc.                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      2862 | NS      | $353714.58    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc               | Papa John's International, Inc.                              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2590 | NS      | $91090.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAR Technology Corp                         | PAR Technology Corp.                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      5748 | NS      | $150655.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                    | Par Pacific Holdings, Inc.                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      6515 | NS      | $245876.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Skydance Corp                     | Paramount Skydance Corp.                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      2662 | NS      | $29841.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Park Aerospace Corp                         | Park Aerospace Corp.                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      1437 | NS      | $35192.13     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                          | Park National Corp.                                          | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      2177 | NS      | $354720.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Park-Ohio Holdings Corp                     | Park-Ohio Holdings Corp.                                     | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1783 | NS      | $40224.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Parke Bancorp Inc                           | Parke Bancorp, Inc.                                          | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       944 | NS      | $25780.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp.                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3739 | NS      | $3499105.76   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corp                                | Parsons Corp.                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     12580 | NS      | $881354.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathfinder Bancorp Inc                      | Pathfinder Bancorp, Inc.                                     | CUSIP: 70319R109<br>LEI: 549300OE0R516BNKW235 | Long             | EC               | CORP              | US        |         1 | NS      | $13.68        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries Inc                      | Patrick Industries, Inc.                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4400 | NS      | $555148.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                    | Patterson-UTI Energy, Inc.                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6487 | NS      | $48847.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                 | Paychex, Inc.                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     19170 | NS      | $1977002.10   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                         | Paycom Software, Inc.                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      4202 | NS      | $566219.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                      | Paylocity Holding Corp.                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      4676 | NS      | $631166.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Paymentus Holdings Inc                      | Paymentus Holdings, Inc.                                     | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4088 | NS      | $109272.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                         | PayPal Holdings, Inc.                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     59482 | NS      | $3134106.58   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                         | Payoneer Global, Inc.                                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     33740 | NS      | $215598.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Corp            | Peapack-Gladstone Financial Corp.                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2762 | NS      | $87610.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                             | Pegasystems, Inc.                                            | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     17503 | NS      | $764706.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Penguin Solutions Inc                       | Penguin Solutions, Inc.                                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |      6946 | NS      | $133432.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                       | Pennant Group, Inc.                                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      4180 | NS      | $115451.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Financial Services Inc             | PennyMac Financial Services, Inc.                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      6630 | NS      | $662469.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group Inc                 | Penske Automotive Group, Inc.                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      6155 | NS      | $965042.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                | Penumbra, Inc.                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2985 | NS      | $1069137.45   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc/OH                      | Peoples Bancorp, Inc.                                        | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5619 | NS      | $182729.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp of North Carolina Inc       | Peoples Bancorp of North Carolina, Inc.                      | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $29304.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Financial Services Corp             | Peoples Financial Services Corp.                             | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |       400 | NS      | $20840.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PepGen Inc                                  | PepGen, Inc.                                                 | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5144 | NS      | $26388.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                 | PepsiCo, Inc.                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     50623 | NS      | $7777211.49   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Perdoceo Education Corp                     | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     10364 | NS      | $331958.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Perella Weinberg Partners                   | Perella Weinberg Partners                                    | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6887 | NS      | $153648.97    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions Inc                     | Perimeter Solutions, Inc.                                    | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15800 | NS      | $413170.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perma-Fix Environmental Services Inc        | Perma-Fix Environmental Services, Inc.                       | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |      1138 | NS      | $17377.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Perma-Pipe International Holdings Inc       | Perma-Pipe International Holdings, Inc.                      | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |       980 | NS      | $28302.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Personalis Inc                              | Personalis, Inc.                                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      9542 | NS      | $89408.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Petco Health & Wellness Co Inc              | Petco Health & Wellness Co., Inc.                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     32381 | NS      | $87104.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phibro Animal Health Corp                   | Phibro Animal Health Corp.                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      2612 | NS      | $104871.80    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                 | Phillips 66                                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     20283 | NS      | $2911827.48   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Phinia Inc                                  | Phinia, Inc.                                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      4988 | NS      | $354995.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc                              | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      7565 | NS      | $261522.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                                | Phreesia, Inc.                                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      3288 | NS      | $44157.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                        | Pilgrim's Pride Corp.                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     18384 | NS      | $797314.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc             | Pinnacle Financial Partners, Inc.                            | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20310 | NS      | $1931277.90   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                               | Pinterest, Inc.                                              | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     26642 | NS      | $589587.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Bancorp Inc/NY                      | Pioneer Bancorp, Inc.                                        | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $15239.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Power Solutions Inc                 | Pioneer Power Solutions, Inc.                                | CUSIP: 723836300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4039 | NS      | $17246.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Piper Sandler Cos                           | Piper Sandler Cos.                                           | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1890 | NS      | $654601.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes Inc                            | Pitney Bowes, Inc.                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     13916 | NS      | $145143.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC PIVOTAL SOFTWARE I                      | Pivotal Software, Inc.                                       | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5539 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Planet Fitness Inc                          | Planet Fitness, Inc.                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      7032 | NS      | $640193.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Planet Labs PBC                             | Planet Labs PBC                                              | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |     30582 | NS      | $763632.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                 | Plexus Corp.                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      3460 | NS      | $689681.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Plumas Bancorp                              | Plumas Bancorp                                               | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |       618 | NS      | $30967.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                                 | Polaris, Inc.                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      4268 | NS      | $272469.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ponce Financial Group Inc                   | Ponce Financial Group, Inc.                                  | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $25740.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                   | Pool Corp.                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2587 | NS      | $657330.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                 | Popular, Inc.                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      8665 | NS      | $1157037.45   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Porch Group Inc                             | Porch Group, Inc.                                            | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      7290 | NS      | $57518.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillo's Inc                              | Portillo's, Inc.                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3567 | NS      | $20153.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                           | Post Holdings, Inc.                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7098 | NS      | $726196.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Powell Industries Inc                       | Powell Industries, Inc.                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1649 | NS      | $731479.91    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                      | Power Integrations, Inc.                                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      5310 | NS      | $243941.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Powerfleet Inc NJ                           | Powerfleet, Inc. NJ                                          | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |     15625 | NS      | $79843.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Solutions International Inc           | Power Solutions International, Inc.                          | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       515 | NS      | $36904.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Precipio Inc                                | Precipio, Inc.                                               | CUSIP: 74019L602<br>LEI: 54930079ULTBRXUQNR89 | Long             | EC               | CORP              | US        |       410 | NS      | $10061.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA               | Preferred Bank                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1717 | NS      | $147267.09    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Preformed Line Products Co                  | Preformed Line Products Co.                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       783 | NS      | $196486.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc            | Prestige Consumer Healthcare, Inc.                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8493 | NS      | $547543.71    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                      | T. Rowe Price Group, Inc.                                    | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     20365 | NS      | $2152173.20   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                              | PriceSmart, Inc.                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3943 | NS      | $560734.03    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                      | Primoris Services Corp.                                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      8827 | NS      | $1308602.75   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica Inc                               | Primerica, Inc.                                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4299 | NS      | $1130808.96   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Primis Financial Corp                       | Primis Financial Corp.                                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      1500 | NS      | $20220.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prime Medicine Inc                          | Prime Medicine, Inc.                                         | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8750 | NS      | $33337.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Princeton Bancorp Inc                       | Princeton Bancorp, Inc.                                      | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |       613 | NS      | $22208.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc               | Principal Financial Group, Inc.                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     21023 | NS      | $1991298.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Pro-Dex Inc                                 | Pro-Dex, Inc.                                                | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |       640 | NS      | $25107.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corp                           | ProAssurance Corp.                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      8341 | NS      | $202019.02    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Priority Technology Holdings Inc            | Priority Technology Holdings, Inc.                           | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |      4823 | NS      | $28503.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                     | Privia Health Group, Inc.                                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11894 | NS      | $276178.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PROG Holdings Inc                           | PROG Holdings, Inc.                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      5070 | NS      | $164470.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corp                      | Progress Software Corp.                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5456 | NS      | $223259.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                        | Progressive Corp.                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13952 | NS      | $2902016.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                 | Progyny, Inc.                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9437 | NS      | $225261.19    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                       | ProPetro Holding Corp.                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14964 | NS      | $171936.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                   | Prosperity Bancshares, Inc.                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8517 | NS      | $587758.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Protara Therapeutics Inc                    | Protara Therapeutics, Inc.                                   | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |      4825 | NS      | $34161.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                              | Proto Labs, Inc.                                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3061 | NS      | $161161.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Holdings Inc            | Provident Financial Holdings, Inc.                           | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $21008.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Provident Financial Services Inc            | Provident Financial Services, Inc.                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     12649 | NS      | $280048.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                    | Prudential Financial, Inc.                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     17208 | NS      | $1911980.88   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group Inc         | Public Service Enterprise Group, Inc.                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     15919 | NS      | $1311088.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PubMatic Inc                                | PubMatic, Inc.                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5258 | NS      | $38173.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pulmatrix Inc                               | Pulmatrix, Inc.                                              | CUSIP: 74584P301<br>LEI: 5299002RHCRZ9ST3GN42 | Long             | EC               | CORP              | US        |      2415 | NS      | $6206.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                              | PulteGroup, Inc.                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24354 | NS      | $3046441.86   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma Biotechnology Inc                      | Puma Biotechnology, Inc.                                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $19926.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Cycle Corp                             | Pure Cycle Corp.                                             | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $29540.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                            | Pure Storage, Inc.                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      8392 | NS      | $583579.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                            | QCR Holdings, Inc.                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      2992 | NS      | $270057.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                        | Quaker Chemical Corp.                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1720 | NS      | $264432.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                   | Qorvo, Inc.                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      8059 | NS      | $629488.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                             | Q2 Holdings, Inc.                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      5530 | NS      | $338712.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Qnity Electronics Inc                       | Qnity Electronics, Inc.                                      | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      7451 | NS      | $716637.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                | QUALCOMM, Inc.                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     46083 | NS      | $6985721.97   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                  | Qualys, Inc.                                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4040 | NS      | $532876.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanex Building Products Corp               | Quanex Building Products Corp.                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       920 | NS      | $17222.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                         | Quanta Services, Inc.                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5143 | NS      | $2441022.09   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanterix Corp                              | Quanterix Corp.                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1794 | NS      | $11373.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                       | Quest Diagnostics, Inc.                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     11211 | NS      | $2096793.33   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc                              | QuinStreet, Inc.                                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      5252 | NS      | $69799.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBB Bancorp                                 | RBB Bancorp                                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      2116 | NS      | $43885.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RCM Technologies Inc                        | RCM Technologies, Inc.                                       | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $39643.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REV Group Inc                               | REV Group, Inc.                                              | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      9603 | NS      | $613631.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RF Industries Ltd                           | RF Industries Ltd.                                           | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |      1368 | NS      | $13351.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RGC Resources Inc                           | RGC Resources, Inc.                                          | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $3256.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                    | RLI Corp.                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      9811 | NS      | $573256.73    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                     | RPC, Inc.                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26369 | NS      | $175353.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RMR Group Inc/The                           | RMR Group, Inc.                                              | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1332 | NS      | $20179.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RH                                          | RH                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1471 | NS      | $292478.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International Inc                       | RPM International, Inc.                                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     14098 | NS      | $1507922.08   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| RXO Inc                                     | RXO, Inc.                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      9543 | NS      | $139136.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                            | Radian Group, Inc.                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     20031 | NS      | $659019.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                       | Radiant Logistics, Inc.                                      | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      4889 | NS      | $32902.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RadNet Inc                                  | RadNet, Inc.                                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      7849 | NS      | $550214.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rafael Holdings Inc                         | Rafael Holdings, Inc.                                        | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1879 | NS      | $2179.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rambus Inc                                  | Rambus, Inc.                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     12364 | NS      | $1407394.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralliant Corp                               | Ralliant Corp.                                               | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      7149 | NS      | $378682.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp                           | Ralph Lauren Corp.                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5141 | NS      | $1816880.81   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Energy Services Inc                  | Ranger Energy Services, Inc.                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |       700 | NS      | $10794.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp                        | Ranpak Holdings Corp.                                        | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      9250 | NS      | $46620.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                  | Rapid Micro Biosystems, Inc.                                 | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $487.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rave Restaurant Group Inc                   | Rave Restaurant Group, Inc.                                  | CUSIP: 754198109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $684.70       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                 | Raymond James Financial, Inc.                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     13610 | NS      | $2257354.60   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Advanced Materials Inc             | Rayonier Advanced Materials, Inc.                            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      8590 | NS      | $66658.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                            | RBC Bearings, Inc.                                           | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $931884.55    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RE/MAX Holdings Inc                         | RE/MAX Holdings, Inc.                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1315 | NS      | $10230.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Red River Bancshares Inc                    | Red River Bancshares, Inc.                                   | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       800 | NS      | $66448.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Violet Inc                              | Red Violet, Inc.                                             | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      1076 | NS      | $48936.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                  | Reddit, Inc.                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1000 | NS      | $180270.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                          | Regal Rexnord Corp.                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      8462 | NS      | $1366613.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                    | Regional Management Corp.                                    | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1515 | NS      | $56130.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                      | Regions Financial Corp.                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     69693 | NS      | $1986250.50   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc            | Reinsurance Group of America, Inc.                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      5970 | NS      | $1210417.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics Inc                      | Relay Therapeutics, Inc.                                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21937 | NS      | $168037.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                                | Reliance, Inc.                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4496 | NS      | $1481432.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Remitly Global Inc                          | Remitly Global, Inc.                                         | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21738 | NS      | $287376.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                               | Renasant Corp.                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     12273 | NS      | $462814.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                               | Repligen Corp.                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3778 | NS      | $564319.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Upbound Group Inc                           | Upbound Group, Inc.                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      7274 | NS      | $137478.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc/KY                     | Republic Bancorp, Inc.                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3438 | NS      | $249633.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                         | Repay Holdings Corp.                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      7678 | NS      | $26796.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Replimune Group Inc                         | Replimune Group, Inc.                                        | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      9525 | NS      | $66960.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                       | Republic Services, Inc.                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11076 | NS      | $2382336.84   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Research Solutions Inc/CA                   | Research Solutions, Inc.                                     | CUSIP: 761025105<br>LEI: 549300TYWPCKGK141Q94 | Long             | EC               | CORP              | US        |      2175 | NS      | $6198.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed Inc                                  | ResMed, Inc.                                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      7241 | NS      | $1870422.71   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                    | Resideo Technologies, Inc.                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     14435 | NS      | $494543.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Reservoir Media Inc                         | Reservoir Media, Inc.                                        | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      3267 | NS      | $24665.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Resources Connection Inc                    | Resources Connection, Inc.                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5098 | NS      | $23093.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolve Group Inc                           | Revolve Group, Inc.                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5809 | NS      | $160618.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REX American Resources Corp                 | REX American Resources Corp.                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5620 | NS      | $190012.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Reynolds Consumer Products Inc              | Reynolds Consumer Products, Inc.                             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     16990 | NS      | $393658.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA RESOLUTE FOREST                      | Resolute Forest Products, Inc.                               | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |     12553 | NS      | $3342.86      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Rhinebeck Bancorp Inc                       | Rhinebeck Bancorp, Inc.                                      | CUSIP: 762093102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $12804.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Communications Inc                   | Ribbon Communications, Inc.                                  | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     29163 | NS      | $76407.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Richardson Electronics Ltd/United States    | Richardson Electronics Ltd.                                  | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $10881.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Richmond Mutual BanCorp Inc                 | Richmond Mutual BanCorp, Inc.                                | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       807 | NS      | $11322.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                   | Rigel Pharmaceuticals, Inc.                                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      1707 | NS      | $59506.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                             | RingCentral, Inc.                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      5872 | NS      | $151967.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Riot Platforms Inc                          | Riot Platforms, Inc.                                         | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     39336 | NS      | $608527.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Riverview Bancorp Inc                       | Riverview Bancorp, Inc.                                      | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $517.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                       | Rivian Automotive, Inc.                                      | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |     78852 | NS      | $1163067.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                       | Robinhood Markets, Inc.                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     45283 | NS      | $4504752.84   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp.                                                 | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3481 | NS      | $228910.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Cos Inc                              | Rocket Cos., Inc.                                            | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158231 | NS      | $2837081.83   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab Corp                             | Rocket Lab Corp.                                             | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29427 | NS      | $2356219.89   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Rockwell Automation Inc                     | Rockwell Automation, Inc.                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5616 | NS      | $2367986.40   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocky Brands Inc                            | Rocky Brands, Inc.                                           | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       402 | NS      | $12940.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                 | Rogers Corp.                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      2176 | NS      | $211594.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                    | Roku, Inc.                                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      7422 | NS      | $706574.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rollins Inc                                 | Rollins, Inc.                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     17303 | NS      | $1095972.02   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Root Inc/OH                                 | Root, Inc.                                                   | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $67100.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                      | Roper Technologies, Inc.                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      2996 | NS      | $1112205.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                             | Ross Stores, Inc.                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     23644 | NS      | $4460440.60   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                              | Royal Gold, Inc.                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      5546 | NS      | $1460317.26   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik Inc                                  | Rubrik, Inc.                                                 | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |       588 | NS      | $32898.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                        | Rush Enterprises, Inc.                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     10360 | NS      | $665008.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                        | Rush Enterprises, Inc.                                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2925 | NS      | $172604.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                            | Ryder System, Inc.                                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      5230 | NS      | $1000394.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                        | Ryerson Holding Corp.                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      3589 | NS      | $101281.58    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                             | S&T Bancorp, Inc.                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4948 | NS      | $210982.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SES AI Corp                                 | SES AI Corp.                                                 | CUSIP: 78397Q109<br>LEI: 529900HSCKUBL8K4K759 | Long             | EC               | CORP              | US        |     23102 | NS      | $46897.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors                | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   6552818 | NS      | $6552818.05   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| SB Financial Group Inc                      | SB Financial Group, Inc.                                     | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |      1000 | NS      | $22830.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                              | S&P Global, Inc.                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5091 | NS      | $2686978.89   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                          | SEI Investments Co.                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     14347 | NS      | $1260383.95   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| H2O America                                 | H2O America                                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $96169.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sezzle Inc                                  | Sezzle, Inc.                                                 | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      2953 | NS      | $186747.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                    | SLM Corp.                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34512 | NS      | $937000.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc              | SS&C Technologies Holdings, Inc.                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     22546 | NS      | $1846291.94   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SPX Technologies Inc                        | SPX Technologies, Inc.                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      5136 | NS      | $1070393.76   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SWK Holdings Corp                           | SWK Holdings Corp.                                           | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       730 | NS      | $12775.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                  | Sabre Corp.                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     20921 | NS      | $27197.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc                  | Safety Insurance Group, Inc.                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2030 | NS      | $159761.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Saga Communications Inc                     | Saga Communications, Inc.                                    | CUSIP: 786598300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $8284.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                    | Saia, Inc.                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1931 | NS      | $646633.97    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| St Joe Co/The                               | St. Joe Co.                                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      7661 | NS      | $507081.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                              | Salesforce, Inc.                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     20930 | NS      | $4443229.70   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                   | Sally Beauty Holdings, Inc.                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     14352 | NS      | $218437.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                 | Samsara, Inc.                                                | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $41766.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandisk Corp/DE                             | Sandisk Corp.                                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6057 | NS      | $3490346.25   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| John B Sanfilippo & Son Inc                 | John B Sanfilippo & Son, Inc.                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       985 | NS      | $79686.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                | Sanmina Corp.                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      7773 | NS      | $1101278.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Savers Value Village Inc                    | Savers Value Village, Inc.                                   | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10893 | NS      | $112851.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                              | ScanSource, Inc.                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      5608 | NS      | $241087.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein Inc                            | Henry Schein, Inc.                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     16111 | NS      | $1216058.28   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SLB Ltd                                     | SLB Ltd.                                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     93568 | NS      | $4526819.84   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                      | Schneider National, Inc.                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      7231 | NS      | $194080.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                             | Scholastic Corp.                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $108791.67    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                     | Charles Schwab Corp.                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     46611 | NS      | $4843815.12   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                          | Mativ Holdings, Inc.                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5186 | NS      | $62491.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scotts Miracle-Gro Co/The                   | Scotts Miracle-Gro Co.                                       | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3399 | NS      | $218283.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                           | EW Scripps Co.                                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     12883 | NS      | $43158.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp                               | Seaboard Corp.                                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        94 | NS      | $477734.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corp of Florida            | Seacoast Banking Corp. of Florida                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     10594 | NS      | $354263.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                             | Sealed Air Corp.                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1855 | NS      | $77687.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Entertainment Group Inc             | Seaport Entertainment Group, Inc.                            | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |      1748 | NS      | $33019.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parks & Resorts Inc                  | United Parks & Resorts, Inc.                                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      4351 | NS      | $163815.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Security National Financial Corp            | Security National Financial Corp.                            | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3788 | NS      | $33410.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seer Inc                                    | Seer, Inc.                                                   | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11474 | NS      | $20882.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Water Solutions Inc                  | Select Water Solutions, Inc.                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     13467 | NS      | $162816.03    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                | Select Medical Holdings Corp.                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20968 | NS      | $315568.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc               | Selective Insurance Group, Inc.                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      7802 | NS      | $655992.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                             | Selectquote, Inc.                                            | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      2672 | NS      | $3794.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                | Semtech Corp.                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4354 | NS      | $347231.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                      | Sempra                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     19399 | NS      | $1687906.99   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                           | Seneca Foods Corp.                                           | CUSIP: 817070105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $35578.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seneca Foods Corp                           | Seneca Foods Corp.                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $119330.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                  | Sensient Technologies Corp.                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      4537 | NS      | $428837.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensus Healthcare Inc                       | Sensus Healthcare, Inc.                                      | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |      2152 | NS      | $11039.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SentinelOne Inc                             | SentinelOne, Inc.                                            | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |     21233 | NS      | $296837.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US               | Service Corp. International                                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     15946 | NS      | $1282536.78   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                              | ServiceNow, Inc.                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4823 | NS      | $564339.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares Inc                  | ServisFirst Bancshares, Inc.                                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7036 | NS      | $575896.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack Inc                             | Shake Shack, Inc.                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      3578 | NS      | $316903.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenandoah Telecommunications Co            | Shenandoah Telecommunications Co.                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7254 | NS      | $86104.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co.                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      8497 | NS      | $3013376.08   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                           | Shoe Carnival, Inc.                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3510 | NS      | $66900.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoals Technologies Group Inc               | Shoals Technologies Group, Inc.                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19935 | NS      | $188186.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shore Bancshares Inc                        | Shore Bancshares, Inc.                                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2792 | NS      | $52964.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SoundThinking Inc                           | SoundThinking, Inc.                                          | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       695 | NS      | $4851.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                            | Shutterstock, Inc.                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2636 | NS      | $52324.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SI-BONE Inc                                 | SI-BONE, Inc.                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      4988 | NS      | $82701.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                              | Sierra Bancorp                                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1944 | NS      | $68837.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIFCO Industries Inc                        | SIFCO Industries, Inc.                                       | CUSIP: 826546103<br>LEI: 549300DGPYFSWVYAMD66 | Long             | EC               | CORP              | US        |      1584 | NS      | $9757.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                       | SIGA Technologies, Inc.                                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6592 | NS      | $44166.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories Inc                    | Silicon Laboratories, Inc.                                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      3474 | NS      | $494871.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                         | Silgan Holdings, Inc.                                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     16127 | NS      | $695880.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Silvercrest Asset Management Group Inc      | Silvercrest Asset Management Group, Inc.                     | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $11792.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simmons First National Corp                 | Simmons First National Corp.                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     18551 | NS      | $377141.83    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                    | Simply Good Foods Co.                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12954 | NS      | $243146.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                | Simpson Manufacturing Co., Inc.                              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      4447 | NS      | $786140.66    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Inc                                | Sinclair, Inc.                                               | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5284 | NS      | $76670.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply Inc                | SiteOne Landscape Supply, Inc.                               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      4790 | NS      | $687556.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SiTime Corp                                 | SiTime Corp.                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $499639.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                      | Sirius XM Holdings, Inc.                                     | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      3717 | NS      | $75640.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Champion Homes Inc                          | Champion Homes, Inc.                                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7662 | NS      | $600547.56    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                      | Skyworks Solutions, Inc.                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9753 | NS      | $543827.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyward Specialty Insurance Group Inc       | Skyward Specialty Insurance Group, Inc.                      | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      4159 | NS      | $185574.58    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corp                           | Sleep Number Corp.                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2189 | NS      | $25479.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                              | A.O. Smith Corp.                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     14567 | NS      | $1070528.83   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SmartFinancial Inc                          | SmartFinancial, Inc.                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1389 | NS      | $55448.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                          | J.M. Smucker Co.                                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9897 | NS      | $1037799.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                                 | Snap-on, Inc.                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      4602 | NS      | $1684838.22   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                    | Snap, Inc.                                                   | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     58762 | NS      | $407220.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                               | Snowflake, Inc.                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      3909 | NS      | $753264.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies Inc                       | SoFi Technologies, Inc.                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |     65071 | NS      | $1484269.51   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| SolarEdge Technologies Inc                  | SolarEdge Technologies, Inc.                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1447 | NS      | $44784.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure Inc           | Solaris Energy Infrastructure, Inc.                          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      4135 | NS      | $228210.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solid Biosciences Inc                       | Solid Biosciences, Inc.                                      | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13684 | NS      | $88398.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solid Power Inc                             | Solid Power, Inc.                                            | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25934 | NS      | $116184.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc             | Solstice Advanced Materials, Inc.                            | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      5406 | NS      | $333928.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive Inc                        | Sonic Automotive, Inc.                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2836 | NS      | $170046.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sono-Tek Corp                               | Sono-Tek Corp.                                               | CUSIP: 835483108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1854 | NS      | $7619.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonoco Products Co                          | Sonoco Products Co.                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     14959 | NS      | $718032.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                   | Sonos, Inc.                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     12142 | NS      | $174237.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sotera Health Co                            | Sotera Health Co.                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30462 | NS      | $551971.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sound Financial Bancorp Inc                 | Sound Financial Bancorp, Inc.                                | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $26340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                  | South Plains Financial, Inc.                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1322 | NS      | $55074.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| California BanCorp                          | California BanCorp                                           | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      1165 | NS      | $20958.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                        | Southern Copper Corp.                                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5835 | NS      | $1110517.20   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Southern First Bancshares Inc               | Southern First Bancshares, Inc.                              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $38458.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Missouri Bancorp Inc               | Southern Missouri Bancorp, Inc.                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1213 | NS      | $75897.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc                    | Southside Bancshares, Inc.                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4845 | NS      | $155960.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHSTATE BANK CORP                        | Southstate Bank Corp.                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     11888 | NS      | $1216499.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co                       | Southwest Airlines Co.                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     36787 | NS      | $1748118.24   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc                  | Southwest Gas Holdings, Inc.                                 | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      5817 | NS      | $481763.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                | Spectrum Brands Holdings, Inc.                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3764 | NS      | $239804.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc                                   | Spire, Inc.                                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4922 | NS      | $415859.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spok Holdings Inc                           | Spok Holdings, Inc.                                          | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2587 | NS      | $35622.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc          | Sportsman's Warehouse Holdings, Inc.                         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      4200 | NS      | $5754.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                  | Sprouts Farmers Market, Inc.                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     16988 | NS      | $1204619.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprinklr Inc                                | Sprinklr, Inc.                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     19506 | NS      | $124448.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                   | Block, Inc.                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     15690 | NS      | $948146.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SR Bancorp Inc                              | SR Bancorp, Inc.                                             | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       874 | NS      | $14543.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                           | STAAR Surgical Co.                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2110 | NS      | $39984.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stabilis Solutions Inc                      | Stabilis Solutions, Inc.                                     | CUSIP: 85236P101<br>LEI: 549300DGSR537OJW7P62 | Long             | EC               | CORP              | US        |       600 | NS      | $3336.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Inc                                | Stagwell, Inc.                                               | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     23413 | NS      | $140712.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products Inc                 | Standard Motor Products, Inc.                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      3764 | NS      | $150296.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                  | Standex International Corp.                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1293 | NS      | $310320.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                  | Stanley Black & Decker, Inc.                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      7633 | NS      | $600411.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Starz Entertainment Corp                    | Starz Entertainment Corp.                                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      1737 | NS      | $17352.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                           | State Street Corp.                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17636 | NS      | $2307846.96   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                          | Steel Dynamics, Inc.                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     18048 | NS      | $3240879.36   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                   | Stepan Co.                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2494 | NS      | $143679.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                         | Stellar Bancorp, Inc.                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      6448 | NS      | $239478.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc                 | Sterling Infrastructure, Inc.                                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2867 | NS      | $1026127.97   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corp           | Stewart Information Services Corp.                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      3590 | NS      | $242073.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                       | Stifel Financial Corp.                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8733 | NS      | $1076778.90   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix Inc                              | Stitch Fix, Inc.                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     19988 | NS      | $95942.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stock Yards Bancorp Inc                     | Stock Yards Bancorp, Inc.                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      3713 | NS      | $251332.97    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoke Therapeutics Inc                      | Stoke Therapeutics, Inc.                                     | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      6028 | NS      | $182889.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                              | Stoneridge, Inc.                                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      5645 | NS      | $37144.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                            | StoneX Group, Inc.                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      7800 | NS      | $875628.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategic Education Inc                     | Strategic Education, Inc.                                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      3292 | NS      | $279885.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Strattec Security Corp                      | Strattec Security Corp.                                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       437 | NS      | $34575.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratus Properties Inc                      | Stratus Properties, Inc.                                     | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       889 | NS      | $26376.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                  | Stride, Inc.                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      4661 | NS      | $394320.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                | Stryker Corp.                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5788 | NS      | $2139013.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit State Bank                           | Summit State Bank                                            | CUSIP: 866264203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $47880.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc           | Sun Country Airlines Holdings, Inc.                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      9275 | NS      | $162683.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                  | Sunrun, Inc.                                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     21249 | NS      | $403731.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                    | Super Micro Computer, Inc.                                   | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     51746 | NS      | $1506326.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Superior Group of Cos Inc                   | Superior Group of Cos., Inc.                                 | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      1686 | NS      | $16792.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                | Supernus Pharmaceuticals, Inc.                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      7512 | NS      | $361777.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sweetgreen Inc                              | Sweetgreen, Inc.                                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8610 | NS      | $52865.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sylvamo Corp                                | Sylvamo Corp.                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      4517 | NS      | $221061.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Symbotic Inc                                | Symbotic, Inc.                                               | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |       777 | NS      | $42245.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchronoss Technologies Inc                | Synchronoss Technologies, Inc.                               | CUSIP: 87157B400<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |      1264 | NS      | $11123.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                               | Synaptics, Inc.                                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      5261 | NS      | $434085.11    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                | Synopsys, Inc.                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1177 | NS      | $547440.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp                              | TD SYNNEX Corp.                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7767 | NS      | $1232389.89   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                         | Synchrony Financial                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     34918 | NS      | $2536094.34   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sysco Corp                                  | Sysco Corp.                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     28563 | NS      | $2395007.55   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TFS Financial Corp                          | TFS Financial Corp.                                          | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18591 | NS      | $261668.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos., Inc.                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     44208 | NS      | $6622800.48   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TKO Group Holdings Inc                      | TKO Group Holdings, Inc.                                     | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3042 | NS      | $616248.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile U.S., Inc.                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20652 | NS      | $4072780.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes, Inc.                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11219 | NS      | $374153.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                        | TTM Technologies, Inc.                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     21137 | NS      | $2075653.40   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc              | Tactile Systems Technology, Inc.                             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1970 | NS      | $56854.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Take-Two Interactive Software Inc           | Take-Two Interactive Software, Inc.                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      6852 | NS      | $1509495.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Talkspace Inc                               | Talkspace, Inc.                                              | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18113 | NS      | $73176.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandy Leather Factory Inc                   | Tandy Leather Factory, Inc.                                  | CUSIP: 87538X105<br>LEI: 549300XB36MQTBM8UQ34 | Long             | EC               | CORP              | US        |      2345 | NS      | $6683.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                                | Tapestry, Inc.                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     37120 | NS      | $4710899.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                 | Target Corp.                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     22217 | NS      | $2343226.99   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                        | Targa Resources Corp.                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     16402 | NS      | $3296473.96   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Hospitality Corp                     | Target Hospitality Corp.                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7359 | NS      | $50703.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TaskUS Inc                                  | TaskUS, Inc.                                                 | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      1750 | NS      | $18900.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Devices Inc                          | Taylor Devices, Inc.                                         | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $45026.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                   | Taylor Morrison Home Corp.                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     18726 | NS      | $1141349.70   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TechPrecision Corp                          | TechPrecision Corp.                                          | CUSIP: 878739200<br>LEI: 5299009M2WJUB2QENR96 | Long             | EC               | CORP              | US        |      1825 | NS      | $8705.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TechTarget Inc                              | TechTarget, Inc.                                             | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      3475 | NS      | $18209.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA Inc                                   | TEGNA, Inc.                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     34128 | NS      | $653892.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tejon Ranch Co                              | Tejon Ranch Co.                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      3436 | NS      | $55285.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                          | Teladoc Health, Inc.                                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     24107 | NS      | $131383.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                                | Teleflex, Inc.                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2869 | NS      | $299437.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc              | Telephone & Data Systems, Inc.                               | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     15952 | NS      | $719913.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                  | Telos Corp.                                                  | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      5291 | NS      | $28888.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Somnigroup International Inc                | Somnigroup International, Inc.                               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     17830 | NS      | $1566365.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                            | 10X Genomics, Inc.                                           | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     10511 | NS      | $212322.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                  | Tennant Co.                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2368 | NS      | $180181.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradata Corp                               | Teradata Corp.                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      7359 | NS      | $209878.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                | Teradyne, Inc.                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      8369 | NS      | $2017347.45   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                  | Terex Corp.                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      8410 | NS      | $479370.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Terns Pharmaceuticals Inc                   | Terns Pharmaceuticals, Inc.                                  | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     11200 | NS      | $387520.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                   | Tesla, Inc.                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     23117 | NS      | $9949787.97   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| TETRA Technologies Inc                      | TETRA Technologies, Inc.                                     | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     20544 | NS      | $234201.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                              | Tetra Tech, Inc.                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     21515 | NS      | $810254.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                | Texas Capital Bancshares, Inc.                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      5866 | NS      | $593463.22    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                       | Texas Instruments, Inc.                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     19970 | NS      | $4304533.50   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corp                     | Texas Pacific Land Corp.                                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5838 | NS      | $2033725.68   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                         | Texas Roadhouse, Inc.                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      6072 | NS      | $1092109.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TG Therapeutics Inc                         | TG Therapeutics, Inc.                                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      3969 | NS      | $116807.67    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                          | Trade Desk, Inc.                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      4976 | NS      | $150922.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                  | Thermon Group Holdings, Inc.                                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      4239 | NS      | $191814.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Coast Bancshares Inc                  | Third Coast Bancshares, Inc.                                 | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       582 | NS      | $23605.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Harmonic Bio Inc                      | Third Harmonic Bio, Inc.                                     | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $67.98        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Thor Industries Inc                         | Thor Industries, Inc.                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5889 | NS      | $658802.43    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 3D Systems Corp                             | 3D Systems Corp.                                             | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     11500 | NS      | $25760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thryv Holdings Inc                          | Thryv Holdings, Inc.                                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $15873.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Timberland Bancorp Inc/WA                   | Timberland Bancorp, Inc.                                     | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $19470.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                               | Timken Co.                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      8929 | NS      | $832093.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Metallus Inc                                | Metallus, Inc.                                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      6659 | NS      | $132847.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                                 | Tiptree, Inc.                                                | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |      5339 | NS      | $95461.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                     | Titan International, Inc.                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      9194 | NS      | $87710.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                         | Titan Machinery, Inc.                                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      4124 | NS      | $67097.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                   | Toast, Inc.                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     10132 | NS      | $315206.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                           | Toll Brothers, Inc.                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     12854 | NS      | $1857274.46   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Tompkins Financial Corp                     | Tompkins Financial Corp.                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      2047 | NS      | $164005.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tootsie Roll Industries Inc                 | Tootsie Roll Industries, Inc.                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      4467 | NS      | $169209.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                               | TopBuild Corp.                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      3342 | NS      | $1564223.10   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Toro Co/The                                 | Toro Co.                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     11192 | NS      | $1024068.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank/Portsmouth VA                    | Towne Bank                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     10152 | NS      | $355320.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                           | Tractor Supply Co.                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     29175 | NS      | $1484424.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                        | Tradeweb Markets, Inc.                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8199 | NS      | $845070.93    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Transcat Inc                                | Transcat, Inc.                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       665 | NS      | $40106.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Group Inc                         | TransDigm Group, Inc.                                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1619 | NS      | $2311187.26   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                       | TransMedics Group, Inc.                                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      2062 | NS      | $276256.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TransUnion                                  | TransUnion                                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      9571 | NS      | $756300.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                         | Travel & Leisure Co.                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5347 | NS      | $371830.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                       | Travelers Cos., Inc.                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     21083 | NS      | $5998324.33   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelzoo                                   | Travelzoo                                                    | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      2000 | NS      | $11700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tredegar Corp                               | Tredegar Corp.                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2020 | NS      | $17271.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                         | TreeHouse Foods, Inc.                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4447 | NS      | $109574.08    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trex Co Inc                                 | Trex Co., Inc.                                               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9797 | NS      | $405791.74    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                            | TriCo Bancshares                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4791 | NS      | $238687.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TriMas Corp                                 | TriMas Corp.                                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      5211 | NS      | $181186.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                 | Trimble, Inc.                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     14995 | NS      | $1013662.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                            | TriNet Group, Inc.                                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      4840 | NS      | $296401.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Industries Inc                      | Trinity Industries, Inc.                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     10364 | NS      | $297861.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trio-Tech International                     | Trio-Tech International                                      | CUSIP: 896712205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $1126.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                       | Triumph Financial, Inc.                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      3047 | NS      | $192235.23    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TripAdvisor Inc                             | TripAdvisor, Inc.                                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     14449 | NS      | $192027.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TrueBlue Inc                                | TrueBlue, Inc.                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $14472.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                               | Trupanion, Inc.                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      4699 | NS      | $150321.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                       | Truist Financial Corp.                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     48126 | NS      | $2474638.92   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                        | TrustCo Bank Corp.                                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2732 | NS      | $118568.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                              | Trustmark Corp.                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      7843 | NS      | $333484.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                           | Turtle Beach Corp.                                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      1754 | NS      | $20977.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                           | Tutor Perini Corp.                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     11511 | NS      | $908102.79    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                  | Twilio, Inc.                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     15846 | NS      | $1908809.16   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Twin Disc Inc                               | Twin Disc, Inc.                                              | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |       300 | NS      | $5157.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc                      | Tyler Technologies, Inc.                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1900 | NS      | $701860.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyra Biosciences Inc                        | Tyra Biosciences, Inc.                                       | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1363 | NS      | $42007.66     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                             | Tyson Foods, Inc.                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     15065 | NS      | $984196.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Technologies Inc                        | UFP Technologies, Inc.                                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       884 | NS      | $222007.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UGI Corp                                    | UGI Corp.                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     16760 | NS      | $672243.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Udemy Inc                                   | Udemy, Inc.                                                  | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      7221 | NS      | $34733.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                          | UMB Financial Corp.                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      9735 | NS      | $1237707.90   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                          | UFP Industries, Inc.                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7509 | NS      | $775529.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| US Global Investors Inc                     | U.S. Global Investors, Inc.                                  | CUSIP: 902952100<br>LEI: 529900IRM26R91LI8531 | Long             | EC               | CORP              | US        |      4324 | NS      | $14355.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                  | U.S. Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     58066 | NS      | $3258083.26   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc                   | USANA Health Sciences, Inc.                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2400 | NS      | $52080.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                     | U.S. Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1729 | NS      | $145011.23    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                       | Uber Technologies, Inc.                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     21477 | NS      | $1719233.85   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                 | USCB Financial Holdings, Inc.                                | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $23204.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath Inc                                  | UiPath, Inc.                                                 | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     19910 | NS      | $250666.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UL Solutions Inc                            | UL Solutions, Inc.                                           | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      2416 | NS      | $169675.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty, Inc.                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      3698 | NS      | $2393937.28   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                    | Ultra Clean Holdings, Inc.                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4592 | NS      | $200578.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultralife Corp                              | Ultralife Corp.                                              | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |       900 | NS      | $5742.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                            | Under Armour, Inc.                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8157 | NS      | $50328.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                            | Under Armour, Inc.                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     34811 | NS      | $211302.77    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                   | Unifi, Inc.                                                  | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      2302 | NS      | $8885.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UniFirst Corp/MA                            | UniFirst Corp.                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1651 | NS      | $354965.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                          | Union Pacific Corp.                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     24283 | NS      | $5708933.30   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancshares Inc/OH                    | United Bancshares, Inc.                                      | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $17553.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc/GA               | United Community Banks, Inc.                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     13874 | NS      | $477681.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                    | United Bankshares, Inc.                                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     32272 | NS      | $1366073.76   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancorp Inc/OH                       | United Bancorp, Inc.                                         | CUSIP: 909911109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $9521.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                | United Airlines Holdings, Inc.                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     29860 | NS      | $3055275.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                       | United Fire Group, Inc.                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3269 | NS      | $117487.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corp             | American Coastal Insurance Corp.                             | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      2127 | NS      | $23503.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                    | United Natural Foods, Inc.                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      8435 | NS      | $314035.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                   | United Parcel Service, Inc.                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     20513 | NS      | $2178890.86   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| United Rentals Inc                          | United Rentals, Inc.                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4431 | NS      | $3465307.86   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| United Security Bancshares/Fresno CA        | United Security Bancshares                                   | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |       402 | NS      | $4317.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Array Digital Infrastructure Inc            | Array Digital Infrastructure, Inc.                           | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      7373 | NS      | $355304.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Lime & Minerals Inc           | U.S. Lime & Minerals, Inc.                                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      3109 | NS      | $374727.77    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Holding Corp                       | U.S. Foods Holding Corp.                                     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     31803 | NS      | $2659366.86   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Unitil Corp                                 | Unitil Corp.                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1532 | NS      | $77994.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Bancorp Inc                           | Unity Bancorp, Inc.                                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       471 | NS      | $25415.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                          | Unity Software, Inc.                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     18988 | NS      | $552550.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Display Corp                      | Universal Display Corp.                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3287 | NS      | $377413.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Insurance Holdings Inc            | Universal Insurance Holdings, Inc.                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      3631 | NS      | $110563.95    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc            | Universal Logistics Holdings, Inc.                           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3779 | NS      | $60501.79     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Technical Institute Inc           | Universal Technical Institute, Inc.                          | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      8514 | NS      | $236944.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp                      | Univest Financial Corp.                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      7001 | NS      | $232013.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                  | Unum Group                                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     27292 | NS      | $2073373.24   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Holdings Inc                        | Upstart Holdings, Inc.                                       | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      1329 | NS      | $52163.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                  | Upwork, Inc.                                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     19919 | NS      | $398977.57    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                        | Urban Outfitters, Inc.                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     15120 | NS      | $1071252.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Utah Medical Products Inc                   | Utah Medical Products, Inc.                                  | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       296 | NS      | $18073.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                              | Utz Brands, Inc.                                             | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |     10453 | NS      | $110174.62    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VF Corp                                     | VF Corp.                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     27927 | NS      | $547089.93    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VSE Corp                                    | VSE Corp.                                                    | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      2354 | NS      | $514513.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts Inc                            | Vail Resorts, Inc.                                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      2533 | NS      | $337066.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                          | Valero Energy Corp.                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     17983 | NS      | $3262655.69   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                     | Valley National Bancorp                                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     65143 | NS      | $811681.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries Inc                      | Valmont Industries, Inc.                                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2109 | NS      | $939686.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Value Line Inc                              | Value Line, Inc.                                             | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $7983.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                               | Valvoline, Inc.                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     14742 | NS      | $482358.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                          | Varex Imaging Corp.                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      8078 | NS      | $112607.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                       | Veeco Instruments, Inc.                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      6990 | NS      | $218297.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                     | V2X, Inc.                                                    | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3679 | NS      | $253225.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                           | Veeva Systems, Inc.                                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4620 | NS      | $942110.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Financial Inc                      | Velocity Financial, Inc.                                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3071 | NS      | $62310.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                | Veralto Corp.                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     26649 | NS      | $2637718.02   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                | VeriSign, Inc.                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      4753 | NS      | $1160825.19   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                  | Verizon Communications, Inc.                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    102461 | NS      | $4561563.72   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                        | Verisk Analytics, Inc.                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      8825 | NS      | $1919084.50   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vericel Corp                                | Vericel Corp.                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      3106 | NS      | $111753.88    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verra Mobility Corp                         | Verra Mobility Corp.                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     19952 | NS      | $385073.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Versant Media Group Inc                     | Versant Media Group, Inc.                                    | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |      5702 | NS      | $185771.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                          | Vertiv Holdings Co.                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     14652 | NS      | $2727909.36   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                  | Vertex, Inc.                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      5388 | NS      | $99947.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pursuit Attractions and Hospitality Inc     | Pursuit Attractions & Hospitality, Inc.                      | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      3606 | NS      | $125236.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                  | Viasat, Inc.                                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     12309 | NS      | $555997.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                         | Viavi Solutions, Inc.                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     26427 | NS      | $646404.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                  | Vicor Corp.                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      3727 | NS      | $587636.09    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA VERVE THERAPEUT                      | Verve Therapeutics, Inc.                                     | CUSIP: 925CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |      6317 | NS      | $12507.66     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Victoria's Secret & Co                      | Victoria's Secret & Co.                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      9405 | NS      | $512666.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Victory Capital Holdings Inc                | Victory Capital Holdings, Inc.                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      6090 | NS      | $429527.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                    | Village Super Market, Inc.                                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       770 | NS      | $27458.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virco Mfg. Corp                             | Virco Mfg. Corp.                                             | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4104 | NS      | $28686.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viridian Therapeutics Inc                   | Viridian Therapeutics, Inc.                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      2525 | NS      | $83325.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VirnetX Holding Corp                        | VirnetX Holding Corp.                                        | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |       704 | NS      | $14305.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtu Financial Inc                         | Virtu Financial, Inc.                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10843 | NS      | $450092.93    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                    | Visa, Inc.                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     55282 | NS      | $17791406.06  | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc              | Virtus Investment Partners, Inc.                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1082 | NS      | $176636.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                  | Vishay Intertechnology, Inc.                                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     12559 | NS      | $253063.85    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Precision Group Inc                  | Vishay Precision Group, Inc.                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $83934.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                | Visteon Corp.                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      3195 | NS      | $290297.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vita Coco Co Inc/The                        | Vita Coco Co., Inc.                                          | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      7460 | NS      | $397991.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Farms Inc                             | Vital Farms, Inc.                                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      4758 | NS      | $135365.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                | Vontier Corp.                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     19894 | NS      | $746025.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                          | Voya Financial, Inc.                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     12824 | NS      | $983087.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co.                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      6953 | NS      | $2089654.62   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| WD-40 Co                                    | WD-40 Co.                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1559 | NS      | $360487.57    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                         | WSFS Financial Corp.                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      9060 | NS      | $586453.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                        | Wabash National Corp.                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      6958 | NS      | $70484.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp    | Westinghouse Air Brake Technologies Corp.                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      9503 | NS      | $2187020.42   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                 | Walmart, Inc.                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    125282 | NS      | $14926097.48  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                         | Walker & Dunlop, Inc.                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4368 | NS      | $274703.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warby Parker Inc                            | Warby Parker, Inc.                                           | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6346 | NS      | $161886.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                   | Warner Bros Discovery, Inc.                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    129430 | NS      | $3564502.20   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Music Group Corp                     | Warner Music Group Corp.                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11835 | NS      | $354813.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WaFd Inc                                    | WaFd, Inc.                                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10102 | NS      | $329527.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Trust Bancorp Inc                | Washington Trust Bancorp, Inc.                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      3552 | NS      | $122082.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                        | Waste Management, Inc.                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     18296 | NS      | $4066103.04   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                 | Waters Corp.                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      4076 | NS      | $1511054.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Waterstone Financial Inc                    | Waterstone Financial, Inc.                                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2602 | NS      | $47590.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                  | Watsco, Inc.                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      2924 | NS      | $1129979.80   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Watts Water Technologies Inc                | Watts Water Technologies, Inc.                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2929 | NS      | $876678.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair Inc                                 | Wayfair, Inc.                                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      7421 | NS      | $767999.29    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Climb Global Solutions Inc                  | Climb Global Solutions, Inc.                                 | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |       650 | NS      | $77083.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                      | Webster Financial Corp.                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     19343 | NS      | $1272189.11   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                            | Weis Markets, Inc.                                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3173 | NS      | $225758.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                            | Wells Fargo & Co.                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     99238 | NS      | $8980046.62   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Wendy's Co/The                              | Wendy's Co.                                                  | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     24810 | NS      | $193269.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Werner Enterprises Inc                      | Werner Enterprises, Inc.                                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      7772 | NS      | $266191.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WesBanco Inc                                | WesBanco, Inc.                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12400 | NS      | $437596.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                     | WESCO International, Inc.                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5598 | NS      | $1620229.14   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| West BanCorp Inc                            | West BanCorp, Inc.                                           | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1799 | NS      | $42690.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc            | West Pharmaceutical Services, Inc.                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3849 | NS      | $889580.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                         | Westamerica BanCorp                                          | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      4017 | NS      | $203179.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                    | Western Alliance Bancorp                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      9644 | NS      | $859762.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                        | Western Digital Corp.                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     34672 | NS      | $8675974.56   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Western New England Bancorp Inc             | Western New England Bancorp, Inc.                            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      3241 | NS      | $43526.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                        | Western Union Co.                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     28723 | NS      | $269134.51    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Westlake Corp                               | Westlake Corp.                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      3759 | NS      | $298163.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Westwood Holdings Group Inc                 | Westwood Holdings Group, Inc.                                | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $45775.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                     | WEX, Inc.                                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      3657 | NS      | $562812.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc                             | Weyco Group, Inc.                                            | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      1047 | NS      | $33106.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                              | Whirlpool Corp.                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4878 | NS      | $390191.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| WidePoint Corp                              | WidePoint Corp.                                              | CUSIP: 967590209<br>LEI: 529900TW34CMYP8ZUJ88 | Long             | EC               | CORP              | US        |      1192 | NS      | $7855.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                       | John Wiley & Sons, Inc.                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3836 | NS      | $119798.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wilhelmina International Inc                | Wilhelmina International, Inc.                               | CUSIP: 968235309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $6840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Willdan Group Inc                           | Willdan Group, Inc.                                          | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      2029 | NS      | $256059.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                         | Williams-Sonoma, Inc.                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     12758 | NS      | $2610924.70   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Lease Finance Corp                   | Willis Lease Finance Corp.                                   | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       856 | NS      | $156031.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Holdings Corp                      | WillScot Holdings Corp.                                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     22925 | NS      | $459187.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Wingstop Inc                                | Wingstop, Inc.                                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2160 | NS      | $573328.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Winmark Corp                                | Winmark Corp.                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $157741.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                    | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3180 | NS      | $145993.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                     | Wintrust Financial Corp.                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8584 | NS      | $1266054.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| WisdomTree Inc                              | WisdomTree, Inc.                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     21666 | NS      | $350989.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolverine World Wide Inc                    | Wolverine World Wide, Inc.                                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      7848 | NS      | $139066.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                 | Workday, Inc.                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5891 | NS      | $1034636.33   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| World Acceptance Corp                       | World Acceptance Corp.                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $84753.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| World Kinect Corp                           | World Kinect Corp.                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      7079 | NS      | $190495.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Enterprises Inc                 | Worthington Enterprises, Inc.                                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      7090 | NS      | $393991.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Steel Inc                       | Worthington Steel, Inc.                                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      6517 | NS      | $262178.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                | Wyndham Hotels & Resorts, Inc.                               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      9750 | NS      | $709702.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                     | XPO, Inc.                                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     13336 | NS      | $1975194.96   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                    | XPEL, Inc.                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      1185 | NS      | $61039.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xencor Inc                                  | Xencor, Inc.                                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6336 | NS      | $76602.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XOMA Royalty Corp                           | XOMA Royalty Corp.                                           | CUSIP: 98419J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $12214.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem Inc/NY                                | Xylem, Inc.                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     12883 | NS      | $1776179.21   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenon Pharmaceuticals Inc                   | Xenon Pharmaceuticals, Inc.                                  | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      3049 | NS      | $125039.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                         | Xerox Holdings Corp.                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     15597 | NS      | $34157.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Xperi Inc                                   | Xperi, Inc.                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5663 | NS      | $32052.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                    | Yelp, Inc.                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      7156 | NS      | $195931.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yext Inc                                    | Yext, Inc.                                                   | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     14477 | NS      | $103655.32    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| YETI Holdings Inc                           | YETI Holdings, Inc.                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      6368 | NS      | $291081.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| York Water Co/The                           | York Water Co.                                               | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $39019.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                             | Yum! Brands, Inc.                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      9314 | NS      | $1448327.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                     | Zebra Technologies Corp.                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3681 | NS      | $864961.38    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Zedge Inc                                   | Zedge, Inc.                                                  | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |       300 | NS      | $933.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                            | Zillow Group, Inc.                                           | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      3206 | NS      | $199541.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                            | Zillow Group, Inc.                                           | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     17587 | NS      | $1108508.61   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zevia PBC                                   | Zevia PBC                                                    | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6596 | NS      | $12202.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeta Global Holdings Corp                   | Zeta Global Holdings Corp.                                   | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      7393 | NS      | $137361.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | Zimmer Biomet Holdings, Inc.                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     15049 | NS      | $1310316.43   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                            | Zions Bancorp NA                                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     17665 | NS      | $1058310.15   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                  | Zoetis, Inc.                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     13275 | NS      | $1656985.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ZoomInfo Technologies Inc                   | ZoomInfo Technologies, Inc.                                  | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     39898 | NS      | $321178.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                 | Zscaler, Inc.                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1480 | NS      | $296014.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Communications Inc                     | Zoom Communications, Inc.                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     21167 | NS      | $1949480.70   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Zumiez Inc                                  | Zumiez, Inc.                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1507 | NS      | $37087.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurn Elkay Water Solutions Corp             | Zurn Elkay Water Solutions Corp.                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     14653 | NS      | $675649.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Zymeworks Inc                               | Zymeworks, Inc.                                              | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      8031 | NS      | $180938.43    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dimensional Holdings Inc.                   | DFA Short Term Investment Fund                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22196856 | NS      | $22196855.97  | 0.99%             |  |  |  | No            | N/A                | On Loan: No      |
| Dimensional Holdings Inc.                   | DFA Short Term Investment Fund                               | CUSIP: 233203405<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     80655 | NS      | $80654.75     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Adient PLC                                  | Adient PLC                                                   | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      8723 | NS      | $181438.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     16751 | NS      | $567691.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                | Allegion PLC                                                 | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      9338 | NS      | $1544411.82   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                   | Amcor PLC                                                    | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     38971 | NS      | $1724466.75   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                  | Amdocs Ltd.                                                  | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     11651 | NS      | $954682.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                               | Ambarella, Inc.                                              | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      3098 | NS      | $198395.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                     | Aon PLC                                                      | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      7777 | NS      | $2719150.28   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                      | Arch Capital Group Ltd.                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     21896 | NS      | $2102891.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd                        | Assured Guaranty Ltd.                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      7136 | NS      | $605489.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                   | Axis Capital Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     11507 | NS      | $1187292.26   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                  | Axalta Coating Systems Ltd.                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     18241 | NS      | $612532.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The        | Bank of NT Butterfield & Son Ltd.                            | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      5813 | NS      | $301113.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                               | Accenture PLC                                                | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     17491 | NS      | $4611327.24   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Caledonia Mining Corp PLC                   | Caledonia Mining Corp. PLC                                   | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      2344 | NS      | $64319.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                          | Capri Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      7065 | NS      | $159457.05    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cimpress PLC                                | Cimpress PLC                                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1285 | NS      | $101630.65    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate PLC                               | Clarivate PLC                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |     54199 | NS      | $143627.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Water Co Ltd                   | Consolidated Water Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |       959 | NS      | $36326.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd          | Credo Technology Group Holding Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16721 | NS      | $2094806.88   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                     | CRH PLC                                                      | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     20930 | NS      | $2562041.30   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield Ltd                     | Cushman & Wakefield Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     29683 | NS      | $487988.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                    | Dole PLC                                                     | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      9230 | NS      | $147033.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                              | Eaton Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      9355 | NS      | $3287534.10   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                            | Essent Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     16067 | NS      | $1010935.64   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                           | Everest Group Ltd.                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      3277 | NS      | $1085604.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                   | Aptiv PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     15211 | NS      | $1152233.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                    | Fabrinet                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      2332 | NS      | $1141374.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelis Insurance Holdings Ltd              | Fidelis Insurance Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     10741 | NS      | $204508.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc                 | Fresh Del Monte Produce, Inc.                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      6820 | NS      | $270481.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Aviation Ltd                           | FTAI Aviation Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8212 | NS      | $2236291.84   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GigaCloud Technology Inc                    | GigaCloud Technology, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3168 | NS      | $126498.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gates Industrial Corp PLC                   | Gates Industrial Corp. PLC                                   | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     34057 | NS      | $783992.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Ltd                                 | Genpact Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     21889 | NS      | $965304.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                         | GLOBALFOUNDRIES, Inc.                                        | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |     13740 | NS      | $579828.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                   | Greenlight Capital Re Ltd.                                   | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      3313 | NS      | $45951.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Insurance Group Ltd                | Hamilton Insurance Group Ltd.                                | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      5409 | NS      | $150099.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                           | Helen of Troy Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2950 | NS      | $48852.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Ltd                               | Herbalife Ltd.                                               | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     13736 | NS      | $236808.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                   | Janus Henderson Group PLC                                    | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     19997 | NS      | $962455.61    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IBEX Holdings Ltd                           | IBEX Holdings Ltd.                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      2196 | NS      | $81691.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                    | ICON PLC                                                     | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      3748 | NS      | $675577.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                          | Ichor Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      3973 | NS      | $120540.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC               | Weatherford International PLC                                | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      7814 | NS      | $735141.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                                 | Invesco Ltd.                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     51904 | NS      | $1416460.16   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc          | Johnson Controls International PLC                           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     45220 | NS      | $5392937.20   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc   | Kiniksa Pharmaceuticals International PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5011 | NS      | $220083.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                | LivaNova PLC                                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      6394 | NS      | $420149.74    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Luxfer Holdings PLC                         | Luxfer Holdings PLC                                          | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      1401 | NS      | $21211.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     25470 | NS      | $2622391.20   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                          | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     20523 | NS      | $227600.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                          | Liberty Global Ltd.                                          | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     20277 | NS      | $224669.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd             | Alpha & Omega Semiconductor Ltd.                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      3451 | NS      | $76267.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                       | Nabors Industries Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1486 | NS      | $99324.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Energy Services Reunited Corp      | National Energy Services Reunited Corp.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      9424 | NS      | $185464.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                              | Noble Corp. PLC                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     15924 | NS      | $567212.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Nordic American Tankers Ltd                 | Nordic American Tankers Ltd.                                 | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |     29128 | NS      | $121172.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd          | Norwegian Cruise Line Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     47448 | NS      | $1041958.08   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                                | Novocure Ltd.                                                | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      7631 | NS      | $94624.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric PLC                          | nVent Electric PLC                                           | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |     17239 | NS      | $1935250.14   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Pangaea Logistics Solutions Ltd             | Pangaea Logistics Solutions Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3295 | NS      | $27941.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prothena Corp PLC                           | Prothena Corp. PLC                                           | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      5964 | NS      | $52542.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                  | RenaissanceRe Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      5264 | NS      | $1482868.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Roivant Sciences Ltd                        | Roivant Sciences Ltd.                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     67290 | NS      | $1454809.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Royalty Pharma PLC                          | Royalty Pharma PLC                                           | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     17229 | NS      | $718104.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC             | Seagate Technology Holdings PLC                              | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     11231 | NS      | $4578766.39   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Seadrill Ltd                                | Seadrill Ltd.                                                | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |      6288 | NS      | $241962.24    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                 | Pentair PLC                                                  | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     13278 | NS      | $1399102.86   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensata Technologies Holding PLC            | Sensata Technologies Holding PLC                             | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     13811 | NS      | $477722.49    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SharkNinja Inc                              | SharkNinja, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12894 | NS      | $1524070.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Signet Jewelers Ltd                         | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      8025 | NS      | $740466.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| SiriusPoint Ltd                             | SiriusPoint Ltd.                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     13571 | NS      | $276984.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit WestRock PLC                        | Smurfit WestRock PLC                                         | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     27139 | NS      | $1129796.57   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                  | STERIS PLC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      7864 | NS      | $2065086.40   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                         | TE Connectivity PLC                                          | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     14289 | NS      | $3183303.42   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| TechnipFMC PLC                              | TechnipFMC PLC                                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     63942 | NS      | $3562848.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Tecnoglass Inc                              | Tecnoglass, Inc.                                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |      6024 | NS      | $294633.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp Ltd                             | Teekay Corp. Ltd.                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     10932 | NS      | $111834.36    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Tankers Ltd                          | Teekay Tankers Ltd.                                          | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |      4751 | NS      | $306534.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Theravance Biopharma Inc                    | Theravance Biopharma, Inc.                                   | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      5750 | NS      | $108905.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC                                       | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      5458 | NS      | $2295525.64   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                   | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     12090 | NS      | $93334.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                   | Liberty Latin America Ltd.                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     17389 | NS      | $135286.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Valaris Ltd                                 | Valaris Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6742 | NS      | $389215.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| White Mountains Insurance Group Ltd         | White Mountains Insurance Group Ltd.                         | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       520 | NS      | $1063363.60   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                    | Willis Towers Watson PLC                                     | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      6158 | NS      | $1954980.26   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Aebi Schmidt Holding AG                     | Aebi Schmidt Holding AG                                      | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |      4835 | NS      | $70784.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                             | Bunge Global SA                                              | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |     12980 | NS      | $1478162.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd.                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     11212 | NS      | $3470786.72   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CRISPR Therapeutics AG                      | CRISPR Therapeutics AG                                       | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      9846 | NS      | $491906.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                  | Garmin Ltd.                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      8856 | NS      | $1785723.84   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd                              | Transocean Ltd.                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     44698 | NS      | $222149.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging SA                   | Ardagh Metal Packaging SA                                    | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     39214 | NS      | $172149.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                  | Globant SA                                                   | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      2507 | NS      | $167668.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                           | Nexa Resources SA                                            | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |     11001 | NS      | $138722.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                       | Spotify Technology SA                                        | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       401 | NS      | $200640.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Birkenstock Holding Plc                     | Birkenstock Holding PLC                                      | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |     15402 | NS      | $581579.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CNH Industrial NV                           | CNH Industrial NV                                            | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     71972 | NS      | $774418.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                     | Expro Group Holdings NV                                      | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     11434 | NS      | $183058.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                | LyondellBasell Industries NV                                 | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     18667 | NS      | $914683.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     11611 | NS      | $2625711.54   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Copa Holdings SA                            | Copa Holdings SA                                             | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |      3829 | NS      | $522275.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpaWorld Holdings Ltd                    | OneSpaWorld Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     10972 | NS      | $215599.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                 | Royal Caribbean Cruises Ltd.                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     23406 | NS      | $7598757.90   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Bulkers Holdings Ltd              | Costamare Bulkers Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      3200 | NS      | $52896.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                    | Flex Ltd.                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     36408 | NS      | $2295160.32   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President