# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-033024
**Filing Date:** 2026-3
**Character Count:** 3549373
**Document Hash:** d92913519bc8d7937a267eb766154816
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033024.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033024

**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:** 26803908

**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

### International Social Core Equity Portfolio (Series ID: S000038669)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000119189 | Institutional Class |  |

## 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:** International Social Core Equity Portfolio

- **b. EDGAR series identifier (if any):** S000038669

- **c. LEI of Series:** 549300T6IEPA60KWYM55

**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:** $2223805278.89

**Total Liabilities:** $181338811.53

**Net Assets:** $2042466467.36

**Cash Not Reported:** $5091843.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119189 | 2.06%                | 2.98%                | 4.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4683858.90              | $30223873.60                               |
| Month 2  | $372617.21               | $52541551.63                               |
| Month 3  | $-665420.80              | $91770586.78                               |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| DiscoverIE Group PLC                                      | DiscoverIE Group PLC                                       | CUSIP: 000000000<br>LEI: 213800BMDLQU1VEEAN68 | Long             | EC               | CORP              | GB        |     12347 | NS      | $106321.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AGF Management Ltd                                        | AGF Management Ltd.                                        | CUSIP: 001092105<br>LEI: 254900MZSQTEB6YEO028 | Long             | EC               | CORP              | CA        |     15987 | NS      | $213097.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ag Growth International Inc                               | AG Growth International, Inc.                              | CUSIP: 001181106<br>LEI: 549300ZCF9VG3Z4PHL09 | Long             | EC               | CORP              | CA        |      2276 | NS      | $48573.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Speedy Hire PLC                                           | Speedy Hire PLC                                            | CUSIP: 000000000<br>LEI: 213800U78SIYAZDYXM61 | Long             | EC               | CORP              | GB        |    115549 | NS      | $40415.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATS Corp                                                  | ATS Corp.                                                  | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      1733 | NS      | $49321.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATS Corp                                                  | ATS Corp.                                                  | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |      8165 | NS      | $232060.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadian Timber Corp                                       | Acadian Timber Corp.                                       | CUSIP: 004272100<br>LEI: 529900R43U08MDP0X910 | Long             | EC               | CORP              | CA        |      3200 | NS      | $37859.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Antofagasta PLC                                           | Antofagasta PLC                                            | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     16887 | NS      | $836776.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ACT Energy Technologies Ltd                               | ACT Energy Technologies Ltd.                               | CUSIP: 004959102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4329 | NS      | $18405.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Griffin Mining Ltd                                        | Griffin Mining Ltd.                                        | CUSIP: 000000000<br>LEI: 213800VXEARSK4D5UG12 | Long             | EC               | CORP              | BM        |      8945 | NS      | $37662.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Group PLC                                         | Ashtead Group PLC                                          | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     41990 | NS      | $2703303.69   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| BRAEMAR PLC                                               | Braemar PLC                                                | CUSIP: 000000000<br>LEI: 213800EV6IKTTHJ83C19 | Long             | EC               | CORP              | GB        |      2517 | NS      | $7499.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADENTRA Inc                                               | ADENTRA, Inc.                                              | CUSIP: 00686A108<br>LEI: 254900S1MZ7WZBPR5U32 | Long             | EC               | CORP              | CA        |      5075 | NS      | $134920.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aecon Group Inc                                           | Aecon Group, Inc.                                          | CUSIP: 00762V109<br>LEI: 549300VROCXVWXFR8B83 | Long             | EC               | CORP              | CA        |     15990 | NS      | $414531.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aegon Ltd                                                 | Aegon Ltd.                                                 | CUSIP: 0076CA104<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     75866 | NS      | $590996.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Barratt Redrow PLC                                        | Barratt Redrow PLC                                         | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |    305026 | NS      | $1624181.53   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     18919 | NS      | $3604069.50   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                    | Agnico Eagle Mines Ltd.                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     14836 | NS      | $2820218.29   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Canada                                                | Air Canada                                                 | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     39621 | NS      | $548493.26    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Aimia Inc                                                 | Aimia, Inc.                                                | CUSIP: 00900Q103<br>LEI: 5299005QK3KSTUZ66Y90 | Long             | EC               | CORP              | CA        |     12550 | NS      | $27650.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bellway PLC                                               | Bellway PLC                                                | CUSIP: 000000000<br>LEI: 213800CY4L3HST4FGZ98 | Long             | EC               | CORP              | GB        |     33644 | NS      | $1252059.37   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Balfour Beatty PLC                                        | Balfour Beatty PLC                                         | CUSIP: 000000000<br>LEI: CT4UIJ3TUKGYYHMENQ17 | Long             | EC               | CORP              | GB        |    134293 | NS      | $1315039.48   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Henry Boot PLC                                            | Henry Boot PLC                                             | CUSIP: 000000000<br>LEI: 213800H5873O9TC3XT22 | Long             | EC               | CORP              | GB        |     23100 | NS      | $61295.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold, Inc.                                          | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     45229 | NS      | $1668932.87   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alamos Gold Inc                                           | Alamos Gold, Inc.                                          | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     34615 | NS      | $1282762.02   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Algoma Central Corp                                       | Algoma Central Corp.                                       | CUSIP: 015644107<br>LEI: 5493002QOPYX7P96FG25 | Long             | EC               | CORP              | CA        |       900 | NS      | $12816.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xaar PLC                                                  | Xaar PLC                                                   | CUSIP: 000000000<br>LEI: 213800MXEC3KAOBBPO57 | Long             | EC               | CORP              | GB        |      6240 | NS      | $9391.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp.                          | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     90700 | NS      | $594085.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Algonquin Power & Utilities Corp                          | Algonquin Power & Utilities Corp.                          | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      8904 | NS      | $58459.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard, Inc.                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     40418 | NS      | $2102751.16   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Alithya Group Inc                                         | Alithya Group, Inc.                                        | CUSIP: 01643B106<br>LEI: 549300KFFXPJJY1FDW42 | Long             | EC               | CORP              | CA        |      8400 | NS      | $10919.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| accesso Technology Group PLC                              | Accesso Technology Group PLC                               | CUSIP: 000000000<br>LEI: 213800VY7MXUO7STIN73 | Long             | EC               | CORP              | GB        |      4676 | NS      | $18065.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Castings PLC                                              | Castings PLC                                               | CUSIP: 000000000<br>LEI: 2138004LKVACAUE94W70 | Long             | EC               | CORP              | GB        |      5465 | NS      | $20541.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diploma PLC                                               | Diploma PLC                                                | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      9369 | NS      | $682546.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistry Group PLC                                          | Vistry Group PLC                                           | CUSIP: 000000000<br>LEI: 2138001KOWN7CG9SLK53 | Long             | EC               | CORP              | GB        |     99010 | NS      | $902209.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Gold Corp                                          | Allied Gold Corp.                                          | CUSIP: 01921D204<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |     22166 | NS      | $697120.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Allied Gold Corp                                          | Allied Gold Corp.                                          | CUSIP: 01921D204<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |      4218 | NS      | $133108.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarkson PLC                                              | Clarkson PLC                                               | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |      3948 | NS      | $226676.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd.                                               | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |     75822 | NS      | $2286938.30   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Rathbones Group PLC                                       | Rathbones Group PLC                                        | CUSIP: 000000000<br>LEI: 213800MBTHM6UE8ZQP29 | Long             | EC               | CORP              | GB        |     11798 | NS      | $357107.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Altus Group Ltd/Canada                                    | Altus Group Ltd.                                           | CUSIP: 02215R107<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |      4016 | NS      | $136260.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gooch & Housego PLC                                       | Gooch & Housego PLC                                        | CUSIP: 000000000<br>LEI: 213800DO3DOOKYOPA952 | Long             | EC               | CORP              | GB        |      6603 | NS      | $62950.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cranswick PLC                                             | Cranswick PLC                                              | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      9992 | NS      | $721231.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Elementis PLC                                             | Elementis PLC                                              | CUSIP: 000000000<br>LEI: 549300LQIH685LI2ML36 | Long             | EC               | CORP              | GB        |    108723 | NS      | $239635.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IDOX PLC                                                  | IDOX PLC                                                   | CUSIP: 000000000<br>LEI: 213800Z3FE6PWVSUGE70 | Long             | EC               | CORP              | GB        |     36520 | NS      | $35371.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Amerigo Resources Ltd                                     | Amerigo Resources Ltd.                                     | CUSIP: 03074G109<br>LEI: 5299000WW697YX8VQX13 | Long             | EC               | CORP              | CA        |     45106 | NS      | $184180.49    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RS GROUP PLC                                              | RS Group PLC                                               | CUSIP: 000000000<br>LEI: 549300KVXDURRKVW7R37 | Long             | EC               | CORP              | GB        |     57181 | NS      | $525067.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| James Fisher & Sons PLC                                   | James Fisher & Sons PLC                                    | CUSIP: 000000000<br>LEI: 213800J975E5OYR6S216 | Long             | EC               | CORP              | GB        |      4426 | NS      | $27097.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstgroup PLC                                            | Firstgroup PLC                                             | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    198102 | NS      | $506724.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Games Workshop Group PLC                                  | Games Workshop Group PLC                                   | CUSIP: 000000000<br>LEI: 213800RP9QJQYGWHNT41 | Long             | EC               | CORP              | GB        |      8638 | NS      | $2015142.60   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodwin PLC                                               | Goodwin PLC                                                | CUSIP: 000000000<br>LEI: 213800N4T1NMSJ57B322 | Long             | EC               | CORP              | GB        |       242 | NS      | $83410.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Greencore Group PLC                                       | Greencore Group PLC                                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | Long             | EC               | CORP              | IE        |    137355 | NS      | $543213.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Argenx SE                                                 | Argenx SE                                                  | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       758 | NS      | $637099.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Aritzia Inc                                               | Aritzia, Inc.                                              | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     24926 | NS      | $1964754.22   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Halma PLC                                                 | Halma PLC                                                  | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     12564 | NS      | $610215.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    221197 | NS      | $5659641.82   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Headlam Group PLC                                         | Headlam Group PLC                                          | CUSIP: 000000000<br>LEI: 213800I4AZZUJEYX9O90 | Long             | EC               | CORP              | GB        |     17304 | NS      | $10466.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hill & Smith PLC                                          | Hill & Smith PLC                                           | CUSIP: 000000000<br>LEI: 2138003A3ISGQZBOWI83 | Long             | EC               | CORP              | GB        |     20378 | NS      | $622690.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan African Resources PLC                                 | Pan African Resources PLC                                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |    487442 | NS      | $862704.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hunting PLC                                               | Hunting PLC                                                | CUSIP: 000000000<br>LEI: 2138008S5FL78ITZRN66 | Long             | EC               | CORP              | GB        |     30864 | NS      | $187777.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Medical Solutions Group PLC                      | Advanced Medical Solutions Group PLC                       | CUSIP: 000000000<br>LEI: 213800HJP6OWOSZI1L74 | Long             | EC               | CORP              | GB        |     34292 | NS      | $101027.73    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atco Ltd/Canada                                           | Atco Ltd.                                                  | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |     11767 | NS      | $510898.57    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Service Group PLC                                 | Johnson Service Group PLC                                  | CUSIP: 000000000<br>LEI: 2138004WZUPWV53KWV11 | Long             | EC               | CORP              | GB        |    108229 | NS      | $209316.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AtkinsRealis Group Inc                                    | AtkinsRealis Group, Inc.                                   | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |     22030 | NS      | $1546055.74   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Keller Group PLC                                          | Keller Group PLC                                           | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     20496 | NS      | $498862.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kier Group PLC                                            | Kier Group PLC                                             | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | EC               | CORP              | GB        |    108444 | NS      | $332302.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AutoCanada Inc                                            | AutoCanada, Inc.                                           | CUSIP: 05277B209<br>LEI: 549300BPCHUK5M1WZS45 | Long             | EC               | CORP              | CA        |      4621 | NS      | $94547.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Renew Holdings PLC                                        | Renew Holdings PLC                                         | CUSIP: 000000000<br>LEI: 213800O3DC3V4WYA2E09 | Long             | EC               | CORP              | GB        |     13913 | NS      | $178388.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    120743 | NS      | $2130018.29   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                  | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |         1 | NS      | $25.86        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BCE Inc                                                   | BCE, Inc.                                                  | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       548 | NS      | $14166.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| BMTC Group Inc                                            | BMTC Group, Inc.                                           | CUSIP: 05561N208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3210 | NS      | $30458.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Howden Joinery Group PLC                                  | Howden Joinery Group PLC                                   | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |    156022 | NS      | $1787373.94   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BRP Inc                                                   | BRP, Inc.                                                  | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      2555 | NS      | $192570.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BRP Inc                                                   | BRP, Inc.                                                  | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      5068 | NS      | $382505.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                  | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |    395433 | NS      | $1435744.06   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mears Group PLC                                           | Mears Group PLC                                            | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |     15597 | NS      | $78338.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Badger Infrastructure Solutions Ltd                       | Badger Infrastructure Solutions Ltd.                       | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |      9586 | NS      | $542008.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| McBride PLC                                               | McBride PLC                                                | CUSIP: 000000000<br>LEI: 213800HX7FMPA2CIEF02 | Long             | EC               | CORP              | GB        |     39844 | NS      | $87373.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ballard Power Systems Inc                                 | Ballard Power Systems, Inc.                                | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |     19300 | NS      | $44969.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Morgan Advanced Materials PLC                             | Morgan Advanced Materials PLC                              | CUSIP: 000000000<br>LEI: I4K14LL95N2PHDL7EG85 | Long             | EC               | CORP              | GB        |     54724 | NS      | $171391.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                           | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     34435 | NS      | $4688325.25   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                           | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      3856 | NS      | $524941.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nichols PLC                                               | Nichols PLC                                                | CUSIP: 000000000<br>LEI: 213800EF5CMR3K8PND54 | Long             | EC               | CORP              | GB        |      2793 | NS      | $38651.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                        | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     33442 | NS      | $2498786.24   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia                                        | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     17678 | NS      | $1321646.83   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| 4imprint Group PLC                                        | 4imprint Group PLC                                         | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |      6011 | NS      | $336775.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oxford Instruments PLC                                    | Oxford Instruments PLC                                     | CUSIP: 000000000<br>LEI: 213800J364EZD6UCE231 | Long             | EC               | CORP              | GB        |      3316 | NS      | $114748.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                               | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     25627 | NS      | $669743.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                               | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    138179 | NS      | $3696288.25   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     65542 | NS      | $862070.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     71398 | NS      | $1374927.27   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Porvair PLC                                               | Porvair PLC                                                | CUSIP: 000000000<br>LEI: 213800ECKHS8LAQO3C45 | Long             | EC               | CORP              | GB        |      6060 | NS      | $70273.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                             | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     25140 | NS      | $412930.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     25828 | NS      | $2356399.53   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MP Evans Group PLC                                        | MP Evans Group PLC                                         | CUSIP: 000000000<br>LEI: 2138003IBXJUCR4SZG26 | Long             | EC               | CORP              | GB        |      4197 | NS      | $75064.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| S&U PLC                                                   | S&U PLC                                                    | CUSIP: 000000000<br>LEI: 213800QZ1X2A7J64SQ31 | Long             | EC               | CORP              | GB        |      1297 | NS      | $42028.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Close Brothers Group PLC                                  | Close Brothers Group PLC                                   | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     42325 | NS      | $293814.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| St James's Place PLC                                      | St. James's Place PLC                                      | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |    104786 | NS      | $2188489.42   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                    | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    102054 | NS      | $3392015.27   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Senior PLC                                                | Senior PLC                                                 | CUSIP: 000000000<br>LEI: 5493002HQHWN5JQHKQ51 | Long             | EC               | CORP              | GB        |     27633 | NS      | $92466.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG PLC                                                   | SIG PLC                                                    | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | EC               | CORP              | GB        |     98873 | NS      | $13199.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Sindall Group PLC                                  | Morgan Sindall Group PLC                                   | CUSIP: 000000000<br>LEI: 2138008339ULDGZRB345 | Long             | EC               | CORP              | GB        |     11670 | NS      | $789387.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ME GROUP INTERNATIONAL PLC                                | Me Group International PLC                                 | CUSIP: 000000000<br>LEI: 2138006YJ65EKBYYYX41 | Long             | EC               | CORP              | GB        |     60797 | NS      | $115208.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   3778142 | NS      | $5641537.08   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| TT Electronics plc                                        | TT Electronics PLC                                         | CUSIP: 000000000<br>LEI: 213800TJGBW5VFHQEV54 | Long             | EC               | CORP              | GB        |     42404 | NS      | $65042.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taylor Wimpey PLC                                         | Taylor Wimpey PLC                                          | CUSIP: 000000000<br>LEI: 21380089BTRXTD8S3R66 | Long             | EC               | CORP              | GB        |    790248 | NS      | $1155311.40   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Plus PLC                                          | Telecom Plus PLC                                           | CUSIP: 000000000<br>LEI: 549300QGHDX5UKE58G86 | Long             | EC               | CORP              | GB        |     17945 | NS      | $327826.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Trifast PLC                                               | Trifast PLC                                                | CUSIP: 000000000<br>LEI: 213800WFIVE6RWK3CR22 | Long             | EC               | CORP              | GB        |     33777 | NS      | $34610.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Reach PLC                                                 | Reach PLC                                                  | CUSIP: 000000000<br>LEI: 213800GNI5XF3XOATR61 | Long             | EC               | CORP              | GB        |    119446 | NS      | $104818.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bird Construction Inc                                     | Bird Construction, Inc.                                    | CUSIP: 09076P104<br>LEI: 549300P1WGG3QPKID017 | Long             | EC               | CORP              | CA        |     19030 | NS      | $421506.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitfarms Ltd/Canada                                       | Bitfarms Ltd.                                              | CUSIP: 09173B107<br>LEI: 254900YWMA64Y1RPNJ12 | Long             | EC               | CORP              | CA        |     88500 | NS      | $207090.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Black Diamond Group Ltd                                   | Black Diamond Group Ltd.                                   | CUSIP: 09202D207<br>LEI: 529900FJ2VM3JLXS6T37 | Long             | EC               | CORP              | CA        |     15142 | NS      | $183485.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                         | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     30741 | NS      | $523926.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackBerry Ltd                                            | BlackBerry Ltd.                                            | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |     47398 | NS      | $169210.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Vp PLC                                                    | Vp PLC                                                     | CUSIP: 000000000<br>LEI: 213800TBQKKQR7UXZP80 | Long             | EC               | CORP              | GB        |      2866 | NS      | $21159.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Victrex PLC                                               | Victrex PLC                                                | CUSIP: 000000000<br>LEI: 213800UYNPHAUNHPXL67 | Long             | EC               | CORP              | GB        |      3839 | NS      | $34498.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VIDENDUM PLC                                              | Videndum PLC                                               | CUSIP: 000000000<br>LEI: 2138007H5DQ4X8YOCF14 | Long             | EC               | CORP              | GB        |     10334 | NS      | $1741.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volex PLC                                                 | Volex PLC                                                  | CUSIP: 000000000<br>LEI: 213800HBLQNH5FXXGE63 | Long             | EC               | CORP              | GB        |     17044 | NS      | $102815.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Weir Group PLC/The                                        | Weir Group PLC                                             | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     24209 | NS      | $1069280.45   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilmington PLC                                            | Wilmington PLC                                             | CUSIP: 000000000<br>LEI: 213800PFUQT4HHFYZJ63 | Long             | EC               | CORP              | GB        |      1608 | NS      | $6569.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bombardier Inc                                            | Bombardier, Inc.                                           | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      8794 | NS      | $1502247.36   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier Inc                                            | Bombardier, Inc.                                           | CUSIP: 097751879<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |       256 | NS      | $43993.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bonterra Energy Corp                                      | Bonterra Energy Corp.                                      | CUSIP: 098546104<br>LEI: 529900VJOU2CH2WZ6949 | Long             | EC               | CORP              | CA        |       300 | NS      | $1095.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zotefoams PLC                                             | Zotefoams PLC                                              | CUSIP: 000000000<br>LEI: 213800B6P256B5XN8D32 | Long             | EC               | CORP              | GB        |      5730 | NS      | $32616.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boralex Inc                                               | Boralex, Inc.                                              | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     18796 | NS      | $348546.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOYD GROUP INC                                            | Boyd Group, Inc.                                           | CUSIP: 103310108<br>LEI: 549300FVHMLW88VSTP09 | Long             | EC               | CORP              | CA        |      4698 | NS      | $769986.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                           | Brookfield Corp.                                           | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     24039 | NS      | $1094976.45   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                            | Brookfield Infrastructure Corp.                            | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      3500 | NS      | $167475.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                            | Brookfield Infrastructure Corp.                            | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |     14515 | NS      | $694170.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Brookfield Renewable Corp                                 | Brookfield Renewable Corp.                                 | CUSIP: 11285B108<br>LEI: 894500N9AWD5I1YNP231 | Long             | EC               | CORP              | CA        |     12800 | NS      | $532992.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| B2Gold Corp                                               | B2Gold Corp.                                               | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    114500 | NS      | $561050.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp                                               | B2Gold Corp.                                               | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    214588 | NS      | $1044851.06   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries, Inc.                                       | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     30141 | NS      | $1816450.97   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                  | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     12994 | NS      | $1114625.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI Inc                                                   | CGI, Inc.                                                  | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      6491 | NS      | $556310.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadeler A/S                                               | Cadeler AS                                                 | CUSIP: 12738K109<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |       519 | NS      | $12404.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Calfrac Well Services Ltd                                 | Calfrac Well Services Ltd.                                 | CUSIP: 129584405<br>LEI: 54930072S07WJGD7TA28 | Long             | EC               | CORP              | CA        |     12400 | NS      | $45441.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Calian Group Ltd                                          | Calian Group Ltd.                                          | CUSIP: 12989J108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2900 | NS      | $143567.73    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                               | Cameco Corp.                                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      5587 | NS      | $689379.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Canaccord Genuity Group Inc                               | Canaccord Genuity Group, Inc.                              | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |     29719 | NS      | $258853.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Canada Goose Holdings Inc                                 | Canada Goose Holdings, Inc.                                | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      5800 | NS      | $70528.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Canada Goose Holdings Inc                                 | Canada Goose Holdings, Inc.                                | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |      4613 | NS      | $55966.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canada Packers Inc                                        | Canada Packers, Inc.                                       | CUSIP: 135180107<br>LEI: 894500HMD2RU8EFIQ237 | Long             | EC               | CORP              | CA        |      4117 | NS      | $48285.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                         | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     38928 | NS      | $3596557.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                         | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     27286 | NS      | $2521698.12   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     25983 | NS      | $2500084.26   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co.                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        99 | NS      | $9523.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd.                          | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     23557 | NS      | $1751227.38   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                          | Canadian Pacific Kansas City Ltd.                          | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       534 | NS      | $39695.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Tire Corp Ltd                                    | Canadian Tire Corp. Ltd.                                   | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     14115 | NS      | $1736529.06   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Canadian Utilities Ltd                                    | Canadian Utilities Ltd.                                    | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     20541 | NS      | $664812.45    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Canfor Corp                                               | Canfor Corp.                                               | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |     18632 | NS      | $196219.94    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capstone Copper Corp                                      | Capstone Copper Corp.                                      | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |    160775 | NS      | $1781731.54   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival PLC                                              | Carnival PLC                                               | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |     11998 | NS      | $357420.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cascades Inc                                              | Cascades, Inc.                                             | CUSIP: 146900105<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | EC               | CORP              | CA        |     28823 | NS      | $270734.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cavvy Energy Ltd                                          | Cavvy Energy Ltd.                                          | CUSIP: 14966L106<br>LEI: 529900A8HZVTPA9IOQ80 | Long             | EC               | CORP              | CA        |     22500 | NS      | $14706.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                             | Celestica, Inc.                                            | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     24350 | NS      | $6842106.50   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Centerra Gold Inc                                         | Centerra Gold, Inc.                                        | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     69003 | NS      | $1155919.66   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CES Energy Solutions Corp                                 | CES Energy Solutions Corp.                                 | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     73300 | NS      | $764410.83    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| China Gold International Resources Corp Ltd               | China Gold International Resources Corp. Ltd.              | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     56934 | NS      | $1365596.47   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cineplex Inc                                              | Cineplex, Inc.                                             | CUSIP: 172454100<br>LEI: 549300WDU0AS30W35T75 | Long             | EC               | CORP              | CA        |      9096 | NS      | $64396.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Pharmaceuticals Inc                                | Cipher Pharmaceuticals, Inc.                               | CUSIP: 17253X105<br>LEI: 213800T44AN9XSAOY605 | Long             | EC               | CORP              | CA        |      3000 | NS      | $32232.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogeco Inc                                                | Cogeco, Inc.                                               | CUSIP: 19238T100<br>LEI: 5493000KSZQCX0QM2V25 | Long             | EC               | CORP              | CA        |      1876 | NS      | $92005.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogeco Communications Inc                                 | Cogeco Communications, Inc.                                | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      4167 | NS      | $200844.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colliers International Group Inc                          | Colliers International Group, Inc.                         | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      6805 | NS      | $930243.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Colliers International Group Inc                          | Colliers International Group, Inc.                         | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       820 | NS      | $112047.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Computer Modelling Group Ltd                              | Computer Modelling Group Ltd.                              | CUSIP: 205249105<br>LEI: 254900W17JFUVTM20222 | Long             | EC               | CORP              | CA        |      8295 | NS      | $29423.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Condor Energies Inc                                       | Condor Energies, Inc.                                      | CUSIP: 20676A108<br>LEI: 9676009VKNZMLW23XX58 | Long             | EC               | CORP              | CA        |      3200 | NS      | $4606.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software, Inc.                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |      1052 | NS      | $1941492.98   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | Constellation Software, Inc.                               | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       952 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| D-BOX Technologies Inc                                    | D-BOX Technologies, Inc.                                   | CUSIP: 23305P108<br>LEI: 549300XZ8UTN2X1MB195 | Long             | EC               | CORP              | CA        |     23500 | NS      | $14151.95     | 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        |   7339659 | NS      | $84897840.86  | 4.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                                 | DFA Short Term Investment Fund                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  95336308 | NS      | $95336308.04  | 4.67%             |  |  |  | No            | N/A                | On Loan: No      |
| D2L Inc                                                   | D2L, Inc.                                                  | CUSIP: 23344V108<br>LEI: 9845009SB5579DCEE983 | Long             | EC               | CORP              | CA        |      1800 | NS      | $14369.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Definity Financial Corp                                   | Definity Financial Corp.                                   | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     24039 | NS      | $1176483.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group, Inc.                              | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      4755 | NS      | $355483.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexterra Group Inc                                        | Dexterra Group, Inc.                                       | CUSIP: 252371109<br>LEI: 254900KY2GHS3ZIGTA09 | Long             | EC               | CORP              | CA        |     13572 | NS      | $128877.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollarama Inc                                             | Dollarama, Inc.                                            | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     24451 | NS      | $3295089.41   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Doman Building Materials Group Ltd                        | Doman Building Materials Group Ltd.                        | CUSIP: 25703L100<br>LEI: 529900HEUBRUITK08D78 | Long             | EC               | CORP              | CA        |     28370 | NS      | $200224.51    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Lending Centres Inc                              | Dominion Lending Centres, Inc.                             | CUSIP: 257414102<br>LEI: 549300F0HTI23F102S08 | Long             | EC               | CORP              | CA        |      4300 | NS      | $29116.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DPM Metals Inc                                            | DPM Metals, Inc.                                           | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     83885 | NS      | $2926872.80   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DREAM Unlimited Corp                                      | DREAM Unlimited Corp.                                      | CUSIP: 26153M507<br>LEI: 549300OLZNGGLFVS4206 | Long             | EC               | CORP              | CA        |      9274 | NS      | $133553.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dye & Durham Ltd                                          | Dye & Durham Ltd.                                          | CUSIP: 267488104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4990 | NS      | $15281.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynacor Group Inc                                         | Dynacor Group, Inc.                                        | CUSIP: 26780B106<br>LEI: 529900UPKS0A0VKOJK73 | Long             | EC               | CORP              | CA        |      9100 | NS      | $40766.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ECN Capital Corp                                          | ECN Capital Corp.                                          | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |      7800 | NS      | $17356.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| E-L Financial Corp Ltd                                    | E-L Financial Corp. Ltd.                                   | CUSIP: 268575107<br>LEI: 5493008YS2NMV2UCI287 | Long             | EC               | CORP              | CA        |     30000 | NS      | $382256.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EQB Inc                                                   | EQB, Inc.                                                  | CUSIP: 26886R104<br>LEI: 549300QAXPCRULOPD247 | Long             | EC               | CORP              | CA        |      9000 | NS      | $701876.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eldorado Gold Corp                                        | Eldorado Gold Corp.                                        | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     28305 | NS      | $1214833.43   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Eldorado Gold Corp                                        | Eldorado Gold Corp.                                        | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |     36906 | NS      | $1583417.32   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Electrovaya Inc                                           | Electrovaya, Inc.                                          | CUSIP: 28617B606<br>LEI: 529900I7K6S0AGKS2R30 | Long             | EC               | CORP              | CA        |      5954 | NS      | $64481.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp.                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    103182 | NS      | $2614312.78   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire Co Ltd                                             | Empire Co. Ltd.                                            | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     33735 | NS      | $1101995.96   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     33548 | NS      | $1638484.32   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge, Inc.                                             | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     23766 | NS      | $1160167.91   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerflex Ltd                                              | Enerflex Ltd.                                              | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |     25143 | NS      | $461625.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerflex Ltd                                              | Enerflex Ltd.                                              | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |      8801 | NS      | $161522.41    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensign Energy Services Inc                                | Ensign Energy Services, Inc.                               | CUSIP: 293570107<br>LEI: 984500EN54370LB9D232 | Long             | EC               | CORP              | CA        |     26717 | NS      | $61806.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                         | Equinox Gold Corp.                                         | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |     84742 | NS      | $1211810.67   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                         | Equinox Gold Corp.                                         | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |     11142 | NS      | $159399.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                           | ERO Copper Corp.                                           | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     13015 | NS      | $436132.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                           | ERO Copper Corp.                                           | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     11587 | NS      | $388715.28    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Next 15 Group PLC                                         | Next 15 Group PLC                                          | CUSIP: 000000000<br>LEI: 213800BK9MBUZUUPMZ63 | Long             | EC               | CORP              | GB        |     11109 | NS      | $53544.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Evertz Technologies Ltd                                   | Evertz Technologies Ltd.                                   | CUSIP: 30041N107<br>LEI: 254900ASG60X9475O884 | Long             | EC               | CORP              | CA        |      6506 | NS      | $69090.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exchange Income Corp                                      | Exchange Income Corp.                                      | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |      6358 | NS      | $443586.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Exco Technologies Ltd                                     | Exco Technologies Ltd.                                     | CUSIP: 30150P109<br>LEI: SYNTCKFOJZ0PX99NLV15 | Long             | EC               | CORP              | CA        |      4001 | NS      | $20539.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Extendicare Inc                                           | Extendicare, Inc.                                          | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |     21418 | NS      | $364765.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagegroup PLC                                             | Pagegroup PLC                                              | CUSIP: 000000000<br>LEI: 213800JK5ZEQW4AB8G71 | Long             | EC               | CORP              | GB        |     78461 | NS      | $221708.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd.                            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1003 | NS      | $1655250.17   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BT Group PLC                                              | BT Group PLC                                               | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1292268 | NS      | $3396752.60   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival PLC                                              | Carnival PLC                                               | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |      3859 | NS      | $114624.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marks & Spencer Group PLC                                 | Marks & Spencer Group PLC                                  | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |    366116 | NS      | $1836144.33   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    464084 | NS      | $3097328.42   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Intertek Group PLC                                        | Intertek Group PLC                                         | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     28546 | NS      | $1751229.97   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiera Capital Corp                                        | Fiera Capital Corp.                                        | CUSIP: 31660A103<br>LEI: 549300KJAKQN5OEO4N05 | Long             | EC               | CORP              | CA        |     20325 | NS      | $88664.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Burberry Group PLC                                        | Burberry Group PLC                                         | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |     82772 | NS      | $1250595.81   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Finning International Inc                                 | Finning International, Inc.                                | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |     38030 | NS      | $2384887.23   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Firan Technology Group Corp                               | Firan Technology Group Corp.                               | CUSIP: 318093101<br>LEI: 549300JYYOJDK2APMC26 | Long             | EC               | CORP              | CA        |      3300 | NS      | $35359.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Firm Capital Mortgage Investment Corp                     | Firm Capital Mortgage Investment Corp.                     | CUSIP: 318323102<br>LEI: 549300E0TOPNPG4QGM61 | Long             | EC               | CORP              | CA        |      9400 | NS      | $83116.81     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| First Majestic Silver Corp                                | First Majestic Silver Corp.                                | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Long             | EC               | CORP              | CA        |     48113 | NS      | $1002674.92   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Next PLC                                                  | Next PLC                                                   | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     10162 | NS      | $1845001.18   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Dialight PLC                                              | Dialight PLC                                               | CUSIP: 000000000<br>LEI: 2138001AD31KKD29Z495 | Long             | EC               | CORP              | GB        |      2955 | NS      | $13496.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bloomsbury Publishing PLC                                 | Bloomsbury Publishing PLC                                  | CUSIP: 000000000<br>LEI: 213800ZL2PEC4C6UOQ53 | Long             | EC               | CORP              | GB        |     22292 | NS      | $151642.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kingfisher PLC                                            | Kingfisher PLC                                             | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    415797 | NS      | $1916155.50   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd                                | First Quantum Minerals Ltd.                                | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    117105 | NS      | $3310228.87   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                         | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      3742 | NS      | $580982.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstService Corp                                         | FirstService Corp.                                         | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1700 | NS      | $263380.46    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 5N Plus Inc                                               | 5N Plus, Inc.                                              | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |     25189 | NS      | $445453.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                    | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |    695044 | NS      | $774935.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Foran Mining Corp                                         | Foran Mining Corp.                                         | CUSIP: 344911201<br>LEI: 529900LRYPIWB6RISB58 | Long             | EC               | CORP              | CA        |     35900 | NS      | $173745.82    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis, Inc.                                               | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     23005 | NS      | $1226572.91   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Fortuna Mining Corp                                       | Fortuna Mining Corp.                                       | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     48975 | NS      | $478975.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortuna Mining Corp                                       | Fortuna Mining Corp.                                       | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     36107 | NS      | $353208.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fury Gold Mines Ltd                                       | Fury Gold Mines Ltd.                                       | CUSIP: 36117T100<br>LEI: 549300J7HGQZCNNOU191 | Long             | EC               | CORP              | CA        |     10000 | NS      | $7417.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GDI Integrated Facility Services Inc                      | GDI Integrated Facility Services, Inc.                     | CUSIP: 361569205<br>LEI: 549300OQ1BQ4IS3Q8Y59 | Long             | EC               | CORP              | CA        |       600 | NS      | $16026.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental, Inc.                                    | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |      8702 | NS      | $373750.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Galiano Gold Inc                                          | Galiano Gold, Inc.                                         | CUSIP: 36352H100<br>LEI: 529900V13XJFM0VPGC86 | Long             | EC               | CORP              | CA        |     24802 | NS      | $65208.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibson Energy Inc                                         | Gibson Energy, Inc.                                        | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |     42524 | NS      | $837269.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                    | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     34643 | NS      | $2251102.14   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                                     | Gildan Activewear, Inc.                                    | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      2100 | NS      | $136442.55    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| goeasy Ltd                                                | goeasy Ltd.                                                | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Long             | EC               | CORP              | CA        |      3750 | NS      | $344581.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GoGold Resources Inc                                      | GoGold Resources, Inc.                                     | CUSIP: 38045Y102<br>LEI: 549300PNCGJ26Y676N19 | Long             | EC               | CORP              | CA        |     39468 | NS      | $92463.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco, Inc.                                    | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     14725 | NS      | $689289.83    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenfire Resources Ltd                                   | Greenfire Resources Ltd.                                   | CUSIP: 39525U107<br>LEI: 254900MTS0G2VGMJW059 | Long             | EC               | CORP              | CA        |      5000 | NS      | $27250.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |     56039 | NS      | $3029120.40   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de Strasbourg SA                              | Electricite de Strasbourg SA                               | CUSIP: 000000000<br>LEI: 969500ONI3X5EA276S20 | Long             | EC               | CORP              | FR        |       188 | NS      | $48528.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alandsbanken Abp                                          | Alandsbanken Abp                                           | CUSIP: 000000000<br>LEI: 7437006WYM821IJ3MN73 | Long             | EC               | CORP              | FI        |      1334 | NS      | $74774.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Guardian Capital Group Ltd                                | Guardian Capital Group Ltd.                                | CUSIP: 401339304<br>LEI: 549300S01K8Y0KJYB822 | Long             | EC               | CORP              | CA        |      5228 | NS      | $258702.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Porr Ag                                                   | Porr AG                                                    | CUSIP: 000000000<br>LEI: 529900ARBU9SBJFNX419 | Long             | EC               | CORP              | AT        |      5057 | NS      | $207984.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Acomo NV                                                  | Acomo NV                                                   | CUSIP: 000000000<br>LEI: 7245001M40ANG7IIS437 | Long             | EC               | CORP              | NL        |      6558 | NS      | $193420.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                    | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     36542 | NS      | $1370586.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| adidas AG                                                 | adidas AG                                                  | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     13228 | NS      | $2345371.02   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                          | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    149245 | NS      | $13135052.45  | 0.64%             |  |  |  | No            | 1                  | On Loan: —       |
| Haivision Systems Inc                                     | Haivision Systems, Inc.                                    | CUSIP: 40531F100<br>LEI: 549300G0PSED8DVJ0A55 | Long             | EC               | CORP              | CA        |      5100 | NS      | $31499.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Generali                                                  | Generali                                                   | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      9295 | NS      | $379146.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      7964 | NS      | $3658972.33   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Glanbia PLC                                               | Glanbia PLC                                                | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |     51531 | NS      | $993050.20    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     14509 | NS      | $9364170.58   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| IVU Traffic Technologies AG                               | IVU Traffic Technologies AG                                | CUSIP: 000000000<br>LEI: 3912003JRJW9PA9BPQ22 | Long             | EC               | CORP              | DE        |      2195 | NS      | $54588.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    538604 | NS      | $3812985.34   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| TXT e-solutions SpA                                       | TXT e-solutions SpA                                        | CUSIP: 000000000<br>LEI: 81560044F0823D572303 | Long             | EC               | CORP              | IT        |      1568 | NS      | $52988.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Arnoldo Mondadori Editore SpA                             | Arnoldo Mondadori Editore SpA                              | CUSIP: 000000000<br>LEI: 815600049A1F9AFE6666 | Long             | EC               | CORP              | IT        |     37922 | NS      | $95862.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hammond Power Solutions Inc                               | Hammond Power Solutions, Inc.                              | CUSIP: 408549103<br>LEI: 549300OLI26OOKEG5V73 | Long             | EC               | CORP              | CA        |      2300 | NS      | $303299.67    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bergman & Beving AB                                       | Bergman & Beving AB                                        | CUSIP: 000000000<br>LEI: 549300RC0HUZSJYJO751 | Long             | EC               | CORP              | SE        |      6396 | NS      | $198984.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cairo Communication SpA                                   | Cairo Communication SpA                                    | CUSIP: 000000000<br>LEI: 8156000BA1E707067579 | Long             | EC               | CORP              | IT        |     23345 | NS      | $77651.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP SA                                                    | EDP SA                                                     | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    285778 | NS      | $1461309.76   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco di Desio e della Brianza SpA                        | Banco di Desio e della Brianza SpA                         | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | EC               | CORP              | IT        |     11470 | NS      | $126841.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SpA                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |    455665 | NS      | $6417323.15   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| ABC arbitrage                                             | ABC arbitrage                                              | CUSIP: 000000000<br>LEI: 969500IZ7E6B3QVX2I11 | Long             | EC               | CORP              | FR        |      7327 | NS      | $47465.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bure Equity AB                                            | Bure Equity AB                                             | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Long             | EC               | CORP              | SE        |     16196 | NS      | $399901.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bang & Olufsen A/S                                        | Bang & Olufsen AS                                          | CUSIP: 000000000<br>LEI: 52990018KGR3ILFDNJ20 | Long             | EC               | CORP              | DK        |     30256 | NS      | $56282.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     11765 | NS      | $1828022.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CIR SpA-Compagnie Industriali                             | CIR SpA-Compagnie Industriali                              | CUSIP: 000000000<br>LEI: 5493003VOSQJSPCM0T38 | Long             | EC               | CORP              | IT        |    209979 | NS      | $174043.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lotus Bakeries NV                                         | Lotus Bakeries NV                                          | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Long             | EC               | CORP              | BE        |        97 | NS      | $1143595.62   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       338 | NS      | $835780.92    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk AS                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |       223 | NS      | $546833.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                       | Danieli & C Officine Meccaniche SpA                        | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EC               | CORP              | IT        |      3400 | NS      | $251015.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                       | Danieli & C Officine Meccaniche SpA                        | CUSIP: 000000000<br>LEI: 815600B4B8C6A353E566 | Long             | EP               | CORP              | IT        |     11141 | NS      | $574779.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Draegerwerk AG & Co KGaA                                  | Draegerwerk AG & Co. KGaA                                  | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EC               | CORP              | DE        |       760 | NS      | $63987.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EVN AG                                                    | EVN AG                                                     | CUSIP: 000000000<br>LEI: 529900P4JZBFEVNEAE60 | Long             | EC               | CORP              | AT        |     10282 | NS      | $346448.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| High Liner Foods Inc                                      | High Liner Foods, Inc.                                     | CUSIP: 429695109<br>LEI: 5493003THCPUJ8LV6J59 | Long             | EC               | CORP              | CA        |      5650 | NS      | $64315.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie d'Entreprises CFE                                     | Cie d'Entreprises CFE                                      | CUSIP: 000000000<br>LEI: 5493003N7PPOYDZI1G90 | Long             | EC               | CORP              | BE        |      2314 | NS      | $25107.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| North Atlantic Energies                                   | North Atlantic Energies                                    | CUSIP: 000000000<br>LEI: 969500NI2T909ECQHX32 | Long             | EC               | CORP              | FR        |       745 | NS      | $41567.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FBD Holdings PLC                                          | FBD Holdings PLC                                           | CUSIP: 000000000<br>LEI: 635400HNBZBITDHQJG48 | Long             | EC               | CORP              | IE        |      6986 | NS      | $133627.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ABG Sundal Collier Holding ASA                            | ABG Sundal Collier Holding ASA                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIEMG82 | Long             | EC               | CORP              | NO        |     54929 | NS      | $46221.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alm Brand A/S                                             | Alm Brand AS                                               | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |    198447 | NS      | $548916.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Forbo Holding AG                                          | Forbo Holding AG                                           | CUSIP: 000000000<br>LEI: 506700HR073894C16243 | Long             | EC               | CORP              | CH        |       220 | NS      | $259816.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Internet AG                                        | United Internet AG                                         | CUSIP: 000000000<br>LEI: 3VEKWPJHTD4NKMBVG947 | Long             | EC               | CORP              | DE        |     22633 | NS      | $736317.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Savencia SA                                               | Savencia SA                                                | CUSIP: 000000000<br>LEI: 5299006UH636V4UOZS07 | Long             | EC               | CORP              | FR        |      1026 | NS      | $72716.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Recticel SA                                               | Recticel SA                                                | CUSIP: 000000000<br>LEI: 549300R8K43AXHYP5M15 | Long             | EC               | CORP              | BE        |      8658 | NS      | $104765.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Publicis Groupe SA                                        | Publicis Groupe SA                                         | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     25315 | NS      | $2530190.13   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co. Ltd.                                       | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      8470 | NS      | $256895.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GronlandsBANKEN A/S                                       | GronlandsBANKEN AS                                         | CUSIP: 000000000<br>LEI: 549300EQF6IH6OIAYL40 | Long             | EC               | CORP              | GL        |       259 | NS      | $48012.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| H+H International A/S                                     | H&H International AS                                       | CUSIP: 000000000<br>LEI: 213800GJODT6FV8QM841 | Long             | EC               | CORP              | DK        |      1745 | NS      | $25888.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Forvia SE                                                 | Forvia SE                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |     49409 | NS      | $806721.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HAL Trust                                                 | HAL Trust                                                  | CUSIP: 000000000<br>LEI: 5493000O3IE3DNOY3R07 | Long             | EC               | CORP              | BM        |      1635 | NS      | $301785.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Peab AB                                                   | Peab AB                                                    | CUSIP: 000000000<br>LEI: 549300FQS4VD3153I854 | Long             | EC               | CORP              | SE        |     47702 | NS      | $476767.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fielmann Group AG                                         | Fielmann Group AG                                          | CUSIP: 000000000<br>LEI: 529900BU5B7N9GE4XU15 | Long             | EC               | CORP              | DE        |      6194 | NS      | $303586.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIQA Insurance Group AG                                  | UNIQA Insurance Group AG                                   | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | EC               | CORP              | AT        |     23674 | NS      | $438843.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hudbay Minerals Inc                                       | Hudbay Minerals, Inc.                                      | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     58799 | NS      | $1392360.32   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudbay Minerals Inc                                       | Hudbay Minerals, Inc.                                      | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     57861 | NS      | $1370399.74   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hypothekarbank Lenzburg AG                                | Hypothekarbank Lenzburg AG                                 | CUSIP: 000000000<br>LEI: 529900K3915OW75BQR33 | Long             | EC               | CORP              | CH        |        18 | NS      | $94498.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Huhtamaki Oyj                                             | Huhtamaki OYJ                                              | CUSIP: 000000000<br>LEI: 5493007050SJVMXN6L29 | Long             | EC               | CORP              | FI        |     22410 | NS      | $786473.23    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hufvudstaden AB                                           | Hufvudstaden AB                                            | CUSIP: 000000000<br>LEI: 213800UEV5ZAFFVQ4J85 | Long             | EC               | CORP              | SE        |     10574 | NS      | $146114.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Derichebourg SA                                           | Derichebourg SA                                            | CUSIP: 000000000<br>LEI: 969500QOO4C4IPGID263 | Long             | EC               | CORP              | FR        |     32138 | NS      | $302896.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trigano SA                                                | Trigano SA                                                 | CUSIP: 000000000<br>LEI: 969500KLZPNMO8TUM811 | Long             | EC               | CORP              | FR        |      2127 | NS      | $423211.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Immobel SA                                                | Immobel SA                                                 | CUSIP: 000000000<br>LEI: 549300GAV4HKKFJA8W67 | Long             | EC               | CORP              | BE        |       102 | NS      | $2924.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Indra Sistemas SA                                         | Indra Sistemas SA                                          | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     35697 | NS      | $2307237.85   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydro One Ltd                                             | Hydro One Ltd.                                             | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     18600 | NS      | $735312.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                  | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     71306 | NS      | $1803568.40   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                         | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     24410 | NS      | $2125490.43   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| KWS Saat SE & Co KGaA                                     | KWS Saat SE & Co. KGaA                                     | CUSIP: 000000000<br>LEI: 529900FR2K4P9L9XLV21 | Long             | EC               | CORP              | DE        |      2638 | NS      | $234363.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial, Inc.                                        | CUSIP: 449586106<br>LEI: 254900RYHLVJNTUFDA95 | Long             | EC               | CORP              | CA        |     17564 | NS      | $849531.85    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     24760 | NS      | $3489068.08   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| TX Group AG                                               | TX Group AG                                                | CUSIP: 000000000<br>LEI: 506700302V28Y6O14985 | Long             | EC               | CORP              | CH        |       758 | NS      | $163280.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GN Store Nord AS                                          | GN Store Nord AS                                           | CUSIP: 000000000<br>LEI: 5493008U3H3W0NKPFL10 | Long             | EC               | CORP              | DK        |     32084 | NS      | $563196.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| iA Financial Corp Inc                                     | iA Financial Corp., Inc.                                   | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     24300 | NS      | $2985813.54   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| IAMGOLD Corp                                              | IAMGOLD Corp.                                              | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     47139 | NS      | $856987.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IAMGOLD Corp                                              | IAMGOLD Corp.                                              | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |    123812 | NS      | $2246828.86   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hannover Rueck SE                                         | Hannover Rueck SE                                          | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      7999 | NS      | $2261713.57   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Naturenergie Holding AG                                   | Naturenergie Holding AG                                    | CUSIP: 000000000<br>LEI: 529900B5RUD2Z4UYFD31 | Long             | EC               | CORP              | CH        |      1658 | NS      | $70045.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kemira Oyj                                                | Kemira OYJ                                                 | CUSIP: 000000000<br>LEI: 74370031Y7RK5H88CQ48 | Long             | EC               | CORP              | FI        |     29190 | NS      | $686573.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kabe Group AB                                             | Kabe Group AB                                              | CUSIP: 000000000<br>LEI: 529900KQ5CM6BA63KT70 | Long             | EC               | CORP              | SE        |       753 | NS      | $17578.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                           | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     67047 | NS      | $2718102.17   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                               | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |     41003 | NS      | $2931830.39   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutz AG                                                  | Deutz AG                                                   | CUSIP: 000000000<br>LEI: 5299005DETTV58V2PP63 | Long             | EC               | CORP              | DE        |     28654 | NS      | $366934.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mayr Melnhof Karton AG                                    | Mayr Melnhof Karton AG                                     | CUSIP: 000000000<br>LEI: 5299001AMHDLKUM80611 | Long             | EC               | CORP              | AT        |       831 | NS      | $94182.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Information Services Corp                                 | Information Services Corp.                                 | CUSIP: 45676A105<br>LEI: 254900WAPS1D4W2P6648 | Long             | EC               | CORP              | CA        |      3800 | NS      | $121675.91    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AKWEL SADIR                                               | AKWEL SADIR                                                | CUSIP: 000000000<br>LEI: 969500SVR0D7W9RQ6751 | Long             | EC               | CORP              | FR        |       669 | NS      | $6285.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bollore SE                                                | Bollore SE                                                 | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     89815 | NS      | $512073.25    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp.                                     | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     14814 | NS      | $2697123.89   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                          | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |         1 | NS      | $112.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Interfor Corp                                             | Interfor Corp.                                             | CUSIP: 45868C109<br>LEI: 549300P4G5UZ3AMJE056 | Long             | EC               | CORP              | CA        |     10938 | NS      | $81694.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reach Subsea ASA                                          | Reach Subsea ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXK7FS45 | Long             | EC               | CORP              | NO        |     18207 | NS      | $14036.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank AS                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     61163 | NS      | $3116134.37   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Mikron Holding AG                                         | Mikron Holding AG                                          | CUSIP: 000000000<br>LEI: 529900I5GINTJ7V7UW36 | Long             | EC               | CORP              | CH        |      3174 | NS      | $70912.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Continental AG                                            | Continental AG                                             | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |     28456 | NS      | $2239180.85   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    145136 | NS      | $8117234.44   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Borussia Dortmund GmbH & Co KGaA                          | Borussia Dortmund GmbH & Co. KGaA                          | CUSIP: 000000000<br>LEI: 529900XO0YTOOKCLQB44 | Long             | EC               | CORP              | DE        |     13803 | NS      | $53325.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Telekom Austria AG                                        | Telekom Austria AG                                         | CUSIP: 000000000<br>LEI: 529900KCNFQU5OJH7L33 | Long             | EC               | CORP              | AT        |     30306 | NS      | $321841.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FNM SpA                                                   | FNM SpA                                                    | CUSIP: 000000000<br>LEI: 815600AB6FA8AADC8739 | Long             | EC               | CORP              | IT        |     35502 | NS      | $20873.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCC AB                                                    | NCC AB                                                     | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     22887 | NS      | $586061.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Deceuninck NV                                             | Deceuninck NV                                              | CUSIP: 000000000<br>LEI: 549300R6YGQQ24P6WW72 | Long             | EC               | CORP              | BE        |     27264 | NS      | $74523.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IsoEnergy Ltd                                             | IsoEnergy Ltd.                                             | CUSIP: 46500E867<br>LEI: 5299000RYB4XC9F7VC32 | Long             | EC               | CORP              | CA        |      3684 | NS      | $43029.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OMV AG                                                    | OMV AG                                                     | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |     39711 | NS      | $2359140.21   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Corticeira Amorim SGPS SA                                 | Corticeira Amorim SGPS SA                                  | CUSIP: 000000000<br>LEI: 213800J5M11TDEP3LQ76 | Long             | EC               | CORP              | PT        |      7403 | NS      | $58723.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ivanhoe Mines Ltd                                         | Ivanhoe Mines Ltd.                                         | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     13175 | NS      | $166616.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Verbund AG                                                | Verbund AG                                                 | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Long             | EC               | CORP              | AT        |      3211 | NS      | $235608.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Outokumpu Oyj                                             | Outokumpu OYJ                                              | CUSIP: 000000000<br>LEI: 5493009YRUJJDCFF0R80 | Long             | EC               | CORP              | FI        |    100252 | NS      | $562869.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kontron AG                                                | Kontron AG                                                 | CUSIP: 000000000<br>LEI: 5299002PSXXMVHB26433 | Long             | EC               | CORP              | AT        |     10350 | NS      | $287151.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Leroy Seafood Group ASA                                   | Leroy Seafood Group ASA                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ2JK50 | Long             | EC               | CORP              | NO        |     12624 | NS      | $62209.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ascom Holding AG                                          | Ascom Holding AG                                           | CUSIP: 000000000<br>LEI: 506700ZQR2RU51M31817 | Long             | EC               | CORP              | CH        |      6047 | NS      | $41942.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jamieson Wellness Inc                                     | Jamieson Wellness, Inc.                                    | CUSIP: 470748104<br>LEI: 254900EIXJ4NHQFFRO95 | Long             | EC               | CORP              | CA        |      5532 | NS      | $140773.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Renault SA                                                | Renault SA                                                 | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |     45326 | NS      | $1710574.42   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     28479 | NS      | $479945.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche EuroShop AG                                      | Deutsche EuroShop AG                                       | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | EC               | CORP              | DE        |      2146 | NS      | $49028.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Catella AB                                                | Catella AB                                                 | CUSIP: 000000000<br>LEI: 213800WNI4X4LCFHV831 | Long             | EC               | CORP              | SE        |     11852 | NS      | $36270.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iren SpA                                                  | Iren SpA                                                   | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | EC               | CORP              | IT        |    104399 | NS      | $334164.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEB SA                                                    | SEB SA                                                     | CUSIP: 000000000<br>LEI: 969500WP61NBK098AC47 | Long             | EC               | CORP              | FR        |      2780 | NS      | $156815.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Journey Energy Inc                                        | Journey Energy, Inc.                                       | CUSIP: 48113W102<br>LEI: 984500E9DC596CA9FF58 | Long             | EC               | CORP              | CA        |     10900 | NS      | $27937.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sipef NV                                                  | Sipef NV                                                   | CUSIP: 000000000<br>LEI: 549300NN3PC8KDD43S24 | Long             | EC               | CORP              | BE        |      1212 | NS      | $120774.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      1001 | NS      | $22052.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     89922 | NS      | $1932821.34   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SGL Carbon SE                                             | SGL Carbon SE                                              | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |     12199 | NS      | $59265.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sogefi SpA                                                | Sogefi SpA                                                 | CUSIP: 000000000<br>LEI: 5493005HPJ40IY377O47 | Long             | EC               | CORP              | IT        |     18975 | NS      | $72276.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Solvay SA                                                 | Solvay SA                                                  | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |     13816 | NS      | $406745.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| K-Bro Linen Inc                                           | K-Bro Linen, Inc.                                          | CUSIP: 48243M107<br>LEI: 54930093MYRY6TLVRO34 | Long             | EC               | CORP              | CA        |      3554 | NS      | $89055.54     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KP Tissue Inc                                             | KP Tissue, Inc.                                            | CUSIP: 48265Y104<br>LEI: 5299002RIS0XL3CM5V11 | Long             | EC               | CORP              | CA        |      3500 | NS      | $25961.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      9469 | NS      | $2714779.67   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Vivendi SE                                                | Vivendi SE                                                 | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    195291 | NS      | $544849.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                    | SAP SE                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     17342 | NS      | $3464383.04   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     37972 | NS      | $1476361.21   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Storebrand ASA                                            | Storebrand ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     56731 | NS      | $992784.26    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sulzer AG                                                 | Sulzer AG                                                  | CUSIP: 000000000<br>LEI: 529900NZ6MAST5IJF669 | Long             | EC               | CORP              | CH        |      5190 | NS      | $1118273.99   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tessenderlo Group SA                                      | Tessenderlo Group SA                                       | CUSIP: 000000000<br>LEI: 549300ZKLIF7RP6EH823 | Long             | EC               | CORP              | BE        |      6484 | NS      | $210311.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Robertet SA                                               | Robertet SA                                                | CUSIP: 000000000<br>LEI: 969500EUEC3HIYQOCS92 | Long             | EC               | CORP              | FR        |        93 | NS      | $93246.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trelleborg AB                                             | Trelleborg AB                                              | CUSIP: 000000000<br>LEI: 213800XY16PAWG2PAD14 | Long             | EC               | CORP              | SE        |     16615 | NS      | $672346.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tubacex SA                                                | Tubacex SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005703680 | Long             | EC               | CORP              | ES        |     28080 | NS      | $114725.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Keyera Corp                                               | Keyera Corp.                                               | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |     60078 | NS      | $2034440.99   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Warteck Invest AG                                         | Warteck Invest AG                                          | CUSIP: 000000000<br>LEI: 50670096DRU8U0S8H007 | Long             | EC               | CORP              | CH        |        28 | NS      | $71297.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    387019 | NS      | $8208608.80   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| voestalpine AG                                            | voestalpine AG                                             | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     29477 | NS      | $1399729.56   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Indus Holding AG                                          | Indus Holding AG                                           | CUSIP: 000000000<br>LEI: 529900GE4O7ZOMRWR939 | Long             | EC               | CORP              | DE        |      3457 | NS      | $131534.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinaxis Inc                                               | Kinaxis, Inc.                                              | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |       642 | NS      | $64829.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogaland Sparebank                                        | Rogaland Sparebank                                         | CUSIP: 000000000<br>LEI: 549300G2EWXR3BRFKQ37 | Long             | EC               | CORP              | NO        |      2270 | NS      | $32589.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                         | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      9617 | NS      | $303512.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp.                                         | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |    304121 | NS      | $9577136.91   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight Therapeutics Inc                                   | Knight Therapeutics, Inc.                                  | CUSIP: 499053106<br>LEI: 549300LNW93V3HRS7610 | Long             | EC               | CORP              | CA        |     23222 | NS      | $98914.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| K92 Mining Inc                                            | K92 Mining, Inc.                                           | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |     71753 | NS      | $1346900.22   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                       | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |     10019 | NS      | $827059.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                     | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     54335 | NS      | $1559412.09   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| UPM-Kymmene Oyj                                           | UPM-Kymmene OYJ                                            | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |     62236 | NS      | $1716974.57   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Labrador Iron Ore Royalty Corp                            | Labrador Iron Ore Royalty Corp.                            | CUSIP: 505440107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16209 | NS      | $351404.31    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma SE                                                   | Puma SE                                                    | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      7811 | NS      | $199665.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Metsa Board Oyj                                           | Metsa Board OYJ                                            | CUSIP: 000000000<br>LEI: 743700KKB8Q035K38488 | Long             | EC               | CORP              | FI        |     15474 | NS      | $48068.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Stora Enso Oyj                                            | Stora Enso OYJ                                             | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    154300 | NS      | $1776299.58   | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| Koninklijke Heijmans N.V                                  | Koninklijke Heijmans NV                                    | CUSIP: 000000000<br>LEI: 724500OUE3PCA809DZ79 | Long             | EC               | CORP              | NL        |      8810 | NS      | $717841.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co. KGaA                                       | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     16428 | NS      | $1443231.01   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Vossloh AG                                                | Vossloh AG                                                 | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |      2532 | NS      | $242387.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Bilfinger SE                                              | Bilfinger SE                                               | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |      7107 | NS      | $995752.44    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Duerr AG                                                  | Duerr AG                                                   | CUSIP: 000000000<br>LEI: 5299003APZ54EDTSRO20 | Long             | EC               | CORP              | DE        |     11000 | NS      | $293187.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG                                 | Fresenius Medical Care AG                                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     43131 | NS      | $1941713.21   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bertrandt AG                                              | Bertrandt AG                                               | CUSIP: 000000000<br>LEI: 529900DRBK1K538NYX30 | Long             | EC               | CORP              | DE        |       798 | NS      | $18162.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Interpump Group SpA                                       | Interpump Group SpA                                        | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      2819 | NS      | $163544.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASM International NV                                      | ASM International NV                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |      4136 | NS      | $3473550.12   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Laramide Resources Ltd                                    | Laramide Resources Ltd.                                    | CUSIP: 51669T101<br>LEI: 2549000L2B3P9LPA0G54 | Long             | EC               | CORP              | CA        |     28500 | NS      | $17581.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Draegerwerk AG & Co KGaA                                  | Draegerwerk AG & Co. KGaA                                  | CUSIP: 000000000<br>LEI: 5493005UFVHY0PPNKD75 | Long             | EP               | CORP              | DE        |      2387 | NS      | $252065.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orange SA                                                 | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    408891 | NS      | $7601290.25   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Lassonde Industries Inc                                   | Lassonde Industries, Inc.                                  | CUSIP: 517907101<br>LEI: 549300U3Y8OW3GQ0VE25 | Long             | EC               | CORP              | CA        |       600 | NS      | $97381.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NRC Group ASA                                             | NRC Group ASA                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXI5D463 | Long             | EC               | CORP              | NO        |     35326 | NS      | $33570.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Laurentian Bank of Canada                                 | Laurentian Bank of Canada                                  | CUSIP: 51925D106<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |       751 | NS      | $22061.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Interroll Holding AG                                      | Interroll Holding AG                                       | CUSIP: 000000000<br>LEI: 529900MU4QAEI94TB543 | Long             | EC               | CORP              | CH        |       142 | NS      | $341953.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nedap NV                                                  | Nedap NV                                                   | CUSIP: 000000000<br>LEI: 724500X4WAS3V33MVX37 | Long             | EC               | CORP              | NL        |      1486 | NS      | $153383.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |     23979 | NS      | $858125.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Allianz SE                                                | Allianz SE                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     12224 | NS      | $5382491.37   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Gimv NV                                                   | Gimv NV                                                    | CUSIP: 000000000<br>LEI: 549300UFHGFY5IOON989 | Long             | EC               | CORP              | BE        |      7710 | NS      | $416370.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hermes International SCA                                  | Hermes International SCA                                   | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      1349 | NS      | $3245691.02   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Subsea 7 SA                                               | Subsea 7 SA                                                | CUSIP: 000000000<br>LEI: 222100AIF0CBCY80AH62 | Long             | EC               | CORP              | LU        |     34627 | NS      | $885138.41    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sixt SE                                                   | Sixt SE                                                    | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EC               | CORP              | DE        |      3675 | NS      | $287978.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jensen-Group NV                                           | Jensen-Group NV                                            | CUSIP: 000000000<br>LEI: 549300VL91FV2CP8L882 | Long             | EC               | CORP              | BE        |       968 | NS      | $72284.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FLSmidth & Co A/S                                         | FLSmidth & Co. AS                                          | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |     14063 | NS      | $1205462.46   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Atria Oyj                                                 | Atria OYJ                                                  | CUSIP: 000000000<br>LEI: 743700XLYONPSKO15Z91 | Long             | EC               | CORP              | FI        |      4031 | NS      | $75782.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Leon's Furniture Ltd                                      | Leon's Furniture Ltd.                                      | CUSIP: 526682109<br>LEI: 549300L1VH4AT8EH7A33 | Long             | EC               | CORP              | CA        |      8006 | NS      | $161807.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sixt SE                                                   | Sixt SE                                                    | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | EP               | CORP              | DE        |      4430 | NS      | $279310.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                  | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     30248 | NS      | $1116596.55   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Jacquet Metals SACA                                       | Jacquet Metals SACA                                        | CUSIP: 000000000<br>LEI: 969500V8OL3NGL0GKZ37 | Long             | EC               | CORP              | FR        |      3271 | NS      | $90062.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     21714 | NS      | $2823013.28   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      6225 | NS      | $3772825.40   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe BIC SA                                            | Societe BIC SA                                             | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |      4073 | NS      | $262378.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lightspeed Commerce Inc                                   | Lightspeed Commerce, Inc.                                  | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |     32434 | NS      | $350287.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cembre SpA                                                | Cembre SpA                                                 | CUSIP: 000000000<br>LEI: 8156008BFBC06F53DD56 | Long             | EC               | CORP              | IT        |       582 | NS      | $48054.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Linamar Corp                                              | Linamar Corp.                                              | CUSIP: 53278L107<br>LEI: 549300LW6VIYFRMFBU20 | Long             | EC               | CORP              | CA        |     11254 | NS      | $713432.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Van de Velde NV                                           | Van de Velde NV                                            | CUSIP: 000000000<br>LEI: 5493009LLUCOLP3YH507 | Long             | EC               | CORP              | BE        |      1505 | NS      | $54043.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lumibird                                                  | Lumibird                                                   | CUSIP: 000000000<br>LEI: 969500MLJC3ZSZP4L019 | Long             | EC               | CORP              | FR        |       929 | NS      | $26045.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ERG SpA                                                   | ERG SpA                                                    | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | EC               | CORP              | IT        |     11231 | NS      | $298901.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solstad Offshore ASA                                      | Solstad Offshore ASA                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHGO849 | Long             | EC               | CORP              | NO        |      7622 | NS      | $40335.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Washtec AG                                                | Washtec AG                                                 | CUSIP: 000000000<br>LEI: 391200HHWCQ0KBSG9U91 | Long             | EC               | CORP              | DE        |      3164 | NS      | $180357.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Parken Sport & Entertainment A/S                          | Parken Sport & Entertainment AS                            | CUSIP: 000000000<br>LEI: 213800ZRY1MCTFK8PQ94 | Long             | EC               | CORP              | DK        |      1139 | NS      | $29520.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CTT Systems AB                                            | CTT Systems AB                                             | CUSIP: 000000000<br>LEI: 549300AG5CO2JWUJQ994 | Long             | EC               | CORP              | SE        |      2078 | NS      | $38118.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KNOW IT AB                                                | KNOW IT AB                                                 | CUSIP: 000000000<br>LEI: 549300CM6KSG2GY3HV62 | Long             | EC               | CORP              | SE        |      3985 | NS      | $52182.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seche Environnement SACA                                  | Seche Environnement SACA                                   | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | EC               | CORP              | FR        |       643 | NS      | $59944.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heidelberger Druckmaschinen AG                            | Heidelberger Druckmaschinen AG                             | CUSIP: 000000000<br>LEI: 529900ZM98OISTG16932 | Long             | EC               | CORP              | DE        |     26254 | NS      | $57080.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iberpapel Gestion SA                                      | Iberpapel Gestion SA                                       | CUSIP: 000000000<br>LEI: 959800RG37G8456RGX60 | Long             | EC               | CORP              | ES        |      2731 | NS      | $68008.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Obrascon Huarte Lain SA                                   | Obrascon Huarte Lain SA                                    | CUSIP: 000000000<br>LEI: 95980020140005395317 | Long             | EC               | CORP              | ES        |     93787 | NS      | $39846.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                   | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     27731 | NS      | $165554.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Loblaw Cos Ltd                                            | Loblaw Cos. Ltd.                                           | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     34844 | NS      | $1567871.24   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kitron ASA                                                | Kitron ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |     22964 | NS      | $197384.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Technotrans SE                                            | Technotrans SE                                             | CUSIP: 000000000<br>LEI: 5299003IANGEF3R55G44 | Long             | EC               | CORP              | DE        |      1771 | NS      | $69687.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabaf SpA                                                 | Sabaf SpA                                                  | CUSIP: 000000000<br>LEI: 815600DC9FA897709242 | Long             | EC               | CORP              | IT        |       570 | NS      | $9332.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Raisio Oyj                                                | Raisio OYJ                                                 | CUSIP: 000000000<br>LEI: 74370083282NHIP4QD02 | Long             | EC               | CORP              | FI        |     32310 | NS      | $105162.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cicor Technologies Ltd                                    | Cicor Technologies Ltd.                                    | CUSIP: 000000000<br>LEI: 529900PIIUEUGLYD8P70 | Long             | EC               | CORP              | CH        |       906 | NS      | $144154.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cegedim SA                                                | Cegedim SA                                                 | CUSIP: 000000000<br>LEI: 9695002XQWX9TKCOZT86 | Long             | EC               | CORP              | FR        |       182 | NS      | $2884.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lindex Group OYJ                                          | Lindex Group OYJ                                           | CUSIP: 000000000<br>LEI: 743700IFQI6W89M1IY95 | Long             | EC               | CORP              | FI        |     19336 | NS      | $56514.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Salzgitter AG                                             | Salzgitter AG                                              | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | EC               | CORP              | DE        |      5641 | NS      | $302702.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vidrala SA                                                | Vidrala SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005399488 | Long             | EC               | CORP              | ES        |      6316 | NS      | $659826.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebro Foods SA                                             | Ebro Foods SA                                              | CUSIP: 000000000<br>LEI: 959800NW6DLQT89M3240 | Long             | EC               | CORP              | ES        |     13601 | NS      | $296444.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AIXTRON SE                                                | AIXTRON SE                                                 | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | EC               | CORP              | DE        |     23813 | NS      | $546302.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                               | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |    184137 | NS      | $3143213.51   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Barry Callebaut AG                                        | Barry Callebaut AG                                         | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        68 | NS      | $119953.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TietoEVRY Oyj                                             | TietoEVRY OYJ                                              | CUSIP: 000000000<br>LEI: 549300EW2KM4KROKQV31 | Long             | EC               | CORP              | FI        |     15874 | NS      | $344588.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Mersen SA                                                 | Mersen SA                                                  | CUSIP: 000000000<br>LEI: OQXDLNM5DTBULYMF5U27 | Long             | EC               | CORP              | FR        |      6581 | NS      | $201220.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PostNL NV                                                 | PostNL NV                                                  | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | EC               | CORP              | NL        |     63437 | NS      | $88833.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurubis AG                                                | Aurubis AG                                                 | CUSIP: 000000000<br>LEI: 5299005SHIN9ZK7GW242 | Long             | EC               | CORP              | DE        |      8547 | NS      | $1613963.79   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| LISI SA                                                   | LISI SA                                                    | CUSIP: 000000000<br>LEI: 969500UU4O58BR802Y55 | Long             | EC               | CORP              | FR        |      2450 | NS      | $155322.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOL SpA                                                   | SOL SpA                                                    | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      6774 | NS      | $364702.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lucara Diamond Corp                                       | Lucara Diamond Corp.                                       | CUSIP: 54928Q108<br>LEI: 549300GGHEV7KQEE8R10 | Long             | EC               | CORP              | CA        |    114752 | NS      | $20857.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EC               | CORP              | DE        |      2489 | NS      | $302084.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                              | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     21983 | NS      | $2666648.23   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                    | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    409121 | NS      | $1234235.24   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfeiffer Vacuum Technology AG                             | Pfeiffer Vacuum Technology AG                              | CUSIP: 000000000<br>LEI: 8945004AW6QK8JHNQP69 | Long             | EC               | CORP              | DE        |       548 | NS      | $106589.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    582657 | NS      | $14789956.66  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold, Inc.                                          | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |     31311 | NS      | $2347318.97   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Lundin Mining Corp                                        | Lundin Mining Corp.                                        | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    116206 | NS      | $2931499.36   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Sacyr SA                                                  | Sacyr SA                                                   | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |    112978 | NS      | $531626.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                                 | Kering SA                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      5381 | NS      | $1679827.90   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Feintool International Holding AG                         | Feintool International Holding AG                          | CUSIP: 000000000<br>LEI: 529900AUNJ8C37482692 | Long             | EC               | CORP              | CH        |      1032 | NS      | $13649.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Krones AG                                                 | Krones AG                                                  | CUSIP: 000000000<br>LEI: 529900NY2GSZWWUBW049 | Long             | EC               | CORP              | DE        |      3801 | NS      | $611656.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     67651 | NS      | $4623554.00   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| MDA Space Ltd                                             | MDA Space Ltd.                                             | CUSIP: 55293N109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10609 | NS      | $299418.99    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |      4861 | NS      | $3991274.26   | 0.20%             |  |  |  | No            | 2                  | On Loan: —       |
| MTY Food Group Inc                                        | MTY Food Group, Inc.                                       | CUSIP: 55378N107<br>LEI: 5493004BLYNZ8OWF5Z08 | Long             | EC               | CORP              | CA        |      3778 | NS      | $117669.72    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Orange Belgium SA                                         | Orange Belgium SA                                          | CUSIP: 000000000<br>LEI: 5493007JS0ZHJVBUWP18 | Long             | EC               | CORP              | BE        |      1489 | NS      | $33960.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jungheinrich AG                                           | Jungheinrich AG                                            | CUSIP: 000000000<br>LEI: 529900PHZORTU6FSXE73 | Long             | EP               | CORP              | DE        |     13726 | NS      | $590694.48    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bourbon Corp SA                                           | Bourbon Corp. SA                                           | CUSIP: 000000000<br>LEI: 9695001K1E0VW75RMW57 | Long             | EC               | CORP              | FR        |      3477 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Securitas AB                                              | Securitas AB                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     48114 | NS      | $795656.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Koenig & Bauer AG                                         | Koenig & Bauer AG                                          | CUSIP: 000000000<br>LEI: 529900IQ90WSXBWSTD78 | Long             | EC               | CORP              | DE        |      2712 | NS      | $29870.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LPKF Laser & Electronics SE                               | LPKF Laser & Electronics SE                                | CUSIP: 000000000<br>LEI: 529900BCQXUJL7J96G45 | Long             | EC               | CORP              | DE        |      2771 | NS      | $25696.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiskars OYJ Abp                                           | Fiskars OYJ Abp                                            | CUSIP: 000000000<br>LEI: 743700BKTW4EQIVKYY42 | Long             | EC               | CORP              | FI        |      6389 | NS      | $92302.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Acciona SA                                                | Acciona SA                                                 | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |      6672 | NS      | $1433917.94   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Softronic AB                                              | Softronic AB                                               | CUSIP: 000000000<br>LEI: 5493007ZANE084F8VU98 | Long             | EC               | CORP              | SE        |      5133 | NS      | $12299.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortum Oyj                                                | Fortum OYJ                                                 | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     70722 | NS      | $1670618.84   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Bijou Brigitte AG                                         | Bijou Brigitte AG                                          | CUSIP: 000000000<br>LEI: 391200LXVESZEJ1YCI58 | Long             | EC               | CORP              | DE        |      1184 | NS      | $60815.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magellan Aerospace Corp                                   | Magellan Aerospace Corp.                                   | CUSIP: 558912200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2725 | NS      | $41665.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magic Software Enterprises Ltd                            | Magic Software Enterprises Ltd.                            | CUSIP: 559166103<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |      9373 | NS      | $240792.37    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                   | Magna International, Inc.                                  | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     51552 | NS      | $2636369.28   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Magna International Inc                                   | Magna International, Inc.                                  | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     12585 | NS      | $643367.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UCB SA                                                    | UCB SA                                                     | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     10963 | NS      | $3340705.11   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Infotel SA                                                | Infotel SA                                                 | CUSIP: 000000000<br>LEI: 9695008JULKH9KJQLP04 | Long             | EC               | CORP              | FR        |      1162 | NS      | $59956.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alten SA                                                  | Alten SA                                                   | CUSIP: 000000000<br>LEI: 969500Y7G9TY7Y24GN07 | Long             | EC               | CORP              | FR        |      7611 | NS      | $746113.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Major Drilling Group International Inc                    | Major Drilling Group International, Inc.                   | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |     19412 | NS      | $212988.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mainstreet Equity Corp                                    | Mainstreet Equity Corp.                                    | CUSIP: 560915100<br>LEI: 984500FB1BA3F6U3DB35 | Long             | EC               | CORP              | CA        |       900 | NS      | $115417.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quadient SA                                               | Quadient SA                                                | CUSIP: 000000000<br>LEI: 549300K4W3A5ITOPTK67 | Long             | EC               | CORP              | FR        |      3139 | NS      | $59402.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amadeus Fire AG                                           | Amadeus Fire AG                                            | CUSIP: 000000000<br>LEI: 391200TJJ820ZDHNFJ33 | Long             | EC               | CORP              | DE        |       775 | NS      | $35739.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sopra Steria Group                                        | Sopra Steria Group                                         | CUSIP: 000000000<br>LEI: 96950020QIOHAAK9V551 | Long             | EC               | CORP              | FR        |      4060 | NS      | $741528.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nemetschek SE                                             | Nemetschek SE                                              | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |     12536 | NS      | $1095324.79   | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| thyssenkrupp AG                                           | thyssenkrupp AG                                            | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |    135930 | NS      | $1812045.37   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Viscofan SA                                               | Viscofan SA                                                | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |      8234 | NS      | $552589.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |    154403 | NS      | $2528992.93   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Marimekko Oyj                                             | Marimekko OYJ                                              | CUSIP: 000000000<br>LEI: 74370053IOY42B9YJ350 | Long             | EC               | CORP              | FI        |      5734 | NS      | $87489.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Maple Leaf Foods Inc                                      | Maple Leaf Foods, Inc.                                     | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     20585 | NS      | $381419.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp.                                   | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     71468 | NS      | $2723645.48   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Naturgy Energy Group SA                                   | Naturgy Energy Group SA                                    | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     11459 | NS      | $359823.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Adtran Networks SE                                        | Adtran Networks SE                                         | CUSIP: 000000000<br>LEI: 5299001QZNN0TKI9J120 | Long             | EC               | CORP              | DE        |       552 | NS      | $14528.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CPH Group AG                                              | CPH Group AG                                               | CUSIP: 000000000<br>LEI: 506700O001G9RW029H49 | Long             | EC               | CORP              | CH        |       474 | NS      | $41369.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                  | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    104131 | NS      | $2051494.37   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                          | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     25317 | NS      | $2377341.88   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Berner Kantonalbank AG                                    | Berner Kantonalbank AG                                     | CUSIP: 000000000<br>LEI: 4T0J6O251JXNEB0VEZ08 | Long             | EC               | CORP              | CH        |      1486 | NS      | $620124.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CA Immobilien Anlagen AG                                  | CA Immobilien Anlagen AG                                   | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |      4589 | NS      | $136934.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                  | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     26863 | NS      | $537935.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| AGFA-Gevaert NV                                           | AGFA-Gevaert NV                                            | CUSIP: 000000000<br>LEI: 549300IHBDUTUNQJJB79 | Long             | EC               | CORP              | BE        |     41313 | NS      | $24455.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eckert & Ziegler SE                                       | Eckert & Ziegler SE                                        | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |     11404 | NS      | $201895.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schouw & Co A/S                                           | Schouw & Co. AS                                            | CUSIP: 000000000<br>LEI: 213800V2R9WMMZASKK57 | Long             | EC               | CORP              | DK        |      3662 | NS      | $386446.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmos Semiconductor SE                                    | Elmos Semiconductor SE                                     | CUSIP: 000000000<br>LEI: 529900UMKKDCAP4P4H63 | Long             | EC               | CORP              | DE        |      2333 | NS      | $317486.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kesko Oyj                                                 | Kesko OYJ                                                  | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     21273 | NS      | $531969.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PVA TePla AG                                              | PVA TePla AG                                               | CUSIP: 000000000<br>LEI: 5299002Y7DARXV2Y4R82 | Long             | EC               | CORP              | DE        |      5120 | NS      | $160767.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wienerberger AG                                           | Wienerberger AG                                            | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |     29083 | NS      | $961324.55    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Palfinger AG                                              | Palfinger AG                                               | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      3933 | NS      | $169001.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pierre Et Vacances SA                                     | Pierre Et Vacances SA                                      | CUSIP: 000000000<br>LEI: 9695009FXHWX468RM706 | Long             | EC               | CORP              | FR        |     21945 | NS      | $47100.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elisa Oyj                                                 | Elisa OYJ                                                  | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |     32973 | NS      | $1458561.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Ion Beam Applications                                     | Ion Beam Applications                                      | CUSIP: 000000000<br>LEI: 5493002RVRZ1S3CPUI26 | Long             | EC               | CORP              | BE        |      2271 | NS      | $40776.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Midsona AB                                                | Midsona AB                                                 | CUSIP: 000000000<br>LEI: 549300YMDO8YBYYI1981 | Long             | EC               | CORP              | SE        |     14238 | NS      | $15751.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    707292 | NS      | $9030748.57   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| GFT Technologies SE                                       | GFT Technologies SE                                        | CUSIP: 000000000<br>LEI: 5299002FNBSGW23ULF72 | Long             | EC               | CORP              | DE        |      5152 | NS      | $126870.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| AF Gruppen ASA                                            | AF Gruppen ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFU1405 | Long             | EC               | CORP              | NO        |      5957 | NS      | $114069.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ackermans & van Haaren NV                                 | Ackermans & van Haaren NV                                  | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      7101 | NS      | $2100959.91   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Van Lanschot Kempen NV                                    | Van Lanschot Kempen NV                                     | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |      9679 | NS      | $586925.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MT Hoejgaard Holding A/S                                  | MT Hoejgaard Holding AS                                    | CUSIP: 000000000<br>LEI: 529900V9DJVZE2LVED66 | Long             | EC               | CORP              | DK        |       502 | NS      | $43810.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MLP SE                                                    | MLP SE                                                     | CUSIP: 000000000<br>LEI: 529900M25NF9TALIWQ20 | Long             | EC               | CORP              | DE        |     19862 | NS      | $173136.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Manitou BF SA                                             | Manitou BF SA                                              | CUSIP: 000000000<br>LEI: 9695008SHP3XTT9QCM25 | Long             | EC               | CORP              | FR        |      3565 | NS      | $93991.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ACEA SpA                                                  | ACEA SpA                                                   | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | EC               | CORP              | IT        |     12536 | NS      | $349407.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                              | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    787286 | NS      | $3187166.79   | 0.16%             |  |  |  | No            | 2                  | On Loan: —       |
| Martinrea International Inc                               | Martinrea International, Inc.                              | CUSIP: 573459104<br>LEI: 5493004U3PUN21MLJG41 | Long             | EC               | CORP              | CA        |     13134 | NS      | $93659.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1&1 AG                                                    | 1&1 AG                                                     | CUSIP: 000000000<br>LEI: 5299003VKVDCUPSS5X23 | Long             | EC               | CORP              | DE        |      9160 | NS      | $291714.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TAG Immobilien AG                                         | TAG Immobilien AG                                          | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | EC               | CORP              | DE        |     29304 | NS      | $497152.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Melia Hotels International SA                             | Melia Hotels International SA                              | CUSIP: 000000000<br>LEI: 959800JRKSZ6YZD4EL80 | Long             | EC               | CORP              | ES        |     30644 | NS      | $273406.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STO SE & Co KGaA                                          | STO SE & Co. KGaA                                          | CUSIP: 000000000<br>LEI: 5299006NYTD89XM31K74 | Long             | EP               | CORP              | DE        |       686 | NS      | $96167.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cewe Stiftung & Co KGAA                                   | Cewe Stiftung & Co. KGaA                                   | CUSIP: 000000000<br>LEI: 529900IDFHN9MQ3WUD64 | Long             | EC               | CORP              | DE        |      1993 | NS      | $238713.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amper SA                                                  | Amper SA                                                   | CUSIP: 000000000<br>LEI: 959800GZESQUFLUH5402 | Long             | EC               | CORP              | ES        |    247202 | NS      | $55688.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     25662 | NS      | $2642679.80   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      4875 | NS      | $502834.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Semperit AG Holding                                       | Semperit AG Holding                                        | CUSIP: 000000000<br>LEI: 529900PG9O7YFYX5UM88 | Long             | EC               | CORP              | AT        |      1531 | NS      | $22794.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcadis NV                                                | Arcadis NV                                                 | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |     18005 | NS      | $808606.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Takkt AG                                                  | Takkt AG                                                   | CUSIP: 000000000<br>LEI: 549300AZ0JTVTW3IZY37 | Long             | EC               | CORP              | DE        |      3200 | NS      | $13683.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                         | Wuestenrot & Wuerttembergische AG                          | CUSIP: 000000000<br>LEI: 5299003H07ZT0Z5ZNN35 | Long             | EC               | CORP              | DE        |      5445 | NS      | $96920.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mattr Corp                                                | Mattr Corp.                                                | CUSIP: 57722Y102<br>LEI: 549300KP4U2Z1IKXOL88 | Long             | EC               | CORP              | CA        |      4403 | NS      | $26580.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CANCOM SE                                                 | CANCOM SE                                                  | CUSIP: 000000000<br>LEI: 391200T4AUN1BPBXAO14 | Long             | EC               | CORP              | DE        |      6010 | NS      | $202214.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Digia Oyj                                                 | Digia OYJ                                                  | CUSIP: 000000000<br>LEI: 743700QVAG6OXK5OP587 | Long             | EC               | CORP              | FI        |      3511 | NS      | $26479.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suedzucker AG                                             | Suedzucker AG                                              | CUSIP: 000000000<br>LEI: 529900S8QNB101D40S72 | Long             | EC               | CORP              | DE        |     15209 | NS      | $174127.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aspo Oyj                                                  | Aspo OYJ                                                   | CUSIP: 000000000<br>LEI: 7437000TB0GHDHLPX677 | Long             | EC               | CORP              | FI        |      9512 | NS      | $85685.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Assystem SA                                               | Assystem SA                                                | CUSIP: 000000000<br>LEI: 9695008GTTDJGF00CT88 | Long             | EC               | CORP              | FR        |      1316 | NS      | $74012.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McCoy Global Inc                                          | McCoy Global, Inc.                                         | CUSIP: 57980Q106<br>LEI: 254900YGJXG62J21UW62 | Long             | EC               | CORP              | CA        |      3800 | NS      | $8734.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Micro Systemation AB                                      | Micro Systemation AB                                       | CUSIP: 000000000<br>LEI: 549300BVH5NT4MN90561 | Long             | EC               | CORP              | SE        |      4122 | NS      | $30785.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Secunet Security Networks AG                              | Secunet Security Networks AG                               | CUSIP: 000000000<br>LEI: 391200N3TQNVUCU8N039 | Long             | EC               | CORP              | DE        |       364 | NS      | $102255.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Vopak NV                                      | Koninklijke Vopak NV                                       | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |     22921 | NS      | $1143962.98   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BasicNet SpA                                              | BasicNet SpA                                               | CUSIP: 000000000<br>LEI: 8156008E82BF2BFE0A35 | Long             | EC               | CORP              | IT        |      6151 | NS      | $52071.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharol SGPS SA                                            | Pharol SGPS SA                                             | CUSIP: 000000000<br>LEI: 549300JNP3LA8FWLU630 | Long             | EC               | CORP              | PT        |    113912 | NS      | $8941.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bekaert SA                                                | Bekaert SA                                                 | CUSIP: 000000000<br>LEI: 5493008SR6XZECH6BN71 | Long             | EC               | CORP              | BE        |      9714 | NS      | $476538.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BayWa AG                                                  | BayWa AG                                                   | CUSIP: 000000000<br>LEI: 529900SM0FDLLYATXU36 | Long             | EC               | CORP              | DE        |      3666 | NS      | $14850.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    387487 | NS      | $13003386.93  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Medical Facilities Corp                                   | Medical Facilities Corp.                                   | CUSIP: 58457V503<br>LEI: 549300KHW6BB8F1NXK22 | Long             | EC               | CORP              | CA        |      6857 | NS      | $76393.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Melcor Developments Ltd                                   | Melcor Developments Ltd.                                   | CUSIP: 585467103<br>LEI: 549300RYMI0PJCFQBB05 | Long             | EC               | CORP              | CA        |      3200 | NS      | $38118.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Eventim AG & Co KGaA                                  | CTS Eventim AG & Co. KGaA                                  | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |     14075 | NS      | $1182877.18   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Infineon Technologies AG                                  | Infineon Technologies AG                                   | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     87103 | NS      | $4257811.35   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| IMMSI SpA                                                 | IMMSI SpA                                                  | CUSIP: 000000000<br>LEI: 815600B5D89DAB660021 | Long             | EC               | CORP              | IT        |     64785 | NS      | $40946.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Oyj                                                 | Nokia OYJ                                                  | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    347762 | NS      | $2239903.24   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Rational AG                                               | Rational AG                                                | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |      1093 | NS      | $875838.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Allreal Holding AG                                        | Allreal Holding AG                                         | CUSIP: 000000000<br>LEI: 5067006XH174LA44H658 | Long             | EC               | CORP              | CH        |      4218 | NS      | $1233818.95   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Inc/CN                                              | Metro, Inc.                                                | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     34080 | NS      | $2262347.56   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Carl Zeiss Meditec AG                                     | Carl Zeiss Meditec AG                                      | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Long             | EC               | CORP              | DE        |      8509 | NS      | $282409.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Atoss Software SE                                         | Atoss Software SE                                          | CUSIP: 000000000<br>LEI: 529900Q9G9280ADNOA39 | Long             | EC               | CORP              | DE        |      2472 | NS      | $284895.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vaisala Oyj                                               | Vaisala OYJ                                                | CUSIP: 000000000<br>LEI: 743700RNDD7KU11HW873 | Long             | EC               | CORP              | FI        |      4717 | NS      | $234615.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bechtle AG                                                | Bechtle AG                                                 | CUSIP: 000000000<br>LEI: 529900HA2QT774RUXW59 | Long             | EC               | CORP              | DE        |     18395 | NS      | $953452.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| q.beyond AG                                               | q.beyond AG                                                | CUSIP: 000000000<br>LEI: 529900DGVITE7A2L5G12 | Long             | EC               | CORP              | DE        |     10198 | NS      | $9763.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    978333 | NS      | $4791397.91   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      5155 | NS      | $56032.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    319588 | NS      | $3461190.10   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     39978 | NS      | $1128899.96   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| VIEL & Cie SA                                             | VIEL & Cie SA                                              | CUSIP: 000000000<br>LEI: 9695004FALTKA67E3T78 | Long             | EC               | CORP              | FR        |      2848 | NS      | $60939.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanoma Oyj                                                | Sanoma OYJ                                                 | CUSIP: 000000000<br>LEI: 743700XJC24THUPK0S03 | Long             | EC               | CORP              | FI        |     22570 | NS      | $258188.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     68159 | NS      | $5972734.65   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Net Insight AB                                            | Net Insight AB                                             | CUSIP: 000000000<br>LEI: 549300BMCT8IT2CFDH63 | Long             | EC               | CORP              | SE        |     65449 | NS      | $15989.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Linedata Services                                         | Linedata Services                                          | CUSIP: 000000000<br>LEI: 9695003D6KVJ0H8CL506 | Long             | EC               | CORP              | FR        |       158 | NS      | $7959.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Energiekontor AG                                          | Energiekontor AG                                           | CUSIP: 000000000<br>LEI: 529900MCVP6QF0PTPQ72 | Long             | EC               | CORP              | DE        |      2205 | NS      | $100204.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sonae SGPS SA                                             | Sonae SGPS SA                                              | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    225219 | NS      | $472630.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX A/S                                                   | RTX AS                                                     | CUSIP: 000000000<br>LEI: 529900UW7RV30N4RYQ41 | Long             | EC               | CORP              | DK        |      1768 | NS      | $32138.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telia Co AB                                               | Telia Co. AB                                               | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |    348633 | NS      | $1592715.51   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                  | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      6584 | NS      | $4684000.88   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                     | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     11440 | NS      | $328508.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ependion AB                                               | Ependion AB                                                | CUSIP: 000000000<br>LEI: 549300HBZGNQOTYZPJ54 | Long             | EC               | CORP              | SE        |      4568 | NS      | $54547.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adesso SE                                                 | Adesso SE                                                  | CUSIP: 000000000<br>LEI: 529900KOICE97ZSA1O52 | Long             | EC               | CORP              | DE        |       346 | NS      | $33366.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metropole Television SA                                   | Metropole Television SA                                    | CUSIP: 000000000<br>LEI: 96950018NOMJX5XRH047 | Long             | EC               | CORP              | FR        |      9361 | NS      | $134090.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NRJ Group                                                 | NRJ Group                                                  | CUSIP: 000000000<br>LEI: 969500IQLBCOOICLAB88 | Long             | EC               | CORP              | FR        |      4221 | NS      | $36328.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rieter Holding AG                                         | Rieter Holding AG                                          | CUSIP: 000000000<br>LEI: 529900SNR4JQCSACBN29 | Long             | EC               | CORP              | CH        |     20124 | NS      | $86613.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Television Francaise 1 SA                                 | Television Francaise 1 SA                                  | CUSIP: 000000000<br>LEI: 969500WQFC6OAQYG7E65 | Long             | EC               | CORP              | FR        |     15095 | NS      | $145897.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aubay                                                     | Aubay                                                      | CUSIP: 000000000<br>LEI: 969500KGFSDP6UUKIA67 | Long             | EC               | CORP              | FR        |      1025 | NS      | $72735.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oeneo SA                                                  | Oeneo SA                                                   | CUSIP: 000000000<br>LEI: 9695009X63IU81RJEY17 | Long             | EC               | CORP              | FR        |      3475 | NS      | $38057.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                         | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      6529 | NS      | $421743.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Synergie SE                                               | Synergie SE                                                | CUSIP: 000000000<br>LEI: 969500J2V41R87GPTD23 | Long             | EC               | CORP              | FR        |      2137 | NS      | $77698.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| North Media A/S                                           | North Media AS                                             | CUSIP: 000000000<br>LEI: 5493005TQSCPQXY1NP67 | Long             | EC               | CORP              | DK        |      1370 | NS      | $10001.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASMPT Ltd                                                 | ASMPT Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |     57100 | NS      | $761484.27    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sa Sa International Holdings Ltd                          | Sa Sa International Holdings Ltd.                          | CUSIP: 000000000<br>LEI: 529900BAE9P80ACWLV78 | Long             | EC               | CORP              | KY        |    174000 | NS      | $13119.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pronexus Inc                                              | Pronexus, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $38930.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Aeon Credit Service Asia Co Ltd                           | Aeon Credit Service Asia Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38000 | NS      | $36259.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aica Kogyo Co Ltd                                         | Aica Kogyo Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 353800I589BKZAOJD116 | Long             | EC               | CORP              | JP        |     12100 | NS      | $274652.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aichi Tokei Denki Co Ltd                                  | Aichi Tokei Denki Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $43276.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aichi Corp                                                | Aichi Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $64360.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aichi Steel Corp                                          | Aichi Steel Corp.                                          | CUSIP: 000000000<br>LEI: 353800P9OWOVHHY4ML18 | Long             | EC               | CORP              | JP        |     11600 | NS      | $230987.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aida Engineering Ltd                                      | Aida Engineering Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7681 | NS      | $59499.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aisan Industry Co Ltd                                     | Aisan Industry Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14900 | NS      | $212080.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aisin Corp                                                | Aisin Corp.                                                | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |     56354 | NS      | $1009581.98   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Akebono Brake Industry Co Ltd                             | Akebono Brake Industry Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46500 | NS      | $34036.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Akita Bank Ltd/The                                        | Akita Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800N5LZ62LYDUOK89 | Long             | EC               | CORP              | JP        |      3300 | NS      | $108443.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Airport Facilities Co Ltd                                 | Airport Facilities Co. Ltd.                                | CUSIP: 000000000<br>LEI: 3538003U8FJWNCO7VZ82 | Long             | EC               | CORP              | JP        |      6100 | NS      | $38738.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alony Hetz Properties & Investments Ltd                   | Alony Hetz Properties & Investments Ltd.                   | CUSIP: 000000000<br>LEI: 213800PNXOBRJDRRDC27 | Long             | EC               | CORP              | IL        |     17186 | NS      | $226773.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alkane Resources Ltd                                      | Alkane Resources Ltd.                                      | CUSIP: 000000000<br>LEI: 529900R65IIVLPW4ZS42 | Long             | EC               | CORP              | AU        |    177679 | NS      | $192396.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| ANA Holdings Inc                                          | ANA Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      7600 | NS      | $147553.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEB Travel Group Ltd                                      | WEB Travel Group Ltd.                                      | CUSIP: 000000000<br>LEI: 21380064YZG4XMO4CW38 | Long             | EC               | CORP              | AU        |     41618 | NS      | $133176.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishimatsuya Chain Co Ltd                                 | Nishimatsuya Chain Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12449.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Aiful Corp                                                | Aiful Corp.                                                | CUSIP: 000000000<br>LEI: 5299005WK14QZ676ZY35 | Long             | EC               | CORP              | JP        |     74100 | NS      | $263478.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hallenstein Glasson Holdings Ltd                          | Hallenstein Glasson Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     12487 | NS      | $74566.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aiphone Co Ltd                                            | Aiphone Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $59567.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alps Alpine Co Ltd                                        | Alps Alpine Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     44730 | NS      | $585868.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Amada Co Ltd                                              | Amada Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     64800 | NS      | $830130.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Amano Corp                                                | Amano Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $352776.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Altech Corp                                               | Altech Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4530 | NS      | $77026.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hang Lung Properties Ltd                                  | Hang Lung Properties Ltd.                                  | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |    258811 | NS      | $312300.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Analyst IMS Investment Management Services Ltd            | Analyst IMS Investment Management Services Ltd.            | CUSIP: 000000000<br>LEI: 213800KE1OSEM7JCPP33 | Long             | EC               | CORP              | IL        |      1533 | NS      | $77336.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajis Co Ltd                                               | Ajis Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $22483.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| G-7 Holdings Inc                                          | G-7 Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $70812.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cresco Ltd                                                | Cresco Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $91201.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kosaido Holdings Co Ltd                                   | Kosaido Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20700 | NS      | $66811.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fuji Media Holdings Inc                                   | Fuji Media Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Long             | EC               | CORP              | JP        |      8800 | NS      | $221594.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichirin Co Ltd                                           | Nichirin Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800HY7V19A1YROF75 | Long             | EC               | CORP              | JP        |      2110 | NS      | $50148.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AEON Financial Service Co Ltd                             | AEON Financial Service Co. Ltd.                            | CUSIP: 000000000<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |     20700 | NS      | $225954.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Texwinca Holdings Ltd                                     | Texwinca Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: 529900NO1K2L86ZO5V14 | Long             | EC               | CORP              | BM        |    132000 | NS      | $21993.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Albis Co Ltd                                              | Albis Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1568 | NS      | $26558.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kourakuen Corp                                            | Kourakuen Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $11644.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zensho Holdings Co Ltd                                    | Zensho Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |     11600 | NS      | $628684.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Happinet Corp                                             | Happinet Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $146889.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Resorttrust Inc                                           | Resorttrust, Inc.                                          | CUSIP: 000000000<br>LEI: 353800FM9MYWH105SE11 | Long             | EC               | CORP              | JP        |     34400 | NS      | $400848.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AOKI Holdings Inc                                         | AOKI Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $115834.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aoyama Trading Co Ltd                                     | Aoyama Trading Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 549300FYZLM486BSOQ14 | Long             | EC               | CORP              | JP        |      9200 | NS      | $156156.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tomy Co Ltd                                               | Tomy Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21600 | NS      | $381423.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCLANDS CORP                                             | ARCLANDS Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9709 | NS      | $120219.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arisawa Manufacturing Co Ltd                              | Arisawa Manufacturing Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $54314.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ariake Japan Co Ltd                                       | Ariake Japan Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800PBX8D0J0H60M72 | Long             | EC               | CORP              | JP        |      2700 | NS      | $97880.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acom Co Ltd                                               | Acom Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73300 | NS      | $242478.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hamakyorex Co Ltd                                         | Hamakyorex Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28400 | NS      | $336874.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ayalon Holdings Ltd                                       | Ayalon Holdings Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1839 | NS      | $55648.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Workman Co Ltd                                            | Workman Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $152219.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp.                                          | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    191983 | NS      | $1862428.48   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Diamond Industrial Co Ltd                           | Asahi Diamond Industrial Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14894 | NS      | $87166.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADEKA Corp                                                | ADEKA Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19700 | NS      | $585569.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC Inc                                                   | AGC, Inc.                                                  | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     18500 | NS      | $682640.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Kogyosha Co Ltd                                     | Asahi Kogyosha Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4304 | NS      | $100328.74    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASAHI YUKIZAI CORP                                        | Asahi Yukizai Corp.                                        | CUSIP: 000000000<br>LEI: 353800BBLKAGEXVVBE41 | Long             | EC               | CORP              | JP        |      3400 | NS      | $118795.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Asanuma Corp                                              | Asanuma Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $88854.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Asics Corp                                                | Asics Corp.                                                | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     50000 | NS      | $1203633.83   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Asia Financial Holdings Ltd                               | Asia Financial Holdings Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     40000 | NS      | $24985.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aura Investments Ltd                                      | Aura Investments Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10607 | NS      | $74795.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Atsugi Co Ltd                                             | Atsugi Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $20926.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    126931 | NS      | $3229167.16   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Autobacs Seven Co Ltd                                     | Autobacs Seven Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 5299006NCUSCPURTQB07 | Long             | EC               | CORP              | JP        |     17900 | NS      | $190680.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Azorim-Investment Development & Construction Co Ltd       | Azorim-Investment Development & Construction Co. Ltd.      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7190 | NS      | $46018.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Awa Bank Ltd/The                                          | Awa Bank Ltd.                                              | CUSIP: 000000000<br>LEI: 353800YH8XWV0XAHXR13 | Long             | EC               | CORP              | JP        |      8500 | NS      | $285830.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aval Data Corp                                            | Aval Data Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13385.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Belluna Co Ltd                                            | Belluna Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 353800Q8P5LM0569VS75 | Long             | EC               | CORP              | JP        |     12000 | NS      | $75571.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Samudera Shipping Line Ltd                                | Samudera Shipping Line Ltd.                                | CUSIP: 000000000<br>LEI: 254900YRA2OBY5SUJW72 | Long             | EC               | CORP              | SG        |     41900 | NS      | $36592.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bando Chemical Industries Ltd                             | Bando Chemical Industries Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $121831.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of East Asia Ltd/The                                 | Bank of East Asia Ltd.                                     | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | EC               | CORP              | HK        |    191132 | NS      | $365081.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    102490 | NS      | $2533699.41   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp.                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |    124431 | NS      | $3343348.21   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Queensland Ltd                                    | Bank of Queensland Ltd.                                    | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | EC               | CORP              | AU        |    147246 | NS      | $693508.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of the Ryukyus Ltd                                   | Bank of the Ryukyus Ltd.                                   | CUSIP: 000000000<br>LEI: 353800OWJBJ7G9TXED62 | Long             | EC               | CORP              | JP        |      7200 | NS      | $102731.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    141799 | NS      | $3408752.85   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Saga Ltd/The                                      | Bank of Saga Ltd.                                          | CUSIP: 000000000<br>LEI: 353800F5W4TG8U8OOA26 | Long             | EC               | CORP              | JP        |      3800 | NS      | $113109.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Justsystems Corp                                          | Justsystems Corp.                                          | CUSIP: 000000000<br>LEI: 5299006DS4ZV570NR192 | Long             | EC               | CORP              | JP        |      7200 | NS      | $222384.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TDC Soft Inc                                              | TDC Soft, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $60218.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yutaka Giken Co Ltd                                       | Yutaka Giken Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800J9LV4PRY9MMB43 | Long             | EC               | CORP              | JP        |      1400 | NS      | $29799.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baran Group Ltd                                           | Baran Group Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1491 | NS      | $13231.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Transport International Holdings Ltd                      | Transport International Holdings Ltd.                      | CUSIP: 000000000<br>LEI: 529900PXKMUICLT3E812 | Long             | EC               | CORP              | BM        |     51595 | NS      | $68565.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takamatsu Construction Group Co Ltd                       | Takamatsu Construction Group Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $91529.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Seal International Inc                               | Fuji Seal International, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9637 | NS      | $199299.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LY Corp                                                   | LY Corp.                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    207900 | NS      | $532311.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hashimoto Sogyo Holdings Co Ltd                           | Hashimoto Sogyo Holdings Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $19390.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd.                                             | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    130830 | NS      | $1894531.52   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd.                                         | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    338668 | NS      | $1150555.09   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| C Uyemura & Co Ltd                                        | C Uyemura & Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $300681.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QAF Ltd                                                   | QAF Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     44382 | NS      | $33291.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                               | Bendigo & Adelaide Bank Ltd.                               | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |    126134 | NS      | $960485.09    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Data#3 Ltd                                                | Data#3 Ltd.                                                | CUSIP: 000000000<br>LEI: 529900WW6OYX86LFDA80 | Long             | EC               | CORP              | AU        |     35101 | NS      | $237758.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Lifeline Co Ltd                                     | Japan Lifeline Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |     14600 | NS      | $145834.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Plasson Industries Ltd                                    | Plasson Industries Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       828 | NS      | $45871.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SBS Transit Ltd                                           | SBS Transit Ltd.                                           | CUSIP: 000000000<br>LEI: 254900EM62Y5RRTJ9771 | Long             | EC               | CORP              | SG        |     11800 | NS      | $30335.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rorze Corp                                                | Rorze Corp.                                                | CUSIP: 000000000<br>LEI: 529900ORJHC47686AS71 | Long             | EC               | CORP              | JP        |     27000 | NS      | $571969.61    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| InnoTek Ltd                                               | InnoTek Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     22900 | NS      | $15340.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp. Ltd.             | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |    189885 | NS      | $487659.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Belc Co Ltd                                               | Belc Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $143666.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GrainCorp Ltd                                             | GrainCorp Ltd.                                             | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     60232 | NS      | $302029.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lindsay Australia Ltd                                     | Lindsay Australia Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43558 | NS      | $20191.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Leong Asia Ltd                                       | Hong Leong Asia Ltd.                                       | CUSIP: 000000000<br>LEI: 254900OXRICREAQ3VU73 | Long             | EC               | CORP              | SG        |     76800 | NS      | $207283.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Horizon Oil Ltd                                           | Horizon Oil Ltd.                                           | CUSIP: 000000000<br>LEI: 52990027DG9I87NLGK24 | Long             | EC               | CORP              | AU        |    274967 | NS      | $42910.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Emerald Resources NL                                      | Emerald Resources NL                                       | CUSIP: 000000000<br>LEI: 529900V79JFYUE9ZQB09 | Long             | EC               | CORP              | AU        |    116059 | NS      | $545647.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tai Sin Electric Ltd                                      | Tai Sin Electric Ltd.                                      | CUSIP: 000000000<br>LEI: 2549004MSWDRXNFKH924 | Long             | EC               | CORP              | SG        |     24900 | NS      | $9762.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Obara Group Inc                                           | Obara Group, Inc.                                          | CUSIP: 000000000<br>LEI: 3538003M0UGWDBTV2318 | Long             | EC               | CORP              | JP        |      2300 | NS      | $56186.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Inaba Seisakusho Co Ltd                                   | Inaba Seisakusho Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $28941.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Lynas Rare Earths Ltd                                     | Lynas Rare Earths Ltd.                                     | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     63076 | NS      | $634930.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MotorCycle Holdings Ltd                                   | MotorCycle Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8986 | NS      | $17295.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SAS Dragon Holdings Ltd                                   | SAS Dragon Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     64000 | NS      | $37559.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldcrest Co Ltd                                          | Goldcrest Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $98873.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First International Bank Of Israel Ltd/The                | First International Bank of Israel Ltd.                    | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |     10254 | NS      | $870583.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Megachips Corp                                            | Megachips Corp.                                            | CUSIP: 000000000<br>LEI: 529900CHDZ5G02UMD829 | Long             | EC               | CORP              | JP        |      1600 | NS      | $87634.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trend Micro Inc/Japan                                     | Trend Micro, Inc.                                          | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |     17800 | NS      | $698257.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Electronic Materials Corp                           | Japan Electronic Materials Corp.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $67868.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J Trust Co Ltd                                            | J Trust Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18300 | NS      | $57840.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VT Holdings Co Ltd                                        | VT Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17400 | NS      | $61164.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avex Inc                                                  | Avex, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $61141.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Ltd                                                   | ASX Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |      7138 | NS      | $284123.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebara Jitsugyo Co Ltd                                     | Ebara Jitsugyo Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 3538004CBM4WNU6CM653 | Long             | EC               | CORP              | JP        |      3800 | NS      | $52649.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ID Holdings Corp                                          | ID Holdings Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2450 | NS      | $31694.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp.                                          | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    105200 | NS      | $2368499.89   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Argo Graphics Inc                                         | Argo Graphics, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $111761.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Musashi Seimitsu Industry Co Ltd                          | Musashi Seimitsu Industry Co. Ltd.                         | CUSIP: 000000000<br>LEI: 353800J742CBBV9MSZ43 | Long             | EC               | CORP              | JP        |     10800 | NS      | $191135.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Grange Resources Ltd                                      | Grange Resources Ltd.                                      | CUSIP: 000000000<br>LEI: 529900NMGGZAKQ0JZU73 | Long             | EC               | CORP              | AU        |    182933 | NS      | $32746.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagano Keiki Co Ltd                                       | Nagano Keiki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $70635.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDOM Inc                                                  | IDOM, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $147672.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Obic Co Ltd                                               | Obic Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $322409.81    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lifestyle Communities Ltd                                 | Lifestyle Communities Ltd.                                 | CUSIP: 000000000<br>LEI: 984500BDEL5B024BCA39 | Long             | EC               | CORP              | AU        |     14952 | NS      | $57391.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ZERIA Pharmaceutical Co Ltd                               | ZERIA Pharmaceutical Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $78353.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meitav Investment House Ltd                               | Meitav Investment House Ltd.                               | CUSIP: 000000000<br>LEI: 213800ZFO2DPAZ4UAL65 | Long             | EC               | CORP              | IL        |     11785 | NS      | $458931.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp Japan                                         | Oracle Corp. Japan                                         | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |      2900 | NS      | $196228.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Waseda Academy Co Ltd                                     | Waseda Academy Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $26978.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSE Global Ltd                                            | CSE Global Ltd.                                            | CUSIP: 000000000<br>LEI: 549300CNUGIB5L3RNJ48 | Long             | EC               | CORP              | SG        |    132766 | NS      | $117214.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiho Kogyo Co Ltd                                        | Taiho Kogyo Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $19727.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brother Industries Ltd                                    | Brother Industries Ltd.                                    | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     46800 | NS      | $954139.33    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Okinawa Cellular Telephone Co                             | Okinawa Cellular Telephone Co.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12800 | NS      | $268314.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alpha Systems Inc                                         | Alpha Systems, Inc.                                        | CUSIP: 000000000<br>LEI: 529900AL2TSJ3DRWE395 | Long             | EC               | CORP              | JP        |      1300 | NS      | $31845.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shikun & Binui Ltd                                        | Shikun & Binui Ltd.                                        | CUSIP: 000000000<br>LEI: 2138004NVQ51G35LN253 | Long             | EC               | CORP              | IL        |     36521 | NS      | $212926.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bull-Dog Sauce Co Ltd                                     | Bull-Dog Sauce Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $32750.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bunka Shutter Co Ltd                                      | Bunka Shutter Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 3538006KDHDR2E6VDJ47 | Long             | EC               | CORP              | JP        |     12000 | NS      | $156901.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd.                                        | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |     81576 | NS      | $459747.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Teikoku Electric Manufacturing Co Ltd                     | Teikoku Electric Manufacturing Co. Ltd.                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $47300.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yasuda Logistics Corp                                     | Yasuda Logistics Corp.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $69165.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Business Brain Showa-Ota Inc                              | Business Brain Showa-Ota, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $82603.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Breville Group Ltd                                        | Breville Group Ltd.                                        | CUSIP: 000000000<br>LEI: 529900MM4WH0KSB3KW37 | Long             | EC               | CORP              | AU        |     19638 | NS      | $437591.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| EBOS Group Ltd                                            | EBOS Group Ltd.                                            | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |     18717 | NS      | $289957.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CKD Corp                                                  | CKD Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $226730.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cafe de Coral Holdings Ltd                                | Cafe de Coral Holdings Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     56000 | NS      | $33704.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryman Healthcare Ltd                                      | Ryman Healthcare Ltd.                                      | CUSIP: 000000000<br>LEI: 529900UR74KKRFG56I57 | Long             | EC               | CORP              | NZ        |     38805 | NS      | $65036.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Bottlers Japan Holdings Inc                     | Coca-Cola Bottlers Japan Holdings, Inc.                    | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |     21442 | NS      | $478310.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CAC Holdings Corp                                         | CAC Holdings Corp.                                         | CUSIP: 000000000<br>LEI: 353800K7UC1FZFVGUH40 | Long             | EC               | CORP              | JP        |      3200 | NS      | $41509.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Golden Agri-Resources Ltd                                 | Golden Agri-Resources Ltd.                                 | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |   1266800 | NS      | $287560.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Arrows Ltd                                         | United Arrows Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $91857.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinwa Co Ltd/Nagoya                                      | Shinwa Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $52628.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Castro Model Ltd                                          | Castro Model Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       794 | NS      | $35796.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO internet group Inc                                    | GMO internet group, Inc.                                   | CUSIP: 000000000<br>LEI: 529900BFZEY3BESHBW90 | Long             | EC               | CORP              | JP        |     15200 | NS      | $378802.10    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daitron Co Ltd                                            | Daitron Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $81968.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| USS Co Ltd                                                | USS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 5299000RRQD6UZXG4W72 | Long             | EC               | CORP              | JP        |     50000 | NS      | $552466.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Canon Inc                                                 | Canon, Inc.                                                | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     38000 | NS      | $1156677.34   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Canon Marketing Japan Inc                                 | Canon Marketing Japan, Inc.                                | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |      9600 | NS      | $418834.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eco's Co Ltd/Japan                                        | Eco's Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $55197.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Harvey Norman Holdings Ltd                                | Harvey Norman Holdings Ltd.                                | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |    187170 | NS      | $841088.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Capcom Co Ltd                                             | Capcom Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |     33200 | NS      | $846231.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Relo Group Inc                                            | Relo Group, Inc.                                           | CUSIP: 000000000<br>LEI: 353800T595XRZDA8IB59 | Long             | EC               | CORP              | JP        |     23000 | NS      | $261271.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Siix Corp                                                 | Siix Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $71112.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OBIC Business Consultants Co Ltd                          | OBIC Business Consultants Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $35438.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie Technology Group Ltd                            | Macquarie Technology Group Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2375 | NS      | $115491.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    110064 | NS      | $5116033.85   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Stella Chemifa Corp                                       | Stella Chemifa Corp.                                       | CUSIP: 000000000<br>LEI: 529900413RCXZ2LOEY81 | Long             | EC               | CORP              | JP        |      2400 | NS      | $82466.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Morguard Corp                                             | Morguard Corp.                                             | CUSIP: 617577101<br>LEI: 894500JC9OPGOKN1CA34 | Long             | EC               | CORP              | CA        |       300 | NS      | $25997.87     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eslead Corp                                               | Eslead Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $113753.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Casio Computer Co Ltd                                     | Casio Computer Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800JRMIABSXKHV344 | Long             | EC               | CORP              | JP        |     36900 | NS      | $360771.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cathay Pacific Airways Ltd                                | Cathay Pacific Airways Ltd.                                | CUSIP: 000000000<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |    298000 | NS      | $467238.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DFI Retail Group Holdings Ltd                             | DFI Retail Group Holdings Ltd.                             | CUSIP: 000000000<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | BM        |     72200 | NS      | $297292.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd.                                         | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     40286 | NS      | $914917.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Natori Co Ltd                                             | Natori Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $23149.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sigma Healthcare Ltd                                      | Sigma Healthcare Ltd.                                      | CUSIP: 000000000<br>LEI: 529900BZSP3BK7GYAO50 | Long             | EC               | CORP              | AU        |    449343 | NS      | $962870.88    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Woods Properties Ltd                                | Cedar Woods Properties Ltd.                                | CUSIP: 000000000<br>LEI: 9845005E52CDEBDEF822 | Long             | EC               | CORP              | AU        |     21754 | NS      | $122623.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co.                                  | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     18260 | NS      | $509418.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Automotive Products Ltd                           | Central Automotive Products Ltd.                           | CUSIP: 000000000<br>LEI: 353800X9460YZVHWB065 | Long             | EC               | CORP              | JP        |     11400 | NS      | $154141.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Glass Co Ltd                                      | Central Glass Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $148514.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Security Patrols Co Ltd                           | Central Security Patrols Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $41490.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arakawa Chemical Industries Ltd                           | Arakawa Chemical Industries Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $28071.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Champion Iron Ltd                                         | Champion Iron Ltd.                                         | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     93634 | NS      | $378180.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiba Bank Ltd/The                                        | Chiba Bank Ltd.                                            | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |     52300 | NS      | $708074.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiba Kogyo Bank Ltd/The                                  | Chiba Kogyo Bank Ltd.                                      | CUSIP: 000000000<br>LEI: 353800SQQ8B0KOKZ9Y27 | Long             | EC               | CORP              | JP        |     14600 | NS      | $187819.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Keiyo Bank Ltd/The                                        | Keiyo Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800HBJ702X2J5OX58 | Long             | EC               | CORP              | JP        |     24600 | NS      | $295571.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chino Corp                                                | Chino Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $38205.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Rietec Co Ltd                                      | Nippon Rietec Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $57682.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiyoda Corp                                              | Chiyoda Corp.                                              | CUSIP: 000000000<br>LEI: 549300QKY84OVLK4L190 | Long             | EC               | CORP              | JP        |     20700 | NS      | $172062.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiyoda Co Ltd                                            | Chiyoda Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $54010.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chiyoda Integre Co Ltd                                    | Chiyoda Integre Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $59900.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chofu Seisakusho Co Ltd                                   | Chofu Seisakusho Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2439 | NS      | $31567.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chori Co Ltd                                              | Chori Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $84279.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chow Sang Sang Holdings International Ltd                 | Chow Sang Sang Holdings International Ltd.                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     93000 | NS      | $174121.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kose Holdings Corp                                        | Kose Holdings Corp.                                        | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |      9000 | NS      | $321084.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Chubu Shiryo Co Ltd                                       | Chubu Shiryo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $65509.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chuetsu Pulp & Paper Co Ltd                               | Chuetsu Pulp & Paper Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $29995.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubu Steel Plate Co Ltd                                  | Chubu Steel Plate Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $44227.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Chudenko Corp                                             | Chudenko Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $202514.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugoku Marine Paints Ltd                                 | Chugoku Marine Paints Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $239733.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugai Ro Co Ltd                                          | Chugai Ro Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $42456.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chuo Spring Co Ltd                                        | Chuo Spring Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $110467.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Chuo Warehouse Co Ltd                                     | Chuo Warehouse Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $40926.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Servcorp Ltd                                              | Servcorp Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     19474 | NS      | $104649.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citizen Watch Co Ltd                                      | Citizen Watch Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 529900DUZBKERKGQ2628 | Long             | EC               | CORP              | JP        |     71300 | NS      | $630163.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BML Inc                                                   | BML, Inc.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5904 | NS      | $149411.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| City Developments Ltd                                     | City Developments Ltd.                                     | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |    120100 | NS      | $875117.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| REA Group Ltd                                             | REA Group Ltd.                                             | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |      3895 | NS      | $512129.46    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Catapult Sports Ltd                                       | Catapult Sports Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10765 | NS      | $26107.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ho Bee Land Ltd                                           | Ho Bee Land Ltd.                                           | CUSIP: 000000000<br>LEI: 213800ZLK1VGWKHRQV31 | Long             | EC               | CORP              | SG        |     39400 | NS      | $75535.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosel Co Ltd                                              | Cosel Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $39216.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Clal Insurance Enterprises Holdings Ltd                   | Clal Insurance Enterprises Holdings Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14933 | NS      | $1086033.22   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Transurban Group                                          | Transurban Group                                           | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    116530 | NS      | $1127168.02   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Cleanup Corp                                              | Cleanup Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $52551.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boustead Singapore Ltd                                    | Boustead Singapore Ltd.                                    | CUSIP: 000000000<br>LEI: 254900VRXISFIBDS7X84 | Long             | EC               | CORP              | SG        |     86471 | NS      | $132772.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ichibanya Co Ltd                                          | Ichibanya Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $66105.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ohashi Technica Inc                                       | Ohashi Technica, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $48932.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cohen Development Gas & Oil Ltd                           | Cohen Development Gas & Oil Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       867 | NS      | $54705.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pantoro Gold Ltd                                          | Pantoro Gold Ltd.                                          | CUSIP: 000000000<br>LEI: 254900ZMQXTNJJIP4K51 | Long             | EC               | CORP              | AU        |     64054 | NS      | $212501.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Holdings Ltd/Singapore                              | Metro Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 222100DAW2K1Q7UYG311 | Long             | EC               | CORP              | SG        |      5000 | NS      | $2116.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd.                                              | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |      3841 | NS      | $715936.96    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yoshinoya Holdings Co Ltd                                 | Yoshinoya Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12285 | NS      | $242624.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Itfor Inc                                                 | Itfor, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $60330.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     37061 | NS      | $3836586.00   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Computer Engineering & Consulting Ltd                     | Computer Engineering & Consulting Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $47049.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hakudo Co Ltd                                             | Hakudo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $28852.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Rio Tinto Ltd                                             | Rio Tinto Ltd.                                             | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     38117 | NS      | $3971210.54   | 0.19%             |  |  |  | No            | 2                  | On Loan: —       |
| CyberAgent Inc                                            | CyberAgent, Inc.                                           | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |     41100 | NS      | $372862.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Future Corp                                               | Future Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $132529.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Qualitau Ltd                                              | Qualitau Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1064 | NS      | $230086.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Gosei Co Ltd                                         | Toyo Gosei Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $80258.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SUNeVision Holdings Ltd                                   | SUNeVision Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    170000 | NS      | $145040.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CTI Engineering Co Ltd                                    | CTI Engineering Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $126161.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| New Art Holdings Co Ltd                                   | New Art Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2310 | NS      | $21736.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakuten Group Inc                                         | Rakuten Group, Inc.                                        | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     90200 | NS      | $540813.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Doshisha Co Ltd                                           | Doshisha Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $142154.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Food Empire Holdings Ltd                                  | Food Empire Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     48800 | NS      | $103272.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stamford Land Corp Ltd                                    | Stamford Land Corp. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    162807 | NS      | $63330.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hansen Technologies Ltd                                   | Hansen Technologies Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40406 | NS      | $139538.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SATS Ltd                                                  | SATS Ltd.                                                  | CUSIP: 000000000<br>LEI: 529900SEP1R0K8049D51 | Long             | EC               | CORP              | SG        |    149032 | NS      | $443987.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SIA Engineering Co Ltd                                    | SIA Engineering Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 2549008BTH8VFCM3UL43 | Long             | EC               | CORP              | SG        |     19600 | NS      | $50865.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bell-Park Co Ltd                                          | Bell-Park Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $11578.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APA Group                                                 | APA Group                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    121254 | NS      | $746499.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Round One Corp                                            | Round One Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     48900 | NS      | $345468.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp.                                                 | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    206600 | NS      | $3488229.43   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Ain Holdings Inc                                          | Ain Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7688 | NS      | $321049.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dah Sing Financial Holdings Ltd                           | Dah Sing Financial Holdings Ltd.                           | CUSIP: 000000000<br>LEI: 529900J55QMXMR5KMH32 | Long             | EC               | CORP              | HK        |     40520 | NS      | $195943.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daido Metal Co Ltd                                        | Daido Metal Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 3538008B818OTAF32670 | Long             | EC               | CORP              | JP        |     11700 | NS      | $77836.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Daifuku Co Ltd                                            | Daifuku Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |     22800 | NS      | $817908.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Jitsugyo Co Ltd                                   | Daiichi Jitsugyo Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $98798.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ichiken Co Ltd                                            | Ichiken Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $25822.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daihatsu Infinearth Mfg Co Ltd                            | Daihatsu Infinearth Mfg Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $76324.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiho Corp                                                | Daiho Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $53358.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exedy Corp                                                | Exedy Corp.                                                | CUSIP: 000000000<br>LEI: 35380047PHY08BBD5M18 | Long             | EC               | CORP              | JP        |      8300 | NS      | $305859.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiki Aluminium Industry Co Ltd                           | Daiki Aluminium Industry Co. Ltd.                          | CUSIP: 000000000<br>LEI: 353800ETXWM22FC94B33 | Long             | EC               | CORP              | JP        |      9000 | NS      | $76366.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co. Ltd.                          | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     20500 | NS      | $416097.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daicel Corp                                               | Daicel Corp.                                               | CUSIP: 000000000<br>LEI: 353800ZG4XF6D7NZGS72 | Long             | EC               | CORP              | JP        |     51600 | NS      | $487113.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daido Steel Co Ltd                                        | Daido Steel Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800WZKGRNG0T2FR92 | Long             | EC               | CORP              | JP        |     34500 | NS      | $443181.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DKS Co Ltd                                                | DKS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $92940.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd.                                     | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |     13600 | NS      | $1629693.14   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DIC Corp                                                  | DIC Corp.                                                  | CUSIP: 000000000<br>LEI: 549300F1YB9ARLPUKB67 | Long             | EC               | CORP              | JP        |     18465 | NS      | $451928.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai Nippon Toryo Co Ltd                                   | Dai Nippon Toryo Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $44569.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co. Ltd.                               | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     35600 | NS      | $638742.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dainichiseika Color & Chemicals Manufacturing Co Ltd      | Dainichiseika Color & Chemicals Manufacturing Co. Ltd.     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $107038.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |     12200 | NS      | $1553706.58   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Daisue Construction Co Ltd                                | Daisue Construction Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $61945.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co. Ltd.                              | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     82200 | NS      | $2800888.27   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwabo Holdings Co Ltd                                   | Daiwabo Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $483779.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Securities Group Inc                                | Daiwa Securities Group, Inc.                               | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |    125604 | NS      | $1223933.37   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBERIDE Inc                                             | GLOBERIDE, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $83915.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daishinku Corp                                            | Daishinku Corp.                                            | CUSIP: 000000000<br>LEI: 353800IDGT2PF2R2EL93 | Long             | EC               | CORP              | JP        |      7600 | NS      | $28952.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiwa Industries Ltd                                      | Daiwa Industries Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $79446.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dainichi Co Ltd                                           | Dainichi Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $10569.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mullen Group Ltd                                          | Mullen Group Ltd.                                          | CUSIP: 625284104<br>LEI: 549300KLU7H5NA3I5P62 | Long             | EC               | CORP              | CA        |     21578 | NS      | $254818.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Daiichikosho Co Ltd                                       | Daiichikosho Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19100 | NS      | $206520.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Danel Adir Yeoshua Ltd                                    | Danel Adir Yeoshua Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1201 | NS      | $182992.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hagihara Industries Inc                                   | Hagihara Industries, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $37469.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Daiichi Kensetsu Corp                                     | Daiichi Kensetsu Corp.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $78091.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DTS Corp                                                  | DTS Corp.                                                  | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |     30000 | NS      | $244394.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Creek & River Co Ltd                                      | Creek & River Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $28539.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sugi Holdings Co Ltd                                      | Sugi Holdings Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 529900N86BFWB1FADG87 | Long             | EC               | CORP              | JP        |     18200 | NS      | $418312.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nisshin Group Holdings Co Ltd                             | Nisshin Group Holdings Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $49055.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Select Harvests Ltd                                       | Select Harvests Ltd.                                       | CUSIP: 000000000<br>LEI: 549300JZYUFVKN0L4E13 | Long             | EC               | CORP              | AU        |     35228 | NS      | $108620.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SBI Global Asset Management Co Ltd                        | SBI Global Asset Management Co. Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $28375.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Delta Galil Ltd                                           | Delta Galil Ltd.                                           | CUSIP: 000000000<br>LEI: 213800THWVY4MIDWYH93 | Long             | EC               | CORP              | IL        |      3106 | NS      | $168913.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DKK Co Ltd                                                | DKK Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $46798.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiseki Co Ltd                                            | Daiseki Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6980 | NS      | $156879.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Denyo Co Ltd                                              | Denyo Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $118573.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Delek Automotive Systems Ltd                              | Delek Automotive Systems Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11748 | NS      | $87723.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dickson Concepts International Ltd                        | Dickson Concepts International Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     43500 | NS      | $31521.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp.                                               | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     17300 | NS      | $342998.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilan Ltd                                                 | Hilan Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3637 | NS      | $290188.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd.                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     45540 | NS      | $2510669.10   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi HC Capital Inc                                 | Mitsubishi HC Capital, Inc.                                | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    181970 | NS      | $1588041.03   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Telesis Holdings KK                                | Allied Telesis Holdings KK                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $21175.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tow Co Ltd                                                | Tow Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $22508.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp.                   | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |    161000 | NS      | $953206.86    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Disco Corp                                                | Disco Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $2173878.05   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| AOI Electronics Co Ltd                                    | AOI Electronics Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $18669.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd.                             | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |    369883 | NS      | $1950077.00   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Nakanishi Inc                                             | Nakanishi, Inc.                                            | CUSIP: 000000000<br>LEI: 353800EXA7IQ42YKF224 | Long             | EC               | CORP              | JP        |     14200 | NS      | $199098.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Duniec Brothers Ltd                                       | Duniec Brothers Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       622 | NS      | $54352.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Cybozu Inc                                                | Cybozu, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $84824.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Dowa Holdings Co Ltd                                      | Dowa Holdings Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800ZSQZKFE140A689 | Long             | EC               | CORP              | JP        |     12800 | NS      | $758118.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeon Kyushu Co Ltd                                        | Aeon Kyushu Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $13175.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| San-A Co Ltd                                              | San-A Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $129632.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NCD Co Ltd/Shinagawa                                      | NCD Co. Ltd./Shinagawa                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $20739.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Giordano International Ltd                                | Giordano International Ltd.                                | CUSIP: 000000000<br>LEI: 5299002Q4JRP5LUE6V15 | Long             | EC               | CORP              | BM        |    270000 | NS      | $50804.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Objective Corp Ltd                                        | Objective Corp. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6589 | NS      | $68965.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ezion Holdings Ltd                                        | Ezion Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    982352 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ansell Ltd                                                | Ansell Ltd.                                                | CUSIP: 000000000<br>LEI: 549300NEGJ5G23VCJM45 | Long             | EC               | CORP              | AU        |     32930 | NS      | $746594.31    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| a2 Milk Co Ltd/The                                        | a2 Milk Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900PVC9CV0KFA2U62 | Long             | EC               | CORP              | NZ        |     37649 | NS      | $223736.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TV Asahi Holdings Corp                                    | TV Asahi Holdings Corp.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $152638.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Corp Group Ltd                                     | Credit Corp. Group Ltd.                                    | CUSIP: 000000000<br>LEI: 549300JCSY6XG1L4WB90 | Long             | EC               | CORP              | AU        |     12950 | NS      | $127202.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Fok Corp Ltd                                         | Hong Fok Corp. Ltd.                                        | CUSIP: 000000000<br>LEI: 254900AL3H0NQC2CPU32 | Long             | EC               | CORP              | SG        |     84400 | NS      | $56592.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| YAMADA Consulting Group Co Ltd                            | YAMADA Consulting Group Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $26865.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cawachi Ltd                                               | Cawachi Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $66140.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MTR Corp Ltd                                              | MTR Corp. Ltd.                                             | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |     47920 | NS      | $211893.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynamic Holdings Ltd                                      | Dynamic Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8000 | NS      | $12214.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| NFI Group Inc                                             | NFI Group, Inc.                                            | CUSIP: 62910L102<br>LEI: 549300VX6QRAVXOXZW59 | Long             | EC               | CORP              | CA        |     17971 | NS      | $218294.23    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ABC-Mart Inc                                              | ABC-Mart, Inc.                                             | CUSIP: 000000000<br>LEI: 353800AXWW4CMTSJWL33 | Long             | EC               | CORP              | JP        |     18100 | NS      | $289961.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kanemi Co Ltd                                             | Kanemi Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $22780.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pro Medicus Ltd                                           | Pro Medicus Ltd.                                           | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |      7858 | NS      | $1004592.37   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Regis Healthcare Ltd                                      | Regis Healthcare Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     36443 | NS      | $170865.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hard Off Corp Co Ltd                                      | Hard Off Corp. Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $36817.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UOB-Kay Hian Holdings Ltd                                 | UOB-Kay Hian Holdings Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    104686 | NS      | $259518.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASKUL Corp                                                | ASKUL Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $45045.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dentsu Soken Inc                                          | Dentsu Soken, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $250632.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eagers Automotive Ltd                                     | Eagers Automotive Ltd.                                     | CUSIP: 000000000<br>LEI: 2549009FI5JQMNR9RJ37 | Long             | EC               | CORP              | AU        |     36826 | NS      | $683624.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Geo Holdings Corp                                         | Geo Holdings Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $94239.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eagle Industry Co Ltd                                     | Eagle Industry Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $118174.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| IRESS Ltd                                                 | IRESS Ltd.                                                 | CUSIP: 000000000<br>LEI: 5493006KZJMJI8PQXA35 | Long             | EC               | CORP              | AU        |     36182 | NS      | $203704.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Electra Ltd/Israel                                        | Electra Ltd.                                               | CUSIP: 000000000<br>LEI: 2138005T746J61F84918 | Long             | EC               | CORP              | IL        |      6000 | NS      | $208099.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| and ST HD Co Ltd                                          | & ST HD Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 353800DZZIJ399PIWU03 | Long             | EC               | CORP              | JP        |      6980 | NS      | $125616.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Toei Animation Co Ltd                                     | Toei Animation Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12300 | NS      | $204459.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Technology One Ltd                                        | Technology One Ltd.                                        | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |     52874 | NS      | $923116.26    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Meiko Electronics Co Ltd                                  | Meiko Electronics Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |      6600 | NS      | $541269.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebara Corp                                                | Ebara Corp.                                                | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |     74900 | NS      | $2267584.82   | 0.11%             |  |  |  | No            | 2                  | On Loan: —       |
| Hagag Group Real Estate Development                       | Hagag Group Real Estate Development                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10027 | NS      | $80734.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd.                                    | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     99700 | NS      | $1381453.58   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Strauss Group Ltd                                         | Strauss Group Ltd.                                         | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |      2166 | NS      | $81749.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Summit Real Estate Holdings Ltd                           | Summit Real Estate Holdings Ltd.                           | CUSIP: 000000000<br>LEI: 254900R2MAR4ZEW3DO03 | Long             | EC               |  | IL        |      9319 | NS      | $189618.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ehime Bank Ltd/The                                        | Ehime Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800KJ5DZRX27VPX36 | Long             | EC               | CORP              | JP        |      8100 | NS      | $89098.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alrov Properties and Lodgings Ltd                         | Alrov Properties & Lodgings Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1669 | NS      | $138655.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Endo Lighting Corp                                        | Endo Lighting Corp.                                        | CUSIP: 000000000<br>LEI: 353800VDVBC225J86F59 | Long             | EC               | CORP              | JP        |      3700 | NS      | $56942.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Square Enix Holdings Co Ltd                               | Square Enix Holdings Co. Ltd.                              | CUSIP: 000000000<br>LEI: 529900KCRNRDF8DIA489 | Long             | EC               | CORP              | JP        |     10200 | NS      | $176271.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     74300 | NS      | $1680220.95   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Denka Co Ltd                                              | Denka Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 353800Y94EKQEH8MVD43 | Long             | EC               | CORP              | JP        |     15700 | NS      | $302190.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Weathernews Inc                                           | Weathernews, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $68535.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEC Co Ltd                                                | MEC Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $100526.24    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Computer Institute of Japan Ltd                           | Computer Institute of Japan Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $36612.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| St Barbara Ltd                                            | St Barbara Ltd.                                            | CUSIP: 000000000<br>LEI: 2549001WR6XSXNOD1F93 | Long             | EC               | CORP              | AU        |    287345 | NS      | $140808.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Enomoto Co Ltd                                            | Enomoto Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15743.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ensuiko Sugar Refining Co Ltd                             | Ensuiko Sugar Refining Co. Ltd.                            | CUSIP: 000000000<br>LEI: 353800HF0HWVYIFMZ028 | Long             | EC               | CORP              | JP        |      4700 | NS      | $16423.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Holdings Ltd                                          | EQT Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4931 | NS      | $84123.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyflux Ltd                                                | Hyflux Ltd.                                                | CUSIP: 000000000<br>LEI: 2549005813EUSZA99J47 | Long             | EC               | CORP              | SG        |     78700 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ENM Holdings Ltd                                          | ENM Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900FP3M6CQA614W95 | Long             | EC               | CORP              | HK        |     64000 | NS      | $2993.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuki Co Ltd                                             | Suzuki Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $66272.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Business Engineering Corp                                 | Business Engineering Corp.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $64898.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ezaki Glico Co Ltd                                        | Ezaki Glico Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Long             | EC               | CORP              | JP        |      9900 | NS      | $355617.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Magic Software Enterprises Ltd                            | Magic Software Enterprises Ltd.                            | CUSIP: 000000000<br>LEI: 529900PT36UHAIVEFN60 | Long             | EC               | CORP              | IL        |      1344 | NS      | $35020.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JFE Systems Inc                                           | JFE Systems, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $38127.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| F-Tech Inc                                                | F-Tech, Inc.                                               | CUSIP: 000000000<br>LEI: 353800DSF271GYSQF294 | Long             | EC               | CORP              | JP        |      2000 | NS      | $10210.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FP Corp                                                   | FP Corp.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $161718.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lintec Corp                                               | Lintec Corp.                                               | CUSIP: 000000000<br>LEI: 3538002YOJO0IAM1PD28 | Long             | EC               | CORP              | JP        |     10600 | NS      | $327038.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                    | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     28793 | NS      | $3430938.39   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fast Retailing Co Ltd                                     | Fast Retailing Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      7500 | NS      | $2861496.15   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| FCC Co Ltd                                                | FCC Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 529900JG0O5C2NAEHF11 | Long             | EC               | CORP              | JP        |      9400 | NS      | $228848.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group, Inc.                       | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    488200 | NS      | $8841474.89   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Nufarm Ltd                                                | Nufarm Ltd.                                                | CUSIP: 000000000<br>LEI: 529900QVU58IVMPRWJ98 | Long             | EC               | CORP              | AU        |     47228 | NS      | $77121.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Afcon Holdings Ltd                                        | Afcon Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       199 | NS      | $20682.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sato Foods Co Ltd                                         | Sato Foods Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $14426.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Soken Chemical & Engineering Co Ltd                       | Soken Chemical & Engineering Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $80261.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     19201 | NS      | $448561.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fletcher Building Ltd                                     | Fletcher Building Ltd.                                     | CUSIP: 000000000<br>LEI: 549300UPHQTT2LG75045 | Long             | EC               | CORP              | NZ        |    155282 | NS      | $349102.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fleetwood Ltd                                             | Fleetwood Ltd.                                             | CUSIP: 000000000<br>LEI: 549300LT0ZUXCGI95197 | Long             | EC               | CORP              | AU        |     27378 | NS      | $52967.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kura Sushi Inc                                            | Kura Sushi, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $83594.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuso Chemical Co Ltd                                      | Fuso Chemical Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $236168.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Formula Systems 1985 Ltd                                  | Formula Systems 1985 Ltd.                                  | CUSIP: 000000000<br>LEI: 5299007HN634606FI520 | Long             | EC               | CORP              | IL        |      2553 | NS      | $407444.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Foster Electric Co Ltd                                    | Foster Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $84378.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flight Centre Travel Group Ltd                            | Flight Centre Travel Group Ltd.                            | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | EC               | CORP              | AU        |     33902 | NS      | $380220.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| FULLCAST Holdings Co Ltd                                  | FULLCAST Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $53345.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intelligent Wave Inc                                      | Intelligent Wave, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $14151.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| en Inc/Japan                                              | en, Inc.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $38101.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UMS Integration Ltd                                       | UMS Integration Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    173303 | NS      | $182676.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mani Inc                                                  | Mani, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $165745.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrotec Corp                                             | Ferrotec Corp.                                             | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | EC               | CORP              | JP        |     12900 | NS      | $493211.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Can Do Co Ltd                                             | Can Do Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $13284.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| FuKoKu Co Ltd                                             | FuKoKu Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $33785.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FALCO HOLDINGS Co Ltd                                     | FALCO HOLDINGS Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $48454.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fudo Tetra Corp                                           | Fudo Tetra Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3690 | NS      | $71676.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujicco Co Ltd                                            | Fujicco Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $47039.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Zacros Corp                                               | Zacros Corp.                                               | CUSIP: 000000000<br>LEI: 353800YWT7BBFCB5RN10 | Long             | EC               | CORP              | JP        |     14400 | NS      | $108422.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Galilei Co Ltd                                            | Galilei Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $129717.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujimi Inc                                                | Fujimi, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $107827.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Focus Systems Corp                                        | Focus Systems Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $21378.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fukui Computer Holdings Inc                               | Fukui Computer Holdings, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $47074.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Co Ltd/Ehime                                         | Fuji Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $137644.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Fuji Electric Co Ltd                                      | Fuji Electric Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |     19023 | NS      | $1355057.99   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Corp                                               | Subaru Corp.                                               | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    125600 | NS      | $2696400.59   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Kyuko Co Ltd                                         | Fuji Kyuko Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 3538009MO4NURA3M7859 | Long             | EC               | CORP              | JP        |      5699 | NS      | $75496.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp.                                    | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     34200 | NS      | $683153.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuji Corp/Aichi                                           | Fuji Corp.                                                 | CUSIP: 000000000<br>LEI: 353800G4VS3QLM6BSX66 | Long             | EC               | CORP              | JP        |     14400 | NS      | $354770.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujibo Holdings Inc                                       | Fujibo Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2157 | NS      | $120147.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| H.U. Group Holdings Inc                                   | H.U. Group Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13900 | NS      | $288715.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd.                                              | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     32200 | NS      | $4047118.87   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujikura Kasei Co Ltd                                     | Fujikura Kasei Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $39012.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fujikura Composites Inc                                   | Fujikura Composites, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $70483.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Univance Corp                                             | Univance Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $11003.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujita Kanko Inc                                          | Fujita Kanko, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $128943.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp                                                | FANUC Corp.                                                | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      6534 | NS      | $262369.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd.                                               | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |    109000 | NS      | $3028650.30   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Fujiya Co Ltd                                             | Fujiya Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       801 | NS      | $13267.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fukuda Corp                                               | Fukuda Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $100897.51    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fukuda Denshi Co Ltd                                      | Fukuda Denshi Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $241268.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fukui Bank Ltd/The                                        | Fukui Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800LB5EI9ZB9ZL464 | Long             | EC               | CORP              | JP        |      2700 | NS      | $51010.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fukuyama Transporting Co Ltd                              | Fukuyama Transporting Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900Z7D20PNX4HSO85 | Long             | EC               | CORP              | JP        |      4300 | NS      | $127879.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fumakilla Ltd                                             | Fumakilla Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $9738.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Funai Soken Holdings Inc                                  | Funai Soken Holdings, Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16960 | NS      | $122938.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Furukawa Co Ltd                                           | Furukawa Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800PX0BWY7U1VKE72 | Long             | EC               | CORP              | JP        |      7400 | NS      | $221619.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Furuno Electric Co Ltd                                    | Furuno Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $336907.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Futaba Industrial Co Ltd                                  | Futaba Industrial Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17500 | NS      | $117746.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ahresty Corp                                              | Ahresty Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $43363.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fuso Pharmaceutical Industries Ltd                        | Fuso Pharmaceutical Industries Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $23535.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elders Ltd                                                | Elders Ltd.                                                | CUSIP: 000000000<br>LEI: 254900Y0SQG962QL6549 | Long             | EC               | CORP              | AU        |     42508 | NS      | $217757.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Fuso Dentsu Co Ltd                                        | Fuso Dentsu Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $23126.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gakken Holdings Co Ltd                                    | Gakken Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11700 | NS      | $79295.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gakkyusha Co Ltd                                          | Gakkyusha Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $23295.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Glorious Sun Enterprises Ltd                              | Glorious Sun Enterprises Ltd.                              | CUSIP: 000000000<br>LEI: 529900ID09TN2DPBP653 | Long             | EC               | CORP              | BM        |     80000 | NS      | $14034.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                          | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     19602 | NS      | $1671462.54   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Genki Global Dining Concepts Corp                         | Genki Global Dining Concepts Corp.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $48240.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitoku Shinryo Co Ltd                                     | Kitoku Shinryo Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $21527.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santec Holdings Corp                                      | Santec Holdings Corp.                                      | CUSIP: 000000000<br>LEI: 353800ICB22B7I7R6795 | Long             | EC               | CORP              | JP        |      1400 | NS      | $94306.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                          | McDonald's Holdings Co. Japan Ltd.                         | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |     14600 | NS      | $633106.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Prestige International Inc                                | Prestige International, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $44817.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Matsui Securities Co Ltd                                  | Matsui Securities Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 3538007PRKOSDN175V58 | Long             | EC               | CORP              | JP        |     18500 | NS      | $108844.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Glory Ltd                                                 | Glory Ltd.                                                 | CUSIP: 000000000<br>LEI: 3538003FKID28TGG5U64 | Long             | EC               | CORP              | JP        |     10900 | NS      | $283921.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Godo Steel Ltd                                            | Godo Steel Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $46597.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Partner Communications Co Ltd                             | Partner Communications Co. Ltd.                            | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     34935 | NS      | $424502.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DyDo Group Holdings Inc                                   | DyDo Group Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $86180.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Goldwin Inc                                               | Goldwin, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $185249.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gourmet Kineya Co Ltd                                     | Gourmet Kineya Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $12297.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ifuji Sangyo Co Ltd                                       | Ifuji Sangyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9401.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ES-Con Japan Ltd                                          | ES-Con Japan Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $65629.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Great Eagle Holdings Ltd                                  | Great Eagle Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: 529900V6LG3TC9XC5S67 | Long             | EC               | CORP              | BM        |     21520 | NS      | $44427.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amuse Inc                                                 | Amuse, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $40412.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elecom Co Ltd                                             | Elecom Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800BXFUVR7EPC0G35 | Long             | EC               | CORP              | JP        |     10700 | NS      | $114351.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                          | CUSIP: 639057207<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     52827 | NS      | $963036.21    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd.                             | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     14989 | NS      | $455971.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GWA Group Ltd                                             | GWA Group Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     51755 | NS      | $95749.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lake Resources NL                                         | Lake Resources NL                                          | CUSIP: 000000000<br>LEI: 529900M65BIM9RDPDF56 | Long             | EC               | CORP              | AU        |     27313 | NS      | $1720.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gun-Ei Chemical Industry Co Ltd                           | Gun-Ei Chemical Industry Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $47456.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gunma Bank Ltd/The                                        | Gunma Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 54930054A69VC4I5BP89 | Long             | EC               | CORP              | JP        |     91800 | NS      | $1155735.02   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GSI Creos Corp                                            | GSI Creos Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $48717.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HIS Co Ltd                                                | HIS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 353800XDWLF35XVQNM38 | Long             | EC               | CORP              | JP        |     15000 | NS      | $124588.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hachijuni Nagano Bank Ltd                                 | Hachijuni Nagano Bank Ltd.                                 | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |     88700 | NS      | $1108161.87   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hagiwara Electric Holdings Co Ltd                         | Hagiwara Electric Holdings Co. Ltd.                        | CUSIP: 000000000<br>LEI: 254900SW4T3ALWW3KI15 | Long             | EC               | CORP              | JP        |      2500 | NS      | $59606.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neo Performance Materials Inc                             | Neo Performance Materials, Inc.                            | CUSIP: 64046G106<br>LEI: 984500E2A5I396CB6D96 | Long             | EC               | CORP              | CA        |     11454 | NS      | $161171.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamamatsu Photonics KK                                    | Hamamatsu Photonics KK                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     30100 | NS      | $336345.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Quick Co Ltd                                              | Quick Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $48932.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hang Lung Group Ltd                                       | Hang Lung Group Ltd.                                       | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |    151000 | NS      | $325164.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hankyu Hanshin Holdings Inc                               | Hankyu Hanshin Holdings, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44100 | NS      | $1231405.90   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| H2O Retailing Corp                                        | H2O Retailing Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27260 | NS      | $373294.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanwa Co Ltd                                              | Hanwa Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     10600 | NS      | $539053.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Axial Retailing Inc                                       | Axial Retailing, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19896 | NS      | $149405.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Resolute Mining Ltd                                       | Resolute Mining Ltd.                                       | CUSIP: 000000000<br>LEI: 254900MP8JONT590XY28 | Long             | EC               | CORP              | AU        |    684974 | NS      | $613614.18    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Harel Insurance Investments & Financial Services Ltd      | Harel Insurance Investments & Financial Services Ltd.      | CUSIP: 000000000<br>LEI: 213800BDNN3W11SXXD60 | Long             | EC               | CORP              | IL        |     15033 | NS      | $689539.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan System Techniques Co Ltd                            | Japan System Techniques Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $47075.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| James Hardie Industries PLC                               | James Hardie Industries PLC                                | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     32811 | NS      | $747661.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Haseko Corp                                               | Haseko Corp.                                               | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |     60900 | NS      | $1248228.38   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Seiko Group Corp                                          | Seiko Group Corp.                                          | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |      7899 | NS      | $394593.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Haw Par Corp Ltd                                          | Haw Par Corp. Ltd.                                         | CUSIP: 000000000<br>LEI: 254900579AKHEY30PA63 | Long             | EC               | CORP              | SG        |     29700 | NS      | $382196.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dentsu Group Inc                                          | Dentsu Group, Inc.                                         | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |     30574 | NS      | $593488.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hikari Tsushin Inc                                        | Hikari Tsushin, Inc.                                       | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       900 | NS      | $248563.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirarth Holdings Inc                                      | Mirarth Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22000 | NS      | $56161.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mivne Real Estate KD Ltd                                  | Mivne Real Estate KD Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     47260 | NS      | $220237.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hakuto Co Ltd                                             | Hakuto Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $51011.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intage Holdings Inc                                       | Intage Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $21913.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sparx Group Co Ltd                                        | Sparx Group Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4840 | NS      | $51550.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heiwa Real Estate Co Ltd                                  | Heiwa Real Estate Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $65849.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heiwado Co Ltd                                            | Heiwado Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8202 | NS      | $156295.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Tourism Holdings Ltd                                      | Tourism Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 549300V6QK7IM7HZ2F86 | Long             | EC               | CORP              | NZ        |     30378 | NS      | $47147.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shizuoka Gas Co Ltd                                       | Shizuoka Gas Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |     11000 | NS      | $87069.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Resona Holdings Inc                                       | Resona Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     97163 | NS      | $1132928.84   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| PAL GROUP Holdings Co Ltd                                 | PAL GROUP Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $214674.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho System Science Co Ltd                                | Toho System Science Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $10403.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pilot Corp                                                | Pilot Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $138338.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon House Holdings Co Ltd                               | Nihon House Holdings Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $10932.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Air New Zealand Ltd                                       | Air New Zealand Ltd.                                       | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Long             | EC               | CORP              | NZ        |    417692 | NS      | $145819.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hioki EE Corp                                             | Hioki EE Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $75669.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirano Tecseed Co Ltd/Kinzoku                             | Hirano Tecseed Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $21434.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H-One Co Ltd                                              | H-One Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 254900OQI60DNXO61842 | Long             | EC               | CORP              | JP        |      5000 | NS      | $46836.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiroshima Electric Railway Co Ltd                         | Hiroshima Electric Railway Co. Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $10287.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirose Electric Co Ltd                                    | Hirose Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $572197.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hisaka Works Ltd                                          | Hisaka Works Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $49876.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hisamitsu Pharmaceutical Co Inc                           | Hisamitsu Pharmaceutical Co., Inc.                         | CUSIP: 000000000<br>LEI: 5299006QL3IBQ4CN7E12 | Long             | EC               | CORP              | JP        |     10400 | NS      | $428430.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanadevia Corp                                            | Kanadevia Corp.                                            | CUSIP: 000000000<br>LEI: 5493006MPD0OCAMCE046 | Long             | EC               | CORP              | JP        |     50700 | NS      | $334757.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxell Ltd                                                | Maxell Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $161123.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hitachi Construction Machinery Co Ltd                     | Hitachi Construction Machinery Co. Ltd.                    | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |     23400 | NS      | $765156.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Miyazaki Bank Ltd/The                                     | Miyazaki Bank Ltd.                                         | CUSIP: 000000000<br>LEI: 353800S4OVI1UXARXE24 | Long             | EC               | CORP              | JP        |      4300 | NS      | $216742.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Briscoe Group Ltd                                         | Briscoe Group Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      7212 | NS      | $21691.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hochiki Corp                                              | Hochiki Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $124735.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hodogaya Chemical Co Ltd                                  | Hodogaya Chemical Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $39870.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| PIA Corp                                                  | PIA Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $24170.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hokkan Holdings Ltd                                       | Hokkan Holdings Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $37762.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokkaido Coca-Cola Bottling Co Ltd                        | Hokkaido Coca-Cola Bottling Co. Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $46295.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hokkaido Gas Co Ltd                                       | Hokkaido Gas Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $53288.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                           | Sumitomo Mitsui Trust Group, Inc.                          | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     42000 | NS      | $1402749.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokko Chemical Industry Co Ltd                            | Hokko Chemical Industry Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $67987.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hokuto Corp                                               | Hokuto Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $50004.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuetsu Corp                                             | Hokuetsu Corp.                                             | CUSIP: 000000000<br>LEI: 549300CBTMD053ZJ7C79 | Long             | EC               | CORP              | JP        |     30900 | NS      | $181627.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Airman Corp                                               | Airman Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $74903.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuriku Electric Industry Co Ltd                         | Hokuriku Electric Industry Co. Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $46953.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuriku Electrical Construction Co Ltd                   | Hokuriku Electrical Construction Co. Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3480 | NS      | $35434.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hongkong Land Holdings Ltd                                | Hongkong Land Holdings Ltd.                                | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |    128700 | NS      | $1092003.03   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                        | Honda Motor Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |    223200 | NS      | $2244841.19   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hong Kong Ferry Holdings Co Ltd                           | Hong Kong Ferry Holdings Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28000 | NS      | $17620.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Horiba Ltd                                                | Horiba Ltd.                                                | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |      9200 | NS      | $1091171.53   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Hibiya Engineering Ltd                                    | Hibiya Engineering Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $137035.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeon Fantasy Co Ltd                                       | Aeon Fantasy Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $42353.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| IGO Ltd                                                   | IGO Ltd.                                                   | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    114495 | NS      | $654479.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hosiden Corp                                              | Hosiden Corp.                                              | CUSIP: 000000000<br>LEI: 353800IQGIGW1XT2JX97 | Long             | EC               | CORP              | JP        |     13000 | NS      | $216567.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hosokawa Micron Corp                                      | Hosokawa Micron Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $142797.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| House Foods Group Inc                                     | House Foods Group, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $166575.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Water Inc                                             | Air Water, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     47114 | NS      | $715153.46    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp.                                                 | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     15800 | NS      | $2650541.91   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Dream International Ltd                                   | Dream International Ltd.                                   | CUSIP: 000000000<br>LEI: 984500F7E5EE7MCF8192 | Long             | EC               | CORP              | HK        |     32000 | NS      | $36361.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Gold Inc                                              | New Gold, Inc.                                             | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |     93356 | NS      | $936360.68    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| New Gold Inc                                              | New Gold, Inc.                                             | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |    152827 | NS      | $1535397.03   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Co Ltd                                                | CTS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $55398.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| OSAKA Titanium Technologies Co Ltd                        | OSAKA Titanium Technologies Co. Ltd.                       | CUSIP: 000000000<br>LEI: 529900HGCI4F5WM6OE59 | Long             | EC               | CORP              | JP        |      7000 | NS      | $104240.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Broadmedia Corp                                           | Broadmedia Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $21294.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hysan Development Co Ltd                                  | Hysan Development Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 5299007BABFLKIH9HL03 | Long             | EC               | CORP              | HK        |     66000 | NS      | $181260.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IES Holdings Ltd                                          | IES Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       780 | NS      | $109568.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tuan Sing Holdings Ltd                                    | Tuan Sing Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: 8755001UMEYVQ6IVUY87 | Long             | EC               | CORP              | SG        |    151727 | NS      | $41263.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd.                                  | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    179862 | NS      | $2119019.17   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Eizo Corp                                                 | Eizo Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $85412.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ichinen Holdings Co Ltd                                   | Ichinen Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $70985.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICL Group Ltd                                             | ICL Group Ltd.                                             | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |     50375 | NS      | $273528.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ito En Ltd                                                | Ito En Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15619 | NS      | $288641.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ISB Corp                                                  | ISB Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $36373.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ise Chemicals Corp                                        | Ise Chemicals Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $153697.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibiden Co Ltd                                             | Ibiden Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |     50000 | NS      | $2635736.58   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Ichikoh Industries Ltd                                    | Ichikoh Industries Ltd.                                    | CUSIP: 000000000<br>LEI: 353800KP9IZ3RU1GNE32 | Long             | EC               | CORP              | JP        |     11300 | NS      | $37599.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Idec Corp/Japan                                           | Idec Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $111826.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iino Kaiun Kaisha Ltd                                     | Iino Kaiun Kaisha Ltd.                                     | CUSIP: 000000000<br>LEI: 353800VWL98SRNE0NX81 | Long             | EC               | CORP              | JP        |     20000 | NS      | $202939.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     97216 | NS      | $1731825.32   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Icom Inc                                                  | Icom, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $36740.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Issta Ltd                                                 | Issta Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3129 | NS      | $111750.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Imuraya Group Co Ltd                                      | Imuraya Group Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $29004.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Inaba Denki Sangyo Co Ltd                                 | Inaba Denki Sangyo Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21400 | NS      | $356443.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Infratil Ltd                                              | Infratil Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     25112 | NS      | $167051.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nawi Group Ltd                                            | Nawi Group Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4936 | NS      | $87432.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd.                                     | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     29640 | NS      | $1438656.23   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Iriso Electronics Co Ltd                                  | Iriso Electronics Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $84227.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Isras Investment Co Ltd                                   | Isras Investment Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       461 | NS      | $145835.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inabata & Co Ltd                                          | Inabata & Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $303726.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Imdex Ltd                                                 | Imdex Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900H31NX5KRKXB865 | Long             | EC               | CORP              | AU        |    127237 | NS      | $328886.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Innotech Corp                                             | Innotech Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $56230.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ines Corp                                                 | Ines Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $57089.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Techno Smart Corp                                         | Techno Smart Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $34768.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Downer EDI Ltd                                            | Downer EDI Ltd.                                            | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |    179653 | NS      | $1001857.72   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Inui Global Logistics Co Ltd                              | Inui Global Logistics Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800YCG0HC4CSTYR51 | Long             | EC               | CORP              | JP        |      4000 | NS      | $33528.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iseki & Co Ltd                                            | Iseki & Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $32398.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ishihara Sangyo Kaisha Ltd                                | Ishihara Sangyo Kaisha Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $161379.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IHI Corp                                                  | IHI Corp.                                                  | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     56000 | NS      | $1295626.29   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ishizuka Glass Co Ltd                                     | Ishizuka Glass Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $14249.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd                                          | Isuzu Motors Ltd.                                          | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    134300 | NS      | $2163546.69   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Ishihara Chemical Co Ltd                                  | Ishihara Chemical Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $16473.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Itochu Enex Co Ltd                                        | Itochu Enex Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 549300WO21DGCU3JY132 | Long             | EC               | CORP              | JP        |     16100 | NS      | $199464.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Itoki Corp                                                | Itoki Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $158543.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Iwate Ltd/The                                     | Bank of Iwate Ltd.                                         | CUSIP: 000000000<br>LEI: 353800XFWTYT680L2359 | Long             | EC               | CORP              | JP        |      2100 | NS      | $83054.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Astena Holdings Co Ltd                                    | Astena Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9400 | NS      | $29087.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anest Iwata Corp                                          | Anest Iwata Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $70569.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Izumi Co Ltd                                              | Izumi Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $174084.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iwatani Corp                                              | Iwatani Corp.                                              | CUSIP: 000000000<br>LEI: 353800TSKIDNENNV2L96 | Long             | EC               | CORP              | JP        |     47300 | NS      | $561024.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Isrotel Ltd                                               | Isrotel Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1215 | NS      | $67623.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iwatsuka Confectionery Co Ltd                             | Iwatsuka Confectionery Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $35502.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JSP Corp                                                  | JSP Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $56782.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jaccs Co Ltd                                              | Jaccs Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $183658.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JANOME Corp                                               | JANOME Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7199 | NS      | $55854.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Japan Pulp & Paper Co Ltd                                 | Japan Pulp & Paper Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     40000 | NS      | $249283.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Aviation Electronics Industry Ltd                   | Japan Aviation Electronics Industry Ltd.                   | CUSIP: 000000000<br>LEI: 353800OSHAMOO6TCTF61 | Long             | EC               | CORP              | JP        |     12800 | NS      | $199977.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Nohyaku Co Ltd                                      | Nihon Nohyaku Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $74185.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Organo Corp                                               | Organo Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $760257.92    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeol Ltd                                                  | Jeol Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11080 | NS      | $447000.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Shokubai Co Ltd                                    | Nippon Shokubai Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26700 | NS      | $384554.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Steel Works Ltd/The                                 | Japan Steel Works Ltd.                                     | CUSIP: 000000000<br>LEI: 529900AWFTILIHHO0936 | Long             | EC               | CORP              | JP        |      6500 | NS      | $359792.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Wool Textile Co Ltd/The                             | Japan Wool Textile Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $172332.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Securities Finance Co Ltd                           | Japan Securities Finance Co. Ltd.                          | CUSIP: 000000000<br>LEI: 3538000FYEWEUFDCS891 | Long             | EC               | CORP              | JP        |     23500 | NS      | $323244.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JAFCO Group Co ltd                                        | JAFCO Group Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800R7EWCVA2488G32 | Long             | EC               | CORP              | JP        |     17400 | NS      | $274679.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wavelock Holdings Co Ltd                                  | Wavelock Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $23999.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airport Terminal Co Ltd                             | Japan Airport Terminal Co. Ltd.                            | CUSIP: 000000000<br>LEI: 353800W9WEQSGUY2EO26 | Long             | EC               | CORP              | JP        |     15900 | NS      | $497883.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JBCC Holdings Inc                                         | JBCC Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $146413.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JGC Holdings Corp                                         | JGC Holdings Corp.                                         | CUSIP: 000000000<br>LEI: 5493003WMGG79YLARU68 | Long             | EC               | CORP              | JP        |     52200 | NS      | $731534.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Regis Resources Ltd                                       | Regis Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |    256312 | NS      | $1335963.20   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Financial Holdings Ltd                             | Public Financial Holdings Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     62000 | NS      | $11912.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Joshin Denki Co Ltd                                       | Joshin Denki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $78151.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |    133320 | NS      | $1823497.20   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| K Wah International Holdings Ltd                          | K Wah International Holdings Ltd.                          | CUSIP: 000000000<br>LEI: 529900ZOP51K5LHLPK04 | Long             | EC               | CORP              | BM        |    221000 | NS      | $73471.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deep Yellow Ltd                                           | Deep Yellow Ltd.                                           | CUSIP: 000000000<br>LEI: 529900FL7FGTGTVII319 | Long             | EC               | CORP              | AU        |    165295 | NS      | $322784.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Kappa Create Co Ltd                                       | Kappa Create Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $40793.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kaga Electronics Co Ltd                                   | Kaga Electronics Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 3538005V2HARHWLTPJ42 | Long             | EC               | CORP              | JP        |      8400 | NS      | $210957.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kagome Co Ltd                                             | Kagome Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 549300QC5KRGKXSZKO90 | Long             | EC               | CORP              | JP        |      9900 | NS      | $175314.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kadoya Sesame Mills Inc                                   | Kadoya Sesame Mills, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $23314.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| As One Corp                                               | As One Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12300 | NS      | $184757.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kajima Corp                                               | Kajima Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34300 | NS      | $1399294.45   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kameda Seika Co Ltd                                       | Kameda Seika Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 3538008WA35ECYUGYB62 | Long             | EC               | CORP              | JP        |      1900 | NS      | $47911.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kamei Corp                                                | Kamei Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $165727.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kamigumi Co Ltd                                           | Kamigumi Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 3538004KUWA3850MUC05 | Long             | EC               | CORP              | JP        |     16600 | NS      | $580930.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanamoto Co Ltd                                           | Kanamoto Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7956 | NS      | $191890.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanagawa Chuo Kotsu Co Ltd                                | Kanagawa Chuo Kotsu Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $35622.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanaden Corp                                              | Kanaden Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $66197.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaneko Seeds Co Ltd                                       | Kaneko Seeds Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $27891.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kanro Inc                                                 | Kanro, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $54289.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kanematsu Corp                                            | Kanematsu Corp.                                            | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     39940 | NS      | $524599.15    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kansai Electric Power Co Inc/The                          | Kansai Electric Power Co., Inc.                            | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     50300 | NS      | $802532.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kandenko Co Ltd                                           | Kandenko Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     28600 | NS      | $1029668.07   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanto Denka Kogyo Co Ltd                                  | Kanto Denka Kogyo Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12900 | NS      | $107937.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsukuba Bank Ltd                                          | Tsukuba Bank Ltd.                                          | CUSIP: 000000000<br>LEI: 353800EK5SV3OYOMZE38 | Long             | EC               | CORP              | JP        |     21200 | NS      | $70104.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kansai Paint Co Ltd                                       | Kansai Paint Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |     32700 | NS      | $521871.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kao Corp                                                  | Kao Corp.                                                  | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     22300 | NS      | $892055.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Onward Holdings Co Ltd                                    | Onward Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25100 | NS      | $119035.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Katakura Industries Co Ltd                                | Katakura Industries Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $125472.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| K's Holdings Corp                                         | K's Holdings Corp.                                         | CUSIP: 000000000<br>LEI: 3538003LJ09YLR6NHG27 | Long             | EC               | CORP              | JP        |     35400 | NS      | $368156.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kawai Musical Instruments Manufacturing Co Ltd            | Kawai Musical Instruments Manufacturing Co. Ltd.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $38531.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kawasaki Heavy Industries Ltd                             | Kawasaki Heavy Industries Ltd.                             | CUSIP: 000000000<br>LEI: 5493008FFSI8SQ74AT93 | Long             | EC               | CORP              | JP        |     21700 | NS      | $1811433.30   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| KYB Corp                                                  | KYB Corp.                                                  | CUSIP: 000000000<br>LEI: 353800TNYJJSI69KPE33 | Long             | EC               | CORP              | JP        |     10800 | NS      | $306835.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Karrie International Holdings Ltd                         | Karrie International Holdings Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     80000 | NS      | $25196.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jichodo Co Ltd                                            | Jichodo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $12978.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Konishi Co Ltd                                            | Konishi Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13400 | NS      | $113038.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Piolax Inc                                                | Piolax, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $39347.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kerry Properties Ltd                                      | Kerry Properties Ltd.                                      | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |    136000 | NS      | $412863.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| G-Tekt Corp                                               | G-Tekt Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $74871.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keihanshin Building Co Ltd                                | Keihanshin Building Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $68204.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keihan Holdings Co Ltd                                    | Keihan Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |     22500 | NS      | $499809.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Keikyu Corp                                               | Keikyu Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32100 | NS      | $315489.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Keio Corp                                                 | Keio Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15700 | NS      | $391579.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KU Holdings Co Ltd                                        | KU Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $42332.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keisei Electric Railway Co Ltd                            | Keisei Electric Railway Co. Ltd.                           | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |     35322 | NS      | $279118.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kohsoku Corp                                              | Kohsoku Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $38882.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kerur Holdings Ltd                                        | Kerur Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1414 | NS      | $42380.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kojima Co Ltd                                             | Kojima Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $63831.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kotobuki Spirits Co Ltd                                   | Kotobuki Spirits Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $270602.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kyoritsu Maintenance Co Ltd                               | Kyoritsu Maintenance Co. Ltd.                              | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |     16800 | NS      | $305489.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kenko Mayonnaise Co Ltd                                   | Kenko Mayonnaise Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $50562.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp                                              | Keyence Corp.                                              | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      3200 | NS      | $1173953.17   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Gecoss Corp                                               | Gecoss Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $39964.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimura Chemical Plants Co Ltd                             | Kimura Chemical Plants Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $44123.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingsgate Consolidated Ltd                                | Kingsgate Consolidated Ltd.                                | CUSIP: 000000000<br>LEI: 529900B1W7D8DLEC7178 | Long             | EC               | CORP              | AU        |     36674 | NS      | $160025.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinden Corp                                               | Kinden Corp.                                               | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |     15800 | NS      | $699149.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kintetsu Group Holdings Co Ltd                            | Kintetsu Group Holdings Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18100 | NS      | $375644.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KNT-CT Holdings Co Ltd                                    | KNT-CT Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $32754.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kimura Unity Co Ltd                                       | Kimura Unity Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $28390.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| San Holdings Inc                                          | San Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $49935.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kissei Pharmaceutical Co Ltd                              | Kissei Pharmaceutical Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $220409.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitano Construction Corp                                  | Kitano Construction Corp.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $64204.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bourbon Corp/Japan                                        | Bourbon Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $22864.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitz Corp                                                 | Kitz Corp.                                                 | CUSIP: 000000000<br>LEI: 52990071D57KBWPS6S92 | Long             | EC               | CORP              | JP        |     16600 | NS      | $216656.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kita-Nippon Bank Ltd/The                                  | Kita-Nippon Bank Ltd.                                      | CUSIP: 000000000<br>LEI: 353800BEJYJ7JD023D06 | Long             | EC               | CORP              | JP        |      2400 | NS      | $72916.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kiyo Bank Ltd/The                                         | Kiyo Bank Ltd.                                             | CUSIP: 000000000<br>LEI: 3538002347FGLMNPVY63 | Long             | EC               | CORP              | JP        |     17000 | NS      | $415169.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koa Corp                                                  | Koa Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $36277.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koatsu Gas Kogyo Co Ltd                                   | Koatsu Gas Kogyo Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $50082.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kobe Electric Railway Co Ltd                              | Kobe Electric Railway Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $17607.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kobe Steel Ltd                                            | Kobe Steel Ltd.                                            | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |     94720 | NS      | $1363476.01   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Achilles Corp                                             | Achilles Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $11307.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Engine Corp                                         | Japan Engine Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $70797.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Komeri Co Ltd                                             | Komeri Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $119497.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koike Sanso Kogyo Co Ltd                                  | Koike Sanso Kogyo Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 3538005WBJDV6JUXWE07 | Long             | EC               | CORP              | JP        |      2000 | NS      | $24293.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koito Manufacturing Co Ltd                                | Koito Manufacturing Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31745 | NS      | $496974.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kokuyo Co Ltd                                             | Kokuyo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 3538001EN1YX65H42410 | Long             | EC               | CORP              | JP        |     59000 | NS      | $345678.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd.                                               | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    108300 | NS      | $4145202.96   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Matere Co Ltd                                     | Komatsu Matere Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7000 | NS      | $39342.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Komori Corp                                               | Komori Corp.                                               | CUSIP: 000000000<br>LEI: 529900N2ORUZJBR1SB21 | Long             | EC               | CORP              | JP        |      8400 | NS      | $91177.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Konica Minolta Inc                                        | Konica Minolta, Inc.                                       | CUSIP: 000000000<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |    111800 | NS      | $489375.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Korvest Ltd                                               | Korvest Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1524 | NS      | $16225.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JTEKT Corp                                                | JTEKT Corp.                                                | CUSIP: 000000000<br>LEI: 353800SK6NPOZVCBOI04 | Long             | EC               | CORP              | JP        |     31700 | NS      | $374308.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kubota Corp                                               | Kubota Corp.                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     83300 | NS      | $1276294.21   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Kumagai Gumi Co Ltd                                       | Kumagai Gumi Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     35108 | NS      | $394021.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Kumiai Chemical Industry Co Ltd                           | Kumiai Chemical Industry Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15710 | NS      | $71469.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kurabo Industries Ltd                                     | Kurabo Industries Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $258489.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuraray Co Ltd                                            | Kuraray Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |     67328 | NS      | $726840.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kureha Corp                                               | Kureha Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $306712.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kurimoto Ltd                                              | Kurimoto Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $116607.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Kurita Water Industries Ltd                               | Kurita Water Industries Ltd.                               | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |     18400 | NS      | $920363.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Krosaki Harima Corp                                       | Krosaki Harima Corp.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $138378.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyodo Printing Co Ltd                                     | Kyodo Printing Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 3538003A42CQ4FMGD451 | Long             | EC               | CORP              | JP        |      8400 | NS      | $88914.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyokuto Boeki Kaisha Ltd                                  | Kyokuto Boeki Kaisha Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $37158.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyokuyo Co Ltd                                            | Kyokuyo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 353800PIEETYXIDK6K51 | Long             | EC               | CORP              | JP        |      2500 | NS      | $83227.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Komatsu Wall Industry Co Ltd                              | Komatsu Wall Industry Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $73410.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyokuto Kaihatsu Kogyo Co Ltd                             | Kyokuto Kaihatsu Kogyo Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $160205.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyosan Electric Manufacturing Co Ltd                      | Kyosan Electric Manufacturing Co. Ltd.                     | CUSIP: 000000000<br>LEI: 353800N0IJGXBI3EVX08 | Long             | EC               | CORP              | JP        |     10000 | NS      | $43514.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyocera Corp                                              | Kyocera Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    101600 | NS      | $1524285.02   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyushu Leasing Service Co Ltd                             | Kyushu Leasing Service Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $15813.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXEO Group Inc                                            | EXEO Group, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39338 | NS      | $656324.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyowa Leather Cloth Co Ltd                                | Kyowa Leather Cloth Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $24666.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |     14800 | NS      | $240264.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyushu Electric Power Co Inc                              | Kyushu Electric Power Co., Inc.                            | CUSIP: 000000000<br>LEI: 549300BYNZPLKQVQH430 | Long             | EC               | CORP              | JP        |     44200 | NS      | $492030.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kraftia Corp                                              | Kraftia Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $458934.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kondotec Inc                                              | Kondotec, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $47253.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| KRS Corp                                                  | KRS Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $77260.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kohnan Shoji Co Ltd                                       | Kohnan Shoji Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800Z44MNXZ33L2N11 | Long             | EC               | CORP              | JP        |      7300 | NS      | $183717.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lapidoth Capital Ltd                                      | Lapidoth Capital Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3217 | NS      | $101176.75    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6399 | NS      | $1470089.54   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Medical System Network Co Ltd                             | Medical System Network Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $14471.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Migdal Insurance & Financial Holdings Ltd                 | Migdal Insurance & Financial Holdings Ltd.                 | CUSIP: 000000000<br>LEI: 549300W4Y1WPXVCYYE42 | Long             | EC               | CORP              | IL        |     83723 | NS      | $449225.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Imasen Electric Industrial                                | Imasen Electric Industrial                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $10330.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lendlease Corp Ltd                                        | Lendlease Corp. Ltd.                                       | CUSIP: 000000000<br>LEI: 549300MQ0F0TIIEK5592 | Long             | EC               | CORP              | AU        |    126366 | NS      | $422885.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EDION Corp                                                | EDION Corp.                                                | CUSIP: 000000000<br>LEI: 353800697NBCW7EAHZ97 | Long             | EC               | CORP              | JP        |     19900 | NS      | $272399.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J-Oil Mills Inc                                           | J-Oil Mills, Inc.                                          | CUSIP: 000000000<br>LEI: 353800RFBICAX3MSBI46 | Long             | EC               | CORP              | JP        |      4600 | NS      | $60441.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings, Inc.                                | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    118700 | NS      | $4424249.81   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Ari Real Estate Arena Investment Ltd                      | Ari Real Estate Arena Investment Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13098 | NS      | $18299.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Luckland Co Ltd                                           | Luckland Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9427.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Life Corp                                                 | Life Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $201354.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arata Corp                                                | Arata Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $155615.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Corp                                                 | Lion Corp.                                                 | CUSIP: 000000000<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     56201 | NS      | $602470.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sala Corp                                                 | Sala Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $102554.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gakujo Co Ltd                                             | Gakujo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11473.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marubun Corp                                              | Marubun Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $52303.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VSTECS Holdings Ltd                                       | VSTECS Holdings Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    196000 | NS      | $193924.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cross Cat Co Ltd                                          | Cross Cat Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $10731.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Skellerup Holdings Ltd                                    | Skellerup Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     53108 | NS      | $165365.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BlueScope Steel Ltd                                       | BlueScope Steel Ltd.                                       | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     84768 | NS      | $1769197.98   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd.                                | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |    177000 | NS      | $932079.88    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Luk Fook Holdings International Ltd                       | Luk Fook Holdings International Ltd.                       | CUSIP: 000000000<br>LEI: 529900U7PECBLERIIX44 | Long             | EC               | CORP              | BM        |     81000 | NS      | $332758.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd.                                                  | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       262 | NS      | $27879.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Systena Corp                                              | Systena Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     64000 | NS      | $210016.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Halows Co Ltd                                             | Halows Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $82345.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fox Wizel Ltd                                             | Fox Wizel Ltd.                                             | CUSIP: 000000000<br>LEI: 984500CD14C1DFBH7712 | Long             | EC               | CORP              | IL        |      2332 | NS      | $235436.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cota Co Ltd                                               | Cota Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4697 | NS      | $35676.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Digital Arts Inc                                          | Digital Arts, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $87167.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Br Holdings Corp                                          | Br Holdings Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $9587.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| NS Solutions Corp                                         | NS Solutions Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $179651.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Aeon Hokkaido Corp                                        | Aeon Hokkaido Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $63008.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Tohokushinsha Film Corp                                   | Tohokushinsha Film Corp.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $13551.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP-Holdings Inc                                           | JP-Holdings, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13200 | NS      | $59738.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ALSOK Co Ltd                                              | ALSOK Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71200 | NS      | $551580.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mithril Silver And Gold Ltd                               | Mithril Silver & Gold Ltd.                                 | CUSIP: 000000000<br>LEI: 529900OQBPU9YVTBDT40 | Long             | EC               | CORP              | AU        |     29908 | NS      | $10029.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Oyj                                                 | Nokia OYJ                                                  | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     15414 | NS      | $99112.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ichigo Inc                                                | Ichigo, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24600 | NS      | $64917.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lahav L.R. Real Estate Ltd                                | Lahav L.R. Real Estate Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12936 | NS      | $39813.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MrMax Holdings Ltd                                        | MrMax Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $44229.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mabuchi Motor Co Ltd                                      | Mabuchi Motor Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     44864 | NS      | $421447.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Macmahon Holdings Ltd                                     | Macmahon Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: 52990031UMN8E6ARZC86 | Long             | EC               | CORP              | AU        |    376281 | NS      | $169863.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Maezawa Industries Inc                                    | Maezawa Industries, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $48885.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nomura Holdings Inc                                       | Nomura Holdings, Inc.                                      | CUSIP: 65535H208<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     61247 | NS      | $543260.89    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Maezawa Kyuso Industries Co Ltd                           | Maezawa Kyuso Industries Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $44422.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Makino Milling Machine Co Ltd                             | Makino Milling Machine Co. Ltd.                            | CUSIP: 000000000<br>LEI: 353800JAOIGQ7V5T9078 | Long             | EC               | CORP              | JP        |      6000 | NS      | $442181.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Makita Corp                                               | Makita Corp.                                               | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     13966 | NS      | $485256.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Marvelous Inc                                             | Marvelous, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $22972.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Maezawa Kasei Industries Co Ltd                           | Maezawa Kasei Industries Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $53673.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mammy Mart Holdings Corp                                  | Mammy Mart Holdings Corp.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $18238.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mandom Corp                                               | Mandom Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $180400.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gokurakuyu Holdings Co Ltd                                | Gokurakuyu Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $12277.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meiwa Estate Co Ltd                                       | Meiwa Estate Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $28064.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Worley Ltd                                                | Worley Ltd.                                                | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     69623 | NS      | $647599.46    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    149400 | NS      | $5257452.87   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Pure Chemical Co Ltd                                | Japan Pure Chemical Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $15834.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takeuchi Manufacturing Co Ltd                             | Takeuchi Manufacturing Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $347793.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Melisron Ltd                                              | Melisron Ltd.                                              | CUSIP: 000000000<br>LEI: 213800B9SL62L9VLO604 | Long             | EC               | CORP              | IL        |      1210 | NS      | $158531.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenpos Holdings Co Ltd                                    | Tenpos Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $14605.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Micronics Japan Co Ltd                                    | Micronics Japan Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      7900 | NS      | $456767.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Axell Corp                                                | Axell Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17471.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Amiyaki Tei Co Ltd                                        | Amiyaki Tei Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $28729.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| North American Construction Group Ltd                     | North American Construction Group Ltd.                     | CUSIP: 656811106<br>LEI: 549300DQ6060LO4XGI15 | Long             | EC               | CORP              | CA        |      7400 | NS      | $110593.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Australian Ethical Investment Ltd                         | Australian Ethical Investment Ltd.                         | CUSIP: 000000000<br>LEI: 261700TW5OWRLEFOCX59 | Long             | EC               | CORP              | AU        |     22186 | NS      | $70585.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oceanus Group Ltd                                         | Oceanus Group Ltd.                                         | CUSIP: 000000000<br>LEI: 984500E1CC6E560F6540 | Long             | EC               | CORP              | SG        |   1247200 | NS      | $3833.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marudai Food Co Ltd                                       | Marudai Food Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800LHI69F4PWPX646 | Long             | EC               | CORP              | JP        |      3200 | NS      | $47454.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Maruichi Steel Tube Ltd                                   | Maruichi Steel Tube Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46200 | NS      | $457789.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Marui Group Co Ltd                                        | Marui Group Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 52990081ZYFHQZEEMU57 | Long             | EC               | CORP              | JP        |     28100 | NS      | $549914.36    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Maruzen Showa Unyu Co Ltd                                 | Maruzen Showa Unyu Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $195845.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Retail Partners Co Ltd                                    | Retail Partners Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $59396.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| JK Holdings Co Ltd                                        | JK Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $29666.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Matsuda Sangyo Co Ltd                                     | Matsuda Sangyo Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |      4500 | NS      | $178759.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Maruwa Co Ltd/Aichi                                       | Maruwa Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 3538009BXGIG8PFXNI29 | Long             | EC               | CORP              | JP        |      1500 | NS      | $461185.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Matsui Construction Co Ltd                                | Matsui Construction Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $58199.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Panasonic Holdings Corp                                   | Panasonic Holdings Corp.                                   | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    151701 | NS      | $2079925.97   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Matsuyafoods Holdings Co Ltd                              | Matsuyafoods Holdings Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $72466.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Maruzen Co Ltd/Taito ward                                 | Maruzen Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $31123.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PCCW Ltd                                                  | PCCW Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    810797 | NS      | $605945.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Max Co Ltd                                                | Max Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $211431.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meshulam Levinstein Contracting & Engineering Ltd         | Meshulam Levinstein Contracting & Engineering Ltd.         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       635 | NS      | $128056.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meidensha Corp                                            | Meidensha Corp.                                            | CUSIP: 000000000<br>LEI: 529900VFKHJPVURD7985 | Long             | EC               | CORP              | JP        |      8800 | NS      | $344875.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Neto ME Holdings Ltd                                      | Neto ME Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       633 | NS      | $54490.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meisei Industrial Co Ltd                                  | Meisei Industrial Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10800 | NS      | $120354.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meito Co Ltd                                              | Meito Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $41511.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEITEC Group Holdings Inc                                 | MEITEC Group Holdings, Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $411587.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Meiwa Corp                                                | Meiwa Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $29897.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Menora Mivtachim Holdings Ltd                             | Menora Mivtachim Holdings Ltd.                             | CUSIP: 000000000<br>LEI: 2549009I6K3RDXFFY773 | Long             | EC               | CORP              | IL        |      5946 | NS      | $764032.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hamat Group Ltd                                           | Hamat Group Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2290 | NS      | $12596.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Supply Network Ltd                                        | Supply Network Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1210 | NS      | $30891.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nippon Parking Development Co Ltd                         | Nippon Parking Development Co. Ltd.                        | CUSIP: 000000000<br>LEI: 353800OBX8MRKQA9PG73 | Long             | EC               | CORP              | JP        |     51500 | NS      | $95008.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd.                                         | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    121240 | NS      | $1427229.22   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| YE DIGITAL Corp                                           | YE DIGITAL Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $12839.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Milbon Co Ltd                                             | Milbon Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2210 | NS      | $36310.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd                          | Yue Yuen Industrial Holdings Ltd.                          | CUSIP: 000000000<br>LEI: 254900YUFIBANZ1XU687 | Long             | EC               | CORP              | BM        |    199000 | NS      | $443828.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Akatsuki Corp                                             | Akatsuki Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11800 | NS      | $47483.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ramelius Resources Ltd                                    | Ramelius Resources Ltd.                                    | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |    340782 | NS      | $1049545.27   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Device Ltd                                 | Tokyo Electron Device Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $123536.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FTGroup Co Ltd                                            | FTGroup Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $12435.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Muto Seiko Co                                             | Muto Seiko Co.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $14467.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Dengi Co Ltd                                        | Nihon Dengi Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $164366.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Mizuho Financial Group Inc                                | Mizuho Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     98380 | NS      | $4271449.24   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Core Corp                                                 | Core Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $26745.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Credit Saison Co Ltd                                      | Credit Saison Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 529900SV58ZWTGRH3A66 | Long             | EC               | CORP              | JP        |     35671 | NS      | $963048.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Miroku Jyoho Service Co Ltd                               | Miroku Jyoho Service Co. Ltd.                              | CUSIP: 000000000<br>LEI: 3538009FEB7DY7VJDQ12 | Long             | EC               | CORP              | JP        |      2600 | NS      | $32471.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MISUMI Group Inc                                          | MISUMI Group, Inc.                                         | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     31400 | NS      | $519050.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitani Sangyo Co Ltd                                      | Mitani Sangyo Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $30426.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitani Sekisan Co Ltd                                     | Mitani Sekisan Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $84181.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsuba Corp                                              | Mitsuba Corp.                                              | CUSIP: 000000000<br>LEI: 3538005G71818HB9EZ57 | Long             | EC               | CORP              | JP        |      9700 | NS      | $81972.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Miramar Hotel & Investment                                | Miramar Hotel & Investment                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     40000 | NS      | $55340.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitani Corp                                               | Mitani Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $123215.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co Ltd                                  | Mitsubishi Estate Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     51600 | NS      | $1315073.16   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Pencil Co Ltd                                  | Mitsubishi Pencil Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $126089.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitsubishi Logistics Corp                                 | Mitsubishi Logistics Corp.                                 | CUSIP: 000000000<br>LEI: 529900GJKGNRLQBJUH32 | Long             | EC               | CORP              | JP        |     63500 | NS      | $542414.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc                            | Mitsubishi Gas Chemical Co., Inc.                          | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |     27200 | NS      | $539585.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp.                                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     57700 | NS      | $1803811.11   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                           | Mitsubishi Heavy Industries Ltd.                           | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     94600 | NS      | $2785395.83   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Kakoki Kaisha Ltd                              | Mitsubishi Kakoki Kaisha Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $114650.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Paper Mills Ltd                                | Mitsubishi Paper Mills Ltd.                                | CUSIP: 000000000<br>LEI: 353800NBZ0Q01KOK1B77 | Long             | EC               | CORP              | JP        |      7800 | NS      | $33676.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitsubishi Steel Manufacturing Co Ltd                     | Mitsubishi Steel Manufacturing Co. Ltd.                    | CUSIP: 000000000<br>LEI: 353800SXO4E2ZXOH5H95 | Long             | EC               | CORP              | JP        |      2000 | NS      | $24309.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitsui Kinzoku Co Ltd                                     | Mitsui Kinzoku Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |     14899 | NS      | $1944451.16   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui Chemicals Inc                                      | Mitsui Chemicals, Inc.                                     | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Long             | EC               | CORP              | JP        |     62432 | NS      | $912204.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui E&S Co Ltd                                         | Mitsui E&S Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 5493007T2YKKWF2NYN82 | Long             | EC               | CORP              | JP        |     30800 | NS      | $1368722.32   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui High-Tec Inc                                       | Mitsui High-Tec, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $96710.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Miyoshi Oil & Fat Co Ltd                                  | Miyoshi Oil & Fat Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $27418.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui DM Sugar Co Ltd                                    | Mitsui DM Sugar Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $97816.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui OSK Lines Ltd                                      | Mitsui OSK Lines Ltd.                                      | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |     25300 | NS      | $793026.94    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     98700 | NS      | $1131783.21   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsui-Soko Holdings Co Ltd                               | Mitsui-Soko Holdings Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26400 | NS      | $617524.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsuuroko Group Holdings Co Ltd                          | Mitsuuroko Group Holdings Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $157542.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Midland Holdings Ltd                                      | Midland Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 5493007HC5HKY6RXSQ87 | Long             | EC               | CORP              | BM        |     80000 | NS      | $31145.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Miura Co Ltd                                              | Miura Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 3538005VS7UNWU9PHX56 | Long             | EC               | CORP              | JP        |     22000 | NS      | $452365.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuno Corp                                               | Mizuno Corp.                                               | CUSIP: 000000000<br>LEI: 353800HVH84K5YH37819 | Long             | EC               | CORP              | JP        |     16500 | NS      | $341850.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mito Securities Co Ltd                                    | Mito Securities Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800D7Y06VGBGCRS38 | Long             | EC               | CORP              | JP        |     16800 | NS      | $65421.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Leopalace21 Corp                                          | Leopalace21 Corp.                                          | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |     45800 | NS      | $204737.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Motors Corp                                    | Mitsubishi Motors Corp.                                    | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |    130800 | NS      | $321548.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Mivtach Shamir Holdings Ltd                               | Mivtach Shamir Holdings Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1957 | NS      | $258887.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Monadelphous Group Ltd                                    | Monadelphous Group Ltd.                                    | CUSIP: 000000000<br>LEI: 5299007YT51BCWZTYW93 | Long             | EC               | CORP              | AU        |     22768 | NS      | $489881.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| A&D HOLON Holdings Co Ltd                                 | A&D HOLON Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $104878.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DMG Mori Co Ltd                                           | DMG Mori Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800P4I3FIXTQV2E13 | Long             | EC               | CORP              | JP        |     31900 | NS      | $562978.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morinaga & Co Ltd/Japan                                   | Morinaga & Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18400 | NS      | $321794.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morinaga Milk Industry Co Ltd                             | Morinaga Milk Industry Co. Ltd.                            | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |     22900 | NS      | $591367.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morita Holdings Corp                                      | Morita Holdings Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $146935.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morito Co Ltd                                             | Morito Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $59415.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mainfreight Ltd                                           | Mainfreight Ltd.                                           | CUSIP: 000000000<br>LEI: 5493007BE0VNXX7RYQ88 | Long             | EC               | CORP              | NZ        |      7201 | NS      | $291494.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morozoff Ltd                                              | Morozoff Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $18093.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ComfortDelGro Corp Ltd                                    | ComfortDelGro Corp. Ltd.                                   | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |    316700 | NS      | $365888.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wacom Co Ltd                                              | Wacom Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 353800R3B771OQOQPT02 | Long             | EC               | CORP              | JP        |     25500 | NS      | $123573.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MOS Food Services Inc                                     | MOS Food Services, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $122589.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Singapore Post Ltd                                        | Singapore Post Ltd.                                        | CUSIP: 000000000<br>LEI: 2549001SP50468BWD892 | Long             | EC               | CORP              | SG        |    348700 | NS      | $108270.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Murakami Corp                                             | Murakami Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $79767.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co. Ltd.                              | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     49100 | NS      | $997493.48    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Musashino Bank Ltd/The                                    | Musashino Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 353800L8RJMVN2OOS612 | Long             | EC               | CORP              | JP        |      5500 | NS      | $196288.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Scroll Corp                                               | Scroll Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $92736.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seiko Epson Corp                                          | Seiko Epson Corp.                                          | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |     61800 | NS      | $795224.07    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nojima Corp                                               | Nojima Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51000 | NS      | $355860.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chevalier International Holdings Ltd                      | Chevalier International Holdings Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12000 | NS      | $6635.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd.                                        | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     46292 | NS      | $1109062.64   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |     33300 | NS      | $1455937.34   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NHK Spring Co Ltd                                         | NHK Spring Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 35380033IJ3XRDV8VH57 | Long             | EC               | CORP              | JP        |     44400 | NS      | $806911.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagase Brothers Inc                                       | Nagase Brothers, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $34314.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagase & Co Ltd                                           | Nagase & Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800VMIQIB0LSK1Q36 | Long             | EC               | CORP              | JP        |     26100 | NS      | $678355.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagoya Railroad Co Ltd                                    | Nagoya Railroad Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |     27100 | NS      | $302877.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nachi-Fujikoshi Corp                                      | Nachi-Fujikoshi Corp.                                      | CUSIP: 000000000<br>LEI: 353800VMZ8DPGXDO5U37 | Long             | EC               | CORP              | JP        |      2598 | NS      | $82245.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Nagoya Ltd/The                                    | Bank of Nagoya Ltd.                                        | CUSIP: 000000000<br>LEI: 353800P9H4582TP8FA91 | Long             | EC               | CORP              | JP        |      8997 | NS      | $285082.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nakamuraya Co Ltd                                         | Nakamuraya Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11847.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trusco Nakayama Corp                                      | Trusco Nakayama Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $124855.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Namura Shipbuilding Co Ltd                                | Namura Shipbuilding Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800L4EGBFKO3C4X44 | Long             | EC               | CORP              | JP        |     12300 | NS      | $335299.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nankai Electric Railway Co Ltd                            | Nankai Electric Railway Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14000 | NS      | $259247.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nanto Bank Ltd/The                                        | Nanto Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800923E4YW3IDES52 | Long             | EC               | CORP              | JP        |      6600 | NS      | $284848.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nanyo Corp                                                | Nanyo Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $15506.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NAC Co Ltd                                                | NAC Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 549300VIQ6NMO6MXQ083 | Long             | EC               | CORP              | JP        |      4200 | NS      | $14740.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Narasaki Sangyo Co Ltd                                    | Narasaki Sangyo Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $18008.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bisalloy Steel Group Ltd                                  | Bisalloy Steel Group Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3971 | NS      | $15528.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Modec Inc                                                 | Modec, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $204786.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NZX Ltd                                                   | NZX Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900KTE7C5U39QMD43 | Long             | EC               | CORP              | NZ        |     96996 | NS      | $88130.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagaileben Co Ltd                                         | Nagaileben Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $34659.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd.                               | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    158923 | NS      | $4773952.60   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Kohki Co Ltd                                        | Nitto Kohki Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $13341.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Air Conditioning Services Co Ltd                   | Nippon Air Conditioning Services Co. Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $36354.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Cosmos Electric Co Ltd                                | New Cosmos Electric Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $24263.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| El Al Israel Airlines                                     | El Al Israel Airlines                                      | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |     57581 | NS      | $325632.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| North West Co Inc/The                                     | North West Co., Inc.                                       | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |     13509 | NS      | $482262.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Channel Infrastructure NZ Ltd                             | Channel Infrastructure NZ Ltd.                             | CUSIP: 000000000<br>LEI: 984500A6695797B1E679 | Long             | EC               | CORP              | NZ        |    106625 | NS      | $186994.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Renesas Electronics Corp                                  | Renesas Electronics Corp.                                  | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     68199 | NS      | $1133839.30   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Kodoshi Corp                                       | Nippon Kodoshi Corp.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $34831.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nicca Chemical Co Ltd                                     | Nicca Chemical Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $19826.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichiden Corp                                             | Nichiden Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $55529.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Denkei Co Ltd                                       | Nihon Denkei Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1350 | NS      | $20599.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishio Holdings Co Ltd                                    | Nishio Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $186391.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichiha Corp                                              | Nichiha Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $110057.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichiban Co Ltd                                           | Nichiban Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $35552.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nichicon Corp                                             | Nichicon Corp.                                             | CUSIP: 000000000<br>LEI: 353800QK5U8ET4YJHF28 | Long             | EC               | CORP              | JP        |     12900 | NS      | $141174.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichimo Co Ltd                                            | Nichimo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $26071.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichireki Group Co Ltd                                    | Nichireki Group Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6200 | NS      | $96621.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nifco Inc/Japan                                           | Nifco, Inc.                                                | CUSIP: 000000000<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     20500 | NS      | $638246.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Dempa Kogyo Co Ltd                                  | Nihon Dempa Kogyo Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $47003.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      9000 | NS      | $557329.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NSD Co Ltd                                                | NSD Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15900 | NS      | $333714.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Avionics Co Ltd                                    | Nippon Avionics Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $66019.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nikkiso Co Ltd                                            | Nikkiso Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 353800FFQ5RKIIYVIY98 | Long             | EC               | CORP              | JP        |     12700 | NS      | $146499.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Kagaku Sangyo Co Ltd                                | Nihon Kagaku Sangyo Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $49609.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippi Inc                                                 | Nippi, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $36322.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Gas Co Ltd                                         | Nippon Gas Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 549300N3DC5V2XON9C60 | Long             | EC               | CORP              | JP        |     29300 | NS      | $555675.22    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Tokushu Toryo Co Ltd                                | Nihon Tokushu Toryo Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $40897.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nikko Co Ltd/Hyogo                                        | Nikko Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $42171.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Chemical Industrial Co Ltd                         | Nippon Chemical Industrial Co. Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1799 | NS      | $38058.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nippon Densetsu Kogyo Co Ltd                              | Nippon Densetsu Kogyo Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $216539.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Chemi-Con Corp                                     | Nippon Chemi-Con Corp.                                     | CUSIP: 000000000<br>LEI: 3538000QDJZYW8EVSQ98 | Long             | EC               | CORP              | JP        |      6100 | NS      | $59217.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Denso Corp                                                | Denso Corp.                                                | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     48200 | NS      | $668763.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NEC Corp                                                  | NEC Corp.                                                  | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     52000 | NS      | $1762781.35   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Kayaku Co Ltd                                      | Nippon Kayaku Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31000 | NS      | $360271.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Paint Holdings Co Ltd                              | Nippon Paint Holdings Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     56400 | NS      | $374497.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Parkerizing Co Ltd                                  | Nihon Parkerizing Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21094 | NS      | $201085.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Shinyaku Co Ltd                                    | Nippon Shinyaku Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $353826.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Soda Co Ltd                                        | Nippon Soda Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $310248.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Beet Sugar Manufacturing Co Ltd                    | Nippon Beet Sugar Manufacturing Co. Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $80407.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIDEC CORP                                                | NIDEC Corp.                                                | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |     38300 | NS      | $547872.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippn Corp                                                | Nippn Corp.                                                | CUSIP: 000000000<br>LEI: 353800V7HRZ1HQGJCW63 | Long             | EC               | CORP              | JP        |     14300 | NS      | $244107.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NH Foods Ltd                                              | NH Foods Ltd.                                              | CUSIP: 000000000<br>LEI: 353800NLDBIOUQILWU82 | Long             | EC               | CORP              | JP        |     17000 | NS      | $771826.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichirei Corp                                             | Nichirei Corp.                                             | CUSIP: 000000000<br>LEI: 529900MX3GPXXKO0MT06 | Long             | EC               | CORP              | JP        |     53700 | NS      | $666366.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissui Corp                                               | Nissui Corp.                                               | CUSIP: 000000000<br>LEI: 529900MPH5BMANQ3EC50 | Long             | EC               | CORP              | JP        |     79600 | NS      | $671032.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nisshin Seifun Group Inc                                  | Nisshin Seifun Group, Inc.                                 | CUSIP: 000000000<br>LEI: 529900N4QFZS1P6PYX29 | Long             | EC               | CORP              | JP        |     31640 | NS      | $401788.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishimatsu Construction Co Ltd                            | Nishimatsu Construction Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9200 | NS      | $342358.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nittetsu Mining Co Ltd                                    | Nittetsu Mining Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 213800HBRWZK44PCU381 | Long             | EC               | CORP              | JP        |      8500 | NS      | $197244.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Nisshin Oillio Group Ltd/The                              | Nisshin Oillio Group Ltd.                                  | CUSIP: 000000000<br>LEI: 549300DMFXTY70ZEGQ59 | Long             | EC               | CORP              | JP        |      7900 | NS      | $288434.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Boseki Co Ltd                                       | Nitto Boseki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 3538005B13YMJ9BWQO82 | Long             | EC               | CORP              | JP        |      1600 | NS      | $152694.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| PILLAR Corp /Japan                                        | PILLAR Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $208783.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nichias Corp                                              | Nichias Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14100 | NS      | $707380.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Carbon Co Ltd                                      | Nippon Carbon Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $20859.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Resol Holdings Co Ltd                                     | Resol Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $15051.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Fine Chemical Co Ltd                               | Nippon Fine Chemical Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $45785.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| NTT Inc                                                   | NTT, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    907500 | NS      | $911927.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Sheet Glass Co Ltd                                 | Nippon Sheet Glass Co. Ltd.                                | CUSIP: 000000000<br>LEI: 353800TWQ62HNEKBPW95 | Long             | EC               | CORP              | JP        |     14500 | NS      | $64422.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Noritake Co Ltd                                           | Noritake Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 529900EN4XJGJXV4A581 | Long             | EC               | CORP              | JP        |      5400 | NS      | $214527.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NSK Ltd                                                   | NSK Ltd.                                                   | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     58802 | NS      | $408941.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NITTAN Corp                                               | NITTAN Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $19762.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissin Foods Holdings Co Ltd                              | Nissin Foods Holdings Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900YMZMNSHC1W6V41 | Long             | EC               | CORP              | JP        |     34500 | NS      | $700029.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Nitto Denko Corp                                          | Nitto Denko Corp.                                          | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |    109200 | NS      | $2426787.67   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Fuji Flour Milling Co Ltd                           | Nitto Fuji Flour Milling Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $27096.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Seiko Co Ltd                                        | Nitto Seiko Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $32188.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissha Co Ltd                                             | Nissha Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800DMEBG4RFUJ0P59 | Long             | EC               | CORP              | JP        |     10215 | NS      | $82589.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nikkon Holdings Co Ltd                                    | Nikkon Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 3538005QJ1M73DPIMH49 | Long             | EC               | CORP              | JP        |     31200 | NS      | $739612.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Nikon Corp                                                | Nikon Corp.                                                | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |     54800 | NS      | $689749.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaha Corp                                               | Yamaha Corp.                                               | CUSIP: 000000000<br>LEI: 529900S5TENP3IJS7S02 | Long             | EC               | CORP              | JP        |     46700 | NS      | $339437.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MINEBEA MITSUMI Inc                                       | Minebea Mitsumi, Inc.                                      | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     52390 | NS      | $1070691.00   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NOK Corp                                                  | NOK Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15500 | NS      | $301870.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Sharyo Ltd                                         | Nippon Sharyo Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $52294.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Signal Co Ltd                                      | Nippon Signal Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800WH3SH4B0OO8074 | Long             | EC               | CORP              | JP        |     11500 | NS      | $98617.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Seiki Co Ltd                                       | Nippon Seiki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $121463.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Seisen Co Ltd                                      | Nippon Seisen Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $40585.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Electric Glass Co Ltd                              | Nippon Electric Glass Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |     21100 | NS      | $917638.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BIPROGY Inc                                               | BIPROGY, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $541312.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Motor Co Ltd                                       | Nissan Motor Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |     56550 | NS      | $137832.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Shatai Co Ltd                                      | Nissan Shatai Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $74593.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nisshinbo Holdings Inc                                    | Nisshinbo Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 353800YAM89GL5GPHB47 | Long             | EC               | CORP              | JP        |     30275 | NS      | $280698.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishi-Nippon Railroad Co Ltd                              | Nishi-Nippon Railroad Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800IYLMHYH4972387 | Long             | EC               | CORP              | JP        |      9500 | NS      | $174955.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |    163500 | NS      | $1481692.11   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Nittoc Construction Co Ltd                                | Nittoc Construction Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $56437.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitto Kogyo Corp                                          | Nitto Kogyo Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7300 | NS      | $195294.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trinity Industrial Corp                                   | Trinity Industrial Corp.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $14411.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HI-LEX CORP                                               | HI-LEX Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $91763.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nippon Thompson Co Ltd                                    | Nippon Thompson Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800F1TL8X5AMTY686 | Long             | EC               | CORP              | JP        |     12500 | NS      | $74337.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Valqua Ltd                                                | Valqua Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $116281.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi Logisnext Co Ltd                               | Mitsubishi Logisnext Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $84040.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Noritz Corp                                               | Noritz Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $92255.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                           | Nippon Yusen KK                                            | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     58100 | NS      | $1909448.50   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Zeon Corp                                                 | Zeon Corp.                                                 | CUSIP: 000000000<br>LEI: 529900UEFURDYZ4F4U10 | Long             | EC               | CORP              | JP        |     35200 | NS      | $430138.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Television Holdings Inc                            | Nippon Television Holdings, Inc.                           | CUSIP: 000000000<br>LEI: 353800QI43C3H97E4W63 | Long             | EC               | CORP              | JP        |      3400 | NS      | $81715.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitori Holdings Co Ltd                                    | Nitori Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52200 | NS      | $892305.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissei ASB Machine Co Ltd                                 | Nissei ASB Machine Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $85362.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Co Ltd                                             | Nomura Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $53917.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nittoku Co Ltd                                            | Nittoku Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $39430.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitta Corp                                                | Nitta Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $126465.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nishikawa Rubber Co Ltd                                   | Nishikawa Rubber Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $100197.73    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NSW Inc/Japan                                             | NSW, Inc.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $28775.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Noritsu Koki Co Ltd                                       | Noritsu Koki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $239462.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Land Co Ltd/Japan                                | Oriental Land Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |     15700 | NS      | $274850.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NTN Corp                                                  | NTN Corp.                                                  | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |     60921 | NS      | $146011.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Micro-Mechanics Holdings Ltd                              | Micro-Mechanics Holdings Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      9400 | NS      | $12457.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arealink Co Ltd                                           | Arealink Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $74735.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Shiraishi Corp                                   | Oriental Shiraishi Corp.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31900 | NS      | $84705.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OSG Corp                                                  | OSG Corp.                                                  | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |     17800 | NS      | $300582.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Odakyu Electric Railway Co Ltd                            | Odakyu Electric Railway Co. Ltd.                           | CUSIP: 000000000<br>LEI: 353800LA6BC6E1MK6U35 | Long             | EC               | CORP              | JP        |     28699 | NS      | $307399.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ohba Co Ltd                                               | Ohba Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $12687.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ogaki Kyoritsu Bank Ltd/The                               | Ogaki Kyoritsu Bank Ltd.                                   | CUSIP: 000000000<br>LEI: 549300M5X5T6C27W3H96 | Long             | EC               | CORP              | JP        |      8600 | NS      | $314097.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OIE Sangyo Co Ltd                                         | OIE Sangyo Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9916.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oiles Corp                                                | Oiles Corp.                                                | CUSIP: 000000000<br>LEI: 3538000ZWUQJOCQWV238 | Long             | EC               | CORP              | JP        |      6140 | NS      | $96584.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oita Bank Ltd/The                                         | Oita Bank Ltd.                                             | CUSIP: 000000000<br>LEI: 35380074A4QB6YEFB933 | Long             | EC               | CORP              | JP        |      3900 | NS      | $206923.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oki Electric Industry Co Ltd                              | Oki Electric Industry Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |     25248 | NS      | $333147.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oji Holdings Corp                                         | Oji Holdings Corp.                                         | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |    150400 | NS      | $890889.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Okabe Co Ltd                                              | Okabe Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $51212.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OKUMA Corp                                                | OKUMA Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $277970.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Okumura Corp                                              | Okumura Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $333170.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Okamoto Machine Tool Works Ltd                            | Okamoto Machine Tool Works Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $62777.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Okamura Corp                                              | Okamura Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $190316.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Okura Industrial Co Ltd                                   | Okura Industrial Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $80166.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Okasan Securities Group Inc                               | Okasan Securities Group, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32200 | NS      | $184393.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Okuwa Co Ltd                                              | Okuwa Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8300 | NS      | $46714.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Okada Aiyon Corp                                          | Okada Aiyon Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $12113.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mamiya-Op Co Ltd                                          | Mamiya-Op Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $15451.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Corp                                              | Olympus Corp.                                              | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |    102100 | NS      | $1219533.92   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Onoken Co Ltd                                             | Onoken Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800HJJJZ8VMSWL025 | Long             | EC               | CORP              | JP        |      4300 | NS      | $39615.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Omron Corp                                                | Omron Corp.                                                | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     30460 | NS      | $777178.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyakugo Bank Ltd/The                                      | Hyakugo Bank Ltd.                                          | CUSIP: 000000000<br>LEI: 549300BYCCERC5EKUX15 | Long             | EC               | CORP              | JP        |     55900 | NS      | $508368.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyakujushi Bank Ltd/The                                   | Hyakujushi Bank Ltd.                                       | CUSIP: 000000000<br>LEI: 5493009ZQOZS8JYRQN62 | Long             | EC               | CORP              | JP        |      5600 | NS      | $302808.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shenwan Hongyuan HK Ltd                                   | Shenwan Hongyuan HK Ltd.                                   | CUSIP: 000000000<br>LEI: 984500F9A6AD8B63BE78 | Long             | EC               | CORP              | HK        |     75000 | NS      | $13109.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Optex Group Co Ltd                                        | Optex Group Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $125759.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ohsho Food Service Corp                                   | Ohsho Food Service Corp.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $171033.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Watch Holdings                                   | Oriental Watch Holdings                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    113457 | NS      | $49517.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Orient Corp                                               | Orient Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3480 | NS      | $24739.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ORIX Corp                                                 | ORIX Corp.                                                 | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     70100 | NS      | $2136324.95   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-Dan Co Ltd                                            | Dai-Dan Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18600 | NS      | $322628.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     20800 | NS      | $780887.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OUG Holdings Inc                                          | OUG Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $25738.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Organic Chemical Industry Ltd                       | Osaka Organic Chemical Industry Ltd.                       | CUSIP: 000000000<br>LEI: 353800BMJFOXMOVADX91 | Long             | EC               | CORP              | JP        |      3600 | NS      | $94695.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaki Electric Co Ltd                                     | Osaki Electric Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $89193.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Steel Co Ltd                                        | Osaka Steel Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $36661.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Far East Orchard Ltd                                      | Far East Orchard Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     40710 | NS      | $41625.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ilex Medical Ltd                                          | Ilex Medical Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1313 | NS      | $26790.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oyo Corp                                                  | Oyo Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $107989.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Northland Power Inc                                       | Northland Power, Inc.                                      | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |     65447 | NS      | $902170.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| PS Construction Co Ltd                                    | PS Construction Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 3538004HXAQHNO9VGP65 | Long             | EC               | CORP              | JP        |      2490 | NS      | $48925.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Industrial Co Ltd                                 | Pacific Industrial Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11876 | NS      | $231545.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Park24 Co Ltd                                             | Park24 Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 549300LFG2WZWCWM4M68 | Long             | EC               | CORP              | JP        |     28800 | NS      | $401347.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan-United Corp Ltd                                       | Pan-United Corp. Ltd.                                      | CUSIP: 000000000<br>LEI: 25490013KRZW2JQ13645 | Long             | EC               | CORP              | SG        |     47875 | NS      | $43355.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Parker Corp                                               | Parker Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $28714.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ezra Holdings Ltd                                         | Ezra Holdings Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    190010 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| Komehyo Holdings Co Ltd                                   | Komehyo Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $38857.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Priortech Ltd                                             | Priortech Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1092 | NS      | $91219.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eagle Nice International Holdings Ltd                     | Eagle Nice International Holdings Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     74000 | NS      | $32945.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Century Corp                                        | Tokyo Century Corp.                                        | CUSIP: 000000000<br>LEI: 35380096ZLHOF84DXR74 | Long             | EC               | CORP              | JP        |     37100 | NS      | $516827.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Techno Medica Co Ltd                                      | Techno Medica Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12962.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SK-Electronics Co Ltd                                     | SK-Electronics Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $45261.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seria Co Ltd                                              | Seria Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $190085.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Penta-Ocean Construction Co Ltd                           | Penta-Ocean Construction Co. Ltd.                          | CUSIP: 000000000<br>LEI: 529900QN42Q9UIW3AS17 | Long             | EC               | CORP              | JP        |     72800 | NS      | $764049.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Perpetual Ltd                                             | Perpetual Ltd.                                             | CUSIP: 000000000<br>LEI: 549300US8OE0UQWXPO82 | Long             | EC               | CORP              | AU        |     23086 | NS      | $289093.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuhoku Financial Group Inc                              | Hokuhoku Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38000 | NS      | $1306015.75   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Palram Industries 1990 Ltd                                | Palram Industries 1990 Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3125 | NS      | $57050.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfresa Holdings Corp                                     | Alfresa Holdings Corp.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36900 | NS      | $594269.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| COMSYS Holdings Corp                                      | COMSYS Holdings Corp.                                      | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |     21064 | NS      | $658122.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Miyaji Engineering Group Inc                              | Miyaji Engineering Group, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $75578.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nabtesco Corp                                             | Nabtesco Corp.                                             | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Long             | EC               | CORP              | JP        |      3500 | NS      | $94841.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freightways Group Ltd                                     | Freightways Group Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     44861 | NS      | $394029.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Hazama Ando Corp                                          | Hazama Ando Corp.                                          | CUSIP: 000000000<br>LEI: 353800YSSP5B2GMQ6E51 | Long             | EC               | CORP              | JP        |     34200 | NS      | $442247.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pigeon Corp                                               | Pigeon Corp.                                               | CUSIP: 000000000<br>LEI: 2549006T3HT0TI9IRV62 | Long             | EC               | CORP              | JP        |     21775 | NS      | $226930.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Buffalo Inc /Japan                                        | Buffalo, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $43682.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Tokyu Construction Co Ltd                                 | Tokyu Construction Co. Ltd.                                | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     17364 | NS      | $143482.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kakaku.com Inc                                            | Kakaku.com, Inc.                                           | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |     27945 | NS      | $381398.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Premier Investments Ltd                                   | Premier Investments Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14182 | NS      | $131359.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebara Foods Industry Inc                                  | Ebara Foods Industry, Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $27001.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Press Kogyo Co Ltd                                        | Press Kogyo Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800Z8ABLQL0MHSA16 | Long             | EC               | CORP              | JP        |     21600 | NS      | $122080.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JB Hi-Fi Ltd                                              | JB Hi-Fi Ltd.                                              | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |     16235 | NS      | $914688.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Prima Meat Packers Ltd                                    | Prima Meat Packers Ltd.                                    | CUSIP: 000000000<br>LEI: 353800FLEUUL20RKCU14 | Long             | EC               | CORP              | JP        |      5699 | NS      | $101803.05    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                               | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     54316 | NS      | $3741840.95   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd.                                               | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1300 | NS      | $89505.38     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Renaissance Inc                                           | Renaissance, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $14080.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AMP Ltd                                                   | AMP Ltd.                                                   | CUSIP: 000000000<br>LEI: 5299000D93LTLU0UJR35 | Long             | EC               | CORP              | AU        |    618422 | NS      | $723996.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd.                                        | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     59151 | NS      | $413561.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Arafura Rare Earths Ltd                                   | Arafura Rare Earths Ltd.                                   | CUSIP: 000000000<br>LEI: 52990098Y7ZDAOS75K52 | Long             | EC               | CORP              | AU        |    445622 | NS      | $69944.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Codan Ltd                                                 | Codan Ltd.                                                 | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |     29559 | NS      | $778342.16    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nafco Co Ltd                                              | Nafco Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 353800W3ZKFS2LI6AC19 | Long             | EC               | CORP              | JP        |      2900 | NS      | $40852.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Daikokutenbussan Co Ltd                                   | Daikokutenbussan Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $55817.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Honeys Holdings Co Ltd                                    | Honeys Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7850 | NS      | $74788.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SBS Holdings Inc                                          | SBS Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $149574.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| dip Corp                                                  | Dip Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $114143.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Insignia Financial Ltd                                    | Insignia Financial Ltd.                                    | CUSIP: 000000000<br>LEI: 5493000NLB9VUM2IHC87 | Long             | EC               | CORP              | AU        |    146460 | NS      | $473219.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kewpie Corp                                               | Kewpie Corp.                                               | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |     18323 | NS      | $514214.60    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tocalo Co Ltd                                             | Tocalo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13600 | NS      | $227525.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PLS Group Ltd                                             | PLS Group Ltd.                                             | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |    230445 | NS      | $676167.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd.                                   | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    244228 | NS      | $3347333.58   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd.                               | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |    168074 | NS      | $3089754.60   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Raito Kogyo Co Ltd                                        | Raito Kogyo Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $180898.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcs Co Ltd                                               | Arcs Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $226909.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rapac Communication & Infrastructure Ltd                  | Rapac Communication & Infrastructure Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       638 | NS      | $16067.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rasa Industries Ltd                                       | Rasa Industries Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $99372.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Challenger Ltd                                            | Challenger Ltd.                                            | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |    141225 | NS      | $899524.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Katitas Co Ltd                                            | Katitas Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $225247.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosmos Initia Co Ltd                                      | Cosmos Initia Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $15947.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Reece Ltd                                                 | Reece Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11636 | NS      | $119105.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SAXA Inc                                                  | SAXA, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $63947.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ricoh Leasing Co Ltd                                      | Ricoh Leasing Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $174384.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Holdings Inc                                      | Digital Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $39156.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rengo Co Ltd                                              | Rengo Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49100 | NS      | $420627.42    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Look Holdings Inc                                         | Look Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: 5299001O3M39KJW47L76 | Long             | EC               | CORP              | JP        |      2000 | NS      | $31922.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Rheon Automatic Machinery Co Ltd                          | Rheon Automatic Machinery Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $33841.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Software Service Inc                                      | Software Service, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $49584.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meiho Facility Works Ltd                                  | Meiho Facility Works Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $14183.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rix Corp                                                  | Rix Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $19149.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tosei Corp                                                | Tosei Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17800 | NS      | $181337.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Care Supply Co Ltd                                 | Nippon Care Supply Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $1720.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rhythm Co Ltd                                             | Rhythm Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $28901.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ricoh Co Ltd                                              | Ricoh Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |    120548 | NS      | $1066687.35   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ridley Corp Ltd                                           | Ridley Corp. Ltd.                                          | CUSIP: 000000000<br>LEI: 549300UQM21UZW8DVW82 | Long             | EC               | CORP              | AU        |     93481 | NS      | $162274.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sandfire Resources Ltd                                    | Sandfire Resources Ltd.                                    | CUSIP: 000000000<br>LEI: 213800ZW52P23FVH1V47 | Long             | EC               | CORP              | AU        |    157817 | NS      | $2141423.97   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Riken Keiki Co Ltd                                        | Riken Keiki Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $123869.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Riken Technos Corp                                        | Riken Technos Corp.                                        | CUSIP: 000000000<br>LEI: 353800S7OXXKLNDX3U70 | Long             | EC               | CORP              | JP        |     12300 | NS      | $132583.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Riken Vitamin Co Ltd                                      | Riken Vitamin Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $104549.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rinnai Corp                                               | Rinnai Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10300 | NS      | $270533.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ringer Hut Co Ltd                                         | Ringer Hut Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $55340.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Riso Kagaku Corp                                          | Riso Kagaku Corp.                                          | CUSIP: 000000000<br>LEI: 35380087UT2677G7XW46 | Long             | EC               | CORP              | JP        |      1800 | NS      | $14211.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cogstate Ltd                                              | Cogstate Ltd.                                              | CUSIP: 000000000<br>LEI: 254900VP9WAWA180NC18 | Long             | EC               | CORP              | AU        |     10170 | NS      | $15246.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Israel Canada T.R Ltd                                     | Israel Canada TR Ltd.                                      | CUSIP: 000000000<br>LEI: 984500FA8AEA2CE5RB18 | Long             | EC               | CORP              | IL        |     21145 | NS      | $119315.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rion Co Ltd                                               | Rion Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 353800R49MNMRJHQF556 | Long             | EC               | CORP              | JP        |      2800 | NS      | $49701.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group, Inc.                                 | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     86200 | NS      | $940633.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| France Bed Holdings Co Ltd                                | France Bed Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800EBNDTCYMRTFU33 | Long             | EC               | CORP              | JP        |      6600 | NS      | $56819.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| GS Yuasa Corp                                             | GS Yuasa Corp.                                             | CUSIP: 000000000<br>LEI: 353800MW7O6PQQHLDR79 | Long             | EC               | CORP              | JP        |     17499 | NS      | $407350.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |     44300 | NS      | $1094164.86   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rock Field Co Ltd                                         | Rock Field Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $21642.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Rohm Co Ltd                                               | Rohm Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |     44100 | NS      | $772268.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rokko Butter Co Ltd                                       | Rokko Butter Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $21513.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Matrix IT Ltd                                             | Matrix IT Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7710 | NS      | $346060.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OceanaGold Corp                                           | OceanaGold Corp.                                           | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |     72088 | NS      | $2335796.46   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Yellow Hat Ltd                                            | Yellow Hat Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20000 | NS      | $218354.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Holdings Co Ltd                                     | Royal Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $128613.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |     63200 | NS      | $1260511.14   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryobi Ltd                                                 | Ryobi Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $96833.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RYODEN CORP                                               | RYODEN Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $83433.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SEC Carbon Ltd                                            | SEC Carbon Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $43327.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seikagaku Corp                                            | Seikagaku Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $39764.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SMC Corp                                                  | SMC Corp.                                                  | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1200 | NS      | $466525.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ST Corp                                                   | ST Corp.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $12840.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| S&B Foods Inc                                             | S&B Foods, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $96038.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sotetsu Holdings Inc                                      | Sotetsu Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11742 | NS      | $212223.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sagami Holdings Corp                                      | Sagami Holdings Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $57392.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enlight Renewable Energy Ltd                              | Enlight Renewable Energy Ltd.                              | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |      5996 | NS      | $338372.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Saibu Gas Holdings Co Ltd                                 | Saibu Gas Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: 353800SPVTXVJZ0EGD74 | Long             | EC               | CORP              | JP        |      3700 | NS      | $57176.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakai Moving Service Co Ltd                               | Sakai Moving Service Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $41527.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanko Gosei Ltd                                           | Sanko Gosei Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6700 | NS      | $41746.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakai Chemical Industry Co Ltd                            | Sakai Chemical Industry Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $75323.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakai Heavy Industries Ltd                                | Sakai Heavy Industries Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $25574.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakata Seed Corp                                          | Sakata Seed Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $152558.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakata INX Corp                                           | Sakata INX Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $182488.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                       | SoftBank Group Corp.                                       | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |    364400 | NS      | $9950811.96   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Shangri-La Asia Ltd                                       | Shangri-La Asia Ltd.                                       | CUSIP: 000000000<br>LEI: 529900FVJ8C1OTM8OL03 | Long             | EC               | CORP              | BM        |    290000 | NS      | $180829.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| San-Ai Obbli Co Ltd                                       | San-Ai Obbli Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $224538.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| San-In Godo Bank Ltd/The                                  | San-In Godo Bank Ltd.                                      | CUSIP: 000000000<br>LEI: 353800I3C5900CEME762 | Long             | EC               | CORP              | JP        |     34576 | NS      | $353689.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CK-San-Etsu Co Ltd                                        | CK-San-Etsu Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $58085.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sano-Brunos Enterprises Ltd                               | Sano-Brunos Enterprises Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        96 | NS      | $12927.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanford Ltd/NZ                                            | Sanford Ltd.                                               | CUSIP: 000000000<br>LEI: 254900QDRJM2NLCZE960 | Long             | EC               | CORP              | NZ        |     10691 | NS      | $47061.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sangetsu Corp                                             | Sangetsu Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $224559.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanken Electric Co Ltd                                    | Sanken Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 529900516DFVRCC25K90 | Long             | EC               | CORP              | JP        |      5700 | NS      | $268674.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanki Engineering Co Ltd                                  | Sanki Engineering Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $387723.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanko Metal Industrial Co Ltd                             | Sanko Metal Industrial Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $37271.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Raiznext Corp                                             | Raiznext Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $128835.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncall Corp                                              | Suncall Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $27238.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sankyo Seiko Co Ltd                                       | Sankyo Seiko Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $43294.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sankyu Inc                                                | Sankyu, Inc.                                               | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     11700 | NS      | $697031.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanoh Industrial Co Ltd                                   | Sanoh Industrial Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $42509.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Satori Electric Co Ltd                                    | Satori Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $38911.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sanrio Co Ltd                                             | Sanrio Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |     14100 | NS      | $436232.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanshin Electronics Co Ltd                                | Sanshin Electronics Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $52737.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sansei Technologies Inc                                   | Sansei Technologies, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $37713.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santen Pharmaceutical Co Ltd                              | Santen Pharmaceutical Co. Ltd.                             | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |     74700 | NS      | $840347.41    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanwa Holdings Corp                                       | Sanwa Holdings Corp.                                       | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     33800 | NS      | $765614.12    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanyo Chemical Industries Ltd                             | Sanyo Chemical Industries Ltd.                             | CUSIP: 000000000<br>LEI: 529900STCFY6RXOR2I79 | Long             | EC               | CORP              | JP        |      2500 | NS      | $89314.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanyo Shokai Ltd                                          | Sanyo Shokai Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2599 | NS      | $73920.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanyo Denki Co Ltd                                        | Sanyo Denki Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $322651.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tomato Bank Ltd                                           | Tomato Bank Ltd.                                           | CUSIP: 000000000<br>LEI: 353800J2DTRHELYMU403 | Long             | EC               | CORP              | JP        |      1400 | NS      | $14572.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sata Construction Co Ltd                                  | Sata Construction Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $17290.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sato Corp                                                 | Sato Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4419 | NS      | $66303.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SRS Holdings Co Ltd                                       | SRS Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $51554.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sato Shoji Corp                                           | Sato Shoji Corp.                                           | CUSIP: 000000000<br>LEI: 353800UBV2EO50HJ8228 | Long             | EC               | CORP              | JP        |      3600 | NS      | $54823.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Scope Metals Group Ltd                                    | Scope Metals Group Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1610 | NS      | $95147.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Medipal Holdings Corp                                     | Medipal Holdings Corp.                                     | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     31400 | NS      | $569104.81    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GuocoLand Ltd                                             | GuocoLand Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     48400 | NS      | $102615.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Peninsula Group LTD                                       | Peninsula Group Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12289 | NS      | $14245.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Step Co Ltd                                               | Step Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $36419.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seed Co Ltd/Tokyo                                         | Seed Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $11216.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seibu Electric & Machinery Co Ltd                         | Seibu Electric & Machinery Co. Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $20103.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seika Corp                                                | Seika Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $94777.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seikitokyu Kogyo Co Ltd                                   | Seikitokyu Kogyo Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $65908.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Seino Holdings Co Ltd                                     | Seino Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 3538001D12EPCPYTTF24 | Long             | EC               | CORP              | JP        |     29700 | NS      | $462352.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Seiren Co Ltd                                             | Seiren Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800O8K6NWOIT8Q636 | Long             | EC               | CORP              | JP        |      9300 | NS      | $190322.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Seika Chemicals Co Ltd                           | Sumitomo Seika Chemicals Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $65874.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     39800 | NS      | $703957.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Jushi Corp                                        | Sekisui Jushi Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $57859.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Kasei Co Ltd                                      | Sekisui Kasei Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $16122.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd.                                         | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |     35500 | NS      | $791181.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Senko Group Holdings Co Ltd                               | Senko Group Holdings Co. Ltd.                              | CUSIP: 000000000<br>LEI: 35380077MB9W0NB6BA14 | Long             | EC               | CORP              | JP        |     31000 | NS      | $386147.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Senshu Electric Co Ltd                                    | Senshu Electric Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $119578.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sharp Corp/Japan                                          | Sharp Corp.                                                | CUSIP: 000000000<br>LEI: 353800YEPK9PD7QO3449 | Long             | EC               | CORP              | JP        |     59757 | NS      | $272711.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Shinnihon Corp                                            | Shinnihon Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8500 | NS      | $109732.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimamura Co Ltd                                          | Shimamura Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $482580.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shikoku Bank Ltd/The                                      | Shikoku Bank Ltd.                                          | CUSIP: 000000000<br>LEI: 353800WDXTE9PTGKDW46 | Long             | EC               | CORP              | JP        |      8100 | NS      | $106768.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 77 Bank Ltd/The                                           | 77 Bank Ltd.                                               | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |     15000 | NS      | $823792.85    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Shibaura Mechatronics Corp                                | Shibaura Mechatronics Corp.                                | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |      3000 | NS      | $452274.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shibuya Corp                                              | Shibuya Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $68317.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiga Bank Ltd/The                                        | Shiga Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |      9400 | NS      | $480744.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shibusawa Logistics Corp                                  | Shibusawa Logistics Corp.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $87410.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shikoku Kasei Holdings Corp                               | Shikoku Kasei Holdings Corp.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $258964.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shikibo Ltd                                               | Shikibo Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $21646.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimizu Corp                                              | Shimizu Corp.                                              | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     44600 | NS      | $792047.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yondenko Corp                                             | Yondenko Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $87769.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinagawa Refra Co Ltd                                    | Shinagawa Refra Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $167946.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinmaywa Industries Ltd                                  | Shinmaywa Industries Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16000 | NS      | $226079.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinanen Holdings Co Ltd                                   | Sinanen Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $78336.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co. Ltd.                                | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     84600 | NS      | $2782033.69   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Sintokogio Ltd                                            | Sintokogio Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $73731.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shimano Inc                                               | Shimano, Inc.                                              | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      4119 | NS      | $469514.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinko Shoji Co Ltd                                       | Shinko Shoji Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $52998.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shinsho Corp                                              | Shinsho Corp.                                              | CUSIP: 000000000<br>LEI: 353800MF9VQ3QTWAAX41 | Long             | EC               | CORP              | JP        |      4200 | NS      | $72217.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinobu Foods Products Co Ltd                             | Shinobu Foods Products Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13233.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinki Bus Co Ltd                                         | Shinki Bus Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $15353.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sinko Industries Ltd                                      | Sinko Industries Ltd.                                      | CUSIP: 000000000<br>LEI: 353800RTTZK18JRDHM31 | Long             | EC               | CORP              | JP        |     13500 | NS      | $129629.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     41600 | NS      | $710516.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shizuki Electric Co Inc                                   | Shizuki Electric Co., Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $24206.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hulic Co Ltd                                              | Hulic Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |     66269 | NS      | $789721.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Shoei Foods Corp                                          | Shoei Foods Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $39513.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Resonac Holdings Corp                                     | Resonac Holdings Corp.                                     | CUSIP: 000000000<br>LEI: 5493006AIPA1V92YPP18 | Long             | EC               | CORP              | JP        |     40918 | NS      | $2376310.87   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| SWCC Corp                                                 | SWCC Corp.                                                 | CUSIP: 000000000<br>LEI: 353800A7RNYOC4KL4T49 | Long             | EC               | CORP              | JP        |      8300 | NS      | $618608.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Showa Sangyo Co Ltd                                       | Showa Sangyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 549300JPYQ7YV93EU469 | Long             | EC               | CORP              | JP        |      4100 | NS      | $83521.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Forval Corp                                               | Forval Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $3695.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin-Etsu Polymer Co Ltd                                  | Shin-Etsu Polymer Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $135851.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin Nippon Air Technologies Co Ltd                       | Shin Nippon Air Technologies Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $119066.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shun Tak Holdings Ltd                                     | Shun Tak Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: 2549009R5NCY1DI0ZG82 | Long             | EC               | CORP              | HK        |    248000 | NS      | $21306.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPK Corp                                                  | SPK Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $33037.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Singamas Container Holdings Ltd                           | Singamas Container Holdings Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    246000 | NS      | $20160.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumida Corp                                               | Sumida Corp.                                               | CUSIP: 000000000<br>LEI: 529900YR9T4HZ9236N62 | Long             | EC               | CORP              | JP        |      8200 | NS      | $62786.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |    583155 | NS      | $877595.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd.                                    | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |    287400 | NS      | $1434705.05   | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Hong Leong Finance Ltd                                    | Hong Leong Finance Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     79500 | NS      | $171745.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sundrug Co Ltd                                            | Sundrug Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16200 | NS      | $431374.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Soda Nikka Co Ltd                                         | Soda Nikka Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 3538002H865ORJ3MJP13 | Long             | EC               | CORP              | JP        |      4200 | NS      | $31787.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sodick Co Ltd                                             | Sodick Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $37192.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd.                                      | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     40804 | NS      | $652530.08    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp.                                           | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    368000 | NS      | $8113629.73   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| SEA Holdings Ltd                                          | SEA Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     37706 | NS      | $6337.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Kaken Co Ltd                                           | SK Kaken Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $89702.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Onex Corp                                                 | Onex Corp.                                                 | CUSIP: 68272K103<br>LEI: 894500LB8PNE5C7CEN88 | Long             | EC               | CORP              | CA        |     17120 | NS      | $1458717.29   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimojima Co Ltd                                          | Shimojima Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $21495.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Space Co Ltd                                              | Space Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4390 | NS      | $43816.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                            | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     64360 | NS      | $1643110.80   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp                                            | Open Text Corp.                                            | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      1630 | NS      | $41634.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S Foods Inc                                               | S Foods, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $74846.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OR Royalties Inc                                          | OR Royalties, Inc.                                         | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        89 | NS      | $3525.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Electric Co Ltd                                   | Stanley Electric Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $468864.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Starts Corp Inc                                           | Starts Corp., Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9300 | NS      | $295042.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Straits Trading Co Ltd/Singapore                          | Straits Trading Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 875500UD8EBMDH2VFY72 | Long             | EC               | CORP              | SG        |     37025 | NS      | $52160.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Centurion Corp Ltd                                        | Centurion Corp. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     37000 | NS      | $44206.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Subaru Enterprise Co Ltd                                  | Subaru Enterprise Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $39103.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sugimoto & Co Ltd                                         | Sugimoto & Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $47753.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SmarTone Telecommunications Holdings Ltd                  | SmarTone Telecommunications Holdings Ltd.                  | CUSIP: 000000000<br>LEI: 529900CT7EGMVQRYNQ45 | Long             | EC               | CORP              | BM        |     44500 | NS      | $27829.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suminoe Co Ltd                                            | Suminoe Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $14793.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd.                          | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     72600 | NS      | $3178392.71   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Heavy Industries Ltd                             | Sumitomo Heavy Industries Ltd.                             | CUSIP: 000000000<br>LEI: 353800VSTEIRMBC3S374 | Long             | EC               | CORP              | JP        |     22619 | NS      | $704233.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                              | Sumitomo Metal Mining Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |     23000 | NS      | $1299692.49   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Forestry Co Ltd                                  | Sumitomo Forestry Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 549300FIIRGO6D5FWR19 | Long             | EC               | CORP              | JP        |    104700 | NS      | $1135190.04   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Sumitomo Realty & Development Co Ltd                      | Sumitomo Realty & Development Co. Ltd.                     | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     46600 | NS      | $1297669.29   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Rubber Industries Ltd                            | Sumitomo Rubber Industries Ltd.                            | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |     43725 | NS      | $704675.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Warehouse Co Ltd/The                             | Sumitomo Warehouse Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $347826.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai & Co Ltd                                     | Sun Hung Kai & Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    139000 | NS      | $76425.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd.                               | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     48696 | NS      | $782003.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sankyo Frontier Co Ltd                                    | Sankyo Frontier Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $30260.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shufersal Ltd                                             | Shufersal Ltd.                                             | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |     28070 | NS      | $362525.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Orezone Gold Corp                                         | Orezone Gold Corp.                                         | CUSIP: 68616T109<br>LEI: 529900ZRY6WGGRC9Z698 | Long             | EC               | CORP              | CA        |     23300 | NS      | $42778.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Suruga Bank Ltd                                           | Suruga Bank Ltd.                                           | CUSIP: 000000000<br>LEI: 3538003A9JIMKE5G3M02 | Long             | EC               | CORP              | JP        |     22200 | NS      | $278831.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LEC Inc                                                   | LEC, Inc.                                                  | CUSIP: 000000000<br>LEI: 353800QEG7G3CQSZEA52 | Long             | EC               | CORP              | JP        |      5400 | NS      | $35957.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Suzuki Motor Corp                                         | Suzuki Motor Corp.                                         | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    149300 | NS      | $2035715.73   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Suzuken Co Ltd/Aichi Japan                                | Suzuken Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 529900LRLSX7F1Q8TN71 | Long             | EC               | CORP              | JP        |     14450 | NS      | $582474.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                         | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     59000 | NS      | $569343.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd.                                         | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    102500 | NS      | $166413.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| THK Co Ltd                                                | THK Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9000 | NS      | $268895.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TDK Corp                                                  | TDK Corp.                                                  | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |    175600 | NS      | $2265806.73   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Tachi-S Co Ltd                                            | Tachi-S Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $102235.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tachikawa Corp                                            | Tachikawa Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $35011.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ESPEC Corp                                                | ESPEC Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $108976.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tadano Ltd                                                | Tadano Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16300 | NS      | $120464.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tachibana Eletech Co Ltd                                  | Tachibana Eletech Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4880 | NS      | $96100.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taihei Dengyo Kaisha Ltd                                  | Taihei Dengyo Kaisha Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $108345.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taikisha Ltd                                              | Taikisha Ltd.                                              | CUSIP: 000000000<br>LEI: 3538005OOQOUE7DBWV52 | Long             | EC               | CORP              | JP        |     10200 | NS      | $227858.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taisei Corp                                               | Taisei Corp.                                               | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |     10600 | NS      | $1057329.89   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Takashima & Co Ltd                                        | Takashima & Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $28108.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takasago International Corp                               | Takasago International Corp.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18000 | NS      | $175767.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Takashimaya Co Ltd                                        | Takashimaya Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800IFO566STDN4V78 | Long             | EC               | CORP              | JP        |     67600 | NS      | $844964.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Takara & Co Ltd                                           | Takara & Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $82319.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Advantest Corp                                            | Advantest Corp.                                            | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     42000 | NS      | $6946232.04   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Takasago Thermal Engineering Co Ltd                       | Takasago Thermal Engineering Co. Ltd.                      | CUSIP: 000000000<br>LEI: 353800VL9UEB0RUJLC67 | Long             | EC               | CORP              | JP        |     13800 | NS      | $398968.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiyo Yuden Co Ltd                                        | Taiyo Yuden Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | EC               | CORP              | JP        |     26400 | NS      | $558241.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Daio Paper Corp                                           | Daio Paper Corp.                                           | CUSIP: 000000000<br>LEI: 353800VL9DQ781ZR1G70 | Long             | EC               | CORP              | JP        |     16600 | NS      | $104171.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Takara Standard Co Ltd                                    | Takara Standard Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $198583.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tamron Co Ltd                                             | Tamron Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     34400 | NS      | $229627.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tamura Corp                                               | Tamura Corp.                                               | CUSIP: 000000000<br>LEI: 353800W98D8AI066OC02 | Long             | EC               | CORP              | JP        |     14800 | NS      | $61000.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taki Chemical Co Ltd                                      | Taki Chemical Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $22870.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiko Bank Ltd/The                                        | Taiko Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 3538003H3GIODN7ZSJ40 | Long             | EC               | CORP              | JP        |      1300 | NS      | $19950.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiyo Holdings Co Ltd                                     | Taiyo Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20400 | NS      | $660284.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tanseisha Co Ltd                                          | Tanseisha Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $90041.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Taoka Chemical Co Ltd                                     | Taoka Chemical Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $20505.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamatane Corp                                             | Yamatane Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $76028.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Malam - Team Ltd                                          | Malam - Team Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1640 | NS      | $69515.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Techno Ryowa Ltd                                          | Techno Ryowa Ltd.                                          | CUSIP: 000000000<br>LEI: 353800Q6QFKID7X02834 | Long             | EC               | CORP              | JP        |      1600 | NS      | $80583.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telsys Ltd                                                | Telsys Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       691 | NS      | $50957.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tayca Corp                                                | Tayca Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $37851.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TPR Co Ltd                                                | TPR Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $17381.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teikoku Sen-I Co Ltd                                      | Teikoku Sen-I Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $89313.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Teikoku Tsushin Kogyo Co Ltd                              | Teikoku Tsushin Kogyo Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $28344.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tekken Corp                                               | Tekken Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $85029.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd.                                     | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     47682 | NS      | $64903.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pack Corp/The                                             | Pack Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $83022.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| B-R31 Ice Cream Co Ltd                                    | B-R31 Ice Cream Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $10317.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deep Source Holdings Ltd                                  | Deep Source Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: 254900DDY9OP9TPSE246 | Long             | EC               | CORP              | BM        |    890000 | NS      | $93858.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Land Development Nimrodi Group Ltd                        | Land Development Nimrodi Group Ltd.                        | CUSIP: 000000000<br>LEI: 213800Z7833KR44LCC93 | Long             | EC               | CORP              | IL        |      4449 | NS      | $53307.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yonkyu Co Ltd                                             | Yonkyu Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $16084.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takebishi Corp                                            | TAKEBISHI Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $32527.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tomoe Engineering Co Ltd                                  | Tomoe Engineering Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $74922.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Tigers Polymer Corp                                       | Tigers Polymer Corp.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $21803.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takihyo Co Ltd                                            | Takihyo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $13533.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TKC Corp                                                  | TKC Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5700 | NS      | $149870.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TOC Co Ltd                                                | TOC Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 5299004ARKE9M7JAGL73 | Long             | EC               | CORP              | JP        |      7200 | NS      | $38971.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tochigi Bank Ltd/The                                      | Tochigi Bank Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22700 | NS      | $123141.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sac's Bar Holdings Inc                                    | Sac's Bar Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $22639.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Toho Bank Ltd/The                                         | Toho Bank Ltd.                                             | CUSIP: 000000000<br>LEI: 35380078ABDFHIKLTV03 | Long             | EC               | CORP              | JP        |     46900 | NS      | $182646.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toda Corp                                                 | Toda Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59600 | NS      | $520232.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokai Carbon Co Ltd                                       | Tokai Carbon Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 5299002HKWA5B57KLT43 | Long             | EC               | CORP              | JP        |     48900 | NS      | $338357.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokai Rika Co Ltd                                         | Tokai Rika Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14300 | NS      | $289840.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TBS Holdings Inc                                          | TBS Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $290797.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Radiator Manufacturing Co Ltd                       | Tokyo Radiator Manufacturing Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $11707.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Seimitsu Co Ltd                                     | Tokyo Seimitsu Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $788224.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Sangyo Co Ltd                                       | Tokyo Sangyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800F767RIJ2KRGL03 | Long             | EC               | CORP              | JP        |      6600 | NS      | $40782.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokai Corp/Gifu                                           | Tokai Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $65353.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toa Corp/Hyogo                                            | Toa Corp.                                                  | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |      6200 | NS      | $66251.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toagosei Co Ltd                                           | Toagosei Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $53422.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toa Corp/Tokyo                                            | Toa Corp.                                                  | CUSIP: 000000000<br>LEI: 353800AT816JCLZ5WD63 | Long             | EC               | CORP              | JP        |     21800 | NS      | $443328.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TOA Road Corp                                             | TOA ROAD Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12000 | NS      | $135270.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Titanium Co Ltd                                      | Toho Titanium Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800CQ82BJ87SIZZ65 | Long             | EC               | CORP              | JP        |      8100 | NS      | $97396.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yurtec Corp                                               | Yurtec Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $186370.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokai Tokyo Financial Holdings Inc                        | Tokai Tokyo Financial Holdings, Inc.                       | CUSIP: 000000000<br>LEI: 3538009U6UOURH99YH12 | Long             | EC               | CORP              | JP        |     41600 | NS      | $199307.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toshiba TEC Corp                                          | Toshiba TEC Corp.                                          | CUSIP: 000000000<br>LEI: 529900BU7UO2N2ITYD43 | Long             | EC               | CORP              | JP        |      8100 | NS      | $136217.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Ohka Kogyo Co Ltd                                   | Tokyo Ohka Kogyo Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16400 | NS      | $774105.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Topre Corp                                                | Topre Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11300 | NS      | $184080.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tobu Railway Co Ltd                                       | Tobu Railway Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25700 | NS      | $453718.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toei Co Ltd                                               | Toei Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $109206.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Co Ltd/Tokyo                                         | Toho Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      3800 | NS      | $193723.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Co Ltd/Kobe                                          | Toho Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      7500 | NS      | $62065.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Gas Co Ltd                                           | Toho Gas Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 353800BCVTE4F8012906 | Long             | EC               | CORP              | JP        |      9300 | NS      | $308075.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Tatemono Co Ltd                                     | Tokyo Tatemono Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     46900 | NS      | $1103661.21   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     19800 | NS      | $878439.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Holdings Co Ltd                                      | Toho Holdings Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800Z8BQ3ZHELA4J90 | Long             | EC               | CORP              | JP        |     11900 | NS      | $355764.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toho Zinc Co Ltd                                          | Toho Zinc Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 35380014LT36FECUB915 | Long             | EC               | CORP              | JP        |      4100 | NS      | $43898.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Toenec Corp                                               | Toenec Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15500 | NS      | $205337.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd.                                        | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     19200 | NS      | $5116009.78   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Tokyo Sales Holdings Co Ltd                        | Nissan Tokyo Sales Holdings Co. Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $39233.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Steel Manufacturing Co Ltd                          | Tokyo Steel Manufacturing Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13700 | NS      | $133763.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Energy & Systems Inc                                | Tokyo Energy & Systems, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $53512.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TYK Corp/Tokyo                                            | TYK Corp.                                                  | CUSIP: 000000000<br>LEI: 35380015Y6NZS56RAG21 | Long             | EC               | CORP              | JP        |      3500 | NS      | $13975.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tomoku Co Ltd                                             | Tomoku Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800L6Q5CBPI6NIQ21 | Long             | EC               | CORP              | JP        |      3500 | NS      | $78462.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tomoe Corp                                                | Tomoe Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $70768.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Torishima Pump Manufacturing Co Ltd                       | Torishima Pump Manufacturing Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $62932.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOPPAN Holdings Inc                                       | TOPPAN Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |     23300 | NS      | $719731.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Topy Industries Ltd                                       | Topy Industries Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $85122.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toray Industries Inc                                      | Toray Industries, Inc.                                     | CUSIP: 000000000<br>LEI: 35380099TCYR5FHT0A11 | Long             | EC               | CORP              | JP        |    127700 | NS      | $941941.86    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Torigoe Co Ltd/The                                        | Torigoe Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $27771.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shibaura Machine Co Ltd                                   | Shibaura Machine Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 529900T7KEXD7VGOFO59 | Long             | EC               | CORP              | JP        |      3900 | NS      | $107369.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Totetsu Kogyo Co Ltd                                      | Totetsu Kogyo Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $150548.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTO Ltd                                                  | TOTO Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23899 | NS      | $751119.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yondoshi Holdings Inc                                     | Yondoshi Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $34164.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Towa Bank Ltd/The                                         | Towa Bank Ltd.                                             | CUSIP: 000000000<br>LEI: 3538009WQM5M1AUS0I04 | Long             | EC               | CORP              | JP        |      7100 | NS      | $52983.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Token Corp                                                | Token Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1810 | NS      | $173936.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T Hasegawa Co Ltd                                         | T Hasegawa Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $126934.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Kanetsu KK                                           | Toyo Kanetsu KK                                            | CUSIP: 000000000<br>LEI: 353800EG0O6LMB2WP165 | Long             | EC               | CORP              | JP        |      4400 | NS      | $75756.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T RAD Co Ltd                                              | T RAD Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $82835.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                    | Toyo Suisan Kaisha Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $464077.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Totech Corp                                               | Totech Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $163925.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Artience Co Ltd                                           | Artience Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $218166.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Tire Corp                                            | Toyo Tire Corp.                                            | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     28500 | NS      | $768067.06    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Lixil Corp                                                | Lixil Corp.                                                | CUSIP: 000000000<br>LEI: 353800KB8G4F9WUJJ886 | Long             | EC               | CORP              | JP        |     49300 | NS      | $565556.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Seikan Group Holdings Ltd                            | Toyo Seikan Group Holdings Ltd.                            | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |     23700 | NS      | $594629.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tosoh Corp                                                | Tosoh Corp.                                                | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     47700 | NS      | $778493.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mazda Motor Corp                                          | Mazda Motor Corp.                                          | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |    100006 | NS      | $769581.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Toli Corp                                                 | Toli Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $52745.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Industries Corp                                    | Toyota Industries Corp.                                    | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      4100 | NS      | $524619.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyoda Gosei Co Ltd                                       | Toyoda Gosei Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |     18800 | NS      | $510756.42    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Boshoku Corp                                       | Toyota Boshoku Corp.                                       | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |     21700 | NS      | $364384.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Transcosmos Inc                                           | Transcosmos, Inc.                                          | CUSIP: 000000000<br>LEI: 353800AAR1GYRFDRTV97 | Long             | EC               | CORP              | JP        |      4363 | NS      | $106401.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Euroz Hartleys Group Ltd                                  | Euroz Hartleys Group Ltd.                                  | CUSIP: 000000000<br>LEI: 261700NXO99APU8DIF47 | Long             | EC               | CORP              | AU        |     26027 | NS      | $22477.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tribune Resources Ltd                                     | Tribune Resources Ltd.                                     | CUSIP: 000000000<br>LEI: 549300NZ6HGEFL9P5S11 | Long             | EC               | CORP              | AU        |      2976 | NS      | $14434.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tadiran Group Ltd                                         | Tadiran Group Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       810 | NS      | $40151.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Truly International Holdings Ltd                          | Truly International Holdings Ltd.                          | CUSIP: 000000000<br>LEI: 5299001RDHF8VP5IW690 | Long             | EC               | CORP              | KY        |     76000 | NS      | $9983.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsubakimoto Kogyo Co Ltd                                  | Tsubakimoto Kogyo Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 353800Z0E9RSAQ31YH59 | Long             | EC               | CORP              | JP        |      3600 | NS      | $66533.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsubakimoto Chain Co                                      | Tsubakimoto Chain Co.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22284 | NS      | $341833.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsugami Corp                                              | Tsugami Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $220472.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsukishima Holdings Co Ltd                                | Tsukishima Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800K8E7URAH6LTR26 | Long             | EC               | CORP              | JP        |      6600 | NS      | $126807.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsumura & Co                                              | Tsumura & Co.                                              | CUSIP: 000000000<br>LEI: 3538005RS3M1OVJLC663 | Long             | EC               | CORP              | JP        |     15200 | NS      | $401809.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsurumi Manufacturing Co Ltd                              | Tsurumi Manufacturing Co. Ltd.                             | CUSIP: 000000000<br>LEI: 35380026XBX2I2OGQE92 | Long             | EC               | CORP              | JP        |      9600 | NS      | $135510.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsuzuki Denki Co Ltd                                      | Tsuzuki Denki Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 3538008A8ICJLVI54474 | Long             | EC               | CORP              | JP        |      1700 | NS      | $40051.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsutsumi Jewelry Co Ltd                                   | Tsutsumi Jewelry Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $37511.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBE Corp                                                  | UBE Corp.                                                  | CUSIP: 000000000<br>LEI: 529900XMRZ2VNF3ZPS69 | Long             | EC               | CORP              | JP        |     17800 | NS      | $307820.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Uchida Yoko Co Ltd                                        | Uchida Yoko Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11500 | NS      | $154589.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ueki Corp                                                 | Ueki Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $7409.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Unicharm Corp                                             | Unicharm Corp.                                             | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |     15200 | NS      | $92312.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amos Luzon Development and Energy Group Ltd               | Amos Luzon Development & Energy Group Ltd.                 | CUSIP: 000000000<br>LEI: 254900DA5KDQUHJZY811 | Long             | EC               | CORP              | IL        |     15411 | NS      | $23892.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Land Group Ltd                                  | Singapore Land Group Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     27300 | NS      | $74984.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd.                                  | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     14841 | NS      | $1160996.39   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd.                                  | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     92970 | NS      | $2802035.48   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| UOL Group Ltd                                             | UOL Group Ltd.                                             | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |    113551 | NS      | $969790.79    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ushio Inc                                                 | Ushio, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $447618.10    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Valor Holdings Co Ltd                                     | Valor Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8251 | NS      | $186807.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Venture Corp Ltd                                          | Venture Corp. Ltd.                                         | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     61300 | NS      | $787160.52    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Vitasoy International Holdings Ltd                        | Vitasoy International Holdings Ltd.                        | CUSIP: 000000000<br>LEI: 5493003LPGHN62KWIZ77 | Long             | EC               | CORP              | HK        |    148000 | NS      | $132391.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Turners Automotive Group Ltd                              | Turners Automotive Group Ltd.                              | CUSIP: 000000000<br>LEI: 984500ECDC840DY8TE62 | Long             | EC               | CORP              | NZ        |     14066 | NS      | $72993.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WATAMI Co Ltd                                             | WATAMI Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $29612.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| VTech Holdings Ltd                                        | VTech Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     41800 | NS      | $325516.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Villar International Ltd                                  | Villar International Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       840 | NS      | $49940.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wacoal Holdings Corp                                      | Wacoal Holdings Corp.                                      | CUSIP: 000000000<br>LEI: 3538002U6NJ8QTW6VR34 | Long             | EC               | CORP              | JP        |      8700 | NS      | $245303.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wakachiku Construction Co Ltd                             | Wakachiku Construction Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $74378.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wakita & Co Ltd                                           | Wakita & Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $138127.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PHX Energy Services Corp                                  | PHX Energy Services Corp.                                  | CUSIP: 69338U101<br>LEI: 529900JLHUICZ9N5CY59 | Long             | EC               | CORP              | CA        |     13038 | NS      | $80143.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd.                                            | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     52128 | NS      | $3007086.10   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Iluka Resources Ltd                                       | Iluka Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |    111678 | NS      | $409286.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Warabeya Nichiyo Holdings Co Ltd                          | Warabeya Nichiyo Holdings Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $100175.49    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MGX Resources Ltd                                         | MGX Resources Ltd.                                         | CUSIP: 000000000<br>LEI: 254900QOF9A5FW2FHD67 | Long             | EC               | CORP              | AU        |    173579 | NS      | $58840.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Wing Tai Holdings Ltd                                     | Wing Tai Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: 984500SB157F8C2A6839 | Long             | EC               | CORP              | SG        |     92200 | NS      | $119515.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                  | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     69527 | NS      | $3796165.25   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp                                  | Pan American Silver Corp.                                  | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     17203 | NS      | $937311.77    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd.                                      | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     57381 | NS      | $1231418.15   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yushin Co                                                 | Yushin Co.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $22642.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yagi & Co Ltd                                             | Yagi & Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800UOH5ZCSIL1E574 | Long             | EC               | CORP              | JP        |       500 | NS      | $10872.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| YAC Holdings Co Ltd                                       | YAC Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $18625.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Xebio Holdings Co Ltd                                     | Xebio Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $29944.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamada Holdings Co Ltd                                    | Yamada Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |    101791 | NS      | $356853.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yahagi Construction Co Ltd                                | Yahagi Construction Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $136588.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yakult Honsha Co Ltd                                      | Yakult Honsha Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800YJPSPGG7KI0S71 | Long             | EC               | CORP              | JP        |     26098 | NS      | $421735.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun-Wa Technos Corp                                       | Sun-Wa Technos Corp.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $64101.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamagata Bank Ltd/The                                     | Yamagata Bank Ltd.                                         | CUSIP: 000000000<br>LEI: 353800OXF3M14RULQG45 | Long             | EC               | CORP              | JP        |      2499 | NS      | $35774.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yamaha Motor Co Ltd                                       | Yamaha Motor Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |    140700 | NS      | $1062523.97   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon Yamamura Glass Co Ltd                               | Nihon Yamamura Glass Co. Ltd.                              | CUSIP: 000000000<br>LEI: 35380039Q90SLMUZIX96 | Long             | EC               | CORP              | JP        |      1900 | NS      | $37947.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamanashi Chuo Bank Ltd/The                               | Yamanashi Chuo Bank Ltd.                                   | CUSIP: 000000000<br>LEI: 353800DUD9B4IAIADJ68 | Long             | EC               | CORP              | JP        |      7300 | NS      | $224031.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamato Kogyo Co Ltd                                       | Yamato Kogyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $540690.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamato Corp                                               | Yamato Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $71059.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamazaki Baking Co Ltd                                    | Yamazaki Baking Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26200 | NS      | $555111.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Azbil Corp                                                | Azbil Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59200 | NS      | $518100.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamato Holdings Co Ltd                                    | Yamato Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26846 | NS      | $351003.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamazen Corp                                              | Yamazen Corp.                                              | CUSIP: 000000000<br>LEI: 353800VADDW91MPELT42 | Long             | EC               | CORP              | JP        |     15200 | NS      | $140194.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaichi Electronics Co Ltd                               | Yamaichi Electronics Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $197622.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Unipres Corp                                              | Unipres Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $53068.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yaskawa Electric Corp                                     | Yaskawa Electric Corp.                                     | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |      6200 | NS      | $197899.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yodoko Ltd                                                | Yodoko Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28500 | NS      | $258203.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Transcity Corp                                      | Japan Transcity Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8700 | NS      | $68712.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Bridge Holdings Corp                             | Yokogawa Bridge Holdings Corp.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10100 | NS      | $203282.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp.                                    | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     17500 | NS      | $583430.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokohama Rubber Co Ltd/The                                | Yokohama Rubber Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 52990036XNWY2FMYWB76 | Long             | EC               | CORP              | JP        |     32600 | NS      | $1286731.49   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokorei Co Ltd                                            | Yokorei Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $99363.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yokowo Co Ltd                                             | Yokowo Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4525 | NS      | $64451.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yorozu Corp                                               | Yorozu Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $10538.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaura Corp                                              | Yamaura Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $20928.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| One Software Technologies Ltd                             | One Software Technologies Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9525 | NS      | $273812.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yotai Refractories Co Ltd                                 | Yotai Refractories Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $20010.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yuasa Trading Co Ltd                                      | Yuasa Trading Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $175922.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Yushiro Inc                                               | Yushiro, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $39272.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Starzen Co Ltd                                            | Starzen Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12600 | NS      | $107633.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zenitaka Corp/The                                         | Zenitaka Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $30523.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Zojirushi Corp                                            | Zojirushi Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $47983.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zuiko Corp                                                | Zuiko Corp.                                                | CUSIP: 000000000<br>LEI: 353800DN97MBCA0LVY65 | Long             | EC               | CORP              | JP        |      4100 | NS      | $26632.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Zenrin Co Ltd                                             | Zenrin Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800AOWZ4V1DJ17N16 | Long             | EC               | CORP              | JP        |      9300 | NS      | $63078.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zaoh Co Ltd                                               | Zaoh Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $13275.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yonex Co Ltd                                              | Yonex Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 353800AI38G8HRG7UJ91 | Long             | EC               | CORP              | JP        |     13900 | NS      | $293048.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibersol SGPS SA                                           | Ibersol SGPS SA                                            | CUSIP: 000000000<br>LEI: 549300ZG20XRKSRKZ238 | Long             | EC               | CORP              | PT        |      6294 | NS      | $79420.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Navigator Co SA/The                                       | Navigator Co. SA                                           | CUSIP: 000000000<br>LEI: 549300UNIB7M2AXUXS35 | Long             | EC               | CORP              | PT        |     44535 | NS      | $168577.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     12886 | NS      | $3263059.71   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Mota-Engil SGPS SA                                        | Mota-Engil SGPS SA                                         | CUSIP: 000000000<br>LEI: 549300L6RR1203WN9F57 | Long             | EC               | CORP              | PT        |     25597 | NS      | $135195.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Pason Systems Inc                                         | Pason Systems, Inc.                                        | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |     16448 | NS      | $145799.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurazeo SE                                                | Eurazeo SE                                                 | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |      8890 | NS      | $534013.36    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Otello Corp ASA                                           | Otello Corp. ASA                                           | CUSIP: 000000000<br>LEI: 391200EWTTF186UWWH07 | Long             | EC               | CORP              | NO        |     14046 | NS      | $26614.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| St Galler Kantonalbank AG                                 | St. Galler Kantonalbank AG                                 | CUSIP: 000000000<br>LEI: 549300GFRG6OK00RG957 | Long             | EC               | CORP              | CH        |       842 | NS      | $647158.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp.                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     76684 | NS      | $3188520.72   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Groupe Crit SA                                            | Groupe Crit SA                                             | CUSIP: 000000000<br>LEI: 969500KI179R130T7Q32 | Long             | EC               | CORP              | FR        |       826 | NS      | $62290.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AXA SA                                                    | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     62944 | NS      | $2870188.67   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Porsche Automobil Holding SE                              | Porsche Automobil Holding SE                               | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |     21545 | NS      | $921812.61    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NKT A/S                                                   | NKT AS                                                     | CUSIP: 000000000<br>LEI: 529900197LKWCEQ0NL18 | Long             | EC               | CORP              | DK        |     14984 | NS      | $1959701.83   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide           | Fraport AG Frankfurt Airport Services Worldwide            | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | EC               | CORP              | DE        |     10259 | NS      | $949216.58    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB Ltd                                                   | ABB Ltd.                                                   | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     54873 | NS      | $4724456.76   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Adecco Group AG                                           | Adecco Group AG                                            | CUSIP: 000000000<br>LEI: NI14Y5UMU60O7JE9P611 | Long             | EC               | CORP              | CH        |     39463 | NS      | $1159675.27   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Clariant AG                                               | Clariant AG                                                | CUSIP: 000000000<br>LEI: 529900VSEKBY7TMPP349 | Long             | EC               | CORP              | CH        |      8466 | NS      | $78332.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vontobel Holding AG                                       | Vontobel Holding AG                                        | CUSIP: 000000000<br>LEI: 529900G69W5VR3DDPW23 | Long             | EC               | CORP              | CH        |      7638 | NS      | $658288.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexans SA                                                 | Nexans SA                                                  | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | EC               | CORP              | FR        |      9075 | NS      | $1429424.29   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbonia AG                                                | Arbonia AG                                                 | CUSIP: 000000000<br>LEI: 52990053OCTMTW77M139 | Long             | EC               | CORP              | CH        |      9689 | NS      | $63308.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Huber + Suhner AG                                         | Huber & Suhner AG                                          | CUSIP: 000000000<br>LEI: 5067007PRZ9OSX7A6787 | Long             | EC               | CORP              | CH        |      4435 | NS      | $896999.16    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Credito Emiliano SpA                                      | Credito Emiliano SpA                                       | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | EC               | CORP              | IT        |     27465 | NS      | $505165.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JCDecaux SE                                               | JCDecaux SE                                                | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | EC               | CORP              | FR        |     20036 | NS      | $395185.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Skanska AB                                                | Skanska AB                                                 | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |     29087 | NS      | $883435.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    505273 | NS      | $5582532.18   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Temenos AG                                                | Temenos AG                                                 | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |     12693 | NS      | $1121729.15   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GL Events SACA                                            | GL Events SACA                                             | CUSIP: 000000000<br>LEI: 9695002PXZMQNBPY2P44 | Long             | EC               | CORP              | FR        |      3535 | NS      | $134772.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                         | Sonova Holding AG                                          | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      6258 | NS      | $1712709.90   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Pet Valu Holdings Ltd                                     | Pet Valu Holdings Ltd.                                     | CUSIP: 71584R105<br>LEI: 2549004F77OUH5ES5L44 | Long             | EC               | CORP              | CA        |     17076 | NS      | $342360.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Init Innovation in Traffic Systems SE                     | Init Innovation in Traffic Systems SE                      | CUSIP: 000000000<br>LEI: 391200ZOAI9BOLGC1D37 | Long             | EC               | CORP              | DE        |      1284 | NS      | $72978.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| De' Longhi SpA                                            | De' Longhi SpA                                             | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |     13303 | NS      | $588088.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Swatch Group AG/The                                       | Swatch Group AG                                            | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      7213 | NS      | $1701817.57   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Swatch Group AG/The                                       | Swatch Group AG                                            | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |     11405 | NS      | $540350.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Revenio Group Oyj                                         | Revenio Group OYJ                                          | CUSIP: 000000000<br>LEI: 743700I27E0FWSXLKK04 | Long             | EC               | CORP              | FI        |      4522 | NS      | $107575.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                        | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      6264 | NS      | $1914878.74   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Billerud Aktiebolag                                       | Billerud Aktiebolag                                        | CUSIP: 000000000<br>LEI: 549300YJUYJ9A24RXL71 | Long             | EC               | CORP              | SE        |     42360 | NS      | $342526.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca IFIS SpA                                            | Banca IFIS SpA                                             | CUSIP: 000000000<br>LEI: 8156005420362AE59184 | Long             | EC               | CORP              | IT        |      5431 | NS      | $176856.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    152321 | NS      | $1046854.09   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Pizza Pizza Royalty Corp                                  | Pizza Pizza Royalty Corp.                                  | CUSIP: 72585V103<br>LEI: 529900EBJSGXNVSU2955 | Long             | EC               | CORP              | CA        |      7900 | NS      | $91030.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     77117 | NS      | $1670078.36   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Gefran SpA                                                | Gefran SpA                                                 | CUSIP: 000000000<br>LEI: 815600E4FE816F540F98 | Long             | EC               | CORP              | IT        |      1074 | NS      | $13838.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PMET Resources Inc                                        | PMET Resources, Inc.                                       | CUSIP: 73015G104<br>LEI: 529900XDIJAIG9QO0I38 | Long             | EC               | CORP              | CA        |      5500 | NS      | $24921.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beneteau SACA                                             | Beneteau SACA                                              | CUSIP: 000000000<br>LEI: 969500FHXW3AEY6Z0B25 | Long             | EC               | CORP              | FR        |     10366 | NS      | $97488.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| BNP Paribas SA                                            | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     44394 | NS      | $4800430.55   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Polaris Renewable Energy Inc                              | Polaris Renewable Energy, Inc.                             | CUSIP: 73108L101<br>LEI: 254900IRAKXV4MM4QF30 | Long             | EC               | CORP              | CA        |      6500 | NS      | $58190.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfa Laval AB                                             | Alfa Laval AB                                              | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     13412 | NS      | $776853.28    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Melexis NV                                                | Melexis NV                                                 | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Long             | EC               | CORP              | BE        |      5094 | NS      | $385095.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |     57489 | NS      | $5674477.97   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Enagas SA                                                 | Enagas SA                                                  | CUSIP: 000000000<br>LEI: 213800OU3FQKGM4M2U23 | Long             | EC               | CORP              | ES        |     34100 | NS      | $561393.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Tradition SA                               | Cie Financiere Tradition SA                                | CUSIP: 000000000<br>LEI: 213800WCJHNV1PPEAR30 | Long             | EC               | CORP              | CH        |       460 | NS      | $175239.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PrairieSky Royalty Ltd                                    | PrairieSky Royalty Ltd.                                    | CUSIP: 739721108<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |     43124 | NS      | $938710.65    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Virbac SACA                                               | Virbac SACA                                                | CUSIP: 000000000<br>LEI: 969500QQ1X5XHG649644 | Long             | EC               | CORP              | FR        |       756 | NS      | $315152.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Precision Drilling Corp                                   | Precision Drilling Corp.                                   | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |      2694 | NS      | $214847.47    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Precision Drilling Corp                                   | Precision Drilling Corp.                                   | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |       998 | NS      | $79612.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Premium Brands Holdings Corp                              | Premium Brands Holdings Corp.                              | CUSIP: 74061A108<br>LEI: 529900F5EXPGUY8WV366 | Long             | EC               | CORP              | CA        |     10355 | NS      | $711804.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Propel Holdings Inc                                       | Propel Holdings, Inc.                                      | CUSIP: 74349D106<br>LEI: 549300WJ8RJGUJCB3938 | Long             | EC               | CORP              | CA        |      5900 | NS      | $105594.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                      | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |      3161 | NS      | $3466202.46   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Prudential PLC                                            | Prudential PLC                                             | CUSIP: 74435K204<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |    134384 | NS      | $4433328.16   | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| Pulse Seismic Inc                                         | Pulse Seismic, Inc.                                        | CUSIP: 74586Q109<br>LEI: 549300JH7M7P6XGSZZ53 | Long             | EC               | CORP              | CA        |      5300 | NS      | $14907.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quarterhill Inc                                           | Quarterhill, Inc.                                          | CUSIP: 747713105<br>LEI: 549300B6CK5V1TDGM851 | Long             | EC               | CORP              | CA        |     16100 | NS      | $10759.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quebecor Inc                                              | Quebecor, Inc.                                             | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     41685 | NS      | $1520577.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| RB Global Inc                                             | RB Global, Inc.                                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     11873 | NS      | $1348416.61   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Valiant Holding AG                                        | Valiant Holding AG                                         | CUSIP: 000000000<br>LEI: 529900R30EKFHO09CN42 | Long             | EC               | CORP              | CH        |      4404 | NS      | $884075.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiera Milano SpA                                          | Fiera Milano SpA                                           | CUSIP: 000000000<br>LEI: 81560026FB4FD48C6110 | Long             | EC               | CORP              | IT        |      5610 | NS      | $46290.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Real Matters Inc                                          | Real Matters, Inc.                                         | CUSIP: 75601Y100<br>LEI: 54930038CQZBR1KZYE22 | Long             | EC               | CORP              | CA        |      3400 | NS      | $15531.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SBO AG                                                    | SBO AG                                                     | CUSIP: 000000000<br>LEI: 549300ZD9ED8GSG3JW36 | Long             | EC               | CORP              | AT        |      2222 | NS      | $83480.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Audax Renovables SA                                       | Audax Renovables SA                                        | CUSIP: 000000000<br>LEI: 959800MAFGMXMGJHCH48 | Long             | EC               | CORP              | ES        |     27496 | NS      | $42910.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RaySearch Laboratories AB                                 | RaySearch Laboratories AB                                  | CUSIP: 000000000<br>LEI: 549300TYFVYGS0JFWM28 | Long             | EC               | CORP              | SE        |      8015 | NS      | $171206.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                   | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     68073 | NS      | $2437000.66   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Hera SpA                                                  | Hera SpA                                                   | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    216836 | NS      | $1073057.18   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                       | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      8565 | NS      | $269883.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Restaurant Brands International Inc                       | Restaurant Brands International, Inc.                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     22306 | NS      | $1494278.94   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Boiron SA                                                 | Boiron SA                                                  | CUSIP: 000000000<br>LEI: 9695000UMPNY21KKDO98 | Long             | EC               | CORP              | FR        |      1017 | NS      | $35992.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Richelieu Hardware Ltd                                    | Richelieu Hardware Ltd.                                    | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |     13469 | NS      | $402789.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                         | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |   3101301 | NS      | $2103714.44   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia SpA/Milano                                 | Telecom Italia SpA                                         | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EP               | CORP              | IT        |   1519122 | NS      | $1206221.40   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| EMS-Chemie Holding AG                                     | EMS-Chemie Holding AG                                      | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Long             | EC               | CORP              | CH        |      1198 | NS      | $931406.66    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                              | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     49126 | NS      | $4471939.78   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Getinge AB                                                | Getinge AB                                                 | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |     33696 | NS      | $738357.14    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     49811 | NS      | $1883353.91   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications, Inc.                                | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      3029 | NS      | $114339.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Rogers Sugar Inc                                          | Rogers Sugar, Inc.                                         | CUSIP: 77519R102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32900 | NS      | $149078.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jungfraubahn Holding AG                                   | Jungfraubahn Holding AG                                    | CUSIP: 000000000<br>LEI: 5067009MCPE99B3E4489 | Long             | EC               | CORP              | CH        |      1339 | NS      | $527659.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                       | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     93869 | NS      | $15603843.87  | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                       | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     25032 | NS      | $4167924.97   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                                            | Royal Gold, Inc.                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3285 | NS      | $864973.35    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Russel Metals Inc                                         | Russel Metals, Inc.                                        | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     18045 | NS      | $639423.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc                                            | SSR Mining, Inc.                                           | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     22172 | NS      | $506186.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc                                            | SSR Mining, Inc.                                           | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     31575 | NS      | $719782.32    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Saputo Inc                                                | Saputo, Inc.                                               | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |     41892 | NS      | $1263851.47   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Saturn Oil & Gas Inc                                      | Saturn Oil & Gas, Inc.                                     | CUSIP: 80412L883<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | EC               | CORP              | CA        |     10300 | NS      | $23903.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Savaria Corp                                              | Savaria Corp.                                              | CUSIP: 805112109<br>LEI: 549300OFRDMCLTX90G87 | Long             | EC               | CORP              | CA        |     13874 | NS      | $241481.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevra Lithium Ltd                                        | Elevra Lithium Ltd.                                        | CUSIP: 805700101<br>LEI: 5299007N8RQDP4IN4F31 | Long             | EC               | CORP              | AU        |       221 | NS      | $9783.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Seabridge Gold Inc                                        | Seabridge Gold, Inc.                                       | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |      7901 | NS      | $223282.26    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Secure Waste Infrastructure Corp                          | Secure Waste Infrastructure Corp.                          | CUSIP: 813921103<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |     69338 | NS      | $894701.63    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                               | Shopify, Inc.                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      6770 | NS      | $888427.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sienna Senior Living Inc                                  | Sienna Senior Living, Inc.                                 | CUSIP: 82621K102<br>LEI: 549300K3HNLZV4V5LL42 | Long             | EC               | CORP              | CA        |     15782 | NS      | $245831.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                         | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     15783 | NS      | $538831.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Source Energy Services Ltd                                | Source Energy Services Ltd.                                | CUSIP: 83615X407<br>LEI: 8945009L1IOPSWGJ8Z62 | Long             | EC               | CORP              | CA        |      3700 | NS      | $47009.14     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South Bow Corp                                            | South Bow Corp.                                            | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |     52898 | NS      | $1502303.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprott Inc                                                | Sprott, Inc.                                               | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |      4746 | NS      | $582239.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     13924 | NS      | $1379589.92   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Stantec Inc                                               | Stantec, Inc.                                              | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      5001 | NS      | $495600.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stella-Jones Inc                                          | Stella-Jones, Inc.                                         | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |     12695 | NS      | $851212.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Steppe Gold Ltd                                           | Steppe Gold Ltd.                                           | CUSIP: 85913R206<br>LEI: 549300BB94QU30HOXY56 | Long             | EC               | CORP              | CA        |     24465 | NS      | $35934.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STMicroelectronics NV                                     | STMicroelectronics NV                                      | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     53126 | NS      | $1481684.14   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| StorageVault Canada Inc                                   | StorageVault Canada, Inc.                                  | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     38826 | NS      | $141429.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group, Inc.                      | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      2147 | NS      | $45065.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                   | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     37024 | NS      | $2333992.96   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial, Inc.                                   | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     31106 | NS      | $1960044.65   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunococorp LLC                                            | Sunococorp LLC                                             | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |      9655 | NS      | $517699.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Superior Plus Corp                                        | Superior Plus Corp.                                        | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |     58521 | NS      | $313739.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Sylogist Ltd                                              | Sylogist Ltd.                                              | CUSIP: 87132P102<br>LEI: 254900AR8MFGXDNFTF10 | Long             | EC               | CORP              | CA        |      3900 | NS      | $11571.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      1564 | NS      | $168208.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                                     | TFI International, Inc.                                    | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      8716 | NS      | $936666.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TMX Group Ltd                                             | TMX Group Ltd.                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     19591 | NS      | $723269.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Taseko Mines Ltd                                          | Taseko Mines Ltd.                                          | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |        79 | NS      | $600.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teck Resources Ltd                                        | Teck Resources Ltd.                                        | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     33100 | NS      | $1779456.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                                                | TELUS Corp.                                                | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |      9014 | NS      | $125778.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     20904 | NS      | $926047.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| TerraVest Industries Inc                                  | TerraVest Industries, Inc.                                 | CUSIP: 88105G103<br>LEI: 254900H4S2STHU44PM25 | Long             | EC               | CORP              | CA        |      2849 | NS      | $295141.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA THERATECHNOLOGI                                    | Theratechnologies, Inc.                                    | CUSIP: 883CVR052<br>LEI: 5493003Q78Q8VKGF1459 | N/A              | DE               |  | CA        |      4374 | NS      | $1662.12      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp.                                      | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      4179 | NS      | $462322.77    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Timbercreek Financial Corp                                | Timbercreek Financial Corp.                                | CUSIP: 88709B104<br>LEI: 5493008ZG1OQOGVDHG19 | Long             | EC               | CORP              | CA        |     17235 | NS      | $88475.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Torex Gold Resources Inc                                  | Torex Gold Resources, Inc.                                 | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |     36899 | NS      | $1776051.45   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Toromont Industries Ltd                                   | Toromont Industries Ltd.                                   | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |     16627 | NS      | $2117984.17   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     70974 | NS      | $6635359.26   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      7237 | NS      | $676371.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Total Energy Services Inc                                 | Total Energy Services, Inc.                                | CUSIP: 89154B102<br>LEI: 549300R3W0R3EV800D58 | Long             | EC               | CORP              | CA        |     11308 | NS      | $136943.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Transat AT Inc                                            | Transat AT, Inc.                                           | CUSIP: 89351T401<br>LEI: 549300XNV4JWXQW4SP54 | Long             | EC               | CORP              | CA        |      3000 | NS      | $5684.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Transcontinental Inc                                      | Transcontinental, Inc.                                     | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |     21110 | NS      | $358125.07    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trican Well Service Ltd                                   | Trican Well Service Ltd.                                   | CUSIP: 895945103<br>LEI: 5493003PMAE3KEW1DL91 | Long             | EC               | CORP              | CA        |     58515 | NS      | $300386.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trisura Group Ltd                                         | Trisura Group Ltd.                                         | CUSIP: 89679A209<br>LEI: 549300S7H452RZFP8305 | Long             | EC               | CORP              | CA        |     10257 | NS      | $312836.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Triple Flag Precious Metals Corp                          | Triple Flag Precious Metals Corp.                          | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |      7056 | NS      | $237924.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Triple Flag Precious Metals Corp                          | Triple Flag Precious Metals Corp.                          | CUSIP: 89679M104<br>LEI: 254900R7NJ1TEYIM4E61 | Long             | EC               | CORP              | CA        |       200 | NS      | $6743.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNTRADE.NEWOCEAN ENERGY                                   | NewOcean Energy Holdings Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    238000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                               | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     75552 | NS      | $5164734.72   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Valeura Energy Inc                                        | Valeura Energy, Inc.                                       | CUSIP: 919144402<br>LEI: 2549003ZBCOPPO06GY48 | Long             | EC               | CORP              | CA        |     18761 | NS      | $139159.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VersaBank                                                 | VersaBank                                                  | CUSIP: 92512J106<br>LEI: 549300RUBSDFVNCR7415 | Long             | EC               | CORP              | CA        |      1100 | NS      | $17061.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VersaBank                                                 | VersaBank                                                  | CUSIP: 92512J106<br>LEI: 549300RUBSDFVNCR7415 | Long             | EC               | CORP              | CA        |      2400 | NS      | $37260.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria Gold Corp/Vancouver                              | Victoria Gold Corp./Vancouver                              | CUSIP: 92625W507<br>LEI: 9845005Q1367V3D4N057 | Long             | EC               | CORP              | CA        |     11300 | NS      | $746.89       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Vitalhub Corp                                             | Vitalhub Corp.                                             | CUSIP: 92847V501<br>LEI: 529900YDVPZMPZO8B749 | Long             | EC               | CORP              | CA        |      2368 | NS      | $14660.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                                   | WPP PLC                                                    | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |      6541 | NS      | $136576.08    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| WSP Global Inc                                            | WSP Global, Inc.                                           | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |      9081 | NS      | $1755511.06   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Wajax Corp                                                | Wajax Corp.                                                | CUSIP: 930783105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7419 | NS      | $154030.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wall Financial Corp                                       | Wall Financial Corp.                                       | CUSIP: 931902100<br>LEI: 549300DCBYWYDDGV9V56 | Long             | EC               | CORP              | CA        |       600 | NS      | $7028.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNTRADE MH DEVELOPMENT NPV                                | MH Development NPV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| New World Development Co Ltd                              | New World Development Co. Ltd.                             | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |    271270 | NS      | $394688.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| UNTRADE CONVOY                                            | Convoy, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    576000 | NS      | $2307.80      | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| Allied Group Ltd                                          | Allied Group Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    104000 | NS      | $38681.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIREFINCH LTD.                                            | Firefinch Ltd.                                             | CUSIP: 000000000<br>LEI: 52990065EGEF8FEI8S51 | Long             | EC               | CORP              | AU        |     64123 | NS      | $1674.45      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Karnov Group AB                                           | Karnov Group AB                                            | CUSIP: 000000000<br>LEI: 549300P7312749LJS754 | Long             | EC               | CORP              | SE        |     16961 | NS      | $186360.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections Inc                                     | Waste Connections, Inc.                                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     10716 | NS      | $1796001.26   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SWIBER HOLDINGS LTD                                       | Swiber Holdings Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     23999 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Wesdome Gold Mines Ltd                                    | Wesdome Gold Mines Ltd.                                    | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     48100 | NS      | $787389.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| West Fraser Timber Co Ltd                                 | West Fraser Timber Co. Ltd.                                | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |     16188 | NS      | $1105513.25   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WILUNA MINING CORPORATION LIMI                            | Wiluna Mining Corp. Ltd.                                   | CUSIP: 000000000<br>LEI: 894500F2LJDPNODPBL05 | N/A              | DE               |  | AU        |     10550 | NS      | $279.17       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Kalmar Oyj                                                | Kalmar OYJ                                                 | CUSIP: 000000000<br>LEI: 636700Z25ZQXLMZ3CY73 | Long             | EC               | CORP              | FI        |     11710 | NS      | $598706.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GALAN LITHIUM LTD UNL OPT                                 | Galan Lithium Ltd.                                         | CUSIP: 000000000<br>LEI: 529900DMKODFURRUHR79 | N/A              | DE               |  | AU        |      1931 | NS      | $33.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SILVER MINES LD OPT UNL                                   | Silver Mines Ltd.                                          | CUSIP: 000000000<br>LEI: 529900TQJSJASG5XNA13 | N/A              | DE               |  | AU        |      4718 | NS      | $428.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd.                                         | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     20667 | NS      | $1441446.03   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Westshore Terminals Investment Corp                       | Westshore Terminals Investment Corp.                       | CUSIP: 96145A200<br>LEI: 549300IERWRM7D8GK487 | Long             | EC               | CORP              | CA        |      8792 | NS      | $187443.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheaton Precious Metals Corp                              | Wheaton Precious Metals Corp.                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      4022 | NS      | $530381.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Reply SpA                                                 | Reply SpA                                                  | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |      4000 | NS      | $524411.94    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Winpak Ltd                                                | Winpak Ltd.                                                | CUSIP: 97535P104<br>LEI: 549300FWDGJBHZHH8U59 | Long             | EC               | CORP              | CA        |      8205 | NS      | $259168.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QT Group Oyj                                              | QT Group OYJ                                               | CUSIP: 000000000<br>LEI: 743700GO2XU2ZYYDKW67 | Long             | EC               | CORP              | FI        |      2337 | NS      | $73486.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                                       | Flughafen Zurich AG                                        | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |      5515 | NS      | $1712855.16   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Yangarra Resources Ltd                                    | Yangarra Resources Ltd.                                    | CUSIP: 98474P501<br>LEI: 5493007KXYEO5BVIF556 | Long             | EC               | CORP              | CA        |     15200 | NS      | $12167.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yellow Pages Ltd/Canada                                   | Yellow Pages Ltd.                                          | CUSIP: 985572106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2901 | NS      | $24926.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LEO LITHIUM LIMITED UNL                                   | Leo Lithium Ltd.                                           | CUSIP: 000000000<br>LEI: 984500LD0A57A68EZ677 | Long             | EC               | CORP              | AU        |     45802 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GREENCORE GROUP PLC                                       | Greencore Group PLC                                        | CUSIP: 000000000<br>LEI: 635400GGBEWULJXM5868 | N/A              | DE               |  | GB        |     50956 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&S Austria Technologie & Systemtechnik AG               | AT&S Austria Technologie & Systemtechnik AG                | CUSIP: 000000000<br>LEI: 529900EVOKN4LCCD9321 | Long             | EC               | CORP              | AT        |      7195 | NS      | $323461.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital Ltd                                               | Capital Ltd.                                               | CUSIP: 000000000<br>LEI: 213800XG175G91JW8W37 | Long             | EC               | CORP              | BM        |     36705 | NS      | $66404.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                   | BASF SE                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |    185841 | NS      | $10075175.28  | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Colruyt Group N.V                                         | Colruyt Group NV                                           | CUSIP: 000000000<br>LEI: 5493000O0NZ1BCXO8K39 | Long             | EC               | CORP              | BE        |      9223 | NS      | $353422.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| D'ieteren Group                                           | D'ieteren Group                                            | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |      4153 | NS      | $945963.74    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TOKAI Holdings Corp                                       | TOKAI Holdings Corp.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19139 | NS      | $142196.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Autoneum Holding AG                                       | Autoneum Holding AG                                        | CUSIP: 000000000<br>LEI: 549300FL07XZC5MNXS47 | Long             | EC               | CORP              | CH        |      1039 | NS      | $169936.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TSI Holdings Co Ltd                                       | TSI Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13100 | NS      | $89355.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     38965 | NS      | $6225975.43   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| K+S AG                                                    | K&S AG                                                     | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | EC               | CORP              | DE        |     41615 | NS      | $681851.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| SEMITEC Corp                                              | SEMITEC Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $32668.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BKW AG                                                    | BKW AG                                                     | CUSIP: 000000000<br>LEI: 549300IE30SKTUO98Q38 | Long             | EC               | CORP              | CH        |      3526 | NS      | $666630.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chorus Ltd                                                | Chorus Ltd.                                                | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | EC               | CORP              | NZ        |     87918 | NS      | $502730.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Summerset Group Holdings Ltd                              | Summerset Group Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 984500B9439EEECA6296 | Long             | EC               | CORP              | NZ        |     60092 | NS      | $417911.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Mining Ltd                                      | Evolution Mining Ltd.                                      | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |    418323 | NS      | $4017250.86   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Brunello Cucinelli SpA                                    | Brunello Cucinelli SpA                                     | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      8745 | NS      | $838157.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| HUGO BOSS AG                                              | HUGO BOSS AG                                               | CUSIP: 000000000<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |     10653 | NS      | $441712.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Medios AG                                                 | Medios AG                                                  | CUSIP: 000000000<br>LEI: 391200Z7Z09IHDBT2L23 | Long             | EC               | CORP              | DE        |      1240 | NS      | $23502.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Takaoka Toko Co Ltd                                       | Takaoka Toko Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $89681.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1474 | NS      | $2113576.27   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Coloplast A/S                                             | Coloplast AS                                               | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |      9075 | NS      | $773598.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoosiers Holdings Co Ltd                                  | Hoosiers Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $60912.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meier Tobler Group AG                                     | Meier Tobler Group AG                                      | CUSIP: 000000000<br>LEI: 529900M6NVNCK1HZCC03 | Long             | EC               | CORP              | CH        |      1442 | NS      | $67847.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Commerzbank AG                                            | Commerzbank AG                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    128806 | NS      | $5294529.94   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercury NZ Ltd                                            | Mercury NZ Ltd.                                            | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |     21781 | NS      | $83094.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Burkhalter Holding AG                                     | Burkhalter Holding AG                                      | CUSIP: 000000000<br>LEI: 3912002Q7RGEIHPQ0J90 | Long             | EC               | CORP              | CH        |      1741 | NS      | $316403.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rizzoli Corriere Della Sera Mediagroup SpA                | Rizzoli Corriere Della Sera Mediagroup SpA                 | CUSIP: 000000000<br>LEI: 815600D87CFDAE412862 | Long             | EC               | CORP              | IT        |     31733 | NS      | $36672.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Beteiligungs AG                                  | Deutsche Beteiligungs AG                                   | CUSIP: 000000000<br>LEI: 529900I88AOT7YXRMQ23 | Long             | EC               | CORP              | DE        |      2314 | NS      | $69915.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd.                               | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     13100 | NS      | $414995.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aktia Bank Oyj                                            | Aktia Bank OYJ                                             | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | EC               | CORP              | FI        |     13319 | NS      | $194179.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FW Thorpe PLC                                             | FW Thorpe PLC                                              | CUSIP: 000000000<br>LEI: 2138007NXVPPRAXXHT76 | Long             | EC               | CORP              | GB        |      2839 | NS      | $10881.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyu Fudosan Holdings Corp                               | Tokyu Fudosan Holdings Corp.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    151043 | NS      | $1398584.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlit Co Ltd                                             | Carlit Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $101285.38    | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Odfjell Drilling Ltd                                      | Odfjell Drilling Ltd.                                      | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |     31663 | NS      | $315156.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Iida Group Holdings Co Ltd                                | Iida Group Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     25740 | NS      | $425113.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Corbion NV                                                | Corbion NV                                                 | CUSIP: 000000000<br>LEI: 724500BKS1TSAVLTWG46 | Long             | EC               | CORP              | NL        |     11777 | NS      | $282875.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ERI Holdings Co Ltd                                       | ERI Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $25101.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                               | Moncler SpA                                                | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     24066 | NS      | $1402173.58   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| KLN Logistics Group Ltd                                   | KLN Logistics Group Ltd.                                   | CUSIP: 000000000<br>LEI: 254900G739TFTQCVKO70 | Long             | EC               | CORP              | BM        |    116500 | NS      | $105171.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fila SpA                                                  | Fila SpA                                                   | CUSIP: 000000000<br>LEI: 81560094A389646CAF21 | Long             | EC               | CORP              | IT        |      9103 | NS      | $98867.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Property Ltd                                      | Frasers Property Ltd.                                      | CUSIP: 000000000<br>LEI: 254900IDI7TIHU0J2Q58 | Long             | EC               | CORP              | SG        |     82100 | NS      | $72755.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1488414 | NS      | $2192026.81   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Gaztransport Et Technigaz SA                              | Gaztransport Et Technigaz SA                               | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |      8586 | NS      | $1849839.79   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Maruha Nichiro Corp                                       | Maruha Nichiro Corp.                                       | CUSIP: 000000000<br>LEI: 529900HGXVKT576NWZ27 | Long             | EC               | CORP              | JP        |     31800 | NS      | $286406.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lastminute.com NV                                         | Lastminute.com NV                                          | CUSIP: 000000000<br>LEI: 724500GXHPNL7D2NNF08 | Long             | EC               | CORP              | NL        |      1332 | NS      | $24598.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bossard Holding AG                                        | Bossard Holding AG                                         | CUSIP: 000000000<br>LEI: 5067001959OEPG6X8016 | Long             | EC               | CORP              | CH        |      1540 | NS      | $302646.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinepolis Group NV                                        | Kinepolis Group NV                                         | CUSIP: 000000000<br>LEI: 5493002BJQRO0S06F161 | Long             | EC               | CORP              | BE        |      2405 | NS      | $76171.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurelia Metals Ltd                                        | Aurelia Metals Ltd.                                        | CUSIP: 000000000<br>LEI: 5493005OS7G5RY15ND07 | Long             | EC               | CORP              | AU        |    350775 | NS      | $74314.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                    | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |      6235 | NS      | $582800.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Scales Corp Ltd                                           | Scales Corp. Ltd.                                          | CUSIP: 000000000<br>LEI: 254900IWZH7OUG9T2R86 | Long             | EC               | CORP              | NZ        |     37158 | NS      | $128499.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bystronic AG                                              | Bystronic AG                                               | CUSIP: 000000000<br>LEI: 529900OG85OX10GRW920 | Long             | EC               | CORP              | CH        |       243 | NS      | $84808.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     49633 | NS      | $3229624.05   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                    | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |      2180 | NS      | $18054.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                    | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     12326 | NS      | $101392.90    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker Solutions ASA                                        | Aker Solutions ASA                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     77085 | NS      | $281670.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Feed One Co Ltd                                           | Feed One Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7600 | NS      | $54804.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kadokawa Corp                                             | Kadokawa Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         1 | NS      | $16.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Kiraboshi Financial Group Inc                       | Tokyo Kiraboshi Financial Group, Inc.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6422 | NS      | $419288.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Inwido AB                                                 | Inwido AB                                                  | CUSIP: 000000000<br>LEI: 529900A9NKQW5UTHBG13 | Long             | EC               | CORP              | SE        |     17257 | NS      | $297032.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     15912 | NS      | $752882.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RAI Way SpA                                               | RAI Way SpA                                                | CUSIP: 000000000<br>LEI: 815600303CCB3CFD2264 | Long             | EC               | CORP              | IT        |     27860 | NS      | $188910.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hour Glass Ltd/The                                        | Hour Glass Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     49200 | NS      | $86567.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| iFAST Corp Ltd                                            | iFAST Corp. Ltd.                                           | CUSIP: 000000000<br>LEI: 254900R8J6BPHWK23Z14 | Long             | EC               | CORP              | SG        |     34100 | NS      | $282776.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Super Markets Holdings Inc                         | United Super Markets Holdings, Inc.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $67505.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fiducian Group Ltd                                        | Fiducian Group Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2459 | NS      | $18425.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ARB Corp Ltd                                              | ARB Corp. Ltd.                                             | CUSIP: 000000000<br>LEI: 98450097B6B8GE0BAE73 | Long             | EC               | CORP              | AU        |     16837 | NS      | $301112.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Macnica Holdings Inc                                      | Macnica Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25350 | NS      | $434640.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                  | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |     12450 | NS      | $426553.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mobilezone Holding AG                                     | Mobilezone Holding AG                                      | CUSIP: 000000000<br>LEI: 506700P3R89PJL1LM545 | Long             | EC               | CORP              | CH        |     10259 | NS      | $187074.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zehnder Group AG                                          | Zehnder Group AG                                           | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      2716 | NS      | $289208.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Assa Abloy AB                                             | Assa Abloy AB                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     20072 | NS      | $811589.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Vend Marketplaces ASA                                     | Vend Marketplaces ASA                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHT0O36 | Long             | EC               | CORP              | NO        |      2747 | NS      | $76055.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                      | Infrastrutture Wireless Italiane SpA                       | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | EC               | CORP              | IT        |     26866 | NS      | $237513.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Plazza AG                                                 | Plazza AG                                                  | CUSIP: 000000000<br>LEI: 50670040KK2FWN321957 | Long             | EC               | CORP              | CH        |       201 | NS      | $113825.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GRENKE AG                                                 | Grenke AG                                                  | CUSIP: 000000000<br>LEI: 529900BHRYZ464GFD289 | Long             | EC               | CORP              | DE        |      1329 | NS      | $22684.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kainos Group PLC                                          | Kainos Group PLC                                           | CUSIP: 000000000<br>LEI: 213800H2PQMIF3OVZY47 | Long             | EC               | CORP              | GB        |     11846 | NS      | $145846.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Avio SpA                                                  | Avio SpA                                                   | CUSIP: 000000000<br>LEI: 8156008F25C4B0E7C860 | Long             | EC               | CORP              | IT        |       555 | NS      | $22842.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STRATEC SE                                                | STRATEC SE                                                 | CUSIP: 000000000<br>LEI: 529900ZZJWANAFSPGV30 | Long             | EC               | CORP              | DE        |        98 | NS      | $2596.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosmo Energy Holdings Co Ltd                              | Cosmo Energy Holdings Co. Ltd.                             | CUSIP: 000000000<br>LEI: 353800Y4GZ7KR5X7L150 | Long             | EC               | CORP              | JP        |     34200 | NS      | $1025559.65   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyushu Financial Group Inc                                | Kyushu Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     85550 | NS      | $641270.99    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Norcros PLC                                               | Norcros PLC                                                | CUSIP: 000000000<br>LEI: 213800EIMJZZA1GBIE18 | Long             | EC               | CORP              | GB        |     20097 | NS      | $97614.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hornbach Holding AG & Co KGaA                             | Hornbach Holding AG & Co. KGaA                             | CUSIP: 000000000<br>LEI: 529900EGQZ79V21LBL44 | Long             | EC               | CORP              | DE        |      3106 | NS      | $296792.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                         | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     20057 | NS      | $528264.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dometic Group AB                                          | Dometic Group AB                                           | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | EC               | CORP              | SE        |     73101 | NS      | $314614.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EDAG Engineering Group AG                                 | EDAG Engineering Group AG                                  | CUSIP: 000000000<br>LEI: 529900LQ2ZJ7F5Z4KN18 | Long             | EC               | CORP              | CH        |      3367 | NS      | $15140.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IVE Group Ltd                                             | IVE Group Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     30663 | NS      | $64224.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      5231 | NS      | $1744811.42   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                       | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     47792 | NS      | $1121114.43   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Walliser Kantonalbank                                     | Walliser Kantonalbank                                      | CUSIP: 000000000<br>LEI: 549300YI34DX51LRGS71 | Long             | EC               | CORP              | CH        |       862 | NS      | $154453.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cleanaway Waste Management Ltd                            | Cleanaway Waste Management Ltd.                            | CUSIP: 000000000<br>LEI: 549300D5C72CV6CIBS66 | Long             | EC               | CORP              | AU        |    534077 | NS      | $915431.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yokohama Financial Group Inc                              | Yokohama Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    135732 | NS      | $1236210.24   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Itoham Yonekyu Holdings Inc                               | Itoham Yonekyu Holdings, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $264733.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORM PLC                                                  | TORM PLC                                                   | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |     14997 | NS      | $368671.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bell Food Group AG                                        | Bell Food Group AG                                         | CUSIP: 000000000<br>LEI: 50670090YSFJ2732TD58 | Long             | EC               | CORP              | CH        |       588 | NS      | $168713.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tivoli A/S                                                | Tivoli AS                                                  | CUSIP: 000000000<br>LEI: 213800U8GOU4PCQKDX03 | Long             | EC               | CORP              | DK        |       661 | NS      | $64775.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Tokmanni Group Corp                                       | Tokmanni Group Corp.                                       | CUSIP: 000000000<br>LEI: 743700VMG6KWF0FW1560 | Long             | EC               | CORP              | FI        |     12950 | NS      | $118207.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Reliance Worldwide Corp Ltd                               | Reliance Worldwide Corp. Ltd.                              | CUSIP: 000000000<br>LEI: 52990084PQSDDJ8F5447 | Long             | EC               | CORP              | AU        |    165132 | NS      | $429105.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VP Bank AG                                                | VP Bank AG                                                 | CUSIP: 000000000<br>LEI: MI3TLH1I0D58ORE24Q14 | Long             | EC               | CORP              | LI        |       767 | NS      | $83686.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COSMO Pharmaceuticals NV                                  | COSMO Pharmaceuticals NV                                   | CUSIP: 000000000<br>LEI: 724500OX0EBQRYTVV639 | Long             | EC               | CORP              | NL        |       638 | NS      | $95664.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICG PLC                                                   | ICG PLC                                                    | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |     32619 | NS      | $811678.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Enav SpA                                                  | Enav SpA                                                   | CUSIP: 000000000<br>LEI: 81560048ECF8D2059980 | Long             | EC               | CORP              | IT        |     21073 | NS      | $121623.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alleanza Holdings Co Ltd                                  | Alleanza Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $30020.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nishi-Nippon Financial Holdings Inc                       | Nishi-Nippon Financial Holdings, Inc.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31800 | NS      | $770229.16    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyushu Railway Co                                         | Kyushu Railway Co.                                         | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |     14800 | NS      | $376889.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kusuri no Aoki Holdings Co Ltd                            | Kusuri No. Aoki Holdings Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $298796.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Autosports Group Ltd                                      | Autosports Group Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4659 | NS      | $12348.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bravura Solutions Ltd                                     | Bravura Solutions Ltd.                                     | CUSIP: 000000000<br>LEI: 529900RBSF446W3SB455 | Long             | EC               | CORP              | AU        |     64933 | NS      | $92122.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| BW Offshore Ltd                                           | BW Offshore Ltd.                                           | CUSIP: 000000000<br>LEI: 2138008LFKH8V2EOA915 | Long             | EC               | CORP              | BM        |     12267 | NS      | $59778.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XPS Pensions Group PLC                                    | XPS Pensions Group PLC                                     | CUSIP: 000000000<br>LEI: 2138004Y8OBPJEAACJ11 | Long             | EC               | CORP              | GB        |     20451 | NS      | $97311.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BFF Bank SpA                                              | BFF Bank SpA                                               | CUSIP: 000000000<br>LEI: 815600522538355AE429 | Long             | EC               | CORP              | IT        |     41868 | NS      | $401480.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Galenica AG                                               | Galenica AG                                                | CUSIP: 000000000<br>LEI: 506700W4772BD8016Z20 | Long             | EC               | CORP              | CH        |     13918 | NS      | $1739716.09   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Bilia AB                                                  | Bilia AB                                                   | CUSIP: 000000000<br>LEI: 2138002GW5WN1UYZAO32 | Long             | EC               | CORP              | SE        |     24321 | NS      | $344612.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Liechtensteinische Landesbank AG                          | Liechtensteinische Landesbank AG                           | CUSIP: 000000000<br>LEI: 529900OE1FOAM50XLP72 | Long             | EC               | CORP              | LI        |      3467 | NS      | $432317.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Essity AB                                                 | Essity AB                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     44514 | NS      | $1317999.36   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Alligo AB                                                 | Alligo AB                                                  | CUSIP: 000000000<br>LEI: 549300AZV2TAMUBEZS90 | Long             | EC               | CORP              | SE        |      4954 | NS      | $70461.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Essity AB                                                 | Essity AB                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      1973 | NS      | $58180.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fagerhult Group AB                                        | Fagerhult Group AB                                         | CUSIP: 000000000<br>LEI: 549300G9NPD8LSJLMP91 | Long             | EC               | CORP              | SE        |     11874 | NS      | $50058.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIT Hon Teng Ltd                                          | FIT Hon Teng Ltd.                                          | CUSIP: 000000000<br>LEI: 3003001IDFNIKMGLFJ67 | Long             | EC               | CORP              | KY        |    380000 | NS      | $237531.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rubis SCA                                                 | Rubis SCA                                                  | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |     12834 | NS      | $519687.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Loadstar Capital KK                                       | Loadstar Capital KK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $50693.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                              | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | LU        |     94947 | NS      | $301717.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allgeier SE                                               | Allgeier SE                                                | CUSIP: 000000000<br>LEI: 529900IQAYRZIGKOJL63 | Long             | EC               | CORP              | DE        |      1476 | NS      | $39189.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Umicore SA                                                | Umicore SA                                                 | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     19481 | NS      | $463107.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aedas Homes SA                                            | Aedas Homes SA                                             | CUSIP: 000000000<br>LEI: 9598005H67MP8U20RW81 | Long             | EC               | CORP              | ES        |      2042 | NS      | $57979.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Befesa SA                                                 | Befesa SA                                                  | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | EC               | CORP              | LU        |      5418 | NS      | $198437.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Navigator Global Investments Ltd                          | Navigator Global Investments Ltd.                          | CUSIP: 000000000<br>LEI: 9845000577CDA8B2C946 | Long             | EC               | CORP              | AU        |    102648 | NS      | $226046.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Propel Funeral Partners Ltd                               | Propel Funeral Partners Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13803 | NS      | $47297.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Genky DrugStores Co Ltd                                   | Genky DrugStores Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $130888.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| San ju San Financial Group Inc                            | San ju San Financial Group, Inc.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6050 | NS      | $196277.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cibus Nordic Real Estate AB publ                          | Cibus Nordic Real Estate AB publ                           | CUSIP: 000000000<br>LEI: 549300PW36MFK96GCR23 | Long             | EC               | CORP              | SE        |      8321 | NS      | $144236.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Puma SE                                                   | Puma SE                                                    | CUSIP: 000000000<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |      1130 | NS      | $28885.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DWS Group GmbH & Co KGaA                                  | DWS Group GmbH & Co. KGaA                                  | CUSIP: 000000000<br>LEI: 529900VM3464806ERS69 | Long             | EC               | CORP              | DE        |      9989 | NS      | $731335.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                   | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     22194 | NS      | $792713.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                            | BE Semiconductor Industries NV                             | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |     11069 | NS      | $2154506.79   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd                                         | Atlas Arteria Ltd.                                         | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |     90394 | NS      | $311957.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KPP Group Holdings Co Ltd                                 | KPP Group Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: 3538004R8XRJE52GJZ81 | Long             | EC               | CORP              | JP        |     16500 | NS      | $94304.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IPS Inc                                                   | IPS, Inc.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $45892.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| MTG Co Ltd                                                | MTG Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $57415.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sika AG                                                   | Sika AG                                                    | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |      9496 | NS      | $1822191.93   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| AAK AB                                                    | AAK AB                                                     | CUSIP: 000000000<br>LEI: 549300GK4LGIDDWJWL07 | Long             | EC               | CORP              | SE        |      8498 | NS      | $237790.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CPI Europe AG                                             | CPI Europe AG                                              | CUSIP: 000000000<br>LEI: 5299000DUMZ99SBBX121 | Long             | EC               | CORP              | AT        |      4484 | NS      | $82712.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| System Support Holdings Inc                               | System Support Holdings, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $32536.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellevue Gold Ltd                                         | Bellevue Gold Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    248755 | NS      | $291707.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jenoptik AG                                               | Jenoptik AG                                                | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |     11635 | NS      | $367192.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mutares SE & Co KGaA                                      | Mutares SE & Co. KGaA                                      | CUSIP: 000000000<br>LEI: 391200NWMO6NLQFSCU64 | Long             | EC               | CORP              | DE        |      4183 | NS      | $161653.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Instone Real Estate Group SE                              | Instone Real Estate Group SE                               | CUSIP: 000000000<br>LEI: 391200DINUIRPDZQHX03 | Long             | EC               | CORP              | DE        |      6153 | NS      | $62824.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daishi Hokuetsu Financial Group Inc                       | Daishi Hokuetsu Financial Group, Inc.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     70200 | NS      | $836930.69    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bookoff Group Holdings Ltd                                | Bookoff Group Holdings Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $31790.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Vertex Corp/Japan                                         | Vertex Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12360 | NS      | $105905.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                            | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     13971 | NS      | $1626716.31   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| ioneer Ltd                                                | ioneer Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     87398 | NS      | $9077.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SkiStar AB                                                | SkiStar AB                                                 | CUSIP: 000000000<br>LEI: 529900CD7HSJ1CZS7089 | Long             | EC               | CORP              | SE        |     10262 | NS      | $193174.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Alcon AG                                                  | Alcon AG                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      6173 | NS      | $499656.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WingArc1st Inc                                            | WingArc1st, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $109560.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexi SpA                                                  | Nexi SpA                                                   | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | EC               | CORP              | IT        |    101227 | NS      | $432184.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Avanza Bank Holding AB                                    | Avanza Bank Holding AB                                     | CUSIP: 000000000<br>LEI: 549300MBWR5H8SIJLE03 | Long             | EC               | CORP              | SE        |     21949 | NS      | $855185.85    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Helvetia Baloise Holding AG                               | Helvetia Baloise Holding AG                                | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |     22453 | NS      | $5694544.84   | 0.28%             |  |  |  | No            | 2                  | On Loan: —       |
| Star Mica Holdings Co Ltd                                 | Star Mica Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $83088.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Troax Group AB                                            | Troax Group AB                                             | CUSIP: 000000000<br>LEI: 5493003TBEWGBIEG1X97 | Long             | EC               | CORP              | SE        |      7157 | NS      | $116764.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trainline PLC                                             | Trainline PLC                                              | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |     34724 | NS      | $97315.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                               | Tel Aviv Stock Exchange Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15517 | NS      | $596168.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| YAKUODO Holdings Co Ltd                                   | YAKUODO Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $41503.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OKEA ASA                                                  | OKEA ASA                                                   | CUSIP: 000000000<br>LEI: 549300H385IGBB58CN91 | Long             | EC               | CORP              | NO        |     12756 | NS      | $31095.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Perenti Ltd                                               | Perenti Ltd.                                               | CUSIP: 000000000<br>LEI: 25490044GUNE4S2E6K11 | Long             | EC               | CORP              | AU        |    251150 | NS      | $483491.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FastPartner AB                                            | FastPartner AB                                             | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |      7691 | NS      | $39545.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanlorenzo SpA/Ameglia                                    | Sanlorenzo SpA                                             | CUSIP: 000000000<br>LEI: 8156006C71E895860132 | Long             | EC               | CORP              | IT        |      2888 | NS      | $110656.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SRE Holdings Corp                                         | SRE Holdings Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $49741.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Curves Holdings Co Ltd                                    | Curves Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11200 | NS      | $54016.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AD Works Group Co Ltd                                     | AD Works Group Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $42992.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Electrolux Professional AB                                | Electrolux Professional AB                                 | CUSIP: 000000000<br>LEI: 254900KI62Q46ZWD8084 | Long             | EC               | CORP              | SE        |     46970 | NS      | $323642.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VZ Holding AG                                             | VZ Holding AG                                              | CUSIP: 000000000<br>LEI: 529900JMJUZCFUVQ0Q82 | Long             | EC               | CORP              | CH        |      3197 | NS      | $626647.73    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeudan A/S                                                | Jeudan AS                                                  | CUSIP: 000000000<br>LEI: 529900MI0WOKLZH7MS98 | Long             | EC               | CORP              | DK        |      1620 | NS      | $52349.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pexip Holding ASA                                         | Pexip Holding ASA                                          | CUSIP: 000000000<br>LEI: 549300S79JFZK79XBI07 | Long             | EC               | CORP              | NO        |      9642 | NS      | $77237.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banque Cantonale Vaudoise                                 | Banque Cantonale Vaudoise                                  | CUSIP: 000000000<br>LEI: K1MOBB3OPSBBQO554R76 | Long             | EC               | CORP              | CH        |      7648 | NS      | $1035004.72   | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| JDE Peet's NV                                             | JDE Peet's NV                                              | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      6651 | NS      | $250391.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GVS SpA                                                   | GVS SpA                                                    | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |      4543 | NS      | $22355.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aker BioMarine ASA                                        | Aker BioMarine ASA                                         | CUSIP: 000000000<br>LEI: 549300V34T6VWDSYWE64 | Long             | EC               | CORP              | NO        |      2038 | NS      | $20470.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SAF-Holland SE                                            | SAF-Holland SE                                             | CUSIP: 000000000<br>LEI: 222100QJQLUJHWREL058 | Long             | EC               | CORP              | DE        |      6237 | NS      | $125384.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirogin Holdings Inc                                      | Hirogin Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     65800 | NS      | $745244.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                         | Siemens Energy AG                                          | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     23242 | NS      | $3959972.42   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Max Stock Ltd                                             | Max Stock Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     21164 | NS      | $191020.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sweco AB                                                  | Sweco AB                                                   | CUSIP: 000000000<br>LEI: 549300Q4Y55VICYV6U90 | Long             | EC               | CORP              | SE        |     35642 | NS      | $590484.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nagarro SE                                                | Nagarro SE                                                 | CUSIP: 000000000<br>LEI: 9845008396BA67DA9B37 | Long             | EC               | CORP              | DE        |      1619 | NS      | $136065.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stillfront Group AB                                       | Stillfront Group AB                                        | CUSIP: 000000000<br>LEI: 529900SYKCO4GYBTIJ54 | Long             | EC               | CORP              | SE        |     84887 | NS      | $52517.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Martens PLC                                            | Dr. Martens PLC                                            | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    133470 | NS      | $123046.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rana Gruber ASA                                           | Rana Gruber ASA                                            | CUSIP: 000000000<br>LEI: 5493003MBTQHX9VNKN13 | Long             | EC               | CORP              | NO        |      5547 | NS      | $44744.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Danya Cebus Ltd                                           | Danya Cebus Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1860 | NS      | $86953.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LITALICO Inc                                              | LITALICO, Inc.                                             | CUSIP: 000000000<br>LEI: 3538004MOOB28U39ZZ73 | Long             | EC               | CORP              | JP        |      5600 | NS      | $43083.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aztech Global Ltd                                         | Aztech Global Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     57700 | NS      | $29912.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Friedrich Vorwerk Group SE                                | Friedrich Vorwerk Group SE                                 | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      2185 | NS      | $234724.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                         | Belimo Holding AG                                          | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |      1797 | NS      | $1965516.97   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Allfunds Group Plc                                        | Allfunds Group PLC                                         | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |     65928 | NS      | $638913.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hexagon AB                                                | Hexagon AB                                                 | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |     49508 | NS      | $558204.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nolato AB                                                 | Nolato AB                                                  | CUSIP: 000000000<br>LEI: 213800T7T7I7WAOX8Y72 | Long             | EC               | CORP              | SE        |     42216 | NS      | $275907.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Proact IT Group AB                                        | Proact IT Group AB                                         | CUSIP: 000000000<br>LEI: 549300HMPIC1B86ZHC96 | Long             | EC               | CORP              | SE        |      5913 | NS      | $67677.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kitwave Group Plc                                         | Kitwave Group PLC                                          | CUSIP: 000000000<br>LEI: 2138007DLCYPVY95UD40 | Long             | EC               | CORP              | GB        |     12461 | NS      | $50555.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nayax Ltd                                                 | Nayax Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       635 | NS      | $35648.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wiit SpA                                                  | Wiit SpA                                                   | CUSIP: 000000000<br>LEI: 815600AB2BDB42BC0E81 | Long             | EC               | CORP              | IT        |      2849 | NS      | $88240.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fugro NV                                                  | Fugro NV                                                   | CUSIP: 000000000<br>LEI: 7245000R8GNBSDTSZ396 | Long             | EC               | CORP              | NL        |     20040 | NS      | $276925.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Trifork Group AG                                          | Trifork Group AG                                           | CUSIP: 000000000<br>LEI: 8945004BYZKXPESTBL36 | Long             | EC               | CORP              | CH        |      1736 | NS      | $25886.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Densan System Holdings Co Ltd                             | Densan System Holdings Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $18910.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| K-fast Holding AB                                         | K-fast Holding AB                                          | CUSIP: 000000000<br>LEI: 549300VT0UXKWES37P59 | Long             | EC               | CORP              | SE        |     26069 | NS      | $35799.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercuria Holdings Co Ltd                                  | Mercuria Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $10169.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| MA Financial Group Ltd                                    | MA Financial Group Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     11629 | NS      | $83818.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                                      | Endeavour Mining PLC                                       | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     50601 | NS      | $2762580.04   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                               | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     33660 | NS      | $965144.53    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Wise PLC                                                  | Wise PLC                                                   | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |     12209 | NS      | $157468.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEBUILD SPA                                               | Webuild SpA                                                | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | N/A              | DE               |  | IT        |      1055 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Electrolux AB                                             | Electrolux AB                                              | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | EC               | CORP              | SE        |     24823 | NS      | $200510.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Systemair AB                                              | Systemair AB                                               | CUSIP: 000000000<br>LEI: 529900RK1R6HF8KKOI20 | Long             | EC               | CORP              | SE        |     19781 | NS      | $192542.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Simplex Holdings Inc                                      | Simplex Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31600 | NS      | $195905.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNISOL Holdings Corp                                      | UNISOL Holdings Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4392 | NS      | $64879.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Okinawa Financial Group Inc                               | Okinawa Financial Group, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5480 | NS      | $186675.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Juroku Financial Group Inc                                | Juroku Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $430717.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CCI Group Inc                                             | CCI Group, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     50000 | NS      | $299901.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TRE Holdings Corp                                         | TRE Holdings Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16600 | NS      | $184215.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INFRONEER Holdings Inc                                    | INFRONEER Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | EC               | CORP              | JP        |     52240 | NS      | $782429.21    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamae Group Holdings Co Ltd                               | Yamae Group Holdings Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $72363.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| One Career Inc                                            | One Career, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $24916.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AB&Company Co Ltd                                         | AB & Company Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $31996.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nivika Fastigheter AB                                     | Nivika Fastigheter AB                                      | CUSIP: 000000000<br>LEI: 549300HXIG611R7YBT33 | Long             | EC               | CORP              | SE        |      5634 | NS      | $27870.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kelsian Group Ltd                                         | Kelsian Group Ltd.                                         | CUSIP: 000000000<br>LEI: 984500FAK68AD2A97558 | Long             | EC               | CORP              | AU        |     41745 | NS      | $113371.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Net Protections Holdings Inc                              | Net Protections Holdings, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $30050.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Dynavox Group AB                                          | Dynavox Group AB                                           | CUSIP: 000000000<br>LEI: 5493008X1XZR4R5R0P66 | Long             | EC               | CORP              | SE        |     24197 | NS      | $236722.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| baudroie inc                                              | baudroie, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $23812.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lifedrink Co Inc                                          | Lifedrink Co., Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $119542.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solid Forsakring AB                                       | Solid Forsakring AB                                        | CUSIP: 000000000<br>LEI: 529900JIV2O9HEPWIN77 | Long             | EC               | CORP              | SE        |      2863 | NS      | $29603.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                   | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |    101301 | NS      | $4904886.37   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                               | Nippon Express Holdings, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59000 | NS      | $1340162.77   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Bewith Inc                                                | Bewith, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $11815.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Procrea Holdings Inc                                      | Procrea Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         1 | NS      | $9.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiper Global Ltd                                          | Hiper Global Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1400 | NS      | $11379.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Odfjell Technology Ltd                                    | Odfjell Technology Ltd.                                    | CUSIP: 000000000<br>LEI: 529900ZYHGCPTAD1R169 | Long             | EC               | CORP              | BM        |      4361 | NS      | $26625.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alleima AB                                                | Alleima AB                                                 | CUSIP: 000000000<br>LEI: 529900EBHTYGLA6PGP77 | Long             | EC               | CORP              | SE        |     54322 | NS      | $474760.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Straumann Holding AG                                      | Straumann Holding AG                                       | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |      7076 | NS      | $851028.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Karnell Group AB                                          | Karnell Group AB                                           | CUSIP: 000000000<br>LEI: 549300G5JY05P4PLS906 | Long             | EC               | CORP              | SE        |      7310 | NS      | $50697.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zip Co Ltd                                                | Zip Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 254900RM95URFC15G140 | Long             | EC               | CORP              | AU        |     76741 | NS      | $141575.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OEM International AB                                      | OEM International AB                                       | CUSIP: 000000000<br>LEI: 549300Z7DLN54J8M4J79 | Long             | EC               | CORP              | SE        |     15928 | NS      | $227483.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BioGaia AB                                                | BioGaia AB                                                 | CUSIP: 000000000<br>LEI: 549300UBUJOY2L7TT361 | Long             | EC               | CORP              | SE        |     16291 | NS      | $200375.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Heba Fastighets AB                                        | Heba Fastighets AB                                         | CUSIP: 000000000<br>LEI: 549300B1UZTBDU27UJ88 | Long             | EC               | CORP              | SE        |      8941 | NS      | $30256.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastighets AB Balder                                      | Fastighets AB Balder                                       | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | EC               | CORP              | SE        |     29093 | NS      | $219436.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Fastighets AB Trianon                                     | Fastighets AB Trianon                                      | CUSIP: 000000000<br>LEI: 213800SWOEKEF29R3C35 | Long             | EC               | CORP              | SE        |      6570 | NS      | $14429.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XANO Industri AB                                          | XANO Industri AB                                           | CUSIP: 000000000<br>LEI: 213800CTCRPR7CPMDT80 | Long             | EC               | CORP              | SE        |      3917 | NS      | $39743.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hexatronic Group AB                                       | Hexatronic Group AB                                        | CUSIP: 000000000<br>LEI: 2138001VSY1B4U9JLM82 | Long             | EC               | CORP              | SE        |     25291 | NS      | $66533.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FM Mattsson AB                                            | FM Mattsson AB                                             | CUSIP: 000000000<br>LEI: 549300X3RXRNVJH7XE65 | Long             | EC               | CORP              | SE        |      1340 | NS      | $9681.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMMOFINANZ AG                                             | Immofinanz AG                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     11636 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Saipem SpA                                                | Saipem SpA                                                 | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |    450815 | NS      | $1664974.86   | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Pickles Holdings Co Ltd                                   | Pickles Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $13761.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Iyogin Holdings Inc                                       | Iyogin Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49300 | NS      | $917717.27    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aichi Financial Group Inc                                 | Aichi Financial Group, Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4226 | NS      | $149941.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugin Financial Group Inc                                | Chugin Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36800 | NS      | $666089.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shizuoka Financial Group Inc                              | Shizuoka Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |     62600 | NS      | $1022632.89   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                       | Banca Monte dei Paschi di Siena SpA                        | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |    492498 | NS      | $5109069.04   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Flow Traders Ltd                                          | Flow Traders Ltd.                                          | CUSIP: 000000000<br>LEI: 549300GSUZI1V3BEXQ36 | Long             | EC               | CORP              | BM        |     11338 | NS      | $368853.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DSM-Firmenich AG                                          | DSM-Firmenich AG                                           | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |      5016 | NS      | $395529.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TUI AG                                                    | TUI AG                                                     | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |    121469 | NS      | $1295104.64   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SGS SA                                                    | SGS SA                                                     | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     23919 | NS      | $2878877.85   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| DOF Group ASA                                             | DOF Group ASA                                              | CUSIP: 000000000<br>LEI: 213800GIV9N2A714T434 | Long             | EC               | CORP              | NO        |     25779 | NS      | $301719.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boliden AB                                                | Boliden AB                                                 | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     20040 | NS      | $1403334.90   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Luzerner Kantonalbank AG                                  | Luzerner Kantonalbank AG                                   | CUSIP: 000000000<br>LEI: 549300C2XKS86VQDGV41 | Long             | EC               | CORP              | CH        |      5013 | NS      | $638637.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Mecano AG                                         | Phoenix Mecano AG                                          | CUSIP: 000000000<br>LEI: 529900SWF06EKVI1JY11 | Long             | EC               | CORP              | CH        |       183 | NS      | $104840.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Romande Energie Holding SA                                | Romande Energie Holding SA                                 | CUSIP: 000000000<br>LEI: 9676008XQ71KDFYUC315 | Long             | EC               | CORP              | CH        |      1298 | NS      | $71827.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Wave Group AB                                         | New Wave Group AB                                          | CUSIP: 000000000<br>LEI: 5493006EIYZZYQILKS31 | Long             | EC               | CORP              | SE        |     22744 | NS      | $272721.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Ferrovial SE                                              | Ferrovial SE                                               | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     26707 | NS      | $1803925.77   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Aegon Ltd                                                 | Aegon Ltd.                                                 | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |    236073 | NS      | $1854229.67   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyoto Financial Group Inc                                 | Kyoto Financial Group, Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42396 | NS      | $1024215.71   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NPR-RIKEN CORP                                            | NPR-RIKEN Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4846 | NS      | $113976.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurotelesites AG                                          | Eurotelesites AG                                           | CUSIP: 000000000<br>LEI: 5299007TJV9W1OY91Y28 | Long             | EC               | CORP              | AT        |     12379 | NS      | $62314.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenaris SA                                                | Tenaris SA                                                 | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     33633 | NS      | $747087.85    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                  | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    180135 | NS      | $2008919.92   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Gruvaktiebolaget Viscaria                                 | Gruvaktiebolaget Viscaria                                  | CUSIP: 000000000<br>LEI: 5299004NWV90GIWSWQ04 | Long             | EC               | CORP              | SE        |     20683 | NS      | $47009.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pluxee NV                                                 | Pluxee NV                                                  | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | EC               | CORP              | NL        |     11334 | NS      | $150153.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Ryoyo Ryosan Holdings Inc                                 | Ryoyo Ryosan Holdings, Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5776 | NS      | $116407.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Galderma Group AG                                         | Galderma Group AG                                          | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      9967 | NS      | $1857838.28   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Intershop Holding AG                                      | Intershop Holding AG                                       | CUSIP: 000000000<br>LEI: 506700CGX4K77JX3R725 | Long             | EC               | CORP              | CH        |       960 | NS      | $208038.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brembo NV                                                 | Brembo NV                                                  | CUSIP: 000000000<br>LEI: 549300BLWVJN2BAT0A44 | Long             | EC               | CORP              | NL        |     27079 | NS      | $325742.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eastnine AB                                               | Eastnine AB                                                | CUSIP: 000000000<br>LEI: 2138009N2FO2BZTVYS76 | Long             | EC               | CORP              | SE        |     16544 | NS      | $92512.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AQ Group AB                                               | AQ Group AB                                                | CUSIP: 000000000<br>LEI: 549300CN568MD1JD3E40 | Long             | EC               | CORP              | SE        |     12565 | NS      | $276568.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bjorn Borg AB                                             | Bjorn Borg AB                                              | CUSIP: 000000000<br>LEI: 549300UIPGM58Z67Z634 | Long             | EC               | CORP              | SE        |      4321 | NS      | $28437.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KOZO KEIKAKU ENGINEERING HOLDINGS Inc                     | Kozo Keikaku Engineering Holdings, Inc.                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $60721.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exosens SAS                                               | Exosens SAS                                                | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      2670 | NS      | $171041.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solstad Maritime Holding AS                               | Solstad Maritime Holding AS                                | CUSIP: 000000000<br>LEI: 636700X6XN8UWIBHQ877 | Long             | EC               | CORP              | NO        |      9952 | NS      | $22571.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Einhell Germany AG                                        | Einhell Germany AG                                         | CUSIP: 000000000<br>LEI: 529900WKT7CENGR4UW29 | Long             | EP               | CORP              | DE        |      1347 | NS      | $140391.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GLTECHNO HOLDINGS INC                                     | GLtechno Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3780 | NS      | $79586.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOBISHIMA HOLDINGS Inc                                    | TOBISHIMA HOLDINGS, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5970 | NS      | $93812.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| doValue SpA                                               | doValue SpA                                                | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | EC               | CORP              | IT        |     15293 | NS      | $47527.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunrise Communications AG                                 | Sunrise Communications AG                                  | CUSIP: 000000000<br>LEI: 213800RS9HRGTWOGCO08 | Long             | EC               | CORP              | CH        |     16986 | NS      | $964063.68    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Canal+ SA                                                 | Canal & SA                                                 | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |    116631 | NS      | $505906.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Asmodee Group AB                                          | Asmodee Group AB                                           | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | EC               | CORP              | SE        |     24802 | NS      | $297601.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexxen International Ltd                                  | Nexxen International Ltd.                                  | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |       948 | NS      | $10455.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aryzta AG                                                 | Aryzta AG                                                  | CUSIP: 000000000<br>LEI: 549300W2PUDQQVRD8W85 | Long             | EC               | CORP              | CH        |      5348 | NS      | $379078.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cavotec Group AB                                          | Cavotec Group AB                                           | CUSIP: 000000000<br>LEI: 636700CG8F631WFEUG14 | Long             | EC               | CORP              | SE        |      8277 | NS      | $13661.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     69590 | NS      | $2161294.82   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CECONOMY AG                                               | Ceconomy AG                                                | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |     32902 | NS      | $173867.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Blue Zones Holdings Co Ltd                                | Blue Zones Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $281170.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aumovio SE                                                | Aumovio SE                                                 | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |     14228 | NS      | $682719.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PayPoint PLC                                              | PayPoint PLC                                               | CUSIP: 000000000<br>LEI: 5493004YKWI8U0GDD138 | Long             | EC               | CORP              | GB        |      5808 | NS      | $42260.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L1 Group Ltd                                              | L1 Group Ltd.                                              | CUSIP: 000000000<br>LEI: 254900P02G6ZRXQO0R61 | Long             | EC               | CORP              | AU        |     31022 | NS      | $26429.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banque Cantonale de Geneve                                | Banque Cantonale de Geneve                                 | CUSIP: 000000000<br>LEI: 549300ZEFUWWFTP7BA50 | Long             | EC               | CORP              | CH        |      5720 | NS      | $205733.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Havas NV                                                  | Havas NV                                                   | CUSIP: 000000000<br>LEI: 894500L53AVOFQK7T710 | Long             | EC               | CORP              | NL        |     16120 | NS      | $333071.10    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| dormakaba Holding AG                                      | dormakaba Holding AG                                       | CUSIP: 000000000<br>LEI: 529900QMU5ZH99KMQK13 | Long             | EC               | CORP              | CH        |      6740 | NS      | $506866.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IBERDROLA S A                                             | Iberdrola SA                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       779 | NS      | $17475.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coffee Stain Group AB                                     | Coffee Stain Group AB                                      | CUSIP: 000000000<br>LEI: 636700R8GB3NJ2J6DG90 | Long             | EC               | CORP              | SE        |     20677 | NS      | $43036.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                          | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      4909 | NS      | $663203.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SACYR SA                                                  | Sacyr SA                                                   | CUSIP: 000000000<br>LEI: 959800XKAB9VNAVN9425 | Long             | EC               | CORP              | ES        |      1412 | NS      | $6637.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Indivior Pharmaceuticals Inc                              | Indivior Pharmaceuticals, Inc.                             | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $14.15        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Proximus SADP                                             | Proximus SADP                                              | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     38815 | NS      | $354143.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chesnara PLC                                              | Chesnara PLC                                               | CUSIP: 000000000<br>LEI: 213800VFRMBRTSZ3SJ06 | Long             | EC               | CORP              | GB        |     58431 | NS      | $244547.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Basilea Pharmaceutica Ag Allschwil                        | Basilea Pharmaceutica Ag Allschwil                         | CUSIP: 000000000<br>LEI: 391200TTZP8EIPSJ5J20 | Long             | EC               | CORP              | CH        |      3424 | NS      | $239817.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| McMillan Shakespeare Ltd                                  | McMillan Shakespeare Ltd.                                  | CUSIP: 000000000<br>LEI: 254900GPJQUGWJEAZ102 | Long             | EC               | CORP              | AU        |     17072 | NS      | $202390.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solomon Systech International Ltd                         | Solomon Systech International Ltd.                         | CUSIP: 000000000<br>LEI: 213800K4IYJ63C5GSP92 | Long             | EC               | CORP              | KY        |    352000 | NS      | $19595.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitachi Co Ltd                                            | Mitachi Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $12512.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grafton Group PLC                                         | Grafton Group PLC                                          | CUSIP: 000000000<br>LEI: 635400BE9SBAG61DJ963 | Long             | EC               | CORP              | IE        |     46628 | NS      | $596175.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MCJ Co Ltd                                                | MCJ Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23800 | NS      | $242531.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nick Scali Ltd                                            | Nick Scali Ltd.                                            | CUSIP: 000000000<br>LEI: 9845001BZF7580DX6460 | Long             | EC               | CORP              | AU        |     20475 | NS      | $347804.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Kardex Holding AG                                         | Kardex Holding AG                                          | CUSIP: 000000000<br>LEI: 529900JKKMQ07D6QZ480 | Long             | EC               | CORP              | CH        |      1588 | NS      | $558242.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordic Semiconductor ASA                                  | Nordic Semiconductor ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |      2834 | NS      | $38059.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                                    | SES SA                                                     | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |    111205 | NS      | $910828.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Systems Engineering Consultants Co Ltd                    | Systems Engineering Consultants Co. Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $22322.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| PSP Swiss Property AG                                     | PSP Swiss Property AG                                      | CUSIP: 000000000<br>LEI: 50670042Y437P8X44F56 | Long             | EC               | CORP              | CH        |      7189 | NS      | $1442969.15   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Marshalls PLC                                             | Marshalls PLC                                              | CUSIP: 000000000<br>LEI: 213800S21IFC367J5V62 | Long             | EC               | CORP              | GB        |     42089 | NS      | $90151.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ITM Power PLC                                             | ITM Power PLC                                              | CUSIP: 000000000<br>LEI: 21380042MB2JKZ6RRP12 | Long             | EC               | CORP              | GB        |     29179 | NS      | $24923.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Dai-Ichi Cutter Kogyo KK                                  | Dai-Ichi Cutter Kogyo KK                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $17811.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koike-ya Inc                                              | Koike-ya, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $11971.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Orell Fuessli AG                                          | Orell Fuessli AG                                           | CUSIP: 000000000<br>LEI: 5067005U9Z97T4PWVC13 | Long             | EC               | CORP              | CH        |       122 | NS      | $18945.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anabuki Kosan Inc                                         | Anabuki Kosan, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15058.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magellan Financial Group Ltd                              | Magellan Financial Group Ltd.                              | CUSIP: 000000000<br>LEI: 549300X5WFW6USQQ9U26 | Long             | EC               | CORP              | AU        |     37553 | NS      | $227022.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co. Ltd.                             | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    113000 | NS      | $1542619.21   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| J Sainsbury PLC                                           | J Sainsbury PLC                                            | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |    403505 | NS      | $1768042.81   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Azimut Holding SpA                                        | Azimut Holding SpA                                         | CUSIP: 000000000<br>LEI: 81560025690EF8540635 | Long             | EC               | CORP              | IT        |     29900 | NS      | $1263092.74   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Intecc Co Ltd                                       | Asahi Intecc Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |     29900 | NS      | $498437.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Medistim ASA                                              | Medistim ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJOX483 | Long             | EC               | CORP              | NO        |      2973 | NS      | $69082.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                           | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    126230 | NS      | $1367867.60   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Gilat Satellite Networks Ltd                              | Gilat Satellite Networks Ltd.                              | CUSIP: 000000000<br>LEI: 529900RVHDCYJ5YWHP12 | Long             | EC               | CORP              | IL        |     12148 | NS      | $235454.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shoei Co Ltd                                              | Shoei Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12300 | NS      | $141546.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Super Retail Group Ltd                                    | Super Retail Group Ltd.                                    | CUSIP: 000000000<br>LEI: 9845001C5140A8CK7D81 | Long             | EC               | CORP              | AU        |     45712 | NS      | $466456.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Midas Holdings Ltd                                        | Midas Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 529900WQVJ0ZE1ILB637 | Long             | EC               | CORP              | SG        |    218800 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: —       |
| ACS Actividades de Construccion y Servicios SA            | ACS Actividades de Construccion y Servicios SA             | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |         1 | NS      | $99.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dah Sing Banking Group Ltd                                | Dah Sing Banking Group Ltd.                                | CUSIP: 000000000<br>LEI: 529900DXBMKJOLLQOM66 | Long             | EC               | CORP              | HK        |     86128 | NS      | $122685.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aoyama Zaisan Networks Co Ltd                             | Aoyama Zaisan Networks Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $35219.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tazmo Co Ltd                                              | Tazmo Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $50685.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Note AB                                                   | Note AB                                                    | CUSIP: 000000000<br>LEI: 54930038JVQ3CMTEO084 | Long             | EC               | CORP              | SE        |      4949 | NS      | $92058.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCC Group PLC                                             | NCC Group PLC                                              | CUSIP: 000000000<br>LEI: 213800DJCGZRB6523934 | Long             | EC               | CORP              | GB        |     57605 | NS      | $111053.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Peet Ltd                                                  | Peet Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     95638 | NS      | $133623.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxvalu Tokai Co Ltd                                      | Maxvalu Tokai Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $55721.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adgar Investment and Development Ltd                      | Adgar Investment & Development Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12287 | NS      | $18724.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBM Development AG                                        | UBM Development AG                                         | CUSIP: 000000000<br>LEI: 529900IWRUBPP2VNQB05 | Long             | EC               | CORP              | AT        |      1080 | NS      | $25627.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Basin Shipping Ltd                                | Pacific Basin Shipping Ltd.                                | CUSIP: 000000000<br>LEI: 254900LNPK737X4Y3V26 | Long             | EC               | CORP              | BM        |   1092000 | NS      | $428864.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| APG SGA SA                                                | APG SGA SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       352 | NS      | $96056.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acerinox SA                                               | Acerinox SA                                                | CUSIP: 000000000<br>LEI: 95980020140005582721 | Long             | EC               | CORP              | ES        |     50520 | NS      | $750457.28    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Metals X Ltd                                              | Metals X Ltd.                                              | CUSIP: 000000000<br>LEI: 549300PYQIA9NE598013 | Long             | EC               | CORP              | AU        |    215807 | NS      | $192629.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                          | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     39808 | NS      | $1498132.71   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| M3 Inc                                                    | M3, Inc.                                                   | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |     22400 | NS      | $276394.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mowi ASA                                                  | Mowi ASA                                                   | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |     10745 | NS      | $247696.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd                          | Singapore Telecommunications Ltd.                          | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    247100 | NS      | $891707.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Career Design Center Co Ltd                               | Career Design Center Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $15823.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Leasing Co Ltd                                     | Mizuho Leasing Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 353800O6EEA5GK30Z659 | Long             | EC               | CORP              | JP        |     40900 | NS      | $377617.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ypsomed Holding AG                                        | Ypsomed Holding AG                                         | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |       839 | NS      | $332047.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| YH Dimri Construction & Development Ltd                   | YH Dimri Construction & Development Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       959 | NS      | $121758.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HS Holdings Co Ltd                                        | HS Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 549300QL9Z6XV46RXT40 | Long             | EC               | CORP              | JP        |      4600 | NS      | $38775.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Begbies Traynor Group PLC                                 | Begbies Traynor Group PLC                                  | CUSIP: 000000000<br>LEI: 21380075TB4ROF7KWK30 | Long             | EC               | CORP              | GB        |     10069 | NS      | $16288.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsukada Global Holdings Inc                               | Tsukada Global Holdings, Inc.                              | CUSIP: 000000000<br>LEI: 353800LR8UDHJCE1T172 | Long             | EC               | CORP              | JP        |      6100 | NS      | $22471.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                               | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |   1068091 | NS      | $2796807.79   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Clas Ohlson AB                                            | Clas Ohlson AB                                             | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     13885 | NS      | $475433.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AFI Properties Ltd                                        | AFI Properties Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1879 | NS      | $144214.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cosmos Pharmaceutical Corp                                | Cosmos Pharmaceutical Corp.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7100 | NS      | $318053.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Jyske Bank A/S                                            | Jyske Bank AS                                              | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | EC               | CORP              | DK        |     15613 | NS      | $2272105.14   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilh Wilhelmsen Holding ASA                               | Wilh Wilhelmsen Holding ASA                                | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |       997 | NS      | $63162.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delfi Ltd                                                 | Delfi Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     70200 | NS      | $49227.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Frontier Fudousan Co Ltd                              | Sun Frontier Fudousan Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $139587.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LNA Sante SA                                              | LNA Sante SA                                               | CUSIP: 000000000<br>LEI: 969500FULTKJYIRIAT87 | Long             | EC               | CORP              | FR        |      1359 | NS      | $37526.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Kigenso Kagaku-Kogyo Co Ltd                       | Daiichi Kigenso Kagaku-Kogyo Co. Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $52851.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fuyo General Lease Co Ltd                                 | Fuyo General Lease Co. Ltd.                                | CUSIP: 000000000<br>LEI: 353800IE82QJT7UQJK58 | Long             | EC               | CORP              | JP        |     15600 | NS      | $438702.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Emmi AG                                                   | Emmi AG                                                    | CUSIP: 000000000<br>LEI: 529900Q53RBYJIVCMA08 | Long             | EC               | CORP              | CH        |       550 | NS      | $557204.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Duni AB                                                   | Duni AB                                                    | CUSIP: 000000000<br>LEI: 549300MWQEN1427O5L53 | Long             | EC               | CORP              | SE        |      5746 | NS      | $67581.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuriyama Holdings Corp                                    | Kuriyama Holdings Corp.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4400 | NS      | $48387.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FJ Next Holdings Co Ltd                                   | FJ Next Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $65456.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lycopodium Ltd                                            | Lycopodium Ltd.                                            | CUSIP: 000000000<br>LEI: 2549001A9OUIDKVOOI57 | Long             | EC               | CORP              | AU        |      5847 | NS      | $63863.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wellnet Corp                                              | Wellnet Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $12389.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Stream Ltd                                        | Service Stream Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    178284 | NS      | $282563.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neuren Pharmaceuticals Ltd                                | Neuren Pharmaceuticals Ltd.                                | CUSIP: 000000000<br>LEI: 984500E48D0FDEE7CE63 | Long             | EC               | CORP              | NZ        |      5515 | NS      | $63858.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mesoblast Ltd                                             | Mesoblast Ltd.                                             | CUSIP: 000000000<br>LEI: 529900J5ALF3JG921927 | Long             | EC               | CORP              | AU        |    118754 | NS      | $208305.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Grainger PLC                                              | Grainger PLC                                               | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | EC               |  | GB        |    151889 | NS      | $404287.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Internet Initiative Japan Inc                             | Internet Initiative Japan, Inc.                            | CUSIP: 000000000<br>LEI: 529900EOCJNAPUHDFR78 | Long             | EC               | CORP              | JP        |     23100 | NS      | $373252.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| World Holdings Co Ltd                                     | World Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $45835.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEC Capital Solutions Ltd                                 | NEC Capital Solutions Ltd.                                 | CUSIP: 000000000<br>LEI: 353800ZI7YB13OFXXR18 | Long             | EC               | CORP              | JP        |      3800 | NS      | $100065.66    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DeNA Co Ltd                                               | DeNA Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 529900T9JQP7I5LDY154 | Long             | EC               | CORP              | JP        |     20200 | NS      | $331257.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Hakuhodo DY Holdings Inc                                  | Hakuhodo DY Holdings, Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     56125 | NS      | $419364.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LANXESS AG                                                | Lanxess AG                                                 | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      8778 | NS      | $181312.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ship Healthcare Holdings Inc                              | Ship Healthcare Holdings, Inc.                             | CUSIP: 000000000<br>LEI: 353800BIFUE1L527TH13 | Long             | EC               | CORP              | JP        |     20300 | NS      | $334622.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TechMatrix Corp                                           | TechMatrix Corp.                                           | CUSIP: 000000000<br>LEI: 353800BO9TATTH8LBW35 | Long             | EC               | CORP              | JP        |      8800 | NS      | $120363.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pro-Ship Inc                                              | Pro-Ship, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $39681.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AFC-HD AMS Life Science Co Ltd                            | AFC-HD AMS Life Science Co. Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $12573.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brooks Macdonald Group PLC                                | Brooks Macdonald Group PLC                                 | CUSIP: 000000000<br>LEI: 213800WRDF8LB8MIEX37 | Long             | EC               | CORP              | GB        |       872 | NS      | $19130.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordex SE                                                 | Nordex SE                                                  | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |     32786 | NS      | $1312633.67   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Payment Gateway Inc                                   | GMO Payment Gateway, Inc.                                  | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |      5800 | NS      | $334984.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Asia Pile Holdings Corp                                   | Asia Pile Holdings Corp.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $76467.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Traders Holdings Co Ltd                                   | Traders Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $30814.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AL Sydbank                                                | AL Sydbank                                                 | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | EC               | CORP              | DK        |     16028 | NS      | $1451565.94   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyokuto Securities Co Ltd                                 | Kyokuto Securities Co. Ltd.                                | CUSIP: 000000000<br>LEI: 353800R99CTLN31DLI31 | Long             | EC               | CORP              | JP        |      5500 | NS      | $61490.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Communications Inc                                  | Japan Communications, Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     27400 | NS      | $25312.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| IG Group Holdings PLC                                     | IG Group Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | EC               | CORP              | GB        |     65396 | NS      | $1213229.50   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Softcreate Holdings Corp                                  | Softcreate Holdings Corp.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $48304.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neste Oyj                                                 | Neste OYJ                                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |     45340 | NS      | $1158207.67   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                           | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     13015 | NS      | $656026.99    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Essentra PLC                                              | Essentra PLC                                               | CUSIP: 000000000<br>LEI: 5493007MOZNA03BVNE96 | Long             | EC               | CORP              | GB        |     29900 | NS      | $41192.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                  | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     17110 | NS      | $479816.86    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEEK Ltd                                                  | SEEK Ltd.                                                  | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     27453 | NS      | $398740.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA            | Recordati Industria Chimica e Farmaceutica SpA             | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |     23129 | NS      | $1274392.24   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokian Renkaat Oyj                                        | Nokian Renkaat OYJ                                         | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Long             | EC               | CORP              | FI        |     14772 | NS      | $189514.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Domino's Pizza Enterprises Ltd                            | Domino's Pizza Enterprises Ltd.                            | CUSIP: 000000000<br>LEI: 54930034RFI409JZ3179 | Long             | EC               | CORP              | AU        |      5126 | NS      | $81195.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Atresmedia Corp de Medios de Comunicacion SA              | Atresmedia Corp. de Medios de Comunicacion SA              | CUSIP: 000000000<br>LEI: 95980020140005491929 | Long             | EC               | CORP              | ES        |     26478 | NS      | $164767.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alma Media Oyj                                            | Alma Media OYJ                                             | CUSIP: 000000000<br>LEI: 743700ILU1PL86IW3429 | Long             | EC               | CORP              | FI        |      6819 | NS      | $111545.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bucher Industries AG                                      | Bucher Industries AG                                       | CUSIP: 000000000<br>LEI: 52990014AQ91A29HPB27 | Long             | EC               | CORP              | CH        |      1975 | NS      | $916210.76    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                       | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    238229 | NS      | $1478643.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Prime Site AG                                       | Swiss Prime Site AG                                        | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |     20730 | NS      | $3529087.32   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Odfjell SE                                                | Odfjell SE                                                 | CUSIP: 000000000<br>LEI: 529900J8VSH14TP5VD23 | Long             | EC               | CORP              | NO        |      4824 | NS      | $68052.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frencken Group Ltd                                        | Frencken Group Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     94100 | NS      | $123743.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sword Group                                               | Sword Group                                                | CUSIP: 000000000<br>LEI: 222100GEODKMZ0FFWK29 | Long             | EC               | CORP              | LU        |      2115 | NS      | $91538.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EVS Broadcast Equipment SA                                | EVS Broadcast Equipment SA                                 | CUSIP: 000000000<br>LEI: 549300J0AJACIPKLTD62 | Long             | EC               | CORP              | BE        |      3291 | NS      | $141785.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Borders & Southern Petroleum PLC                          | Borders & Southern Petroleum PLC                           | CUSIP: 000000000<br>LEI: 2138003IZDI5FDRT6348 | Long             | EC               | CORP              | GB        |    100591 | NS      | $12334.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fintech Global Inc                                        | Fintech Global, Inc.                                       | CUSIP: 000000000<br>LEI: 3538007NR94C859THZ19 | Long             | EC               | CORP              | JP        |     54700 | NS      | $51779.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| System Research Co Ltd                                    | System Research Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $30509.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Esprinet SpA                                              | Esprinet SpA                                               | CUSIP: 000000000<br>LEI: 8156007E3375956ADD08 | Long             | EC               | CORP              | IT        |      8722 | NS      | $64189.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBo Territoria                                            | CBo Territoria                                             | CUSIP: 000000000<br>LEI: 969500G118PJ7KZ4HQ90 | Long             | EC               | CORP              | FR        |      5862 | NS      | $25839.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Opmobility                                                | Opmobility                                                 | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | EC               | CORP              | FR        |     17563 | NS      | $336501.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellevue Group AG                                         | Bellevue Group AG                                          | CUSIP: 000000000<br>LEI: 549300K4OOI7NV0BQ816 | Long             | EC               | CORP              | CH        |      2601 | NS      | $38112.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Media Inc                                        | Advanced Media, Inc.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $16736.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| MTU Aero Engines AG                                       | MTU Aero Engines AG                                        | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |      9150 | NS      | $4067859.78   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Kone Oyj                                                  | Kone OYJ                                                   | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     27101 | NS      | $1947609.87   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA                                              | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      5398 | NS      | $781526.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Medikit Co Ltd                                            | Medikit Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $11578.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Webuild SpA                                               | Webuild SpA                                                | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |     86704 | NS      | $359119.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MARR SpA                                                  | MARR SpA                                                   | CUSIP: 000000000<br>LEI: 815600576D5536AC7B34 | Long             | EC               | CORP              | IT        |      2701 | NS      | $28690.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| NOS SGPS SA                                               | NOS SGPS SA                                                | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     53215 | NS      | $276634.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe      | Vienna Insurance Group AG Wiener Versicherung Gruppe       | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | EC               | CORP              | AT        |      9607 | NS      | $755148.63    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Vaudoise Assurances Holding SA                            | Vaudoise Assurances Holding SA                             | CUSIP: 000000000<br>LEI: 506700F7C0WFE08FR858 | Long             | EC               | CORP              | CH        |       263 | NS      | $250498.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mobimo Holding AG                                         | Mobimo Holding AG                                          | CUSIP: 000000000<br>LEI: 50670018HN8O1GD3O385 | Long             | EC               | CORP              | CH        |      2017 | NS      | $1015730.02   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Engie SA                                                  | Engie SA                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    333487 | NS      | $9956723.52   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| SKY Network Television Ltd                                | SKY Network Television Ltd.                                | CUSIP: 000000000<br>LEI: 984500A70R6143A96068 | Long             | EC               | CORP              | NZ        |     48329 | NS      | $97068.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Raven Property Group Ltd                                  | Raven Property Group Ltd.                                  | CUSIP: 000000000<br>LEI: 213800YJ5HI5CBXCYJ65 | Long             | EC               | CORP              | GG        |     60364 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                  | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     82189 | NS      | $2624161.34   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp. Ltd.                         | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    146249 | NS      | $2440828.55   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    236100 | NS      | $3381092.88   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockhopper Exploration PLC                                | Rockhopper Exploration PLC                                 | CUSIP: 000000000<br>LEI: 213800IPXW6XRLVCL581 | Long             | EC               | CORP              | GB        |    120062 | NS      | $116885.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Helical PLC                                               | Helical PLC                                                | CUSIP: 000000000<br>LEI: 2138003SBD2Z7WV2MP70 | Long             | EC               |  | GB        |     27082 | NS      | $71450.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arad Ltd                                                  | Arad Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2441 | NS      | $41008.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vector Ltd                                                | Vector Ltd.                                                | CUSIP: 000000000<br>LEI: 98450076008579EGF176 | Long             | EC               | CORP              | NZ        |     17959 | NS      | $52143.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Create Restaurants Holdings Inc                           | Create Restaurants Holdings, Inc.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41400 | NS      | $198135.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings, Inc.                                | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     44000 | NS      | $1141743.29   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Dor Alon Energy in Israel 1988 Ltd                        | Dor Alon Energy in Israel 1988 Ltd.                        | CUSIP: 000000000<br>LEI: 9845000EEC9BF5N06482 | Long             | EC               | CORP              | IL        |       859 | NS      | $45818.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meiji Electric Industries Co Ltd                          | Meiji Electric Industries Co. Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $22864.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sakura Internet Inc                                       | Sakura Internet, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $72453.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sims Ltd                                                  | Sims Ltd.                                                  | CUSIP: 000000000<br>LEI: 5493002YM7ZHVDMFC916 | Long             | EC               | CORP              | AU        |     45692 | NS      | $639741.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Indutrade AB                                              | Indutrade AB                                               | CUSIP: 000000000<br>LEI: 549300FISLQ6CEFP1867 | Long             | EC               | CORP              | SE        |     18355 | NS      | $430892.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EFG International AG                                      | EFG International AG                                       | CUSIP: 000000000<br>LEI: 506700PR1R98BSF81139 | Long             | EC               | CORP              | CH        |     27825 | NS      | $711066.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TIV TAAM HOLDINGS 1 LTD                                   | Tiv Taam Holdings 1 Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     11482 | NS      | $41301.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ISDN Holdings Ltd                                         | ISDN Holdings Ltd.                                         | CUSIP: 000000000<br>LEI: 254900AT7BBV3IUAY650 | Long             | EC               | CORP              | SG        |     80490 | NS      | $25400.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| James Halstead PLC                                        | James Halstead PLC                                         | CUSIP: 000000000<br>LEI: 213800C8FFBYVO6UL498 | Long             | EC               | CORP              | GB        |     44198 | NS      | $83484.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SUMCO Corp                                                | SUMCO Corp.                                                | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     82500 | NS      | $861301.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Elekta AB                                                 | Elekta AB                                                  | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     67971 | NS      | $436931.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eutelsat Communications SACA                              | Eutelsat Communications SACA                               | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | EC               | CORP              | FR        |     52647 | NS      | $142916.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Tsuruha Holdings Inc                                      | Tsuruha Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60424 | NS      | $962842.20    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Safilo Group SpA                                          | Safilo Group SpA                                           | CUSIP: 000000000<br>LEI: 81560026FA1A26642782 | Long             | EC               | CORP              | IT        |     36873 | NS      | $93462.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UACJ Corp                                                 | UACJ Corp.                                                 | CUSIP: 000000000<br>LEI: 353800GO7FBE4RSRH831 | Long             | EC               | CORP              | JP        |     42000 | NS      | $664755.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Earth Corp                                                | Earth Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $110621.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tamburi Investment Partners SpA                           | Tamburi Investment Partners SpA                            | CUSIP: 000000000<br>LEI: 81560017CF8066680595 | Long             | EC               | CORP              | IT        |     17532 | NS      | $198477.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Grandy House Corp                                         | Grandy House Corp.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $12602.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delica Foods Holdings Co Ltd                              | Delica Foods Holdings Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $12060.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lancashire Holdings Ltd                                   | Lancashire Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | EC               | CORP              | BM        |     50175 | NS      | $423744.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Startia Holdings Inc                                      | Startia Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $36381.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JCU Corp                                                  | JCU Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5100 | NS      | $186416.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IG Port Inc                                               | IG Port, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $18749.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ipsen SA                                                  | Ipsen SA                                                   | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      9830 | NS      | $1605880.19   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                            | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      6492 | NS      | $724161.65    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hibino Corp                                               | Hibino Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $18756.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stef SA                                                   | Stef SA                                                    | CUSIP: 000000000<br>LEI: 9695008BIKG0E486UL47 | Long             | EC               | CORP              | FR        |      1222 | NS      | $181363.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| COSCO SHIPPING International Singapore Co Ltd             | COSCO Shipping International Singapore Co. Ltd.            | CUSIP: 000000000<br>LEI: 529900PK0MEIONQKNP94 | Long             | EC               | CORP              | SG        |    443400 | NS      | $40760.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SolGold PLC                                               | SolGold PLC                                                | CUSIP: 000000000<br>LEI: 213800HGFADQBMIEVI76 | Long             | EC               | CORP              | GB        |     73049 | NS      | $28024.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Camtek Ltd/Israel                                         | Camtek Ltd.                                                | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |       545 | NS      | $81456.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IwaiCosmo Holdings Inc                                    | IwaiCosmo Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $126026.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toridoll Holdings Corp                                    | Toridoll Holdings Corp.                                    | CUSIP: 000000000<br>LEI: 3538002L9PBNUQXICM82 | Long             | EC               | CORP              | JP        |     11600 | NS      | $312909.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Maruchiyo Yamaokaya Corp                                  | Maruchiyo Yamaokaya Corp.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $29773.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| S-Pool Inc                                                | S-Pool, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12100 | NS      | $20145.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ULS Group Inc                                             | ULS Group, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13000 | NS      | $47928.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pegasus Co Ltd                                            | Pegasus Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $24878.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aizawa Securities Group Co Ltd                            | Aizawa Securities Group Co. Ltd.                           | CUSIP: 000000000<br>LEI: 3538009IV9F0ZXPK5Z39 | Long             | EC               | CORP              | JP        |      5200 | NS      | $47748.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Vusion/France                                             | Vusion                                                     | CUSIP: 000000000<br>LEI: 969500U51BYOMEW9M549 | Long             | EC               | CORP              | FR        |      1861 | NS      | $289716.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Castellum AB                                              | Castellum AB                                               | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | EC               | CORP              | SE        |     26310 | NS      | $325250.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Rasa Corp                                                 | Rasa Corp.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $35777.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| cBrain A/S                                                | cBrain AS                                                  | CUSIP: 000000000<br>LEI: 529900E1K2W6SBYF8W02 | Long             | EC               | CORP              | DK        |      1481 | NS      | $19086.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Shirai Electronics Industrial Co Ltd                      | Shirai Electronics Industrial Co. Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $20624.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| West Holdings Corp                                        | West Holdings Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5757 | NS      | $59241.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Deutsche Wohnen SE                                        | Deutsche Wohnen SE                                         | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |      6411 | NS      | $159392.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyorin Pharmaceutical Co Ltd                              | Kyorin Pharmaceutical Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8400 | NS      | $88162.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pico Far East Holdings Ltd                                | Pico Far East Holdings Ltd.                                | CUSIP: 000000000<br>LEI: 254900NL3DXVIEY4HJ17 | Long             | EC               | CORP              | KY        |    230000 | NS      | $82687.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prim SA                                                   | Prim SA                                                    | CUSIP: 000000000<br>LEI: 959800M75M81U0Y2UX24 | Long             | EC               | CORP              | ES        |       853 | NS      | $12895.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arkema SA                                                 | Arkema SA                                                  | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      7226 | NS      | $435164.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Airport City Ltd                                          | Airport City Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8088 | NS      | $150462.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alpen Co Ltd                                              | Alpen Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $65957.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Toyo Tanso Co Ltd                                         | Toyo Tanso Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 529900YTFHZ3XYGL3R93 | Long             | EC               | CORP              | JP        |      2500 | NS      | $87347.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| City of London Investment Group PLC                       | London Investment Group PLC                                | CUSIP: 000000000<br>LEI: 549300BV85TFYXK2Y635 | Long             | EC               | CORP              | GB        |      4016 | NS      | $21412.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Paper Co                                    | International Paper Co.                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     37330 | NS      | $1495705.76   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Implenia AG                                               | Implenia AG                                                | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      5540 | NS      | $530554.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Raccoon Holdings Inc                                      | Raccoon Holdings, Inc.                                     | CUSIP: 000000000<br>LEI: 353800QDMZXWNVCHDQ90 | Long             | EC               | CORP              | JP        |      4100 | NS      | $17082.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| China Aviation Oil Singapore Corp Ltd                     | China Aviation Oil Singapore Corp. Ltd.                    | CUSIP: 000000000<br>LEI: 79GWRL7CPDKLUJ3L0772 | Long             | EC               | CORP              | SG        |     71400 | NS      | $98155.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                  | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |      2441 | NS      | $3328410.78   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| YIT Oyj                                                   | YIT OYJ                                                    | CUSIP: 000000000<br>LEI: 529900M13GM4VSTE6W80 | Long             | EC               | CORP              | FI        |     19976 | NS      | $73089.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    104188 | NS      | $924968.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ALSO Holding AG                                           | ALSO Holding AG                                            | CUSIP: 000000000<br>LEI: 529900ACS8A6PTQI6141 | Long             | EC               | CORP              | CH        |      1733 | NS      | $446598.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Qol Holdings Co Ltd                                       | Qol Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11000 | NS      | $151049.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Konecranes Oyj                                            | Konecranes OYJ                                             | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |     18436 | NS      | $2171062.50   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                       | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      1703 | NS      | $626331.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PATRIZIA SE                                               | Patrizia SE                                                | CUSIP: 000000000<br>LEI: 5299002NZCMF1NIHZ018 | Long             | EC               | CORP              | DE        |      8314 | NS      | $84137.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wacker Chemie AG                                          | Wacker Chemie AG                                           | CUSIP: 000000000<br>LEI: 0NURKC5Q3CJYZPPK5046 | Long             | EC               | CORP              | DE        |      4465 | NS      | $362614.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Legrand SA                                                | Legrand SA                                                 | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     19011 | NS      | $3035254.80   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Alconix Corp                                              | Alconix Corp.                                              | CUSIP: 000000000<br>LEI: 353800I6G1YH2ATQZK47 | Long             | EC               | CORP              | JP        |      8300 | NS      | $145644.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pantheon Resources PLC                                    | Pantheon Resources PLC                                     | CUSIP: 000000000<br>LEI: 213800SWHY5DNQS64J23 | Long             | EC               | CORP              | GB        |    280364 | NS      | $29112.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ponsse Oyj                                                | Ponsse OYJ                                                 | CUSIP: 000000000<br>LEI: 7437000IQJS6ZC1FR041 | Long             | EC               | CORP              | FI        |      2132 | NS      | $64621.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirakawa Hewtech Corp                                     | Hirakawa Hewtech Corp.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2730 | NS      | $48608.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IP Group PLC                                              | IP Group PLC                                               | CUSIP: 000000000<br>LEI: 213800HG22UM138WFG43 | Long             | EC               | CORP              | GB        |    206320 | NS      | $167557.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SFC Energy AG                                             | SFC Energy AG                                              | CUSIP: 000000000<br>LEI: 3912003HZPSTWYICYA50 | Long             | EC               | CORP              | DE        |       761 | NS      | $12677.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Husqvarna AB                                              | Husqvarna AB                                               | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |     43511 | NS      | $222279.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Atea ASA                                                  | Atea ASA                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     17327 | NS      | $277282.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Husqvarna AB                                              | Husqvarna AB                                               | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |      4789 | NS      | $24456.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke BAM Groep NV                                  | Koninklijke BAM Groep NV                                   | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     83795 | NS      | $878816.84    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Svedbergs Group AB                                        | Svedbergs Group AB                                         | CUSIP: 000000000<br>LEI: 549300233PQ1UWNYVK79 | Long             | EC               | CORP              | SE        |      5756 | NS      | $42719.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ratos AB                                                  | Ratos AB                                                   | CUSIP: 000000000<br>LEI: 2138008KECUUB9VR4798 | Long             | EC               | CORP              | SE        |     72643 | NS      | $310496.07    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Catena AB                                                 | Catena AB                                                  | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |      4122 | NS      | $213971.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dios Fastigheter AB                                       | Dios Fastigheter AB                                        | CUSIP: 000000000<br>LEI: 549300G3VF7LZQ9IW435 | Long             | EC               | CORP              | SE        |     16550 | NS      | $119861.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashmore Group PLC                                         | Ashmore Group PLC                                          | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Long             | EC               | CORP              | GB        |     21109 | NS      | $68487.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Savills PLC                                               | Savills PLC                                                | CUSIP: 000000000<br>LEI: 213800WXICGMBWHTA933 | Long             | EC               | CORP              | GB        |     32429 | NS      | $478596.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaufman & Broad SA                                        | Kaufman & Broad SA                                         | CUSIP: 000000000<br>LEI: 969500CE0X343D8ALO86 | Long             | EC               | CORP              | FR        |      3878 | NS      | $144293.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zumtobel Group AG                                         | Zumtobel Group AG                                          | CUSIP: 000000000<br>LEI: 529900IIODYNYAZ2ID26 | Long             | EC               | CORP              | AT        |      3541 | NS      | $15015.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     19452 | NS      | $2884873.61   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Praemium Ltd                                              | Praemium Ltd.                                              | CUSIP: 000000000<br>LEI: 529900VN8NJ2AI2EDC32 | Long             | EC               | CORP              | AU        |     43406 | NS      | $22788.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rejlers AB                                                | Rejlers AB                                                 | CUSIP: 000000000<br>LEI: 549300K5464VN6QLVB64 | Long             | EC               | CORP              | SE        |      4553 | NS      | $93206.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altri SGPS SA                                             | Altri SGPS SA                                              | CUSIP: 000000000<br>LEI: 213800AKSTYRLHY3X497 | Long             | EC               | CORP              | PT        |     17850 | NS      | $91587.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| JM AB                                                     | JM AB                                                      | CUSIP: 000000000<br>LEI: 529900X0UEM9DOM6FK12 | Long             | EC               | CORP              | SE        |     12757 | NS      | $196310.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne & Nagel International AG                            | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      5313 | NS      | $1230289.92   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Amplifon SpA                                              | Amplifon SpA                                               | CUSIP: 000000000<br>LEI: ZYXJDNVM2JI3VBM8G556 | Long             | EC               | CORP              | IT        |     14773 | NS      | $238180.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobe Bussan Co Ltd                                        | Kobe Bussan Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800CJIFNHN2DXRD59 | Long             | EC               | CORP              | JP        |     20200 | NS      | $493677.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CMC Markets PLC                                           | CMC Markets PLC                                            | CUSIP: 000000000<br>LEI: 213800VB75KAZBFH5U07 | Long             | EC               | CORP              | GB        |     18203 | NS      | $81325.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aura Energy Ltd                                           | Aura Energy Ltd.                                           | CUSIP: 000000000<br>LEI: 5493003D06RIWBKIKA27 | Long             | EC               | CORP              | AU        |     76212 | NS      | $12736.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SBM Offshore NV                                           | SBM Offshore NV                                            | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |     46762 | NS      | $1679702.11   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| VBG Group AB                                              | VBG Group AB                                               | CUSIP: 000000000<br>LEI: 549300O1V2ZWY6W9GZ14 | Long             | EC               | CORP              | SE        |      5432 | NS      | $234734.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oesterreichische Post AG                                  | Oesterreichische Post AG                                   | CUSIP: 000000000<br>LEI: 529900MVUWACNUTK8467 | Long             | EC               | CORP              | AT        |      6530 | NS      | $254663.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CIE Automotive SA                                         | CIE Automotive SA                                          | CUSIP: 000000000<br>LEI: 95980020140005381252 | Long             | EC               | CORP              | ES        |     10511 | NS      | $358060.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Piaggio & C SpA                                           | Piaggio & C SpA                                            | CUSIP: 000000000<br>LEI: 8156000256C2431C2E92 | Long             | EC               | CORP              | IT        |     53220 | NS      | $110062.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| TGS ASA                                                   | TGS ASA                                                    | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |     38255 | NS      | $403217.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aeroports de Paris SA                                     | Aeroports de Paris SA                                      | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |      7588 | NS      | $1002540.24   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bonheur ASA                                               | Bonheur ASA                                                | CUSIP: 000000000<br>LEI: 213800HOQE1B34SUA323 | Long             | EC               | CORP              | NO        |      6236 | NS      | $163242.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banyan Tree Holdings Ltd                                  | Banyan Tree Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: 254900PU1R3XDPBY5390 | Long             | EC               | CORP              | SG        |     76100 | NS      | $40157.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tecnicas Reunidas SA                                      | Tecnicas Reunidas SA                                       | CUSIP: 000000000<br>LEI: 213800JEZBUPZKWJGF49 | Long             | EC               | CORP              | ES        |     12939 | NS      | $489929.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Austevoll Seafood ASA                                     | Austevoll Seafood ASA                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFFDC03 | Long             | EC               | CORP              | NO        |     18833 | NS      | $181042.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kloeckner & Co SE                                         | Kloeckner & Co. SE                                         | CUSIP: 000000000<br>LEI: 529900CQ31CN6GV5LL52 | Long             | EC               | CORP              | DE        |      7479 | NS      | $97429.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Burckhardt Compression Holding AG                         | Burckhardt Compression Holding AG                          | CUSIP: 000000000<br>LEI: 5067004N56DLX7GY3E95 | Long             | EC               | CORP              | CH        |       812 | NS      | $561373.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Investec PLC                                              | Investec PLC                                               | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |    131235 | NS      | $1089805.37   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                    | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |     30514 | NS      | $252282.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                    | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    139695 | NS      | $1149176.79   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd.                                  | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    129300 | NS      | $345236.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Coltene Holding AG                                        | Coltene Holding AG                                         | CUSIP: 000000000<br>LEI: 894500KE52GRSIVJAP50 | Long             | EC               | CORP              | CH        |       799 | NS      | $57047.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fraser and Neave Ltd                                      | Fraser & Neave Ltd.                                        | CUSIP: 000000000<br>LEI: 254900OL25S8ZMW51013 | Long             | EC               | CORP              | SG        |     43400 | NS      | $52166.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Catalyst Metals Ltd                                       | Catalyst Metals Ltd.                                       | CUSIP: 000000000<br>LEI: 9845002GB72C3J4A3E64 | Long             | EC               | CORP              | AU        |     40349 | NS      | $228838.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Wacker Neuson SE                                          | Wacker Neuson SE                                           | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      8807 | NS      | $201141.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths News PLC                                           | Smiths News PLC                                            | CUSIP: 000000000<br>LEI: 2138004O33ONVOOQXB02 | Long             | EC               | CORP              | GB        |     44585 | NS      | $41595.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                     | Mineral Resources Ltd.                                     | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |     17676 | NS      | $695292.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Protector Forsikring ASA                                  | Protector Forsikring ASA                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |      6303 | NS      | $341439.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IPSOS SA                                                  | IPSOS SA                                                   | CUSIP: 000000000<br>LEI: 9695002OY2X35E9X8W87 | Long             | EC               | CORP              | FR        |     11077 | NS      | $469926.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JINS Holdings Inc                                         | JINS Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: 353800IG2NOMKC105309 | Long             | EC               | CORP              | JP        |      1200 | NS      | $40168.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Amot Investments Ltd                                      | Amot Investments Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     12245 | NS      | $94822.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Infomart Corp                                             | Infomart Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     42800 | NS      | $125075.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                  | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      9289 | NS      | $800266.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bic Camera Inc                                            | Bic Camera, Inc.                                           | CUSIP: 000000000<br>LEI: 353800MQU1LJXY6N8N97 | Long             | EC               | CORP              | JP        |     19600 | NS      | $217796.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Emeco Holdings Ltd                                        | Emeco Holdings Ltd.                                        | CUSIP: 000000000<br>LEI: 5299005P968PATHZP480 | Long             | EC               | CORP              | AU        |     92682 | NS      | $84729.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Experian PLC                                              | Experian PLC                                               | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |     76550 | NS      | $2899311.02   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| DCM Holdings Co Ltd                                       | DCM Holdings Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800S1QF5V2DN70A36 | Long             | EC               | CORP              | JP        |     31600 | NS      | $333182.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Consultants Holdings Co Ltd                      | Oriental Consultants Holdings Co. Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $21175.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RTL Group SA                                              | RTL Group SA                                               | CUSIP: 000000000<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      9575 | NS      | $417468.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| MIXI Inc                                                  | MIXI, Inc.                                                 | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |     10100 | NS      | $177794.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JAC Recruitment Co Ltd                                    | JAC Recruitment Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16000 | NS      | $102389.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dunelm Group PLC                                          | Dunelm Group PLC                                           | CUSIP: 000000000<br>LEI: 213800WCOWEI3T5DUV19 | Long             | EC               | CORP              | GB        |     32233 | NS      | $407101.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| StarHub Ltd                                               | StarHub Ltd.                                               | CUSIP: 000000000<br>LEI: 254900993L0UTJFD3A68 | Long             | EC               | CORP              | SG        |    103900 | NS      | $92932.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Furuya Metal Co Ltd                                       | Furuya Metal Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $92823.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nomura Real Estate Holdings Inc                           | Nomura Real Estate Holdings, Inc.                          | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |    111000 | NS      | $737621.58    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SRA Holdings                                              | SRA Holdings                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $94531.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamaguchi Financial Group Inc                             | Yamaguchi Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800898JPV95YSY548 | Long             | EC               | CORP              | JP        |     46300 | NS      | $737509.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nihon M&A Center Holdings Inc                             | Nihon M&A Center Holdings, Inc.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     62600 | NS      | $287500.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mie Kotsu Group Holdings Inc                              | Mie Kotsu Group Holdings, Inc.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $38331.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mirai Industry Co Ltd                                     | Mirai Industry Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $47660.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| XRF Scientific Ltd                                        | XRF Scientific Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15051 | NS      | $22754.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Severn Trent PLC                                          | Severn Trent PLC                                           | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     29391 | NS      | $1180512.47   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtificial Intelligence Structures SA                    | Airtificial Intelligence Structures SA                     | CUSIP: 000000000<br>LEI: 95980020140005635004 | Long             | EC               | CORP              | ES        |     93405 | NS      | $10680.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Brambles Ltd                                              | Brambles Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    132503 | NS      | $2056804.59   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| LIFULL Co Ltd                                             | LIFULL Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     19000 | NS      | $21576.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bukit Sembawang Estates Ltd                               | Bukit Sembawang Estates Ltd.                               | CUSIP: 000000000<br>LEI: 529900J6WGBZEVNF0B20 | Long             | EC               | CORP              | SG        |     38300 | NS      | $153998.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Metso Oyj                                                 | Metso OYJ                                                  | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |    123378 | NS      | $2412130.70   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| G5 Entertainment AB                                       | G5 Entertainment AB                                        | CUSIP: 000000000<br>LEI: 549300K7QJ1N1FEG2X81 | Long             | EC               | CORP              | SE        |      2023 | NS      | $21357.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Members Co Ltd                                            | Members Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $13706.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verbio SE                                                 | Verbio SE                                                  | CUSIP: 000000000<br>LEI: 529900W51PINCFFALS96 | Long             | EC               | CORP              | DE        |      6536 | NS      | $192999.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hochschild Mining PLC                                     | Hochschild Mining PLC                                      | CUSIP: 000000000<br>LEI: 549300JK10TVQ3CCJQ89 | Long             | EC               | CORP              | GB        |    105328 | NS      | $950537.76    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Galp Energia SGPS SA                                      | Galp Energia SGPS SA                                       | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |    111634 | NS      | $2221251.86   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Riverstone Holdings Ltd                                   | Riverstone Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    145900 | NS      | $87772.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aozora Bank Ltd                                           | Aozora Bank Ltd.                                           | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | EC               | CORP              | JP        |      8800 | NS      | $142569.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    245861 | NS      | $1124994.77   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LSL Property Services PLC                                 | LSL Property Services PLC                                  | CUSIP: 000000000<br>LEI: 213800T4VM5VR3C7S706 | Long             | EC               | CORP              | GB        |     22137 | NS      | $80442.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Polar Capital Holdings PLC                                | Polar Capital Holdings PLC                                 | CUSIP: 000000000<br>LEI: 549300OXX7YE1947B825 | Long             | EC               | CORP              | GB        |     18555 | NS      | $149768.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Remixpoint Inc                                            | Remixpoint, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $12255.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AKVA Group ASA                                            | AKVA Group ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH8YG14 | Long             | EC               | CORP              | NO        |       848 | NS      | $7446.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MonotaRO Co Ltd                                           | MonotaRO Co. Ltd.                                          | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Long             | EC               | CORP              | JP        |     22800 | NS      | $307547.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertu Motors PLC                                          | Vertu Motors PLC                                           | CUSIP: 000000000<br>LEI: 213800GIKJEIUIGMI575 | Long             | EC               | CORP              | GB        |     95932 | NS      | $82637.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vetoquinol SA                                             | Vetoquinol SA                                              | CUSIP: 000000000<br>LEI: 969500YP0AETQIK48R39 | Long             | EC               | CORP              | FR        |       539 | NS      | $55528.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duskin Co Ltd                                             | Duskin Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $214238.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirata Corp                                               | Hirata Corp.                                               | CUSIP: 000000000<br>LEI: 35380029GYVBXAH9T342 | Long             | EC               | CORP              | JP        |      5658 | NS      | $94018.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kyoei Steel Ltd                                           | Kyoei Steel Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $88646.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clariane SE                                               | Clariane SE                                                | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |         1 | NS      | $4.14         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banca Generali SpA                                        | Banca Generali SpA                                         | CUSIP: 000000000<br>LEI: 815600903231FA2E7698 | Long             | EC               | CORP              | IT        |     15290 | NS      | $1030240.97   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Silver Mines Ltd                                          | Silver Mines Ltd.                                          | CUSIP: 000000000<br>LEI: 529900TQJSJASG5XNA13 | Long             | EC               | CORP              | AU        |    127598 | NS      | $21192.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lindab International AB                                   | Lindab International AB                                    | CUSIP: 000000000<br>LEI: 54930085MH6IRQ1JP227 | Long             | EC               | CORP              | SE        |     18483 | NS      | $388554.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Asahi Net Inc                                             | Asahi Net, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6100 | NS      | $28011.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ebase Co Ltd                                              | Ebase Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $13554.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| BCI Minerals Ltd                                          | BCI Minerals Ltd.                                          | CUSIP: 000000000<br>LEI: 5299004FJTHY3B0V6164 | Long             | EC               | CORP              | AU        |     76114 | NS      | $22053.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                                | Symrise AG                                                 | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |     17508 | NS      | $1473946.94   | 0.07%             |  |  |  | No            | 2                  | On Loan: —       |
| Africa Israel Residences Ltd                              | Africa Israel Residences Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       894 | NS      | $83740.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ascopiave SpA                                             | Ascopiave SpA                                              | CUSIP: 000000000<br>LEI: 815600ABFF26D15A4920 | Long             | EC               | CORP              | IT        |     14613 | NS      | $58288.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitbread PLC                                             | Whitbread PLC                                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |     37266 | NS      | $1391079.94   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Big Shopping Centers Ltd                                  | Big Shopping Centers Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1012 | NS      | $243420.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ubisoft Entertainment SA                                  | Ubisoft Entertainment SA                                   | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |      3630 | NS      | $18727.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paz Retail And Energy Ltd                                 | Paz Retail & Energy Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2321 | NS      | $567938.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Qube Holdings Ltd                                         | Qube Holdings Ltd.                                         | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |    274185 | NS      | $906885.19    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy One Ltd                                            | Energy One Ltd.                                            | CUSIP: 000000000<br>LEI: 9845008BBD1A0F6C6762 | Long             | EC               | CORP              | AU        |      2377 | NS      | $27518.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |     42129 | NS      | $1372864.88   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Avant Group Corp                                          | Avant Group Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $50993.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Artnature Inc                                             | Artnature, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $14413.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ad-sol Nissin Corp                                        | Ad-sol Nissin Corp.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $54810.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Blue Square Real Estate Ltd                               | Blue Square Real Estate Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       828 | NS      | $120824.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TS Tech Co Ltd                                            | TS Tech Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16800 | NS      | $206389.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Laboratories International Holdings Ltd/The        | United Laboratories International Holdings Ltd.            | CUSIP: 000000000<br>LEI: 2549007JL3XIH77JXN70 | Long             | EC               | CORP              | KY        |    264000 | NS      | $401968.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SKF AB                                                    | SKF AB                                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      3129 | NS      | $82845.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SKF AB                                                    | SKF AB                                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |     43109 | NS      | $1127157.86   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| eGuarantee Inc                                            | eGuarantee, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $61206.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     18208 | NS      | $661554.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    147920 | NS      | $5375027.57   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Frasers Group PLC                                         | Frasers Group PLC                                          | CUSIP: 000000000<br>LEI: 213800JEGHHEAXIJDX34 | Long             | EC               | CORP              | GB        |     30157 | NS      | $287274.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Soliton Systems KK                                        | Soliton Systems KK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $26551.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Mimaki Engineering Co Ltd                                 | MIMAKI ENGINEERING Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $42307.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Terasaki Electric Co Ltd                                  | Terasaki Electric Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $17183.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comture Corp                                              | Comture Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $75606.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freebit Co Ltd                                            | Freebit Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $24521.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIT Corp                                                  | AIT Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $29011.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oil Refineries Ltd                                        | Oil Refineries Ltd.                                        | CUSIP: 000000000<br>LEI: 213800CWUC7NV7VR3D03 | Long             | EC               | CORP              | IL        |    484507 | NS      | $159324.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freenet AG                                                | Freenet AG                                                 | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     35489 | NS      | $1281477.86   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Urbanet Corp Co Ltd                                       | Urbanet Corp. Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9100 | NS      | $33286.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fukuoka Financial Group Inc                               | Fukuoka Financial Group, Inc.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24328 | NS      | $884659.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ai Holdings Corp                                          | Ai Holdings Corp.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $31031.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokushu Tokai Paper Co Ltd                                | Tokushu Tokai Paper Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800CXHQK19KMMVO22 | Long             | EC               | CORP              | JP        |      6900 | NS      | $73694.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SKY Perfect JSAT Holdings Inc                             | SKY Perfect JSAT Holdings, Inc.                            | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |     45400 | NS      | $656250.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UT Group Co Ltd                                           | UT Group Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     93300 | NS      | $124539.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Food Group PLC                                     | Hilton Food Group PLC                                      | CUSIP: 000000000<br>LEI: 213800JY7VJFS2OOX355 | Long             | EC               | CORP              | GB        |      6742 | NS      | $43608.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIELO-BLU GROUP LTD                                       | Cielo-Blu Group Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14077 | NS      | $14449.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ITmedia Inc                                               | ITmedia, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $18904.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| CITIC Telecom International Holdings Ltd                  | CITIC Telecom International Holdings Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    495000 | NS      | $162926.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Valuetronics Holdings Ltd                                 | Valuetronics Holdings Ltd.                                 | CUSIP: 000000000<br>LEI: 529900LG9JX7VYZ6QG47 | Long             | EC               | CORP              | BM        |    117650 | NS      | $80997.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Drax Group PLC                                            | Drax Group PLC                                             | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    119759 | NS      | $1477701.29   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                   | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     49214 | NS      | $2062340.45   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                 | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     40796 | NS      | $1610884.94   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Keppel Ltd                                                | Keppel Ltd.                                                | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    153700 | NS      | $1322253.88   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                  | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      5699 | NS      | $67808.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd.                     | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    543300 | NS      | $1426875.10   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                   | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      2088 | NS      | $26057.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Cellulosa AB SCA                                  | Svenska Cellulosa AB SCA                                   | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |     46153 | NS      | $577877.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Prysmian SpA                                              | Prysmian SpA                                               | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     16855 | NS      | $1996361.04   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Salmar ASA                                                | Salmar ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |      3427 | NS      | $204177.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Nobia AB                                                  | Nobia AB                                                   | CUSIP: 000000000<br>LEI: 529900MZ8Y3QGPDF6815 | Long             | EC               | CORP              | SE        |     37980 | NS      | $16490.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ence Energia y Celulosa SA                                | Ence Energia y Celulosa SA                                 | CUSIP: 000000000<br>LEI: 95980020140005309084 | Long             | EC               | CORP              | ES        |     24550 | NS      | $64646.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                               | Aalberts NV                                                | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |     22053 | NS      | $846802.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nanosonics Ltd                                            | Nanosonics Ltd.                                            | CUSIP: 000000000<br>LEI: 549300XUBCM70BRANN81 | Long             | EC               | CORP              | AU        |      4998 | NS      | $13495.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| TKH Group NV                                              | TKH Group NV                                               | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |      9957 | NS      | $436958.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                 | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      4723 | NS      | $3606436.30   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Textiles Holdings Ltd                             | Pacific Textiles Holdings Ltd.                             | CUSIP: 000000000<br>LEI: 5299009IC8ZP94KPH034 | Long             | EC               | CORP              | KY        |     83000 | NS      | $13085.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| D/S Norden A/S                                            | D/S Norden AS                                              | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      4440 | NS      | $200556.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EJ Holdings Inc                                           | EJ Holdings, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $34916.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DSV A/S                                                   | DSV AS                                                     | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      8762 | NS      | $2463742.09   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                 | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     16089 | NS      | $1392090.65   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                           | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     26317 | NS      | $903773.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Swissquote Group Holding SA                               | Swissquote Group Holding SA                                | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |      2882 | NS      | $1640740.73   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |   1332301 | NS      | $5226327.14   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Open Up Group Inc                                         | Open Up Group, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $115405.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Veidekke ASA                                              | Veidekke ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHF4O96 | Long             | EC               | CORP              | NO        |     22947 | NS      | $422880.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bouvet ASA                                                | Bouvet ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFMBC26 | Long             | EC               | CORP              | NO        |     14124 | NS      | $85336.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     46834 | NS      | $6734008.15   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Boss Energy Ltd                                           | Boss Energy Ltd.                                           | CUSIP: 000000000<br>LEI: 9845000ED0A5F908A057 | Long             | EC               | CORP              | AU        |     91110 | NS      | $120706.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Zignago Vetro SpA                                         | Zignago Vetro SpA                                          | CUSIP: 000000000<br>LEI: 815600DFC29A91FF0C71 | Long             | EC               | CORP              | IT        |      1055 | NS      | $9476.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Grieg Seafood ASA                                         | Grieg Seafood ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH5VC37 | Long             | EC               | CORP              | NO        |     10723 | NS      | $83028.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                   | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |     24951 | NS      | $588370.81    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Koshidaka Holdings Co Ltd                                 | Koshidaka Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12500 | NS      | $96514.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Moltiply Group SpA                                        | Moltiply Group SpA                                         | CUSIP: 000000000<br>LEI: 8156004E40D6A02C5046 | Long             | EC               | CORP              | IT        |      3541 | NS      | $146288.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NPC Inc/Japan                                             | NPC, Inc.                                                  | CUSIP: 000000000<br>LEI: 529900VETXGYOTEUC698 | Long             | EC               | CORP              | JP        |      4100 | NS      | $19591.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| I'll Inc                                                  | I'll, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $33710.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Danone SA                                                 | Danone SA                                                  | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     28969 | NS      | $2270007.37   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie des Alpes                                             | Cie des Alpes                                              | CUSIP: 000000000<br>LEI: 96950029IN3GW457GG90 | Long             | EC               | CORP              | FR        |      5866 | NS      | $180606.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Foroya Banki P/F                                          | Foroya Banki P                                             | CUSIP: 000000000<br>LEI: 5299005W3ZSR35ZYJH59 | Long             | EC               | CORP              | FO        |      1197 | NS      | $57683.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altamir                                                   | Altamir                                                    | CUSIP: 000000000<br>LEI: 969500U4BPYFRAOQ3Z75 | Long             | EC               | CORP              | FR        |      3848 | NS      | $135051.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Realia Business SA                                        | Realia Business SA                                         | CUSIP: 000000000<br>LEI: 959800RGBUGJA3UVZZ88 | Long             | EC               | CORP              | ES        |     45114 | NS      | $54702.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Personal Finance PLC                        | International Personal Finance PLC                         | CUSIP: 000000000<br>LEI: 213800II1O44IRKUZB59 | Long             | EC               | CORP              | GB        |     63898 | NS      | $205861.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solaria Energia y Medio Ambiente SA                       | Solaria Energia y Medio Ambiente SA                        | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |     13207 | NS      | $291283.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                               | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     33790 | NS      | $1552282.85   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                             | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     20634 | NS      | $3863968.68   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Almirall SA                                               | Almirall SA                                                | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | EC               | CORP              | ES        |     14192 | NS      | $212445.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanquis Banking Group PLC                                 | Vanquis Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 213800U93SZC44VXN635 | Long             | EC               | CORP              | GB        |     57972 | NS      | $94604.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Daetwyler Holding AG                                      | Daetwyler Holding AG                                       | CUSIP: 000000000<br>LEI: 52990096G2IJ89SWI669 | Long             | EC               | CORP              | CH        |      1220 | NS      | $249346.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PPHE Hotel Group Ltd                                      | PPHE Hotel Group Ltd.                                      | CUSIP: 000000000<br>LEI: 2138003H1BZGR6KM5823 | Long             | EC               | CORP              | GG        |      1287 | NS      | $31531.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stella International Holdings Ltd                         | Stella International Holdings Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    136500 | NS      | $252352.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tri Chemical Laboratories Inc                             | Tri Chemical Laboratories, Inc.                            | CUSIP: 000000000<br>LEI: 353800S3OPTEAPIHHJ16 | Long             | EC               | CORP              | JP        |      4500 | NS      | $96458.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AMG Critical Materials NV                                 | AMG Critical Materials NV                                  | CUSIP: 000000000<br>LEI: 5493006MN6OH67U2YI74 | Long             | EC               | CORP              | NL        |      8408 | NS      | $359692.22    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dear Life Co Ltd                                          | Dear Life Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7200 | NS      | $53411.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MONY Group PLC                                            | MONY Group PLC                                             | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |    132004 | NS      | $336970.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Maeda Kosen Co Ltd                                        | Maeda Kosen Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800PBX8SI9I66NP60 | Long             | EC               | CORP              | JP        |     10400 | NS      | $124469.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REN - Redes Energeticas Nacionais SGPS SA                 | REN - Redes Energeticas Nacionais SGPS SA                  | CUSIP: 000000000<br>LEI: 549300FR1FN48IGHR915 | Long             | EC               | CORP              | PT        |     64245 | NS      | $261820.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Capitaland India Trust                                    | Capitaland India Trust                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    158786 | NS      | $154931.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| B&C Speakers SpA                                          | B&C Speakers SpA                                           | CUSIP: 000000000<br>LEI: 81560073B19D33D7DD18 | Long             | EC               | CORP              | IT        |       589 | NS      | $9741.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genesis Minerals Ltd                                      | Genesis Minerals Ltd.                                      | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |    116932 | NS      | $577409.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Syrah Resources Ltd                                       | Syrah Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 254900ZS2VP83B6L6Y30 | Long             | EC               | CORP              | AU        |    170880 | NS      | $27521.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEKO AB                                                   | MEKO AB                                                    | CUSIP: 000000000<br>LEI: 529900R809HC1RFRQA91 | Long             | EC               | CORP              | SE        |      7380 | NS      | $58660.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J Front Retailing Co Ltd                                  | J Front Retailing Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     54400 | NS      | $794191.09    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Cellcom Israel Ltd                                        | Cellcom Israel Ltd.                                        | CUSIP: 000000000<br>LEI: 529900438MNY6TZ5ZY17 | Long             | EC               | CORP              | IL        |     25360 | NS      | $301133.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Micro Science Co Ltd                               | Nomura Micro Science Co. Ltd.                              | CUSIP: 000000000<br>LEI: 353800TK9TXKBPGJ2K14 | Long             | EC               | CORP              | JP        |      2700 | NS      | $61013.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49080 | NS      | $786205.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Doutor Nichires Holdings Co Ltd                           | Doutor Nichires Holdings Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $145867.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mermaid Maritime PCL                                      | Mermaid Maritime PCL                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    118300 | NS      | $11679.53     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Severfield PLC                                            | Severfield PLC                                             | CUSIP: 000000000<br>LEI: 21380025AWPR781CY104 | Long             | EC               | CORP              | GB        |     62823 | NS      | $23443.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Artner Co Ltd                                             | Artner Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $24135.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fagron                                                    | Fagron                                                     | CUSIP: 000000000<br>LEI: 549300TRKRUFK2RRG779 | Long             | EC               | CORP              | BE        |     16541 | NS      | $434851.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    236893 | NS      | $3127028.99   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Group PLC                                             | CVS Group PLC                                              | CUSIP: 000000000<br>LEI: 213800J41XDQ2NX48O05 | Long             | EC               | CORP              | GB        |     14562 | NS      | $259854.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     56918 | NS      | $1279676.91   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JINUSHI Co Ltd                                            | JINUSHI Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $63550.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Strabag SE                                                | Strabag SE                                                 | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |      3227 | NS      | $334159.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                          | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |     55955 | NS      | $1801321.57   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Fluidra SA                                                | Fluidra SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005026620 | Long             | EC               | CORP              | ES        |     15038 | NS      | $437430.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Value Partners Group Ltd                                  | Value Partners Group Ltd.                                  | CUSIP: 000000000<br>LEI: 549300RYVTCSHFKXHB81 | Long             | EC               | CORP              | KY        |    244000 | NS      | $76108.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd                                       | Macquarie Group Ltd.                                       | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      9436 | NS      | $1384866.81   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Marco Polo Marine Ltd                                     | Marco Polo Marine Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    292000 | NS      | $34493.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| nib holdings Ltd/Australia                                | nib holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900SPKHL951XMJC07 | Long             | EC               | CORP              | AU        |    114540 | NS      | $534240.07    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pasona Group Inc                                          | Pasona Group, Inc.                                         | CUSIP: 000000000<br>LEI: 3538002LRFQSFLGGLX89 | Long             | EC               | CORP              | JP        |      6100 | NS      | $78560.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Getlink SE                                                | Getlink SE                                                 | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     27556 | NS      | $545454.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ZOZO Inc                                                  | ZOZO, Inc.                                                 | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |     33900 | NS      | $279995.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| G8 Education Ltd                                          | G8 Education Ltd.                                          | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |    293389 | NS      | $136317.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Southern Cross Electrical Engineering Ltd                 | Southern Cross Electrical Engineering Ltd.                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     71652 | NS      | $127252.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CDS Co Ltd                                                | CDS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $11750.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bell Financial Group Ltd                                  | Bell Financial Group Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     31306 | NS      | $28469.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Link And Motivation Inc                                   | Link & Motivation, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $36169.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VGP NV                                                    | VGP NV                                                     | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | EC               | CORP              | BE        |      3480 | NS      | $426767.69    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Treasure Factory Co Ltd                                   | Treasure Factory Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $41835.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Perion Network Ltd                                        | Perion Network Ltd.                                        | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |      8378 | NS      | $72587.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SHO-BOND Holdings Co Ltd                                  | SHO-BOND Holdings Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25600 | NS      | $229804.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hastings Technology Metals Ltd                            | Hastings Technology Metals Ltd.                            | CUSIP: 000000000<br>LEI: 213800RXTZG7QHZSEA61 | Long             | EC               | CORP              | AU        |     36104 | NS      | $12713.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mega Or Holdings Ltd                                      | Mega Or Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | IL        |      3782 | NS      | $411540.14    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wee Hur Holdings Ltd                                      | Wee Hur Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 2549003CUAHCW7JG5S36 | Long             | EC               | CORP              | SG        |     71100 | NS      | $49744.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Abra Information Technologies Ltd                         | Abra Information Technologies Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8885 | NS      | $15685.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paragon Banking Group PLC                                 | Paragon Banking Group PLC                                  | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |     54066 | NS      | $657928.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven Bank Ltd                                            | Seven Bank Ltd.                                            | CUSIP: 000000000<br>LEI: 353800WMG1NLGHB7B594 | Long             | EC               | CORP              | JP        |    154800 | NS      | $297979.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Smith PLC                                              | WH Smith PLC                                               | CUSIP: 000000000<br>LEI: 2138001KJNGUJ34G7X91 | Long             | EC               | CORP              | GB        |     29668 | NS      | $274024.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SMS Co Ltd                                                | SMS Co. Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14606 | NS      | $154569.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Monogatari Corp/The                                       | Monogatari Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8000 | NS      | $214813.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                            | Isetan Mitsukoshi Holdings Ltd.                            | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     57700 | NS      | $926002.45    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TIS Inc                                                   | TIS, Inc.                                                  | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |     23600 | NS      | $686724.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings, Inc.                       | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     92000 | NS      | $2343935.63   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |     48455 | NS      | $2386242.21   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| RPMGlobal Holdings Ltd                                    | RPMGlobal Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: 529900TYT77BXLM9LW61 | Long             | EC               | CORP              | AU        |     30765 | NS      | $106535.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EDP Renovaveis SA                                         | EDP Renovaveis SA                                          | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     47255 | NS      | $717868.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Metall Zug AG                                             | Metall Zug AG                                              | CUSIP: 000000000<br>LEI: 529900X7CXUI05DN7K64 | Long             | EC               | CORP              | CH        |        16 | NS      | $16703.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| United Utilities Group PLC                                | United Utilities Group PLC                                 | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     74450 | NS      | $1274996.50   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Bros SpA                                          | Digital Bros SpA                                           | CUSIP: 000000000<br>LEI: 815600D581F8552C4F54 | Long             | EC               | CORP              | IT        |       686 | NS      | $10556.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SMA Solar Technology AG                                   | SMA Solar Technology AG                                    | CUSIP: 000000000<br>LEI: 529900Q6JQHI8X451Q21 | Long             | EC               | CORP              | DE        |       840 | NS      | $36542.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Emperor Watch & Jewellery Ltd                             | Emperor Watch & Jewellery Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    810000 | NS      | $30607.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neto Malinda Trading Ltd                                  | Neto Malinda Trading Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2597 | NS      | $149602.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prashkovsky Investments and Construction Ltd              | Prashkovsky Investments & Construction Ltd.                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1402 | NS      | $70782.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd        | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd.        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2025 | NS      | $230769.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elecnor SA                                                | Elecnor SA                                                 | CUSIP: 000000000<br>LEI: 95980020140005491250 | Long             | EC               | CORP              | ES        |      9837 | NS      | $313552.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JVCKenwood Corp                                           | JVCKenwood Corp.                                           | CUSIP: 000000000<br>LEI: 529900GGYCEJXM5Y6961 | Long             | EC               | CORP              | JP        |     55200 | NS      | $448659.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Persol Holdings Co Ltd                                    | Persol Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |    368334 | NS      | $645106.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| YAMABIKO Corp                                             | YAMABIKO Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14400 | NS      | $299778.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoshizaki Corp                                            | Hoshizaki Corp.                                            | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |     11900 | NS      | $392284.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GREE Holdings Inc                                         | GREE Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: 5299003NKP8638R7J253 | Long             | EC               | CORP              | JP        |     12400 | NS      | $32503.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bodycote PLC                                              | Bodycote PLC                                               | CUSIP: 000000000<br>LEI: 213800V93QFW53NB7Y29 | Long             | EC               | CORP              | GB        |     31607 | NS      | $323332.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloetta AB                                                | Cloetta AB                                                 | CUSIP: 000000000<br>LEI: 549300CSLHPO6Y1AZN37 | Long             | EC               | CORP              | SE        |     61932 | NS      | $302930.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PAX Global Technology Ltd                                 | PAX Global Technology Ltd.                                 | CUSIP: 000000000<br>LEI: 5299008CRGPD1WZXCD36 | Long             | EC               | CORP              | BM        |    128000 | NS      | $80777.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Scanfil Oyj                                               | Scanfil OYJ                                                | CUSIP: 000000000<br>LEI: 7437004XD6U0FFDCT507 | Long             | EC               | CORP              | FI        |      4120 | NS      | $55322.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Renascor Resources Ltd                                    | Renascor Resources Ltd.                                    | CUSIP: 000000000<br>LEI: 529900GB83LS85EUO142 | Long             | EC               | CORP              | AU        |    159877 | NS      | $9435.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group PLC                                           | Ocado Group PLC                                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | EC               | CORP              | GB        |     44285 | NS      | $132716.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                                       | Amadeus IT Group SA                                        | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     36639 | NS      | $2456521.79   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Gamecard Holdings Inc                                     | Gamecard Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $29183.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Empresarial San Jose SA                             | Grupo Empresarial San Jose SA                              | CUSIP: 000000000<br>LEI: 9598002SMUBZZBE58976 | Long             | EC               | CORP              | ES        |      5655 | NS      | $55694.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anicom Holdings Inc                                       | Anicom Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21900 | NS      | $149009.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| 74Software SA                                             | 74Software SA                                              | CUSIP: 000000000<br>LEI: 96950022O6SP7FQONJ77 | Long             | EC               | CORP              | FR        |      3271 | NS      | $141587.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stroeer SE & Co KGaA                                      | Stroeer SE & Co. KGaA                                      | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |      3768 | NS      | $150649.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Dry-Chemical Co Ltd                                | Nippon Dry-Chemical Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $111185.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Calbee Inc                                                | Calbee, Inc.                                               | CUSIP: 000000000<br>LEI: 529900CIHZID6O8LJH81 | Long             | EC               | CORP              | JP        |     18000 | NS      | $352188.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FINDEX Inc                                                | FINDEX, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $10008.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| KAWADA TECHNOLOGIES Inc                                   | Kawada Technologies, Inc.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $127192.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Create SD Holdings Co Ltd                                 | Create SD Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6300 | NS      | $132332.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Guotai Junan International Holdings Ltd                   | Guotai Junan International Holdings Ltd.                   | CUSIP: 000000000<br>LEI: 2138006FECWIZUO67V37 | Long             | EC               | CORP              | HK        |    571000 | NS      | $195286.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Mitsubishi Research Institute Inc                         | Mitsubishi Research Institute, Inc.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $59672.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIDEA Holdings Co Ltd                                     | FIDEA Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        70 | NS      | $908.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dicker Data Ltd                                           | Dicker Data Ltd.                                           | CUSIP: 000000000<br>LEI: 549300Z9AR1B5G2UQJ37 | Long             | EC               | CORP              | AU        |     26732 | NS      | $186387.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nitta Gelatin Inc                                         | Nitta Gelatin, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $26038.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Megmilk Snow Brand Co Ltd                                 | Megmilk Snow Brand Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $206900.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Restar Corp                                               | Restar Corp.                                               | CUSIP: 000000000<br>LEI: 353800609PNM9E4ZNY15 | Long             | EC               | CORP              | JP        |      4900 | NS      | $93272.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SpareBank 1 Sor-Norge ASA                                 | SpareBank 1 Sor-Norge ASA                                  | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | EC               | CORP              | NO        |     21520 | NS      | $433820.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Senshu Ikeda Holdings Inc                                 | Senshu Ikeda Holdings, Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     61400 | NS      | $325031.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Zigup PLC                                                 | Zigup PLC                                                  | CUSIP: 000000000<br>LEI: 213800B3ZUTDOZYVJB41 | Long             | EC               | CORP              | GB        |     69509 | NS      | $362599.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MyState Ltd                                               | MyState Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     37199 | NS      | $115945.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wellneo Sugar Co Ltd                                      | Wellneo Sugar Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $40685.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pandora A/S                                               | Pandora AS                                                 | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |     15813 | NS      | $1279961.64   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Noevir Holdings Co Ltd                                    | Noevir Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $39251.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energix-Renewable Energies Ltd                            | Energix-Renewable Energies Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14099 | NS      | $89614.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| West African Resources Ltd                                | West African Resources Ltd.                                | CUSIP: 000000000<br>LEI: 529900XLO8GMJNTUL013 | Long             | EC               | CORP              | AU        |    465998 | NS      | $1129067.41   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Material Co Ltd                                     | Japan Material Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13200 | NS      | $153075.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sivers Semiconductors AB                                  | Sivers Semiconductors AB                                   | CUSIP: 000000000<br>LEI: 254900UBKNY2EJ588J53 | Long             | EC               | CORP              | SE        |     35958 | NS      | $13535.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRADA SpA                                                 | PRADA SpA                                                  | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |     48700 | NS      | $248972.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      5374 | NS      | $152957.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stolt-Nielsen Ltd                                         | Stolt-Nielsen Ltd.                                         | CUSIP: 000000000<br>LEI: 213800VZX4LWJSGRLR94 | Long             | EC               | CORP              | BM        |      7288 | NS      | $228618.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsonite Group SA                                        | Samsonite Group SA                                         | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    281100 | NS      | $714182.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd.                                     | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     38336 | NS      | $3202216.92   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ID Logistics Group SACA                                   | ID Logistics Group SACA                                    | CUSIP: 000000000<br>LEI: 969500U1DQN70VMJ9P45 | Long             | EC               | CORP              | FR        |       968 | NS      | $469519.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Norma Group SE                                            | Norma Group SE                                             | CUSIP: 000000000<br>LEI: 5299000LM9HC76W5XD46 | Long             | EC               | CORP              | DE        |      5088 | NS      | $88562.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AIA Group Ltd                                             | AIA Group Ltd.                                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    531400 | NS      | $6131013.30   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    741000 | NS      | $1110477.58   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Selvaag Bolig ASA                                         | Selvaag Bolig ASA                                          | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIHPK59 | Long             | EC               | CORP              | NO        |      9716 | NS      | $34983.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ercros SA                                                 | Ercros SA                                                  | CUSIP: 000000000<br>LEI: 959800Z611RK76NEVF32 | Long             | EC               | CORP              | ES        |     25202 | NS      | $102121.70    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Afentra PLC                                               | Afentra PLC                                                | CUSIP: 000000000<br>LEI: 21380028BFDFJK8BRX92 | Long             | EC               | CORP              | GB        |     35856 | NS      | $24559.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Core Lithium Ltd                                          | Core Lithium Ltd.                                          | CUSIP: 000000000<br>LEI: 529900FYS46XFGQKWI31 | Long             | EC               | CORP              | AU        |    446950 | NS      | $71580.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| grems Inc                                                 | grems, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $31110.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Currys PLC                                                | Currys PLC                                                 | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |    290256 | NS      | $581688.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bulten AB                                                 | Bulten AB                                                  | CUSIP: 000000000<br>LEI: 549300HUR75YN61F4108 | Long             | EC               | CORP              | SE        |      2864 | NS      | $15975.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |     29776 | NS      | $1811561.65   | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| Coats Group PLC                                           | Coats Group PLC                                            | CUSIP: 000000000<br>LEI: 2138003SPYWGAITNFY17 | Long             | EC               | CORP              | GB        |    388610 | NS      | $452237.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EAT&HOLDINGS Co Ltd                                       | EAT&HOLDINGS Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $24028.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fundamenta Real Estate AG                                 | Fundamenta Real Estate AG                                  | CUSIP: 000000000<br>LEI: 506700IM97Q6VIX86059 | Long             | EC               | CORP              | CH        |      3529 | NS      | $86346.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Myer Holdings Ltd                                         | Myer Holdings Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    207409 | NS      | $62601.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Light Metal Holdings Co Ltd                        | Nippon Light Metal Holdings Co. Ltd.                       | CUSIP: 000000000<br>LEI: 353800J9KCFJSF2CGT47 | Long             | EC               | CORP              | JP        |     13081 | NS      | $230776.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Teixeira Duarte SA                                        | Teixeira Duarte SA                                         | CUSIP: 000000000<br>LEI: 959800JFY96QF028V484 | Long             | EC               | CORP              | PT        |     42874 | NS      | $24358.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Electra Consumer Products 1970 Ltd                        | Electra Consumer Products 1970 Ltd.                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2612 | NS      | $83613.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Fund Management PLC                               | Jupiter Fund Management PLC                                | CUSIP: 000000000<br>LEI: 5493003DJ1G01IMQ7S28 | Long             | EC               | CORP              | GB        |    119800 | NS      | $307958.63    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Financial Partners Group Co Ltd                           | Financial Partners Group Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $207571.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bright Smart Securities & Commodities Group Ltd           | Bright Smart Securities & Commodities Group Ltd.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    208000 | NS      | $235593.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wallenius Wilhelmsen ASA                                  | Wallenius Wilhelmsen ASA                                   | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     17429 | NS      | $202502.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bega Cheese Ltd                                           | Bega Cheese Ltd.                                           | CUSIP: 000000000<br>LEI: 549300P1H1GM5BXPB476 | Long             | EC               | CORP              | AU        |     75045 | NS      | $317646.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sesa SpA                                                  | Sesa SpA                                                   | CUSIP: 000000000<br>LEI: 81560005C031D4E76707 | Long             | EC               | CORP              | IT        |      1697 | NS      | $180014.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KMD Brands Ltd                                            | KMD Brands Ltd.                                            | CUSIP: 000000000<br>LEI: 9845005BEET865605765 | Long             | EC               | CORP              | NZ        |    154764 | NS      | $25554.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hutchison Port Holdings Trust                             | Hutchison Port Holdings Trust                              | CUSIP: 000000000<br>LEI: 529900E8LS83XV4W6889 | Long             | EC               | CORP              | SG        |   1129000 | NS      | $259681.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharos Energy PLC                                         | Pharos Energy PLC                                          | CUSIP: 000000000<br>LEI: 549300DDKLXYLLO4N524 | Long             | EC               | CORP              | GB        |     70803 | NS      | $21219.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kardan Real Estate Enterprise & Development Ltd           | Kardan Real Estate Enterprise & Development Ltd.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     14025 | NS      | $27478.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APERAM SA                                                 | Aperam SA                                                  | CUSIP: 000000000<br>LEI: 5493001136GE6L4R7M63 | Long             | EC               | CORP              | LU        |     11909 | NS      | $512425.34    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Victory Supermarket Chain Ltd                             | Victory Supermarket Chain Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1493 | NS      | $26591.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Medius Holdings Co Ltd                                    | Medius Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $18571.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Byggmax Group AB                                          | Byggmax Group AB                                           | CUSIP: 000000000<br>LEI: 549300MPJPYQB0KCNH03 | Long             | EC               | CORP              | SE        |     12072 | NS      | $76632.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXTDC Ltd                                                | NEXTDC Ltd.                                                | CUSIP: 000000000<br>LEI: 529900RTERU3X7G3D672 | Long             | EC               | CORP              | AU        |     92215 | NS      | $852021.19    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Southern Cross Media Group Ltd                            | Southern Cross Media Group Ltd.                            | CUSIP: 000000000<br>LEI: 529900LIF6IT4VHV0617 | Long             | EC               | CORP              | AU        |     72250 | NS      | $32278.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Azrieli Group Ltd                                         | Azrieli Group Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1219 | NS      | $163474.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COOKPAD Inc                                               | COOKPAD, Inc.                                              | CUSIP: 000000000<br>LEI: 353800PKKL75UIPSX280 | Long             | EC               | CORP              | JP        |     14800 | NS      | $14063.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carasso Motors Ltd                                        | Carasso Motors Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9205 | NS      | $110373.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| John Wood Group PLC                                       | John Wood Group PLC                                        | CUSIP: 000000000<br>LEI: 549300PLYY6I10B6S323 | Long             | EC               | CORP              | GB        |    128717 | NS      | $45760.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SED Energy Holdings PLC                                   | SED Energy Holdings PLC                                    | CUSIP: 000000000<br>LEI: 213800ED88L967PGFK25 | Long             | EC               | CORP              | CY        |     27410 | NS      | $23804.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Salvatore Ferragamo SpA                                   | Salvatore Ferragamo SpA                                    | CUSIP: 000000000<br>LEI: 5493005GRP0FEE3NRI35 | Long             | EC               | CORP              | IT        |      5142 | NS      | $40507.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |    251400 | NS      | $2210847.48   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Wah Holdings Ltd                                      | Man Wah Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 52990005BW6K71UPKX41 | Long             | EC               | CORP              | BM        |    408400 | NS      | $253309.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vital KSK Holdings Inc                                    | Vital KSK Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 353800RLGNMAZY8D4488 | Long             | EC               | CORP              | JP        |     10000 | NS      | $90798.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARE Holdings Inc                                          | ARE Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: 353800W25FCOFE32EM73 | Long             | EC               | CORP              | JP        |     21200 | NS      | $496994.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Koei Tecmo Holdings Co Ltd                                | Koei Tecmo Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: 353800RQ25FIYLPYXP11 | Long             | EC               | CORP              | JP        |      4749 | NS      | $52676.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| I K K Holdings Inc                                        | IKK Holdings, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $20616.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| PALTAC Corp                                               | PALTAC Corp.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6210 | NS      | $194336.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inchcape PLC                                              | Inchcape PLC                                               | CUSIP: 000000000<br>LEI: 213800RGEH1MPPNM2T57 | Long             | EC               | CORP              | GB        |     94463 | NS      | $1056324.19   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co. Ltd.                       | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    296000 | NS      | $1105315.21   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEOS Holdings Inc                                        | ENEOS Holdings, Inc.                                       | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |    436400 | NS      | $3688414.69   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Daito Pharmaceutical Co Ltd                               | Daito Pharmaceutical Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4680 | NS      | $40400.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                 | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     18577 | NS      | $389110.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings, Inc.                                       | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     78800 | NS      | $2717379.39   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| GR Engineering Services Ltd                               | GR Engineering Services Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     18851 | NS      | $56742.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOMONY Holdings Inc                                       | TOMONY Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     46900 | NS      | $265430.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tv Tokyo Holdings Corp                                    | Tv Tokyo Holdings Corp.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $97608.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexon Co Ltd                                              | Nexon Co. Ltd.                                             | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      9300 | NS      | $222495.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Greggs PLC                                                | Greggs PLC                                                 | CUSIP: 000000000<br>LEI: 213800I71QMUFJ64IW20 | Long             | EC               | CORP              | GB        |     26711 | NS      | $587726.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Tera Probe Inc                                            | Tera Probe, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $38009.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MIRAIT ONE corp                                           | Mirait One Corp.                                           | CUSIP: 000000000<br>LEI: 353800RI3EZVEIDAEL62 | Long             | EC               | CORP              | JP        |     23910 | NS      | $573740.98    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Costain Group PLC                                         | Costain Group PLC                                          | CUSIP: 000000000<br>LEI: 213800PKIJBZ2EDTKC88 | Long             | EC               | CORP              | GB        |     36059 | NS      | $87335.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ClearView Wealth Ltd/Australia                            | ClearView Wealth Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     59594 | NS      | $21472.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sheng Siong Group Ltd                                     | Sheng Siong Group Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    148800 | NS      | $318265.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bakkafrost P/F                                            | Bakkafrost P                                               | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |      3208 | NS      | $154968.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Transaction Co Ltd                                        | Transaction Co. Ltd.                                       | CUSIP: 000000000<br>LEI: 353800P5SK25ZQ3C7789 | Long             | EC               | CORP              | JP        |      6400 | NS      | $49363.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Swire Properties Ltd                                      | Swire Properties Ltd.                                      | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     53800 | NS      | $163070.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Central Asia Metals PLC                                   | Central Asia Metals PLC                                    | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     44054 | NS      | $134730.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wilh Wilhelmsen Holding ASA                               | Wilh Wilhelmsen Holding ASA                                | CUSIP: 000000000<br>LEI: 54930050TPKOLSE1ZZ71 | Long             | EC               | CORP              | NO        |      3431 | NS      | $244277.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Collins Foods Ltd                                         | Collins Foods Ltd.                                         | CUSIP: 000000000<br>LEI: 529900SNO1ZIFF0A2094 | Long             | EC               | CORP              | AU        |     32032 | NS      | $237705.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Secure Trust Bank PLC                                     | Secure Trust Bank PLC                                      | CUSIP: 000000000<br>LEI: 213800CXIBLC2TMIGI76 | Long             | EC               | CORP              | GB        |      2756 | NS      | $54768.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AG Barr PLC                                               | AG Barr PLC                                                | CUSIP: 000000000<br>LEI: 213800QWTXXXF8BNEC87 | Long             | EC               | CORP              | GB        |     15668 | NS      | $136719.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SUSS MicroTec SE                                          | SUSS MicroTec SE                                           | CUSIP: 000000000<br>LEI: 529900C3KRUTSYDK7N87 | Long             | EC               | CORP              | DE        |      3494 | NS      | $205513.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| DKSH Holding AG                                           | DKSH Holding AG                                            | CUSIP: 000000000<br>LEI: 549300HUUUNHO6FJUS42 | Long             | EC               | CORP              | CH        |      8037 | NS      | $589691.53    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Celsys Inc                                                | Celsys, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $63617.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pole To Win Holdings Inc                                  | Pole To Win Holdings, Inc.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $13096.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yunfeng Financial Group Ltd                               | Yunfeng Financial Group Ltd.                               | CUSIP: 000000000<br>LEI: 254900IR9RJYTPLGWK69 | Long             | EC               | CORP              | HK        |    322000 | NS      | $132783.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| m-up Holdings Inc                                         | m-up Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15200 | NS      | $81220.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Perfect Medical Health Management Ltd                     | Perfect Medical Health Management Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     88000 | NS      | $13638.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Istyle Inc                                                | Istyle, Inc.                                               | CUSIP: 000000000<br>LEI: 529900SRRLS3Q7T1JY30 | Long             | EC               | CORP              | JP        |     19600 | NS      | $57500.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Oisix ra daichi Inc                                       | Oisix ra daichi, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $51928.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Vector Inc                                                | Vector, Inc.                                               | CUSIP: 000000000<br>LEI: 3538004PSULH92CK5D85 | Long             | EC               | CORP              | JP        |      6200 | NS      | $58653.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Premier Foods PLC                                         | Premier Foods PLC                                          | CUSIP: 000000000<br>LEI: 213800ZD5I8XHNMCJA67 | Long             | EC               | CORP              | GB        |    243135 | NS      | $629209.91    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Charm Care Corp KK                                        | Charm Care Corp. KK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $35415.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Tsubaki Nakashima Co Ltd                                  | Tsubaki Nakashima Co. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14800 | NS      | $33372.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sanyo Trading Co Ltd                                      | Sanyo Trading Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 3538001390V7QVVOKH68 | Long             | EC               | CORP              | JP        |      6100 | NS      | $62690.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tama Home Co Ltd                                          | Tama Home Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $112905.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Redcentric PLC                                            | Redcentric PLC                                             | CUSIP: 000000000<br>LEI: 213800FGYMMNE9OKFD14 | Long             | EC               | CORP              | GB        |      6423 | NS      | $10471.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| North Pacific Bank Ltd                                    | North Pacific Bank Ltd.                                    | CUSIP: 000000000<br>LEI: 549300A1ZLTL4KX3DZ92 | Long             | EC               | CORP              | JP        |     74016 | NS      | $442178.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fnac Darty SA                                             | Fnac Darty SA                                              | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |       577 | NS      | $24292.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EML Payments Ltd                                          | EML Payments Ltd.                                          | CUSIP: 000000000<br>LEI: 875500XQSV9MFXDDCD17 | Long             | EC               | CORP              | AU        |     83082 | NS      | $47374.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Vesuvius PLC                                              | Vesuvius PLC                                               | CUSIP: 000000000<br>LEI: 213800ORZ521W585SY02 | Long             | EC               | CORP              | GB        |     47869 | NS      | $301233.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zug Estates Holding AG                                    | Zug Estates Holding AG                                     | CUSIP: 000000000<br>LEI: 506700683S928H292L02 | Long             | EC               | CORP              | CH        |        72 | NS      | $216959.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COLOPL Inc                                                | COLOPL, Inc.                                               | CUSIP: 000000000<br>LEI: 529900HBSYABBKDBVM61 | Long             | EC               | CORP              | JP        |     15400 | NS      | $44464.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA                                                   | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     40170 | NS      | $2853289.87   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ALS Ltd                                                   | ALS Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     82978 | NS      | $1414896.53   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurizon Holdings Ltd                                      | Aurizon Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |    443797 | NS      | $1135221.32   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Borregaard ASA                                            | Borregaard ASA                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGYXC05 | Long             | EC               | CORP              | NO        |     14605 | NS      | $293916.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Paper Industries Co Ltd                            | Nippon Paper Industries Co. Ltd.                           | CUSIP: 000000000<br>LEI: 3538007UWR5N9X8B8S30 | Long             | EC               | CORP              | JP        |     23878 | NS      | $181316.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     28300 | NS      | $534734.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Q&M Dental Group Singapore Ltd                            | Q&M Dental Group Singapore Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     53640 | NS      | $21752.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC                                             | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     98024 | NS      | $1285408.40   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosegur Cia de Seguridad SA                              | Prosegur Cia de Seguridad SA                               | CUSIP: 000000000<br>LEI: 549300N94L4D5NDBFG97 | Long             | EC               | CORP              | ES        |     30806 | NS      | $102548.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Careerlink Co Ltd                                         | Careerlink Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $22203.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Talanx AG                                                 | Talanx AG                                                  | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     11947 | NS      | $1506882.95   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| IBJ Inc                                                   | IBJ, Inc.                                                  | CUSIP: 000000000<br>LEI: 3538007R4USIYYLQCD79 | Long             | EC               | CORP              | JP        |      4200 | NS      | $19643.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grand City Properties SA                                  | Grand City Properties SA                                   | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | EC               | CORP              | LU        |      9197 | NS      | $103077.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Premium Water Holdings Inc                                | Premium Water Holdings, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $25933.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Xero Ltd                                                  | Xero Ltd.                                                  | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |      9404 | NS      | $612870.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharming Group NV                                         | Pharming Group NV                                          | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | EC               | CORP              | NL        |    140078 | NS      | $285589.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crest Nicholson Holdings plc                              | Crest Nicholson Holdings PLC                               | CUSIP: 000000000<br>LEI: 213800ROIFXRRRKVQD25 | Long             | EC               | CORP              | GB        |     74562 | NS      | $155942.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Viva Goods Company Ltd                                    | Viva Goods Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    488000 | NS      | $39980.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zenkoku Hosho Co Ltd                                      | Zenkoku Hosho Co. Ltd.                                     | CUSIP: 000000000<br>LEI: 353800VOQEKTSCSL9O03 | Long             | EC               | CORP              | JP        |     25000 | NS      | $497039.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TOWER Ltd                                                 | TOWER Ltd.                                                 | CUSIP: 000000000<br>LEI: 549300093EX23WVB0N63 | Long             | EC               | CORP              | NZ        |    107281 | NS      | $124708.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taaleri Plc                                               | Taaleri PLC                                                | CUSIP: 000000000<br>LEI: 743700LSJBDD7TMLAD92 | Long             | EC               | CORP              | FI        |      5092 | NS      | $46237.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                   | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     86199 | NS      | $1585940.82   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                           | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     22008 | NS      | $1195246.88   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fonterra Co-operative Group Ltd                           | Fonterra Co-Operative Group Ltd.                           | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | EC               | CORP              | NZ        |     23363 | NS      | $115215.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Konoike Transport Co Ltd                                  | Konoike Transport Co. Ltd.                                 | CUSIP: 000000000<br>LEI: 3538004PLQ2IF2DMNC61 | Long             | EC               | CORP              | JP        |      8200 | NS      | $176488.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LEG Immobilien SE                                         | LEG Immobilien SE                                          | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      9597 | NS      | $693935.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sagax AB                                                  | Sagax AB                                                   | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | EC               | CORP              | SE        |     10218 | NS      | $225318.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| KION Group AG                                             | KION Group AG                                              | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     21230 | NS      | $1499576.93   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Maire SpA                                                 | Maire SpA                                                  | CUSIP: 000000000<br>LEI: 815600D85A61200A1B83 | Long             | EC               | CORP              | IT        |     33875 | NS      | $591875.73    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| bpost SA                                                  | bpost SA                                                   | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | EC               | CORP              | BE        |     12946 | NS      | $33406.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vonovia SE                                                | Vonovia SE                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     30013 | NS      | $878758.71    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Matas A/S                                                 | Matas AS                                                   | CUSIP: 000000000<br>LEI: 2138004PXX8LWGHGL872 | Long             | EC               | CORP              | DK        |     10756 | NS      | $164825.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Nextage Co Ltd                                            | Nextage Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $224563.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Frontier Developments PLC                                 | Frontier Developments PLC                                  | CUSIP: 000000000<br>LEI: 213800B9LGPWUAZ9GX18 | Long             | EC               | CORP              | GB        |      3603 | NS      | $23514.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Plus500 Ltd                                               | Plus500 Ltd.                                               | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |     23923 | NS      | $1377042.98   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Novavest Real Estate AG                                   | Novavest Real Estate AG                                    | CUSIP: 000000000<br>LEI: 50670091T3297YN83C32 | Long             | EC               | CORP              | CH        |       464 | NS      | $24192.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rex International Holding Ltd                             | Rex International Holding Ltd.                             | CUSIP: 000000000<br>LEI: 254900GB4SX7JAK74O59 | Long             | EC               | CORP              | SG        |    266900 | NS      | $32888.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Foxtons Group PLC                                         | Foxtons Group PLC                                          | CUSIP: 000000000<br>LEI: 5493001HCMG6R1MYKC59 | Long             | EC               | CORP              | GB        |     73994 | NS      | $54285.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Just Group PLC                                            | Just Group PLC                                             | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |    269908 | NS      | $799651.67    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Steadfast Group Ltd                                       | Steadfast Group Ltd.                                       | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |    192640 | NS      | $697644.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Shaver Shop Group Ltd                                     | Shaver Shop Group Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27345 | NS      | $28561.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDI Insurance Co Ltd                                      | IDI Insurance Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2482 | NS      | $194942.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kamakura Shinsho Ltd                                      | Kamakura Shinsho Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $14605.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Pinnacle Investment Management Group Ltd                  | Pinnacle Investment Management Group Ltd.                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1962 | NS      | $23009.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hollywood Bowl Group PLC                                  | Hollywood Bowl Group PLC                                   | CUSIP: 000000000<br>LEI: 213800XB8YZNGJYDEZ97 | Long             | EC               | CORP              | GB        |     44958 | NS      | $159755.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                              | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    115481 | NS      | $4515312.62   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Maxnerva Technology Services Ltd                          | Maxnerva Technology Services Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    104000 | NS      | $9320.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Insource Co Ltd                                           | Insource Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11100 | NS      | $52068.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRANICKS Group AG                                         | BRANICKS Group AG                                          | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | EC               | CORP              | DE        |      5695 | NS      | $13099.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |    235335 | NS      | $4781402.86   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Accent Group Ltd                                          | Accent Group Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     92668 | NS      | $59513.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ovzon AB                                                  | Ovzon AB                                                   | CUSIP: 000000000<br>LEI: 549300U82F1HQRSTYZ66 | Long             | EC               | CORP              | SE        |      4255 | NS      | $26203.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissin Foods Co Ltd                                       | Nissin Foods Co. Ltd.                                      | CUSIP: 000000000<br>LEI: 353800BDH75N9VLV9Z07 | Long             | EC               | CORP              | HK        |     61000 | NS      | $56976.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nameson Holdings Ltd                                      | Nameson Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     98000 | NS      | $13170.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    105004 | NS      | $1261536.86   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| COG Financial Services Ltd                                | COG Financial Services Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     13514 | NS      | $16514.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Management Solutions Co Ltd                               | Management Solutions Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2600 | NS      | $21903.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Open House Group Co Ltd                                   | Open House Group Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |     17900 | NS      | $1053267.37   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Calix Ltd                                                 | Calix Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900U7QS428JVRH667 | Long             | EC               | CORP              | AU        |     12101 | NS      | $10719.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GPI SpA                                                   | GPI SpA                                                    | CUSIP: 000000000<br>LEI: 815600320CCB55749A30 | Long             | EC               | CORP              | IT        |      2849 | NS      | $60877.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Rani Zim Shopping Centers Ltd                             | Rani Zim Shopping Centers Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6725 | NS      | $10566.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Convatec Group PLC                                        | Convatec Group PLC                                         | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |    200729 | NS      | $633163.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Propnex Ltd                                               | Propnex Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     43800 | NS      | $75460.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Change Holdings Inc                                       | Change Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $67342.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| BHG Group AB                                              | BHG Group AB                                               | CUSIP: 000000000<br>LEI: 549300ZLCWL2QTO3HR86 | Long             | EC               | CORP              | SE        |     29159 | NS      | $100442.37    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IntegraFin Holdings PLC                                   | IntegraFin Holdings PLC                                    | CUSIP: 000000000<br>LEI: 213800CYIZKXK9PQYE87 | Long             | EC               | CORP              | GB        |     18218 | NS      | $87702.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                         | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     17777 | NS      | $1625593.23   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HUB24 Ltd                                                 | HUB24 Ltd.                                                 | CUSIP: 000000000<br>LEI: 529900O2RAS904TFIR32 | Long             | EC               | CORP              | AU        |      9923 | NS      | $695265.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Greens Co Ltd                                             | Greens Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $40975.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MAX Automation SE                                         | MAX Automation SE                                          | CUSIP: 000000000<br>LEI: 391200LVVLZVDYZGZB05 | Long             | EC               | CORP              | DE        |      1137 | NS      | $6031.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Solutions 30 SE                                           | Solutions 30 SE                                            | CUSIP: 000000000<br>LEI: 2221003G8BRH3CPABK72 | Long             | EC               | CORP              | LU        |     25637 | NS      | $27712.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG Group AG                                              | SIG Group AG                                               | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |     44592 | NS      | $689990.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| NZME Ltd                                                  | NZME Ltd.                                                  | CUSIP: 000000000<br>LEI: 2549000H6X514LMFB593 | Long             | EC               | CORP              | NZ        |     18597 | NS      | $12704.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Strike Co Ltd                                             | Strike Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $59961.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oceania Healthcare Ltd                                    | Oceania Healthcare Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    100334 | NS      | $51101.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QB Net Holdings Co Ltd                                    | QB Net Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2601 | NS      | $23369.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Redeia Corp SA                                            | Redeia Corp. SA                                            | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     48492 | NS      | $838035.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| Glenveagh Properties PLC                                  | Glenveagh Properties PLC                                   | CUSIP: 000000000<br>LEI: 635400QUQ2YYGMOAK834 | Long             | EC               | CORP              | IE        |    147143 | NS      | $341166.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Investore Property Ltd                                    | Investore Property Ltd.                                    | CUSIP: 000000000<br>LEI: 984500F869986BFB5088 | Long             | EC               |  | NZ        |     18915 | NS      | $12577.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                          | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     74184 | NS      | $2224433.04   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Gestamp Automocion SA                                     | Gestamp Automocion SA                                      | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | EC               | CORP              | ES        |     31789 | NS      | $113974.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Watkin Jones PLC                                          | Watkin Jones PLC                                           | CUSIP: 000000000<br>LEI: 2138009X19O21NU5SG79 | Long             | EC               | CORP              | GB        |     93223 | NS      | $37123.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Dominion Access SA                                 | Global Dominion Access SA                                  | CUSIP: 000000000<br>LEI: 95980020140005225955 | Long             | EC               | CORP              | ES        |     24123 | NS      | $99628.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RENOVA Inc                                                | RENOVA, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14700 | NS      | $65737.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Samhallsbyggnadsbolaget i Norden AB                       | Samhallsbyggnadsbolaget i Norden AB                        | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |    152301 | NS      | $83874.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Jade Group Inc/Japan                                      | Jade Group, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $29153.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakus Co Ltd                                              | Rakus Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39600 | NS      | $225376.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Maha Capital AB                                           | Maha Capital AB                                            | CUSIP: 000000000<br>LEI: 213800USNX47LQFQQN20 | Long             | EC               | CORP              | SE        |     16003 | NS      | $22641.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sdiptech AB                                               | Sdiptech AB                                                | CUSIP: 000000000<br>LEI: 549300JBO7VTEGMRW310 | Long             | EC               | CORP              | SE        |      6125 | NS      | $117320.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vitec Software Group AB                                   | Vitec Software Group AB                                    | CUSIP: 000000000<br>LEI: 5493005EB5RV1QHE6H94 | Long             | EC               | CORP              | SE        |      2754 | NS      | $77332.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMEDA Holdings Co Ltd                                    | KOMEDA Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11900 | NS      | $218154.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solasto Corp                                              | Solasto Corp.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10600 | NS      | $62758.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neinor Homes SA                                           | Neinor Homes SA                                            | CUSIP: 000000000<br>LEI: 959800FW4JL65YWSQ217 | Long             | EC               | CORP              | ES        |      7095 | NS      | $169057.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ambu A/S                                                  | Ambu AS                                                    | CUSIP: 000000000<br>LEI: 5299008W2A69WX355710 | Long             | EC               | CORP              | DK        |     39647 | NS      | $537641.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Plover Bay Technologies Ltd                               | Plover Bay Technologies Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     71000 | NS      | $63365.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Westwing Group SE                                         | Westwing Group SE                                          | CUSIP: 000000000<br>LEI: 529900BN8B4KAHILIX84 | Long             | EC               | CORP              | DE        |      1203 | NS      | $20471.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                          | ASR Nederland NV                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     49353 | NS      | $3584540.00   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Technogym SpA                                             | Technogym SpA                                              | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |     24854 | NS      | $519023.44    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Basic-Fit NV                                              | Basic-Fit NV                                               | CUSIP: 000000000<br>LEI: 724500HUXGTQC07CAZ61 | Long             | EC               | CORP              | NL        |     13323 | NS      | $507888.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| i-mobile Co Ltd                                           | i-mobile Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12200 | NS      | $40906.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J-Lease Co Ltd                                            | J-Lease Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $37130.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDP Education Ltd                                         | IDP Education Ltd.                                         | CUSIP: 000000000<br>LEI: 98450014FAFE73Q0A257 | Long             | EC               | CORP              | AU        |     12883 | NS      | $56063.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Titan Minerals Ltd                                        | Titan Minerals Ltd.                                        | CUSIP: 000000000<br>LEI: 98450084C73TE3E80348 | Long             | EC               | CORP              | AU        |     31408 | NS      | $21558.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Value HR Co Ltd                                           | Value HR Co. Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4100 | NS      | $36812.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| JOST Werke SE                                             | JOST Werke SE                                              | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |      3281 | NS      | $243356.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Valeo SE                                                  | Valeo SE                                                   | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | EC               | CORP              | FR        |     63641 | NS      | $888834.91    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Investis Holding SA                                       | Investis Holding SA                                        | CUSIP: 000000000<br>LEI: 506700GG126O0G9S5W59 | Long             | EC               | CORP              | CH        |       821 | NS      | $164432.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koa Shoji Holdings Co Ltd                                 | Koa Shoji Holdings Co. Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $10859.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capricorn Metals Ltd                                      | Capricorn Metals Ltd.                                      | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |    101609 | NS      | $951711.81    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| YD More Investments Ltd                                   | YD More Investments Ltd.                                   | CUSIP: 000000000<br>LEI: 8945002CZNG0EZOGOI09 | Long             | EC               | CORP              | IL        |      9906 | NS      | $153390.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| World Co Ltd                                              | World Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7700 | NS      | $156256.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APAC Resources Ltd                                        | APAC Resources Ltd.                                        | CUSIP: 000000000<br>LEI: 529900DG07RC2OJKXT05 | Long             | EC               | CORP              | BM        |     86588 | NS      | $30961.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EVT Ltd                                                   | EVT Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     24507 | NS      | $212181.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosegur Cash SA                                          | Prosegur Cash SA                                           | CUSIP: 000000000<br>LEI: 9598005HY5DEFPU2SM35 | Long             | EC               | CORP              | ES        |     79580 | NS      | $60482.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AcadeMedia AB                                             | AcadeMedia AB                                              | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     30532 | NS      | $323517.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alfa Financial Software Holdings PLC                      | Alfa Financial Software Holdings PLC                       | CUSIP: 000000000<br>LEI: 213800C5UOZHUTNUGA28 | Long             | EC               | CORP              | GB        |     31920 | NS      | $94245.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Holmen AB                                                 | Holmen AB                                                  | CUSIP: 000000000<br>LEI: 52990080SH3454F0QE68 | Long             | EC               | CORP              | SE        |      9400 | NS      | $352339.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| National Grid PLC                                         | National Grid PLC                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     27250 | NS      | $462965.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tikehau Capital SCA                                       | Tikehau Capital SCA                                        | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | EC               | CORP              | FR        |      6624 | NS      | $126471.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| FaithNetwork Co Ltd                                       | FaithNetwork Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $29780.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AZOOM Co Ltd                                              | AZOOM Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $35155.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Invictus Energy Ltd                                       | Invictus Energy Ltd.                                       | CUSIP: 000000000<br>LEI: 529900QFVUSNLWNPKG71 | Long             | EC               | CORP              | AU        |    152361 | NS      | $5335.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SMCP SA                                                   | SMCP SA                                                    | CUSIP: 000000000<br>LEI: 96950034TTGHHKKEN547 | Long             | EC               | CORP              | FR        |     10385 | NS      | $75494.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novolog Ltd                                               | Novolog Ltd.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     47398 | NS      | $18791.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beijer Alma AB                                            | Beijer Alma AB                                             | CUSIP: 000000000<br>LEI: 549300HJX9BNG5055Z38 | Long             | EC               | CORP              | SE        |     10199 | NS      | $303089.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aquafil SpA                                               | Aquafil SpA                                                | CUSIP: 000000000<br>LEI: 815600C36B3D0988AB30 | Long             | EC               | CORP              | IT        |     13516 | NS      | $22983.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| TKP Corp                                                  | TKP Corp.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $32213.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ayvens SA                                                 | Ayvens SA                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |     80189 | NS      | $1162565.84   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Crystal International Group Ltd                           | Crystal International Group Ltd.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    129500 | NS      | $122109.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                       | Wharf Real Estate Investment Co. Ltd.                      | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |    148000 | NS      | $513820.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sharingtechnology Inc                                     | Sharingtechnology, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $48850.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    533854 | NS      | $5967489.82   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                 | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |      7070 | NS      | $821014.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd                    | Japan Elevator Service Holdings Co. Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31400 | NS      | $330612.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JSB Co Ltd                                                | JSB Co. Ltd.                                               | CUSIP: 000000000<br>LEI: 35380022ZQMJUL3XRB84 | Long             | EC               | CORP              | JP        |      2500 | NS      | $52387.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Agrana Beteiligungs AG                                    | Agrana Beteiligungs AG                                     | CUSIP: 000000000<br>LEI: 5299006C0EVA5LAYOR30 | Long             | EC               | CORP              | AT        |      2470 | NS      | $33416.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arjo AB                                                   | Arjo AB                                                    | CUSIP: 000000000<br>LEI: 549300OWGJPYKC6JF790 | Long             | EC               | CORP              | SE        |     54093 | NS      | $162158.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PKSHA Technology Inc                                      | PKSHA Technology, Inc.                                     | CUSIP: 000000000<br>LEI: 353800LED6H4VAPG4K47 | Long             | EC               | CORP              | JP        |      2000 | NS      | $40833.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Green Landscaping Group AB                                | Green Landscaping Group AB                                 | CUSIP: 000000000<br>LEI: 54930070F55O6PDFDF97 | Long             | EC               | CORP              | SE        |      2230 | NS      | $11049.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acrow Ltd                                                 | Acrow Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     69995 | NS      | $50064.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wavestone                                                 | Wavestone                                                  | CUSIP: 000000000<br>LEI: 969500GSN25I3B3X6F94 | Long             | EC               | CORP              | FR        |      1241 | NS      | $88601.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Food & Life Cos Ltd                                       | Food & Life Cos. Ltd.                                      | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |     24700 | NS      | $1349359.97   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| No.1 Co Ltd                                               | No.1 Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       800 | NS      | $9562.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ringkjoebing Landbobank A/S                               | Ringkjoebing Landbobank AS                                 | CUSIP: 000000000<br>LEI: 2138002M5U5K4OUMVV62 | Long             | EC               | CORP              | DK        |      6693 | NS      | $1687223.74   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SBI ARUHI Corp                                            | SBI ARUHI Corp.                                            | CUSIP: 000000000<br>LEI: 549300HA73OUOVZQJP84 | Long             | EC               | CORP              | JP        |      4510 | NS      | $25904.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| MIPS AB                                                   | MIPS AB                                                    | CUSIP: 000000000<br>LEI: 549300LZSA4S0L54VQ25 | Long             | EC               | CORP              | SE        |      1511 | NS      | $47031.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Geniee Inc                                                | Geniee, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $22022.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Cairn Homes PLC                                           | Cairn Homes PLC                                            | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    206386 | NS      | $510011.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Midac Holdings Co Ltd                                     | Midac Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $34947.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Landis+Gyr Group AG                                       | Landis & Gyr Group AG                                      | CUSIP: 000000000<br>LEI: 529900PZYVAKCYSLFL19 | Long             | EC               | CORP              | CH        |      6063 | NS      | $425919.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Generation Development Group Ltd                          | Generation Development Group Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     40536 | NS      | $150778.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Wagners Holding Co Ltd                                    | Wagners Holding Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300870JR461HY2844 | Long             | EC               | CORP              | AU        |      9722 | NS      | $24235.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lion Finance Group PLC                                    | Lion Finance Group PLC                                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |     10210 | NS      | $1410606.74   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Jupiter Mines Ltd                                         | Jupiter Mines Ltd.                                         | CUSIP: 000000000<br>LEI: 254900OFKP9ZQXBCHE19 | Long             | EC               | CORP              | AU        |    373976 | NS      | $70845.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Netwealth Group Ltd                                       | Netwealth Group Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     24319 | NS      | $412056.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| 2020 Bulkers Ltd                                          | 2020 Bulkers Ltd.                                          | CUSIP: 000000000<br>LEI: 549300402C8KQEW78U64 | Long             | EC               | CORP              | BM        |      5317 | NS      | $78962.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NETLINK NBN TRUST                                         | Netlink NBN Trust                                          | CUSIP: 000000000<br>LEI: 25490032IBVZHHXJIM98 | Long             | EC               | CORP              | SG        |    416900 | NS      | $320722.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Corp                                             | SoftBank Corp.                                             | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |   1238000 | NS      | $1682762.60   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Optimus Group Co Ltd                                      | Optimus Group Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $18109.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharmanutra SpA                                           | Pharmanutra SpA                                            | CUSIP: 000000000<br>LEI: 815600F8217BC7733697 | Long             | EC               | CORP              | IT        |       861 | NS      | $64465.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Aberdeen Group PLC                                        | Aberdeen Group PLC                                         | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |    436744 | NS      | $1304024.48   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Vista Group International Ltd                             | Vista Group International Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     21101 | NS      | $23547.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nyfosa AB                                                 | Nyfosa AB                                                  | CUSIP: 000000000<br>LEI: 5493000YR2B83SILCJ50 | Long             | EC               | CORP              | SE        |     23161 | NS      | $184122.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Immutep Ltd                                               | Immutep Ltd.                                               | CUSIP: 000000000<br>LEI: 529900OL6C5CY5P8BH38 | Long             | EC               | CORP              | AU        |    157524 | NS      | $43361.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enad Global 7 AB                                          | Enad Global 7 AB                                           | CUSIP: 000000000<br>LEI: 549300OBCTAOBEEVN513 | Long             | EC               | CORP              | SE        |     10231 | NS      | $14109.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Global Link Management KK                                 | Global Link Management KK                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $33551.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG Holdings Co Ltd                                        | SG Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57200 | NS      | $550652.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Matsuoka Corp                                             | Matsuoka Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $29466.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    207796 | NS      | $4014700.36   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Raksul Inc                                                | Raksul, Inc.                                               | CUSIP: 000000000<br>LEI: 353800MJOUNWM4MY4B07 | Long             | EC               | CORP              | JP        |      9100 | NS      | $119610.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fabege AB                                                 | Fabege AB                                                  | CUSIP: 000000000<br>LEI: 549300JNPI46XNH0PM97 | Long             | EC               | CORP              | SE        |     21533 | NS      | $198897.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| CM.com NV                                                 | CM.com NV                                                  | CUSIP: 000000000<br>LEI: 724500QDJRUMSPRDHW25 | Long             | EC               | CORP              | NL        |      2877 | NS      | $15043.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Thermador Groupe                                          | Thermador Groupe                                           | CUSIP: 000000000<br>LEI: 969500SSIGMAGT008F11 | Long             | EC               | CORP              | FR        |      1621 | NS      | $151282.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Harvia Oyj                                                | Harvia OYJ                                                 | CUSIP: 000000000<br>LEI: 7437002ULTBOWQQOXL69 | Long             | EC               | CORP              | FI        |      2878 | NS      | $140076.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SRG Global Ltd                                            | SRG Global Ltd.                                            | CUSIP: 000000000<br>LEI: 984500DDOA7EBAC95715 | Long             | EC               | CORP              | AU        |    246151 | NS      | $516172.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Premium Group Co Ltd                                      | Premium Group Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10500 | NS      | $122570.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Optorun Co Ltd                                            | Optorun Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2206 | NS      | $29112.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| C-Mer Medical Holdings Ltd                                | C-Mer Medical Holdings Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    108000 | NS      | $21155.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ellomay Capital Ltd                                       | Ellomay Capital Ltd.                                       | CUSIP: 000000000<br>LEI: 254900FHSYEEYLHR7Y05 | Long             | EC               | CORP              | IL        |       460 | NS      | $12364.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IGG Inc                                                   | IGG, Inc.                                                  | CUSIP: 000000000<br>LEI: 529900VBUXYUOTABSC33 | Long             | EC               | CORP              | KY        |    197000 | NS      | $92919.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texhong International Group Ltd                           | Texhong International Group Ltd.                           | CUSIP: 000000000<br>LEI: 213800M1HN85ACHDBK34 | Long             | EC               | CORP              | KY        |     25500 | NS      | $18210.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cembra Money Bank AG                                      | Cembra Money Bank AG                                       | CUSIP: 000000000<br>LEI: 549300ZDHOETLAIVTE82 | Long             | EC               | CORP              | CH        |      8151 | NS      | $1041958.41   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| M&A Capital Partners Co Ltd                               | M&A Capital Partners Co. Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $65180.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIGExN Co Ltd                                             | ZIGExN Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 353800CPG4PKAGE5BY88 | Long             | EC               | CORP              | JP        |     15100 | NS      | $45780.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| GA Technologies Co Ltd/Japan                              | GA Technologies Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5900 | NS      | $59366.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Innovation Inc                                    | Bank of Innovation, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $12186.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinwa Co Ltd/Gifu                                        | Shinwa Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $11650.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Black Cat Syndicate Ltd                                   | Black Cat Syndicate Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     49717 | NS      | $46176.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Heartland Group Holdings Ltd                              | Heartland Group Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 5493003WFKAUU0ZULX12 | Long             | EC               | CORP              | NZ        |    219748 | NS      | $159397.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nederman Holding AB                                       | Nederman Holding AB                                        | CUSIP: 000000000<br>LEI: 54930030A8V6LH0G1Z92 | Long             | EC               | CORP              | SE        |      4601 | NS      | $74308.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TomTom NV                                                 | TomTom NV                                                  | CUSIP: 000000000<br>LEI: 724500WAU923OTVC7M86 | Long             | EC               | CORP              | NL        |      6052 | NS      | $45473.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Netcompany Group A/S                                      | Netcompany Group AS                                        | CUSIP: 000000000<br>LEI: 5299006DEGAWX1Z1X779 | Long             | EC               | CORP              | DK        |      8833 | NS      | $466194.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Knights Group Holdings PLC                                | Knights Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 213800URB59EOGJKT919 | Long             | EC               | CORP              | GB        |     11574 | NS      | $31196.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kojamo Oyj                                                | Kojamo OYJ                                                 | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |     24964 | NS      | $282278.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Impro Precision Industries Ltd                            | Impro Precision Industries Ltd.                            | CUSIP: 000000000<br>LEI: 2549009NAG20HWV31U35 | Long             | EC               | CORP              | KY        |    111000 | NS      | $90980.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AJ Bell PLC                                               | AJ Bell PLC                                                | CUSIP: 000000000<br>LEI: 213800VNKA7DPWXWJJ36 | Long             | EC               | CORP              | GB        |     82160 | NS      | $521794.09    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Healius Ltd                                               | Healius Ltd.                                               | CUSIP: 000000000<br>LEI: 529900MBZK3SLWK8SJ55 | Long             | EC               | CORP              | AU        |     69438 | NS      | $43468.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Smaregi Inc                                               | Smaregi, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $26511.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Saturn Metals Ltd                                         | Saturn Metals Ltd.                                         | CUSIP: 000000000<br>LEI: 5299007UYBJYDGQPIH84 | Long             | EC               | CORP              | AU        |     48426 | NS      | $16289.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercari Inc                                               | Mercari, Inc.                                              | CUSIP: 000000000<br>LEI: 3538009SK4V5AXSTUJ26 | Long             | EC               | CORP              | JP        |     24397 | NS      | $541424.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmera Group ASA                                          | Elmera Group ASA                                           | CUSIP: 000000000<br>LEI: 2138006BSHJVCD9SR489 | Long             | EC               | CORP              | NO        |     19682 | NS      | $82183.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sensirion Holding AG                                      | Sensirion Holding AG                                       | CUSIP: 000000000<br>LEI: 894500ANJ9YNE8YCTT04 | Long             | EC               | CORP              | CH        |      1659 | NS      | $123940.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elkem ASA                                                 | Elkem ASA                                                  | CUSIP: 000000000<br>LEI: 549300CVBE06T0SH6T76 | Long             | EC               | CORP              | NO        |     47071 | NS      | $139831.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Funding Circle Holdings PLC                               | Funding Circle Holdings PLC                                | CUSIP: 000000000<br>LEI: 2138003EK6UAINBBUS19 | Long             | EC               | CORP              | GB        |     45305 | NS      | $100955.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fintel PLC                                                | Fintel PLC                                                 | CUSIP: 000000000<br>LEI: 213800DXP1VY21GCTH04 | Long             | EC               | CORP              | GB        |      7668 | NS      | $27589.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fattal Holdings 1998 Ltd                                  | Fattal Holdings 1998 Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1482 | NS      | $304872.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SP Group A/S                                              | SP Group AS                                                | CUSIP: 000000000<br>LEI: 549300WCUCPUNXAFH710 | Long             | EC               | CORP              | DK        |      1103 | NS      | $64026.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Galan Lithium Ltd                                         | Galan Lithium Ltd.                                         | CUSIP: 000000000<br>LEI: 529900DMKODFURRUHR79 | Long             | EC               | CORP              | AU        |    213966 | NS      | $55678.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| SSP Group Plc                                             | SSP Group PLC                                              | CUSIP: 000000000<br>LEI: 213800QGNIWTXFMENJ24 | Long             | EC               | CORP              | GB        |    160024 | NS      | $400673.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rightmove PLC                                             | Rightmove PLC                                              | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |    170452 | NS      | $1153858.72   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Viohalco SA                                               | Viohalco SA                                                | CUSIP: 000000000<br>LEI: 549300U0BOLVY36TGJ31 | Long             | EC               | CORP              | BE        |       717 | NS      | $10993.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Value SpA                                         | Digital Value SpA                                          | CUSIP: 000000000<br>LEI: 81560096F26ACF910809 | Long             | EC               | CORP              | IT        |       659 | NS      | $22343.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                       | Samhallsbyggnadsbolaget i Norden AB                        | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | EC               | CORP              | SE        |     22560 | NS      | $27480.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI PLC                                                   | IMI PLC                                                    | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     58131 | NS      | $2195168.41   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Will Group Inc                                            | Will Group, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $37713.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Forvia SE                                                 | Forvia SE                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |      1747 | NS      | $28553.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nine Entertainment Co Holdings Ltd                        | Nine Entertainment Co. Holdings Ltd.                       | CUSIP: 000000000<br>LEI: 529900WLXD3X7TFOAI42 | Long             | EC               | CORP              | AU        |    283776 | NS      | $225037.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CTT-Correios de Portugal SA                               | CTT-Correios de Portugal SA                                | CUSIP: 000000000<br>LEI: 529900G4A1IKOKC22K56 | Long             | EC               | CORP              | PT        |     18086 | NS      | $145512.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Klaveness Combination Carriers ASA                        | Klaveness Combination Carriers ASA                         | CUSIP: 000000000<br>LEI: 213800ZFB2MQM3JA6K52 | Long             | EC               | CORP              | NO        |      4294 | NS      | $39439.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fenix Resources Ltd                                       | Fenix Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 9845005509CD56C90C23 | Long             | EC               | CORP              | AU        |    123836 | NS      | $37693.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gift Holdings Inc                                         | Gift Holdings, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $52211.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Nippon Aqua Co Ltd                                        | Nippon Aqua Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $27460.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NTG Nordic Transport Group A/S                            | NTG Nordic Transport Group AS                              | CUSIP: 000000000<br>LEI: 529900PZWXV8JX89K947 | Long             | EC               | CORP              | DK        |      2340 | NS      | $71561.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                 | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     60112 | NS      | $609275.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SIGMAXYZ Holdings Inc                                     | SIGMAXYZ Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15800 | NS      | $79827.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shin Maint Holdings Co Ltd                                | Shin Maint Holdings Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $23662.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mebuki Financial Group Inc                                | Mebuki Financial Group, Inc.                               | CUSIP: 000000000<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |    162850 | NS      | $1228572.21   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Platzer Fastigheter Holding AB                            | Platzer Fastigheter Holding AB                             | CUSIP: 000000000<br>LEI: 5493009KPII4BZE70820 | Long             | EC               | CORP              | SE        |      8730 | NS      | $72726.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oma Saastopankki Oyj                                      | Oma Saastopankki OYJ                                       | CUSIP: 000000000<br>LEI: 743700LE1ECAPXC5UT18 | Long             | EC               | CORP              | FI        |      2640 | NS      | $40087.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Lime Technologies AB                                      | Lime Technologies AB                                       | CUSIP: 000000000<br>LEI: 5493008UUFYDF3ZTHC65 | Long             | EC               | CORP              | SE        |      2207 | NS      | $62995.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Port Inc                                                  | Port, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $26772.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Unicaja Banco SA                                          | Unicaja Banco SA                                           | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |    333084 | NS      | $1141440.46   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Orora Ltd                                                 | Orora Ltd.                                                 | CUSIP: 000000000<br>LEI: 549300WFEQJK35VDF789 | Long             | EC               | CORP              | AU        |    307132 | NS      | $436128.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Napatech A/S                                              | Napatech AS                                                | CUSIP: 000000000<br>LEI: 213800XQZL5ULZCCNP76 | Long             | EC               | CORP              | DK        |      4022 | NS      | $14024.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Valmet Oyj                                                | Valmet OYJ                                                 | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |     36322 | NS      | $1244629.49   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| FIGEAC-AERO                                               | Figeac Aero                                                | CUSIP: 000000000<br>LEI: 96950052GK4O22I70Y62 | Long             | EC               | CORP              | FR        |      2866 | NS      | $36552.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mader Group Ltd                                           | Mader Group Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4576 | NS      | $26132.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Northern Ocean Ltd                                        | Northern Ocean Ltd.                                        | CUSIP: 000000000<br>LEI: 254900S4HDF3MYTDLB73 | Long             | EC               | CORP              | BM        |     46467 | NS      | $44208.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Viaplay Group AB                                          | Viaplay Group AB                                           | CUSIP: 000000000<br>LEI: 5493006E0IJD0DHJSR89 | Long             | EC               | CORP              | SE        |    226826 | NS      | $30835.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Isracard Ltd                                              | Isracard Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     44426 | NS      | $210727.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Man Group PLC/Jersey                                      | Man Group PLC                                              | CUSIP: 000000000<br>LEI: 2549003YWC1DW6LALB09 | Long             | EC               | CORP              | JE        |    248872 | NS      | $898279.01    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                              | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     33283 | NS      | $2331730.29   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Mart 360 Holdings Ltd                                | Best Mart 360 Holdings Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     82000 | NS      | $21102.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pets at Home Group Plc                                    | Pets at Home Group PLC                                     | CUSIP: 000000000<br>LEI: 2138003Y9ULD24PD3J93 | Long             | EC               | CORP              | GB        |    104672 | NS      | $293150.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stadler Rail AG                                           | Stadler Rail AG                                            | CUSIP: 000000000<br>LEI: 506700781XDET0A89669 | Long             | EC               | CORP              | CH        |     13414 | NS      | $343664.98    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Oshidori International Holdings Ltd                       | Oshidori International Holdings Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    606000 | NS      | $69873.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT AB                                                    | EQT AB                                                     | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |      3310 | NS      | $125633.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| WA Inc                                                    | WA, Inc.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1600 | NS      | $13788.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Watches of Switzerland Group PLC                          | Watches of Switzerland Group PLC                           | CUSIP: 000000000<br>LEI: 2138008ZOT5K9PJW7168 | Long             | EC               | CORP              | GB        |     59623 | NS      | $424673.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| giftee Inc                                                | giftee, Inc.                                               | CUSIP: 000000000<br>LEI: 353800Z7YL4DQYQCW439 | Long             | EC               | CORP              | JP        |      4600 | NS      | $37872.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     42555 | NS      | $2446965.43   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Croda International PLC                                   | Croda International PLC                                    | CUSIP: 000000000<br>LEI: 2138004WCNBFJEEOXV26 | Long             | EC               | CORP              | GB        |     15813 | NS      | $590921.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ninety One PLC                                            | Ninety One PLC                                             | CUSIP: 000000000<br>LEI: 549300G0TJCT3K15ZG14 | Long             | EC               | CORP              | GB        |     76396 | NS      | $265956.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Napier Port Holdings Ltd                                  | Napier Port Holdings Ltd.                                  | CUSIP: 000000000<br>LEI: 254900WHU7UA3EJ20879 | Long             | EC               | CORP              | NZ        |     22300 | NS      | $50599.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ricegrowers Ltd                                           | Ricegrowers Ltd.                                           | CUSIP: 000000000<br>LEI: 549300RYODFD7C80YZ70 | Long             | EC               | CORP              | AU        |      6614 | NS      | $74774.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Swedish Logistic Property AB                              | Swedish Logistic Property AB                               | CUSIP: 000000000<br>LEI: 254900AWRHP1QNE6OQ19 | Long             | EC               | CORP              | SE        |     18282 | NS      | $86047.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                    | Dr. Ing hc F Porsche AG                                    | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      5553 | NS      | $270224.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Copro-Holdings Co Ltd                                     | Copro-Holdings Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $26428.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ReadyTech Holdings Ltd                                    | ReadyTech Holdings Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      4640 | NS      | $8151.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toumei Co Ltd                                             | Toumei Co. Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3900 | NS      | $27651.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| John Mattson Fastighetsforetagen AB                       | John Mattson Fastighetsforetagen AB                        | CUSIP: 000000000<br>LEI: 549300UP4ZA93HCPRZ59 | Long             | EC               | CORP              | SE        |      3270 | NS      | $24253.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AO World PLC                                              | AO World PLC                                               | CUSIP: 000000000<br>LEI: 2138005FFOAJIUZY4375 | Long             | EC               | CORP              | GB        |     67053 | NS      | $99293.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NewPrinces SpA                                            | NewPrinces SpA                                             | CUSIP: 000000000<br>LEI: 815600511D7D0F6A5955 | Long             | EC               | CORP              | IT        |      1928 | NS      | $44881.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Helios Towers PLC                                         | Helios Towers PLC                                          | CUSIP: 000000000<br>LEI: 213800DGC7GS4XCHCU30 | Long             | EC               | CORP              | GB        |    221917 | NS      | $526603.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Daikyonishikawa Corp                                      | Daikyonishikawa Corp.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8384 | NS      | $44447.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Marine Services PLC                                  | Gulf Marine Services PLC                                   | CUSIP: 000000000<br>LEI: 213800IGS2QE89SAJF77 | Long             | EC               | CORP              | GB        |    151979 | NS      | $47286.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zuger Kantonalbank                                        | Zuger Kantonalbank                                         | CUSIP: 000000000<br>LEI: 529900PVNQ0FQUKJQ049 | Long             | EC               | CORP              | CH        |        34 | NS      | $413094.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sansan Inc                                                | Sansan, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16000 | NS      | $154618.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Medacta Group SA                                          | Medacta Group SA                                           | CUSIP: 000000000<br>LEI: 506700P2PFU3A3DROC14 | Long             | EC               | CORP              | CH        |      1642 | NS      | $351339.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CYBERDYNE Inc                                             | CYBERDYNE, Inc.                                            | CUSIP: 000000000<br>LEI: 353800TAV73NFHMEXJ39 | Long             | EC               | CORP              | JP        |     16000 | NS      | $28383.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sinohope Technology Holdings Ltd                          | Sinohope Technology Holdings Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     62500 | NS      | $20378.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferretti SpA                                              | Ferretti SpA                                               | CUSIP: 000000000<br>LEI: 815600F40754716D2D91 | Long             | EC               | CORP              | IT        |     20157 | NS      | $85960.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| China Sunsine Chemical Holdings Ltd                       | China Sunsine Chemical Holdings Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    101000 | NS      | $58041.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brickability Group PLC                                    | Brickability Group PLC                                     | CUSIP: 000000000<br>LEI: 213800SK28MWXB3K3P26 | Long             | EC               | CORP              | GB        |     41207 | NS      | $30756.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| M Yochananof & Sons Ltd                                   | M Yochananof & Sons Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1345 | NS      | $160233.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lotus Resources Ltd                                       | Lotus Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 984500AB0D982CDB3754 | Long             | EC               | CORP              | AU        |     25464 | NS      | $53043.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Medley Inc                                                | Medley, Inc.                                               | CUSIP: 000000000<br>LEI: 353800VX74BO9P8XHJ87 | Long             | EC               | CORP              | JP        |      5100 | NS      | $78756.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AIC Mines Ltd                                             | AIC Mines Ltd.                                             | CUSIP: 000000000<br>LEI: 5299003P1FAL4U4Y9G52 | Long             | EC               | CORP              | AU        |    149558 | NS      | $65405.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Travis Perkins PLC                                        | Travis Perkins PLC                                         | CUSIP: 000000000<br>LEI: 2138001I27OUBAF22K83 | Long             | EC               | CORP              | GB        |     51584 | NS      | $441564.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Shinnihonseiyaku Co Ltd                                   | Shinnihonseiyaku Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $31928.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| NORBIT ASA                                                | Norbit ASA                                                 | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |      8619 | NS      | $165656.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Automatic Bank Services Ltd                               | Automatic Bank Services Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5314 | NS      | $39762.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtel Africa PLC                                         | Airtel Africa PLC                                          | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    251550 | NS      | $1096765.40   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastned BV                                                | Fastned BV                                                 | CUSIP: 000000000<br>LEI: 7245000V8JJ8CE1L8G60 | Long             | EC               | CORP              | NL        |       441 | NS      | $11476.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Claranova SE                                              | Claranova SE                                               | CUSIP: 000000000<br>LEI: 969500P3RUS57W9Z9Z70 | Long             | EC               | CORP              | FR        |      2382 | NS      | $3559.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ora Banda Mining Ltd                                      | Ora Banda Mining Ltd.                                      | CUSIP: 000000000<br>LEI: 984500DAD3BDFDHBD844 | Long             | EC               | CORP              | AU        |    302258 | NS      | $253349.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Bushiroad Inc                                             | Bushiroad, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $13546.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |    411547 | NS      | $1744649.18   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Alzchem Group AG                                          | Alzchem Group AG                                           | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |      1842 | NS      | $336744.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Torex Semiconductor Ltd                                   | Torex Semiconductor Ltd.                                   | CUSIP: 000000000<br>LEI: 353800792OJSR3M9LV27 | Long             | EC               | CORP              | JP        |      3000 | NS      | $28600.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ISS A/S                                                   | ISS AS                                                     | CUSIP: 000000000<br>LEI: 213800LEZA58SZNCBN19 | Long             | EC               | CORP              | DK        |     31880 | NS      | $1209039.09   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pareto Bank ASA                                           | Pareto Bank ASA                                            | CUSIP: 000000000<br>LEI: 5967007LIEEXZX75J484 | Long             | EC               | CORP              | NO        |      9248 | NS      | $77726.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Technoflex Corp                                           | Technoflex Corp.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $22709.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HomeToGo SE                                               | HomeToGo SE                                                | CUSIP: 000000000<br>LEI: 2221001IK1TS34BCHL37 | Long             | EC               | CORP              | LU        |      3187 | NS      | $6151.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinch AB                                                  | Sinch AB                                                   | CUSIP: 000000000<br>LEI: 549300UXY7QM6IDCGI12 | Long             | EC               | CORP              | SE        |    179170 | NS      | $536867.48    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Norion Bank AB                                            | Norion Bank AB                                             | CUSIP: 000000000<br>LEI: 529900AGWAKUTYNETM62 | Long             | EC               | CORP              | SE        |     15590 | NS      | $118755.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iveco Group NV                                            | Iveco Group NV                                             | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |     64101 | NS      | $1433859.64   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Turpaz Industries Ltd                                     | Turpaz Industries Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2820 | NS      | $71097.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vicom Ltd                                                 | Vicom Ltd.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     10800 | NS      | $14034.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LA Holdings Co Ltd/Japan                                  | LA Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $116349.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Israir Group Ltd                                          | Israir Group Ltd.                                          | CUSIP: 000000000<br>LEI: 894500DOEIDFJQT20L79 | Long             | EC               | CORP              | IL        |     18935 | NS      | $10123.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Financial Gate Inc                                    | GMO Financial Gate, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $39464.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AZ-COM MARUWA Holdings Inc                                | AZ-COM MARUWA Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 353800T8U9EBANSQUQ17 | Long             | EC               | CORP              | JP        |     14800 | NS      | $94994.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genuit Group PLC                                          | Genuit Group PLC                                           | CUSIP: 000000000<br>LEI: 2138005IF1N2RKJ6KO18 | Long             | EC               | CORP              | GB        |     60899 | NS      | $277270.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mediterranean Towers Ltd                                  | Mediterranean Towers Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     22942 | NS      | $114021.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KEIWA Inc                                                 | KEIWA, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $32624.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duratec Ltd                                               | Duratec Ltd.                                               | CUSIP: 000000000<br>LEI: 984500585DA5E5BD0678 | Long             | EC               | CORP              | AU        |     16629 | NS      | $24934.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FastPartner AB                                            | FastPartner AB                                             | CUSIP: 000000000<br>LEI: 549300BG6SL5QQ7LQW56 | Long             | EC               | CORP              | SE        |      1419 | NS      | $11946.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SATS ASA                                                  | SATS ASA                                                   | CUSIP: 000000000<br>LEI: 549300UWBMWYM7YQRF97 | Long             | EC               | CORP              | NO        |     42949 | NS      | $179008.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Xingye Alloy Materials Group Ltd                          | Xingye Alloy Materials Group Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     95000 | NS      | $12485.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Joyful Honda Co Ltd                                       | Joyful Honda Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9500 | NS      | $130674.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hennge KK                                                 | Hennge KK                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $18766.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Softwareone Holding AG                                    | Softwareone Holding AG                                     | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |     26687 | NS      | $274636.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd                        | Auckland International Airport Ltd.                        | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |     58610 | NS      | $292052.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Beacon Lighting Group Ltd                                 | Beacon Lighting Group Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12610 | NS      | $21873.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fixstars Corp                                             | Fixstars Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7900 | NS      | $77621.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Galliford Try Holdings PLC                                | Galliford Try Holdings PLC                                 | CUSIP: 000000000<br>LEI: 213800MR6DRHCJIV8113 | Long             | EC               | CORP              | GB        |     17681 | NS      | $126917.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Seibu Holdings Inc                                        | Seibu Holdings, Inc.                                       | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |     22500 | NS      | $596164.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Base Co Ltd                                               | Base Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $43356.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vulcan Energy Resources Ltd                               | Vulcan Energy Resources Ltd.                               | CUSIP: 000000000<br>LEI: 8945006OYFHQ9HE4XE54 | Long             | EC               | CORP              | AU        |     38810 | NS      | $106409.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| BuySell Technologies Co Ltd                               | BuySell Technologies Co. Ltd.                              | CUSIP: 000000000<br>LEI: 353800QCRDO2G02AM851 | Long             | EC               | CORP              | JP        |      2800 | NS      | $88784.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tyro Payments Ltd                                         | Tyro Payments Ltd.                                         | CUSIP: 000000000<br>LEI: 984500UB1AC1CA69AD85 | Long             | EC               | CORP              | AU        |    127160 | NS      | $83940.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Thurgauer Kantonalbank                                    | Thurgauer Kantonalbank                                     | CUSIP: 000000000<br>LEI: 529900F00S0DTFX1D404 | Long             | EC               | CORP              | CH        |       103 | NS      | $22771.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Direct Finance of Direct Group 2006 Ltd                   | Direct Finance of Direct Group 2006 Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       507 | NS      | $89059.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Wickes Group PLC                                          | Wickes Group PLC                                           | CUSIP: 000000000<br>LEI: 213800IEX9ZXJRAOL133 | Long             | EC               | CORP              | GB        |     70220 | NS      | $218937.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| eWeLL Co Ltd/JP                                           | eWeLL Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $35623.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lifco AB                                                  | Lifco AB                                                   | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |      8406 | NS      | $288846.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DUG Technology Ltd                                        | DUG Technology Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9469 | NS      | $12358.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Puuilo Oyj                                                | Puuilo OYJ                                                 | CUSIP: 000000000<br>LEI: 743700UJUT6FWHBXPR69 | Long             | EC               | CORP              | FI        |     13914 | NS      | $203070.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Klarabo Sverige AB                                        | Klarabo Sverige AB                                         | CUSIP: 000000000<br>LEI: 5493001FIOIXOKMHG857 | Long             | EC               | CORP              | SE        |     21593 | NS      | $36120.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verkkokauppa.com Oyj                                      | Verkkokauppa.com OYJ                                       | CUSIP: 000000000<br>LEI: 743700QZE6B52SHHTV75 | Long             | EC               | CORP              | FI        |      2796 | NS      | $12918.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MediaForEurope NV                                      | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     63681 | NS      | $237550.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MediaForEurope NV                                      | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     22348 | NS      | $107429.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Paratus Energy Services Ltd                               | Paratus Energy Services Ltd.                               | CUSIP: 000000000<br>LEI: 549300XB7T5BX418QX67 | Long             | EC               | CORP              | BM        |      6615 | NS      | $32141.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vetropack Holding AG                                      | Vetropack Holding AG                                       | CUSIP: 000000000<br>LEI: 894500HGD08C8B6GS128 | Long             | EC               | CORP              | CH        |      1398 | NS      | $40794.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Maas Group Holdings Ltd                                   | Maas Group Holdings Ltd.                                   | CUSIP: 000000000<br>LEI: 9845002E61U3EB3DD061 | Long             | EC               | CORP              | AU        |     18342 | NS      | $69336.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Wallenstam AB                                             | Wallenstam AB                                              | CUSIP: 000000000<br>LEI: 21380081R2P9MKFQBD25 | Long             | EC               | CORP              | SE        |     38947 | NS      | $177367.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Addnode Group AB                                          | Addnode Group AB                                           | CUSIP: 000000000<br>LEI: 213800CQXEA3W1YWXZ31 | Long             | EC               | CORP              | SE        |     26148 | NS      | $251307.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    105103 | NS      | $2167453.57   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     68658 | NS      | $1234996.98   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OSB Group PLC                                             | OSB Group PLC                                              | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |     96574 | NS      | $807189.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CTP NV                                                    | CTP NV                                                     | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | EC               | CORP              | NL        |     19637 | NS      | $428100.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| eDreams ODIGEO SA                                         | eDreams ODIGEO SA                                          | CUSIP: 000000000<br>LEI: 959800Y8LQ5MR2YZ4N96 | Long             | EC               | CORP              | ES        |     14159 | NS      | $58583.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amplitude Energy Ltd                                      | Amplitude Energy Ltd.                                      | CUSIP: 000000000<br>LEI: 261700Y30XMDCWR50Z59 | Long             | EC               | CORP              | AU        |     73804 | NS      | $160326.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiei Kankyo Co Ltd                                       | Daiei Kankyo Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $232103.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vallourec SACA                                            | Vallourec SACA                                             | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | EC               | CORP              | FR        |     55614 | NS      | $1180279.32   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| WAG Payment Solutions PLC                                 | WAG Payment Solutions PLC                                  | CUSIP: 000000000<br>LEI: 213800HU63CWV5J8YK95 | Long             | EC               | CORP              | GB        |     20803 | NS      | $35981.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    738628 | NS      | $4297929.77   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| SiteMinder Ltd                                            | SiteMinder Ltd.                                            | CUSIP: 000000000<br>LEI: 254900PN89MZJ2AQST50 | Long             | EC               | CORP              | AU        |     37614 | NS      | $131937.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashtead Technology Holdings plc                           | Ashtead Technology Holdings PLC                            | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |      5365 | NS      | $29764.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Kimura Kohki Co Ltd                                       | Kimura Kohki Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $49573.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd.                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   1550925 | NS      | $1830239.60   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| AddTech AB                                                | AddTech AB                                                 | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |     20999 | NS      | $681816.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Irish Continental Group PLC                               | Irish Continental Group PLC                                | CUSIP: 000000000<br>LEI: 635400FQKB6QXERQOC74 | Long             | EC               | CORP              | IE        |     52931 | NS      | $400533.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Huscompagniet A/S                                         | Huscompagniet AS                                           | CUSIP: 000000000<br>LEI: 894500SWECYCFZ58R246 | Long             | EC               | CORP              | DK        |      2366 | NS      | $12937.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Fnac Darty SA                                             | Fnac Darty SA                                              | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | EC               | CORP              | FR        |       904 | NS      | $37912.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SFS Group AG                                              | SFS Group AG                                               | CUSIP: 000000000<br>LEI: 391200RQ38WAM4BJBO16 | Long             | EC               | CORP              | CH        |      4562 | NS      | $669766.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Card Factory PLC                                          | Card Factory PLC                                           | CUSIP: 000000000<br>LEI: 213800TTSOPFVCKPFQ11 | Long             | EC               | CORP              | GB        |     83018 | NS      | $77209.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloudberry Clean Energy ASA                               | Cloudberry Clean Energy ASA                                | CUSIP: 000000000<br>LEI: 549300VUALPJQLAH7B56 | Long             | EC               | CORP              | NO        |     56428 | NS      | $72516.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dassault Systemes SE                                      | Dassault Systemes SE                                       | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      8466 | NS      | $232855.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aussie Broadband Ltd                                      | Aussie Broadband Ltd.                                      | CUSIP: 000000000<br>LEI: 98450090EAD3778B9832 | Long             | EC               | CORP              | AU        |     50063 | NS      | $157063.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Georg Fischer AG                                          | Georg Fischer AG                                           | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |     19911 | NS      | $1327085.29   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Breedon Group PLC                                         | Breedon Group PLC                                          | CUSIP: 000000000<br>LEI: 213800DQGNQE3X76WS92 | Long             | EC               | CORP              | GB        |     50885 | NS      | $234374.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    398387 | NS      | $3631210.39   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                      | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    547367 | NS      | $612573.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Storskogen Group AB                                       | Storskogen Group AB                                        | CUSIP: 000000000<br>LEI: 549300DL3K4HLJ41KD24 | Long             | EC               | CORP              | SE        |    338650 | NS      | $411154.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ampol Ltd                                                 | Ampol Ltd.                                                 | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | EC               | CORP              | AU        |     27715 | NS      | $556813.55    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| Tuas Ltd                                                  | Tuas Ltd.                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15134 | NS      | $74851.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Omni Bridgeway Ltd                                        | Omni Bridgeway Ltd.                                        | CUSIP: 000000000<br>LEI: 529900T4EL2A89FPP865 | Long             | EC               | CORP              | AU        |     27912 | NS      | $29980.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LINK Mobility Group Holding ASA                           | LINK Mobility Group Holding ASA                            | CUSIP: 000000000<br>LEI: 2549006RH08XJGKC2Y14 | Long             | EC               | CORP              | NO        |     47902 | NS      | $167040.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JBM Healthcare Ltd                                        | JBM Healthcare Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     74000 | NS      | $25376.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| G-Resources Group Ltd                                     | G-Resources Group Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     94760 | NS      | $145688.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ackerstein Group Ltd                                      | Ackerstein Group Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     13413 | NS      | $34114.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kvutzat Acro Ltd                                          | Kvutzat Acro Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4440 | NS      | $61974.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TPG Telecom Ltd                                           | TPG Telecom Ltd.                                           | CUSIP: 000000000<br>LEI: 9845008F2E58CD6F7984 | Long             | EC               | CORP              | AU        |     78196 | NS      | $210938.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Barco NV                                                  | Barco NV                                                   | CUSIP: 000000000<br>LEI: 549300N17QCD827TII61 | Long             | EC               | CORP              | BE        |     19688 | NS      | $270274.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| YesAsia Holdings Ltd                                      | YesAsia Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 2549004SF2TNFAFBX887 | Long             | EC               | CORP              | HK        |     28000 | NS      | $12656.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pepper Money Ltd/Australia                                | Pepper Money Ltd.                                          | CUSIP: 000000000<br>LEI: 549300YIM8RX3KHGIU35 | Long             | EC               | CORP              | AU        |      7596 | NS      | $10331.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Retailors Ltd                                             | Retailors Ltd.                                             | CUSIP: 000000000<br>LEI: 2549006QHZTQOYRBB695 | Long             | EC               | CORP              | IL        |      4002 | NS      | $57115.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stenhus Fastigheter I Norden AB                           | Stenhus Fastigheter I Norden AB                            | CUSIP: 000000000<br>LEI: 5493006RHHJRIC7ITL87 | Long             | EC               | CORP              | SE        |      8475 | NS      | $10749.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Truecaller AB                                             | Truecaller AB                                              | CUSIP: 000000000<br>LEI: 549300TEYF1FA5G5GK26 | Long             | EC               | CORP              | SE        |     44708 | NS      | $77416.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ctek AB                                                   | Ctek AB                                                    | CUSIP: 000000000<br>LEI: 5493007JXLLMFL3T8L95 | Long             | EC               | CORP              | SE        |      7424 | NS      | $10335.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aramis Group SAS                                          | Aramis Group SAS                                           | CUSIP: 000000000<br>LEI: 9695002Q984W0T41WB42 | Long             | EC               | CORP              | FR        |      5304 | NS      | $28972.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Elopak ASA                                                | Elopak ASA                                                 | CUSIP: 000000000<br>LEI: 529900BIDQN2AOKV6N08 | Long             | EC               | CORP              | NO        |     24235 | NS      | $125956.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rvrc Holding AB                                           | Rvrc Holding AB                                            | CUSIP: 000000000<br>LEI: 549300YU7003VHQV3J57 | Long             | EC               | CORP              | SE        |     20123 | NS      | $154610.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Plaid Inc                                                 | Plaid, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $21276.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| PEXA Group Ltd                                            | PEXA Group Ltd.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32471 | NS      | $310455.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Libra Insurance Co Ltd                                    | Libra Insurance Co. Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6736 | NS      | $39292.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     31870 | NS      | $893417.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc AB                                                 | Epiroc AB                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     18860 | NS      | $470313.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| I-NE Co Ltd                                               | I-NE Co. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $21633.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| STI Foods Holdings Inc                                    | STI Foods Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $12647.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |    247907 | NS      | $2432573.97   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Foresight Group Holdings Ltd                              | Foresight Group Holdings Ltd.                              | CUSIP: 000000000<br>LEI: 213800NNT42FFIZB1T09 | Long             | EC               | CORP              | GG        |     16411 | NS      | $95123.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MFE-MediaForEurope NV                                     | MFE-MediaForEurope NV                                      | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | NL        |     47069 | NS      | $172959.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Veridis Environment Ltd                                   | Veridis Environment Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9081 | NS      | $104862.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TP ICAP Group PLC                                         | TP ICAP Group PLC                                          | CUSIP: 000000000<br>LEI: 2138006YAA7IRVKKGE63 | Long             | EC               | CORP              | JE        |    206004 | NS      | $718626.29    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Shikun & Binui Soltec Renewable Energy                    | Shikun & Binui Soltec Renewable Energy                     | CUSIP: 000000000<br>LEI: 213800XDMLMF5NBYNH22 | Long             | EC               | CORP              | IL        |     51900 | NS      | $57022.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yukiguni Factory Co Ltd                                   | Yukiguni Factory Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $37090.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hoegh Autoliners ASA                                      | Hoegh Autoliners ASA                                       | CUSIP: 000000000<br>LEI: 549300D7GNMPKTA4HD46 | Long             | EC               | CORP              | NO        |     27911 | NS      | $311009.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wealthink AI-Innovation Capital Ltd                       | Wealthink AI-Innovation Capital Ltd.                       | CUSIP: 000000000<br>LEI: 549300SIXO9CLPQZL283 | Long             | EC               | CORP              | KY        |    476000 | NS      | $11151.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Meshek Energy Renewable Energies Ltd                      | Meshek Energy Renewable Energies Ltd.                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     55801 | NS      | $193156.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Regal Partners Ltd                                        | Regal Partners Ltd.                                        | CUSIP: 000000000<br>LEI: 21380053IWTO1FZTF831 | Long             | EC               | CORP              | AU        |     26486 | NS      | $57828.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vulcan Steel Ltd                                          | Vulcan Steel Ltd.                                          | CUSIP: 000000000<br>LEI: 98450060022AC677C824 | Long             | EC               | CORP              | NZ        |      7219 | NS      | $34754.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diplomat Holdings Ltd                                     | Diplomat Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3364 | NS      | $56566.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Montana Aerospace AG                                      | Montana Aerospace AG                                       | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |      7326 | NS      | $316203.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Burford Capital Ltd                                       | Burford Capital Ltd.                                       | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |     42834 | NS      | $408169.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bytes Technology Group PLC                                | Bytes Technology Group PLC                                 | CUSIP: 000000000<br>LEI: 213800LA4DZLFBAC9O33 | Long             | EC               | CORP              | GB        |     34262 | NS      | $157992.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| F-Secure Oyj                                              | F-Secure OYJ                                               | CUSIP: 000000000<br>LEI: 9845006BFDJF0375E466 | Long             | EC               | CORP              | FI        |     21549 | NS      | $48222.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Appier Group Inc                                          | Appier Group, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14500 | NS      | $97390.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zaptec ASA                                                | Zaptec ASA                                                 | CUSIP: 000000000<br>LEI: 549300Y5EDWTJNTS8P96 | Long             | EC               | CORP              | NO        |      9355 | NS      | $22389.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pollen Street Group Ltd                                   | Pollen Street Group Ltd.                                   | CUSIP: 000000000<br>LEI: 894500LP94M98N8CY487 | Long             | EC               | CORP              | GG        |      6049 | NS      | $76112.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Doral Group Renewable Energy Resources Ltd                | Doral Group Renewable Energy Resources Ltd.                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     18488 | NS      | $258631.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Azelis Group NV                                           | Azelis Group NV                                            | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |      6023 | NS      | $59643.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Informa PLC                                               | Informa PLC                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |    146161 | NS      | $1763846.93   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiag Immobilien Holding AG                                | Hiag Immobilien Holding AG                                 | CUSIP: 000000000<br>LEI: 549300TU2XXQ3TU4KJ11 | Long             | EC               | CORP              | CH        |       811 | NS      | $130384.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Town Health International Medical Group Ltd               | Town Health International Medical Group Ltd.               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    154897 | NS      | $4757.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Moriya Transportation Engineering & Manufacturing Co Ltd  | Moriya Transportation Engineering & Manufacturing Co. Ltd. | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $58672.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fenix Outdoor International AG                            | Fenix Outdoor International AG                             | CUSIP: 000000000<br>LEI: 549300OBIOEC0J5XEB68 | Long             | EC               | CORP              | CH        |       420 | NS      | $24731.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Monash IVF Group Ltd                                      | Monash IVF Group Ltd.                                      | CUSIP: 000000000<br>LEI: 9845000F654B75F7D091 | Long             | EC               | CORP              | AU        |     93983 | NS      | $45955.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Moonpig Group PLC                                         | Moonpig Group PLC                                          | CUSIP: 000000000<br>LEI: 213800VAYO5KCAXZHK83 | Long             | EC               | CORP              | GB        |     51428 | NS      | $150872.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Norconsult Norge AS                                       | Norconsult Norge AS                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |     14180 | NS      | $66869.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| B&M European Value Retail SA                              | B&M European Value Retail SA                               | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |     89220 | NS      | $215394.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OY Nofar Energy Ltd                                       | OY Nofar Energy Ltd.                                       | CUSIP: 000000000<br>LEI: 894500AMGSB9R178TW69 | Long             | EC               | CORP              | IL        |      3182 | NS      | $158932.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| THG PLC                                                   | THG PLC                                                    | CUSIP: 000000000<br>LEI: 21380066N3SV9O8IDP37 | Long             | EC               | CORP              | GB        |    140586 | NS      | $71678.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Socionext Inc                                             | Socionext, Inc.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38300 | NS      | $512502.30    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MIGALO HOLDINGS Inc                                       | Migalo Holdings, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $26549.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Loomis AB                                                 | Loomis AB                                                  | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     18385 | NS      | $762908.29    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mugen Estate Co Ltd                                       | Mugen Estate Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4900 | NS      | $66150.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AddLife AB                                                | AddLife AB                                                 | CUSIP: 000000000<br>LEI: 5493005T3M7CD7XWE013 | Long             | EC               | CORP              | SE        |     23592 | NS      | $361401.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharma Mar SA                                             | Pharma Mar SA                                              | CUSIP: 000000000<br>LEI: 959800QWKZ45ZQC2AV58 | Long             | EC               | CORP              | ES        |       846 | NS      | $79149.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Judo Capital Holdings Ltd                                 | Judo Capital Holdings Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    193131 | NS      | $243379.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nuix Ltd                                                  | Nuix Ltd.                                                  | CUSIP: 000000000<br>LEI: 9845006CD6B843A8B043 | Long             | EC               | CORP              | AU        |     34737 | NS      | $41570.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mondi PLC                                                 | Mondi PLC                                                  | CUSIP: 000000000<br>LEI: 213800LOZA69QFDC9N34 | Long             | EC               | CORP              | GB        |     53782 | NS      | $628513.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Civmec Australia Ltd                                      | Civmec Australia Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     38500 | NS      | $41697.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australian Clinical Labs Ltd                              | Australian Clinical Labs Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     45639 | NS      | $86533.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SA d'Explosifs et de Produits Chimiques                   | SA d'Explosifs et de Produits Chimiques                    | CUSIP: 000000000<br>LEI: 969500USKOS4RHAJLM09 | Long             | EC               | CORP              | FR        |       146 | NS      | $42641.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lagercrantz Group AB                                      | Lagercrantz Group AB                                       | CUSIP: 000000000<br>LEI: 5493002L6I4YHANEYR87 | Long             | EC               | CORP              | SE        |     33877 | NS      | $742265.52    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Metro Bank Holdings PLC                                   | Metro Bank Holdings PLC                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | EC               | CORP              | GB        |     58472 | NS      | $106900.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Saga PLC                                                  | Saga PLC                                                   | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | EC               | CORP              | GB        |     25616 | NS      | $182634.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinjiro Co Ltd                                            | Kinjiro Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $13296.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Haleon PLC                                                | Haleon PLC                                                 | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    475086 | NS      | $2484651.93   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CREAL Inc                                                 | CREAL, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $15734.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wildcat Resources Ltd                                     | Wildcat Resources Ltd.                                     | CUSIP: 000000000<br>LEI: 5299009AIAXEDYD3LB60 | Long             | EC               | CORP              | AU        |    240406 | NS      | $60062.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Cadeler A/S                                               | Cadeler AS                                                 | CUSIP: 000000000<br>LEI: 9845008439EUED140282 | Long             | EC               | CORP              | DK        |     28268 | NS      | $168275.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Plus Alpha Consulting Co Ltd                              | Plus Alpha Consulting Co. Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $67518.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deme Group NV                                             | Deme Group NV                                              | CUSIP: 000000000<br>LEI: 549300FPFPQPKI3PJV37 | Long             | EC               | CORP              | BE        |      1650 | NS      | $328910.52    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aidma Holdings Inc                                        | Aidma Holdings, Inc.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $9643.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hensoldt AG                                               | Hensoldt AG                                                | CUSIP: 000000000<br>LEI: 894500686FYLLZD3M624 | Long             | EC               | CORP              | DE        |     17514 | NS      | $1739886.05   | 0.09%             |  |  |  | No            | 2                  | On Loan: —       |
| Okamura Foods Co Ltd                                      | Okamura Foods Co. Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4300 | NS      | $31375.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sea1 offshore Inc                                         | Sea1 offshore, Inc.                                        | CUSIP: 000000000<br>LEI: 549300NYGU1CE7UICM69 | Long             | EC               | CORP              | KY        |     20330 | NS      | $52713.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altshuler Shaham Finance Ltd                              | Altshuler Shaham Finance Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     17522 | NS      | $35291.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Conduit Holdings Ltd                                      | Conduit Holdings Ltd.                                      | CUSIP: 000000000<br>LEI: 21380085AE62D1BXSF19 | Long             | EC               | CORP              | BM        |      4053 | NS      | $21326.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BEWi ASA                                                  | BEWi ASA                                                   | CUSIP: 000000000<br>LEI: 254900N95EUYYZZA5F19 | Long             | EC               | CORP              | NO        |      4828 | NS      | $8314.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Strickland Metals Ltd                                     | Strickland Metals Ltd.                                     | CUSIP: 000000000<br>LEI: 5299006FVZN3OTD5PC98 | Long             | EC               | CORP              | AU        |     75758 | NS      | $9875.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hemnet Group AB                                           | Hemnet Group AB                                            | CUSIP: 000000000<br>LEI: 5493008VIU67J3HUAR07 | Long             | EC               | CORP              | SE        |     12608 | NS      | $201050.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oat Agrio Co Ltd                                          | Oat Agrio Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $27517.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Volution Group PLC                                        | Volution Group PLC                                         | CUSIP: 000000000<br>LEI: 213800EPT84EQCDHO768 | Long             | EC               | CORP              | GB        |     29044 | NS      | $254197.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elior Group SA                                            | Elior Group SA                                             | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | EC               | CORP              | FR        |     35018 | NS      | $118166.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| UIE PLC                                                   | UIE PLC                                                    | CUSIP: 000000000<br>LEI: 213800R1BJ88UN81DN44 | Long             | EC               | CORP              | MT        |      3870 | NS      | $230917.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Inmocemento SA                                            | Inmocemento SA                                             | CUSIP: 000000000<br>LEI: 959800FQZ6YAVHJPVE12 | Long             | EC               | CORP              | ES        |      7167 | NS      | $31657.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vestas Wind Systems A/S                                   | Vestas Wind Systems AS                                     | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     96367 | NS      | $2921017.09   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| InPost SA                                                 | InPost SA                                                  | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |     46780 | NS      | $733220.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| MENIF - Financial Services Ltd                            | MENIF - Financial Services Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      6316 | NS      | $50890.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brunel International NV                                   | Brunel International NV                                    | CUSIP: 000000000<br>LEI: 724500Y5L5UIEYCJCZ03 | Long             | EC               | CORP              | NL        |      3540 | NS      | $31413.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ashtrom Group Ltd                                         | Ashtrom Group Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8232 | NS      | $182000.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gentrack Group Ltd                                        | Gentrack Group Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      5468 | NS      | $25111.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Israel Brands Ltd                                   | Delta Israel Brands Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1144 | NS      | $54369.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Next Vision Stabilized Systems Ltd                        | Next Vision Stabilized Systems Ltd.                        | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |      6804 | NS      | $613728.53    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Komplett ASA                                              | Komplett ASA                                               | CUSIP: 000000000<br>LEI: 254900PS6TE65C9V4D71 | Long             | EC               | CORP              | NO        |      9493 | NS      | $13931.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AFRY AB                                                   | AFRY AB                                                    | CUSIP: 000000000<br>LEI: 549300Q87LKPPD4X9R30 | Long             | EC               | CORP              | SE        |     24446 | NS      | $387908.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FACC AG                                                   | FACC AG                                                    | CUSIP: 000000000<br>LEI: 52990021YEMY298JY727 | Long             | EC               | CORP              | AT        |      3544 | NS      | $47441.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                        | Nibe Industrier AB                                         | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |     70809 | NS      | $271253.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Corem Property Group AB                                   | Corem Property Group AB                                    | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |      1093 | NS      | $29356.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FleetPartners Group Ltd                                   | FleetPartners Group Ltd.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     80526 | NS      | $160046.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Polyram Plastic Industries Ltd                            | Polyram Plastic Industries Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4428 | NS      | $14786.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Inrom Construction Industries Ltd                         | Inrom Construction Industries Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16457 | NS      | $107140.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Modern Times Group MTG AB                                 | Modern Times Group MTG AB                                  | CUSIP: 000000000<br>LEI: 549300E8NDODRSX29339 | Long             | EC               | CORP              | SE        |     22751 | NS      | $265582.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SmartGroup Corp Ltd                                       | SmartGroup Corp. Ltd.                                      | CUSIP: 000000000<br>LEI: 254900GHFZAMQGOYO431 | Long             | EC               | CORP              | AU        |     34709 | NS      | $203559.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ontex Group NV                                            | Ontex Group NV                                             | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | EC               | CORP              | BE        |     16508 | NS      | $96010.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Euronext NV                                               | Euronext NV                                                | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |     13992 | NS      | $1959631.91   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Inficon Holding AG                                        | Inficon Holding AG                                         | CUSIP: 000000000<br>LEI: 5067008UT6890I0YM937 | Long             | EC               | CORP              | CH        |      3490 | NS      | $552294.03    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Engcon AB                                                 | Engcon AB                                                  | CUSIP: 000000000<br>LEI: 549300EMZ2B768S85S50 | Long             | EC               | CORP              | SE        |      7897 | NS      | $70842.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ADTRAN Holdings Inc                                       | ADTRAN Holdings, Inc.                                      | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |         0 | NS      | $4.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Technip Energies NV                                       | Technip Energies NV                                        | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |     35278 | NS      | $1382523.86   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros   | CUSIP: 000000000<br>LEI: 95980079E2NBJT967T79 | Long             | EC               | CORP              | ES        |     48984 | NS      | $68315.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PolyPeptide Group AG                                      | PolyPeptide Group AG                                       | CUSIP: 000000000<br>LEI: 5067007JCKTPOX4G9758 | Long             | EC               | CORP              | CH        |      3309 | NS      | $116969.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lassila & Tikanoja Oyj                                    | Lassila & Tikanoja OYJ                                     | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |      7270 | NS      | $64631.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Luotea Plc                                                | Luotea PLC                                                 | CUSIP: 000000000<br>LEI: 743700Z9Z54VGHZA0028 | Long             | EC               | CORP              | FI        |      7270 | NS      | $24893.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Visional Inc                                              | Visional, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5500 | NS      | $303104.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zalaris ASA                                               | Zalaris ASA                                                | CUSIP: 000000000<br>LEI: 549300XBITM62HH7HW18 | Long             | EC               | CORP              | NO        |      1628 | NS      | $15132.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordnet AB publ                                           | Nordnet AB publ                                            | CUSIP: 000000000<br>LEI: 549300D6WW5ZTWLZ4C08 | Long             | EC               | CORP              | SE        |     14352 | NS      | $464331.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Arent Inc                                                 | Arent, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $28044.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coface SA                                                 | Coface SA                                                  | CUSIP: 000000000<br>LEI: 96950025N07LTJYFSN57 | Long             | EC               | CORP              | FR        |     32253 | NS      | $589879.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanza AB                                                  | Hanza AB                                                   | CUSIP: 000000000<br>LEI: 549300X0C14ZL28N1L09 | Long             | EC               | CORP              | SE        |      7620 | NS      | $119066.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nanofilm Technologies International Ltd                   | Nanofilm Technologies International Ltd.                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     40700 | NS      | $18285.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |     66887 | NS      | $5301944.99   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Annehem Fastigheter AB                                    | Annehem Fastigheter AB                                     | CUSIP: 000000000<br>LEI: 5493001IZXU12M8NYV95 | Long             | EC               | CORP              | SE        |     17398 | NS      | $32017.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kokusai Electric Corp                                     | Kokusai Electric Corp.                                     | CUSIP: 000000000<br>LEI: 549300CDY6N3WKYK2I96 | Long             | EC               | CORP              | JP        |      8900 | NS      | $369495.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |     82841 | NS      | $2196134.17   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Glarner Kantonalbank                                      | Glarner Kantonalbank                                       | CUSIP: 000000000<br>LEI: 549300AY225QXN79YF87 | Long             | EC               | CORP              | CH        |       861 | NS      | $24490.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUCHS SE                                                  | FUCHS SE                                                   | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EC               | CORP              | DE        |      7453 | NS      | $262294.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FUCHS SE                                                  | FUCHS SE                                                   | CUSIP: 000000000<br>LEI: 529900SNF9E1P5ZO4P98 | Long             | EP               | CORP              | DE        |     18421 | NS      | $796282.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: —       |
| ALK-Abello A/S                                            | ALK-Abello AS                                              | CUSIP: 000000000<br>LEI: 529900SGCREUZCZ7P020 | Long             | EC               | CORP              | DK        |     32141 | NS      | $1062058.67   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Quilter PLC                                               | Quilter PLC                                                | CUSIP: 000000000<br>LEI: 54930092XIVK28RZGM95 | Long             | EC               | CORP              | GB        |    297906 | NS      | $793007.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd.                                 | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |    330300 | NS      | $799698.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Scandi Standard AB                                        | Scandi Standard AB                                         | CUSIP: 000000000<br>LEI: 5493006VHH78UQJVF844 | Long             | EC               | CORP              | SE        |     16388 | NS      | $198757.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 7C Solarparken AG                                         | 7C Solarparken AG                                          | CUSIP: 000000000<br>LEI: 529900SUURYOXKCQ6Z90 | Long             | EC               | CORP              | DE        |      6094 | NS      | $12243.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Olam Group Ltd                                            | Olam Group Ltd.                                            | CUSIP: 000000000<br>LEI: 9845006F83F5EEC2A704 | Long             | EC               | CORP              | SG        |     52300 | NS      | $36737.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dalrymple Bay Infrastructure Ltd                          | Dalrymple Bay Infrastructure Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     69022 | NS      | $233487.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Accelleron Industries AG                                  | Accelleron Industries AG                                   | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |     26833 | NS      | $2570261.26   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastighetsbolaget Emilshus AB                             | Fastighetsbolaget Emilshus AB                              | CUSIP: 000000000<br>LEI: 5493004EO7GR5U8PRK21 | Long             | EC               | CORP              | SE        |      4503 | NS      | $26851.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elanor Investor Group                                     | Elanor Investor Group                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     20923 | NS      | $2243.74      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Argo Properties NV                                        | Argo Properties NV                                         | CUSIP: 000000000<br>LEI: 724500VWIAC6N6VHCK55 | Long             | EC               | CORP              | NL        |      2713 | NS      | $109750.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pennon Group PLC                                          | Pennon Group PLC                                           | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |     63811 | NS      | $478299.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| 29Metals Ltd                                              | 29Metals Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    207383 | NS      | $68325.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Solvar Ltd                                                | Solvar Ltd.                                                | CUSIP: 000000000<br>LEI: 9845009AE1C149FDP693 | Long             | EC               | CORP              | AU        |     41788 | NS      | $54134.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kibun Foods Inc                                           | Kibun Foods, Inc.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $22779.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Intercos SpA                                              | Intercos SpA                                               | CUSIP: 000000000<br>LEI: 8156004C3711C92F7648 | Long             | EC               | CORP              | IT        |      9849 | NS      | $149042.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vobile Group Ltd                                          | Vobile Group Ltd.                                          | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | EC               | CORP              | KY        |    133000 | NS      | $82475.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Ventia Services Group Pty Ltd                             | Ventia Services Group Pty. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    231378 | NS      | $926659.82    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Develop Global Ltd                                        | Develop Global Ltd.                                        | CUSIP: 000000000<br>LEI: 5299008N5CYXCI98G291 | Long             | EC               | CORP              | AU        |     45855 | NS      | $164743.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Hot Chili Ltd                                             | Hot Chili Ltd.                                             | CUSIP: 000000000<br>LEI: 9845007FT8E8DX691A24 | Long             | EC               | CORP              | AU        |     12678 | NS      | $16902.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCAB Group AB                                             | NCAB Group AB                                              | CUSIP: 000000000<br>LEI: 549300RUPCK2N43ES354 | Long             | EC               | CORP              | SE        |     21963 | NS      | $114180.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                   | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |     84104 | NS      | $2062023.11   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Seatrium Ltd                                              | Seatrium Ltd.                                              | CUSIP: 000000000<br>LEI: 254900MQNHWMN6X1NV39 | Long             | EC               | CORP              | SG        |    521433 | NS      | $864740.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkeley Group Holdings PLC                               | Berkeley Group Holdings PLC                                | CUSIP: 000000000<br>LEI: 2138009OQSSLVVHQAL78 | Long             | EC               | CORP              | GB        |     21034 | NS      | $1188384.09   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Archer Ltd                                                | Archer Ltd.                                                | CUSIP: 000000000<br>LEI: 549300D1D5TS4O1V4923 | Long             | EC               | CORP              | BM        |     15036 | NS      | $39644.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beijer Ref AB                                             | Beijer Ref AB                                              | CUSIP: 000000000<br>LEI: 549300PZZEUVH08H4G75 | Long             | EC               | CORP              | SE        |     11083 | NS      | $157765.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anycolor Inc                                              | Anycolor, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $194116.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tinexta Spa                                               | Tinexta SpA                                                | CUSIP: 000000000<br>LEI: 815600925CD848EDBA96 | Long             | EC               | CORP              | IT        |      1733 | NS      | $31119.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Synsam AB                                                 | Synsam AB                                                  | CUSIP: 000000000<br>LEI: 5493000TMEGW9DHNOQ70 | Long             | EC               | CORP              | SE        |     36734 | NS      | $270165.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Electric Holdings Ltd                             | Johnson Electric Holdings Ltd.                             | CUSIP: 000000000<br>LEI: 529900EDYRQ6K25JEC80 | Long             | EC               | CORP              | BM        |     91569 | NS      | $315410.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Momentum Group AB                                         | Momentum Group AB                                          | CUSIP: 000000000<br>LEI: 549300QOHUWQMD9G3757 | Long             | EC               | CORP              | SE        |      7786 | NS      | $114969.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ARN Media Ltd                                             | ARN Media Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     64154 | NS      | $16543.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Helia Group Ltd                                           | Helia Group Ltd.                                           | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    115070 | NS      | $465292.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Inforich Inc                                              | Inforich, Inc.                                             | CUSIP: 000000000<br>LEI: 5299008FX2LGBUCE4J29 | Long             | EC               | CORP              | JP        |      1900 | NS      | $22457.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Unity Group Holdings International Ltd                    | Unity Group Holdings International Ltd.                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    176000 | NS      | $5853.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Corp ACCIONA Energias Renovables SA                       | Corp. ACCIONA Energias Renovables SA                       | CUSIP: 000000000<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |     11173 | NS      | $282829.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sparebanken More                                          | Sparebanken More                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZX5PU005 | Long             | EC               | CORP              | NO        |      6733 | NS      | $76597.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |    111220 | NS      | $688866.76    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| IPD Group Ltd/Australia                                   | IPD Group Ltd.                                             | CUSIP: 000000000<br>LEI: 984500A59A3EAPEA7D69 | Long             | EC               | CORP              | AU        |      5381 | NS      | $16466.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA               | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    136014 | NS      | $5050964.78   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Intloop Inc                                               | Intloop, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $20997.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Logistea AB                                               | Logistea AB                                                | CUSIP: 000000000<br>LEI: 549300ZSB0ZCKM1SL747 | Long             | EC               | CORP              | SE        |     30384 | NS      | $49060.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ariston Holding NV                                        | Ariston Holding NV                                         | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |     16546 | NS      | $93314.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOMRA Systems ASA                                         | TOMRA Systems ASA                                          | CUSIP: 000000000<br>LEI: 549300J726JCFJU3VT89 | Long             | EC               | CORP              | NO        |     10628 | NS      | $140993.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Wihlborgs Fastigheter AB                                  | Wihlborgs Fastigheter AB                                   | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     30534 | NS      | $315479.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chrysos Corp Ltd                                          | Chrysos Corp. Ltd.                                         | CUSIP: 000000000<br>LEI: 984500AAZB77B0753848 | Long             | EC               | CORP              | AU        |      6108 | NS      | $33609.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Business Systems Inc                                | Japan Business Systems, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $28448.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    221820 | NS      | $1933793.25   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| SpeedCast International Ltd                               | SpeedCast International Ltd.                               | CUSIP: 000000000<br>LEI: 254900X7XKXRGGDD3O38 | Long             | EC               | CORP              | AU        |     76666 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| IONOS Group SE                                            | IONOS Group SE                                             | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |     10511 | NS      | $338874.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Syensqo SA                                                | Syensqo SA                                                 | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | EC               | CORP              | BE        |     15897 | NS      | $1337951.00   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Instalco AB                                               | Instalco AB                                                | CUSIP: 000000000<br>LEI: 549300DZ9ONT2AXY4029 | Long             | EC               | CORP              | SE        |     22059 | NS      | $62919.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AnyMind Group Inc                                         | AnyMind Group, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5800 | NS      | $25142.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| d'Amico International Shipping SA                         | d'Amico International Shipping SA                          | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |     12254 | NS      | $86553.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Investment Adviser Co Ltd                           | Japan Investment Adviser Co. Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6900 | NS      | $99400.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Redox Ltd/Australia                                       | Redox Ltd.                                                 | CUSIP: 000000000<br>LEI: 984500FE9LB83BDC7K07 | Long             | EC               | CORP              | AU        |     29349 | NS      | $64523.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Amotiv Ltd                                                | Amotiv Ltd.                                                | CUSIP: 000000000<br>LEI: 254900KHH5GGEGUIZS22 | Long             | EC               | CORP              | AU        |     30547 | NS      | $178210.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hotland Holdings Co Ltd                                   | Hotland Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $42817.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ams-OSRAM AG                                              | ams-OSRAM AG                                               | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | EC               | CORP              | AT        |     23133 | NS      | $240693.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Transaction Media Networks Inc                            | Transaction Media Networks, Inc.                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $10710.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Skylark Holdings Co Ltd                                   | Skylark Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |     45300 | NS      | $923045.69    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co. Ltd.                                  | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     60400 | NS      | $3181495.22   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Gamma Communications PLC                                  | Gamma Communications PLC                                   | CUSIP: 000000000<br>LEI: 213800LAQZXPRIZUEH50 | Long             | EC               | CORP              | GB        |     11142 | NS      | $138782.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortgage Advice Bureau Holdings Ltd                       | Mortgage Advice Bureau Holdings Ltd.                       | CUSIP: 000000000<br>LEI: 2138008AY1RA61T6W960 | Long             | EC               | CORP              | GB        |      7660 | NS      | $81996.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Scatec ASA                                                | Scatec ASA                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIARK36 | Long             | EC               | CORP              | NO        |     32702 | NS      | $390673.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FP Partner Inc                                            | FP Partner, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $18886.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Japan Eyewear Holdings Co Ltd                             | Japan Eyewear Holdings Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $23417.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Zalando SE                                                | Zalando SE                                                 | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     42338 | NS      | $1217444.50   | 0.06%             |  |  |  | No            | 2                  | On Loan: —       |
| Orbusneich Medical Group Holdings Ltd                     | Orbusneich Medical Group Holdings Ltd.                     | CUSIP: 000000000<br>LEI: 254900MKISABXIJXY777 | Long             | EC               | CORP              | KY        |     39000 | NS      | $18622.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZO Future Group                                           | ZO Future Group                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44000 | NS      | $12613.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Viridien                                                  | Viridien                                                   | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | EC               | CORP              | FR        |      2421 | NS      | $366224.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tauns Laboratories Inc                                    | Tauns Laboratories, Inc.                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8800 | NS      | $30337.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SGH Ltd                                                   | SGH Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900DME8O9GCK94794 | Long             | EC               | CORP              | AU        |     29156 | NS      | $934391.78    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIE SA                                                   | SPIE SA                                                    | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     45016 | NS      | $2466600.90   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sampo Oyj                                                 | Sampo OYJ                                                  | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     75205 | NS      | $839281.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sectra AB                                                 | Sectra AB                                                  | CUSIP: 000000000<br>LEI: 549300R9ZBT8YSFFK266 | Long             | EC               | CORP              | SE        |     18681 | NS      | $461876.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ashdod Refinery Ltd                                       | Ashdod Refinery Ltd.                                       | CUSIP: 000000000<br>LEI: 549300PCINY5ZLVLX226 | Long             | EC               | CORP              | IL        |      2303 | NS      | $47592.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ceres Inc/Japan                                           | Ceres, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $21354.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Optim Corp                                                | Optim Corp.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $14478.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AlphaPolis Co Ltd                                         | AlphaPolis Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $18195.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elan Corp                                                 | Elan Corp.                                                 | CUSIP: 000000000<br>LEI: 529900ME30V6Y8RPTP62 | Long             | EC               | CORP              | JP        |      5100 | NS      | $22113.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entra ASA                                                 | Entra ASA                                                  | CUSIP: 000000000<br>LEI: 549300APU14LQKTYCH34 | Long             | EC               | CORP              | NO        |      6404 | NS      | $75001.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Granges AB                                                | Granges AB                                                 | CUSIP: 000000000<br>LEI: 5493006UG44TYSIXOB13 | Long             | EC               | CORP              | SE        |     29810 | NS      | $500222.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                              | Rockwool AS                                                | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     14352 | NS      | $486549.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                              | Rockwool AS                                                | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |     28199 | NS      | $952279.43    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT Inc                                                 | SHIFT, Inc.                                                | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |     30000 | NS      | $142227.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Fevara PLC                                                | Fevara PLC                                                 | CUSIP: 000000000<br>LEI: 213800HTIKPQV98RA653 | Long             | EC               | CORP              | GB        |      4717 | NS      | $8745.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MJ Gleeson PLC                                            | MJ Gleeson PLC                                             | CUSIP: 000000000<br>LEI: 21380064K7N2W7FD6434 | Long             | EC               | CORP              | GB        |     11133 | NS      | $58970.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rakuten Bank Ltd                                          | Rakuten Bank Ltd.                                          | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |     13700 | NS      | $655657.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Petronor E&P ASA                                          | Petronor E&P ASA                                           | CUSIP: 000000000<br>LEI: 984500AEEH2D2AK42C11 | Long             | EC               | CORP              | NO        |     15083 | NS      | $16128.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                              | Volvo Car AB                                               | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | EC               | CORP              | SE        |     54648 | NS      | $182366.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canal+ SA                                                 | Canal & SA                                                 | CUSIP: 000000000<br>LEI: 9695000537F9F73BXN18 | Long             | EC               | CORP              | FR        |      8368 | NS      | $36181.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd.                                          | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    220296 | NS      | $706855.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fit Easy Inc                                              | Fit Easy, Inc.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $9468.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mandatum Oyj                                              | Mandatum OYJ                                               | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     86348 | NS      | $704196.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pentixapharm Holding AG                                   | Pentixapharm Holding AG                                    | CUSIP: 000000000<br>LEI: 3912005VBOVXNDXEQZ36 | Long             | EC               | CORP              | DE        |      3188 | NS      | $7135.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe LDC SADIR                                         | Societe LDC SADIR                                          | CUSIP: 000000000<br>LEI: 969500W6740M4US9ES57 | Long             | EC               | CORP              | FR        |      1552 | NS      | $174012.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IPH Ltd                                                   | IPH Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900KRTADQ17ANK140 | Long             | EC               | CORP              | AU        |     49353 | NS      | $128061.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Rusta AB                                                  | Rusta AB                                                   | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |      8753 | NS      | $80472.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinewood Technologies Group PLC                           | Pinewood Technologies Group PLC                            | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |     16808 | NS      | $108619.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bengo4.com Inc                                            | Bengo4.com, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1400 | NS      | $26322.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| B-Lot Co Ltd                                              | B-Lot Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $14595.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vault Minerals Ltd                                        | Vault Minerals Ltd.                                        | CUSIP: 000000000<br>LEI: 5299008TF8KHQ8CIQG34 | Long             | EC               | CORP              | AU        |    280726 | NS      | $1074274.52   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| China Energy Development Holdings Ltd                     | China Energy Development Holdings Ltd.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35700 | NS      | $7215.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U-Next Holdings Co Ltd                                    | U-Next Holdings Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 5299008NVOZT1CQ62M22 | Long             | EC               | CORP              | JP        |     15600 | NS      | $187797.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Multitude AG                                              | Multitude AG                                               | CUSIP: 000000000<br>LEI: 74370078YLPFWHE33716 | Long             | EC               | CORP              | CH        |      2952 | NS      | $21232.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Thule Group AB                                            | Thule Group AB                                             | CUSIP: 000000000<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |     13213 | NS      | $316552.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| METAWATER Co Ltd                                          | METAWATER Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4500 | NS      | $96384.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| oOh!media Ltd                                             | oOh!media Ltd.                                             | CUSIP: 000000000<br>LEI: 984500D581E7E7A88078 | Long             | EC               | CORP              | AU        |    145841 | NS      | $126427.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hafnia Ltd                                                | Hafnia Ltd.                                                | CUSIP: 000000000<br>LEI: 5493001KCFT0SCGJ2647 | Long             | EC               | CORP              | SG        |     37059 | NS      | $227165.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Webjet Group Ltd                                          | Webjet Group Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     41618 | NS      | $23230.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Gumi Inc                                                  | Gumi, Inc.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $18576.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| eRex Co Ltd                                               | eRex Co. Ltd.                                              | CUSIP: 000000000<br>LEI: 353800M1CP26TVM2CO37 | Long             | EC               | CORP              | JP        |      5800 | NS      | $23631.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Watahan & Co Ltd                                          | Watahan & Co. Ltd.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3100 | NS      | $28399.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hiab Oyj                                                  | Hiab OYJ                                                   | CUSIP: 000000000<br>LEI: 5493002B0GOVF42KWX33 | Long             | EC               | CORP              | FI        |     11710 | NS      | $695823.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BW LPG Ltd                                                | BW LPG Ltd.                                                | CUSIP: 000000000<br>LEI: 5493006WBEME88YFDW23 | Long             | EC               | CORP              | SG        |     28568 | NS      | $452249.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NP3 Fastigheter AB                                        | NP3 Fastigheter AB                                         | CUSIP: 000000000<br>LEI: 549300MGVITW8GYJHZ50 | Long             | EC               | CORP              | SE        |      6024 | NS      | $178782.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Lovisa Holdings Ltd                                       | Lovisa Holdings Ltd.                                       | CUSIP: 000000000<br>LEI: 549300R4Y8GURIO5MN11 | Long             | EC               | CORP              | AU        |     18314 | NS      | $392805.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| B2 Impact ASA                                             | B2 Impact ASA                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXFHOO08 | Long             | EC               | CORP              | NO        |     73842 | NS      | $159319.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DFS Furniture PLC                                         | DFS Furniture PLC                                          | CUSIP: 000000000<br>LEI: 213800GDSOBNKS1U1P93 | Long             | EC               | CORP              | GB        |     50353 | NS      | $136158.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Softwareone Holding AG                                    | Softwareone Holding AG                                     | CUSIP: 000000000<br>LEI: 529900GBI88JKWXLGI05 | Long             | EC               | CORP              | CH        |      4043 | NS      | $41702.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shapir Engineering and Industry Ltd                       | Shapir Engineering & Industry Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      3772 | NS      | $36245.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Distribuidora Internacional de Alimentacion SA            | Distribuidora Internacional de Alimentacion SA             | CUSIP: 000000000<br>LEI: 54930063C6K2TNFL6H10 | Long             | EC               | CORP              | ES        |      2593 | NS      | $120333.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Embracer Group AB                                         | Embracer Group AB                                          | CUSIP: 000000000<br>LEI: 549300RFXXKT652HB549 | Long             | EC               | CORP              | SE        |     20677 | NS      | $113258.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Bufab AB                                                  | Bufab AB                                                   | CUSIP: 000000000<br>LEI: 5493002TF62S16D67T17 | Long             | EC               | CORP              | SE        |     26314 | NS      | $291278.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TF Bank AB                                                | TF Bank AB                                                 | CUSIP: 000000000<br>LEI: 529900BGZZZTLLBR1X49 | Long             | EC               | CORP              | SE        |      7185 | NS      | $138609.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Greatland Resources Ltd                                   | Greatland Resources Ltd.                                   | CUSIP: 000000000<br>LEI: 213800KQI75ZGE53GX44 | Long             | EC               | CORP              | AU        |     43688 | NS      | $358871.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Mycronic AB                                               | Mycronic AB                                                | CUSIP: 000000000<br>LEI: 549300S5CCFESE4C6Y07 | Long             | EC               | CORP              | SE        |     25194 | NS      | $579918.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Atrium Ljungberg AB                                       | Atrium Ljungberg AB                                        | CUSIP: 000000000<br>LEI: 5493001NNP6HM67OVU09 | Long             | EC               | CORP              | SE        |     28045 | NS      | $106220.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Beetaloo Energy Australia Ltd                             | Beetaloo Energy Australia Ltd.                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     43309 | NS      | $7702.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Schaeffler AG                                             | Schaeffler AG                                              | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |     46442 | NS      | $547741.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Computacenter PLC                                         | Computacenter PLC                                          | CUSIP: 000000000<br>LEI: 549300XSXUZ1I19DB105 | Long             | EC               | CORP              | GB        |     17709 | NS      | $810480.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dyno Nobel Ltd                                            | Dyno Nobel Ltd.                                            | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | EC               | CORP              | AU        |    442695 | NS      | $1078179.14   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Tongda Group Holdings Ltd                                 | Tongda Group Holdings Ltd.                                 | CUSIP: 000000000<br>LEI: 254900CYW27N7I17Y625 | Long             | EC               | CORP              | KY        |     28999 | NS      | $13797.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dustin Group AB                                           | Dustin Group AB                                            | CUSIP: 000000000<br>LEI: 549300C3IRYAOWOT0783 | Long             | EC               | CORP              | SE        |     72723 | NS      | $14160.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RWS Holdings PLC                                          | RWS Holdings PLC                                           | CUSIP: 000000000<br>LEI: 213800YGBGTTSKUVK111 | Long             | EC               | CORP              | GB        |         1 | NS      | $1.03         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KeePer Technical Laboratory Co Ltd                        | KeePer Technical Laboratory Co. Ltd.                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3200 | NS      | $66254.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Rotork PLC                                                | Rotork PLC                                                 | CUSIP: 000000000<br>LEI: 213800AH5RZIHGWRJ718 | Long             | EC               | CORP              | GB        |    125868 | NS      | $610806.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoist Finance AB                                          | Hoist Finance AB                                           | CUSIP: 000000000<br>LEI: 549300NPK3FB2BEL4D08 | Long             | EC               | CORP              | SE        |     17540 | NS      | $246733.18    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Spree Deutschland Ltd                             | Phoenix Spree Deutschland Ltd.                             | CUSIP: 000000000<br>LEI: 213800OR6IIJPG98AG39 | Long             | EC               | CORP              | JE        |     11400 | NS      | $27281.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zegona Communications plc                                 | Zegona Communications PLC                                  | CUSIP: 000000000<br>LEI: 213800ASI1VZL2ED4S65 | Long             | EC               | CORP              | GB        |      5454 | NS      | $117611.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elis SA                                                   | Elis SA                                                    | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | EC               | CORP              | FR        |     59003 | NS      | $1713119.22   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Hokuryo Co Ltd/Hokkaido                                   | Hokuryo Co. Ltd.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $19544.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GMO Financial Holdings Inc                                | GMO Financial Holdings, Inc.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $59850.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Enento Group Oyj                                          | Enento Group OYJ                                           | CUSIP: 000000000<br>LEI: 743700EPLUWXE25HGM03 | Long             | EC               | CORP              | FI        |      2714 | NS      | $49824.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Autotrader Group PLC                                      | Autotrader Group PLC                                       | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |    174426 | NS      | $1285778.68   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NNIT A/S                                                  | NNIT AS                                                    | CUSIP: 000000000<br>LEI: 549300KM8QVF7WR40664 | Long             | EC               | CORP              | DK        |      2658 | NS      | $19299.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hiscox Ltd                                                | Hiscox Ltd.                                                | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     73423 | NS      | $1493371.38   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CAR Group Ltd                                             | CAR Group Ltd.                                             | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |     10611 | NS      | $203040.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OVS SpA                                                   | OVS SpA                                                    | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     81946 | NS      | $463186.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd.                                 | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     94000 | NS      | $757950.21    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Permanent TSB Group Holdings PLC                          | Permanent TSB Group Holdings PLC                           | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | EC               | CORP              | IE        |     63921 | NS      | $236418.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Animal Referral Medical Center Co Ltd               | Japan Animal Referral Medical Center Co. Ltd.              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $24205.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cowell e Holdings Inc                                     | Cowell e Holdings, Inc.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     53000 | NS      | $206085.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meridian Energy Ltd                                       | Meridian Energy Ltd.                                       | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |     38577 | NS      | $130868.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Spirax Group PLC                                          | Spirax Group PLC                                           | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      4797 | NS      | $477994.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LHN Ltd                                                   | LHN Ltd.                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     31400 | NS      | $16783.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Multiconsult ASA                                          | Multiconsult ASA                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG9GO07 | Long             | EC               | CORP              | NO        |      3394 | NS      | $59923.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Cellnex Telecom SA                                        | Cellnex Telecom SA                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     24657 | NS      | $762644.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Talgo SA                                                  | Talgo SA                                                   | CUSIP: 000000000<br>LEI: 95980037JECHVQDJDT59 | Long             | EC               | CORP              | ES        |      6527 | NS      | $22691.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hexpol AB                                                 | Hexpol AB                                                  | CUSIP: 000000000<br>LEI: 549300MN30TBRLYN3465 | Long             | EC               | CORP              | SE        |     47347 | NS      | $387520.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AEM Holdings Ltd                                          | AEM Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     60066 | NS      | $91263.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tryg A/S                                                  | Tryg AS                                                    | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |     66542 | NS      | $1617170.72   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     51506 | NS      | $811994.78    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1480 | NS      | $38790.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| PureTech Health PLC                                       | PureTech Health PLC                                        | CUSIP: 000000000<br>LEI: 213800LVPDNO2Z9T9I39 | Long             | EC               | CORP              | GB        |     37222 | NS      | $67437.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australian Finance Group Ltd                              | Australian Finance Group Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     46965 | NS      | $67153.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Information Technologies Corp                     | Digital Information Technologies Corp.                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $37862.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Menicon Co Ltd                                            | Menicon Co. Ltd.                                           | CUSIP: 000000000<br>LEI: 3538000OOSRECSEX2327 | Long             | EC               | CORP              | JP        |     15700 | NS      | $164641.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| On the Beach Group PLC                                    | On the Beach Group PLC                                     | CUSIP: 000000000<br>LEI: 213800K51Y9BZY7F9R69 | Long             | EC               | CORP              | GB        |     23948 | NS      | $71944.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Pfandbriefbank AG                                | Deutsche Pfandbriefbank AG                                 | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | EC               | CORP              | DE        |     30727 | NS      | $151616.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| JM Holdings Co Ltd                                        | JM Holdings Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $76475.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ardea Resources Ltd                                       | Ardea Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 5299009E872Q7ZECLV38 | Long             | EC               | CORP              | AU        |     22322 | NS      | $10811.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                              | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |    377363 | NS      | $5656412.08   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Per Aarsleff Holding A/S                                  | Per Aarsleff Holding AS                                    | CUSIP: 000000000<br>LEI: 5493008HS8STXVZXYZ63 | Long             | EC               | CORP              | DK        |      4795 | NS      | $683780.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    101131 | NS      | $8813182.14   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Domino's Pizza Group PLC                                  | Domino's Pizza Group PLC                                   | CUSIP: 000000000<br>LEI: 213800Q6ZKHAOV48JL75 | Long             | EC               | CORP              | GB        |     15150 | NS      | $37802.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Star Entertainment Ltd                              | China Star Entertainment Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    180000 | NS      | $102392.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BayCurrent Inc                                            | BayCurrent, Inc.                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $620141.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dexerials Corp                                            | Dexerials Corp.                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     43200 | NS      | $757910.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Superloop Ltd                                             | Superloop Ltd.                                             | CUSIP: 000000000<br>LEI: 529900A6RVCX545NWC88 | Long             | EC               | CORP              | AU        |    116123 | NS      | $185030.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kid ASA                                                   | Kid ASA                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXH53K17 | Long             | EC               | CORP              | NO        |      9176 | NS      | $118743.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Beazley PLC                                               | Beazley PLC                                                | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    174013 | NS      | $2703384.41   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| PR Times Corp                                             | PR Times Corp.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $15384.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtrip Corp                                              | Airtrip Corp.                                              | CUSIP: 000000000<br>LEI: 98450015973AV3E4D516 | Long             | EC               | CORP              | JP        |      3400 | NS      | $16267.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Honma Golf Ltd                                            | Honma Golf Ltd.                                            | CUSIP: 000000000<br>LEI: 2138004YAWWM4FWJ3U62 | Long             | EC               | CORP              | KY        |     25000 | NS      | $9980.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oryzon Genomics SA                                        | Oryzon Genomics SA                                         | CUSIP: 000000000<br>LEI: 95980063R15RDF29DK13 | Long             | EC               | CORP              | ES        |      4693 | NS      | $17876.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Viva Energy Group Ltd                                     | Viva Energy Group Ltd.                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    223958 | NS      | $280360.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     77162 | NS      | $2842898.35   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| LU-VE SpA                                                 | LU-VE SpA                                                  | CUSIP: 000000000<br>LEI: 815600E90F75EE920594 | Long             | EC               | CORP              | IT        |       828 | NS      | $39414.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baby Bunting Group Ltd                                    | Baby Bunting Group Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     26082 | NS      | $43376.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dfds A/S                                                  | Dfds AS                                                    | CUSIP: 000000000<br>LEI: 549300JZVW1Y1UZ5UK38 | Long             | EC               | CORP              | DK        |      7020 | NS      | $110037.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Scandic Hotels Group AB                                   | Scandic Hotels Group AB                                    | CUSIP: 000000000<br>LEI: 529900JY9ZBGUXGRKQ86 | Long             | EC               | CORP              | SE        |     52596 | NS      | $525578.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Orsted AS                                                 | Orsted AS                                                  | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     19749 | NS      | $444258.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TBC Bank Group PLC                                        | TBC Bank Group PLC                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |     10223 | NS      | $594387.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co. Ltd.                              | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |     15600 | NS      | $483164.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Scout24 SE                                                | Scout24 SE                                                 | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     13893 | NS      | $1383203.49   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Regina Miracle International Holdings Ltd                 | Regina Miracle International Holdings Ltd.                 | CUSIP: 000000000<br>LEI: 529900VP8D9D3OQYUC82 | Long             | EC               | CORP              | KY        |     34000 | NS      | $10127.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kelly Partners Group Holdings Ltd                         | Kelly Partners Group Holdings Ltd.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2398 | NS      | $11092.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Hao Tian International Construction Investment Group Ltd  | Hao Tian International Construction Investment Group Ltd.  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   2120000 | NS      | $23349.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Econocom Group SA/NV                                      | Econocom Group SA NV                                       | CUSIP: 000000000<br>LEI: 5493006G5O9JP185PU76 | Long             | EC               | CORP              | BE        |     24500 | NS      | $50861.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Integral Diagnostics Ltd                                  | Integral Diagnostics Ltd.                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     70158 | NS      | $127491.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| BRC Asia Ltd                                              | BRC Asia Ltd.                                              | CUSIP: 000000000<br>LEI: 25490023Q985DSFBME10 | Long             | EC               | CORP              | SG        |     25400 | NS      | $83592.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westgold Resources Ltd                                    | Westgold Resources Ltd.                                    | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |    191308 | NS      | $912863.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| flatexDEGIRO SE                                           | flatexDEGIRO SE                                            | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |     24129 | NS      | $1177005.80   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| International Workplace Group PLC                         | International Workplace Group PLC                          | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Long             | EC               | CORP              | JE        |    184878 | NS      | $626762.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vysarn Ltd                                                | Vysarn Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10027 | NS      | $5594.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Everplay Group PLC                                        | Everplay Group PLC                                         | CUSIP: 000000000<br>LEI: 2138006EUUCCL4ZI5E51 | Long             | EC               | CORP              | GB        |      7900 | NS      | $35429.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HRnetgroup Ltd                                            | HRnetgroup Ltd.                                            | CUSIP: 000000000<br>LEI: 5493005F7ABID7YZD323 | Long             | EC               | CORP              | SG        |     22900 | NS      | $13400.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aumann AG                                                 | Aumann AG                                                  | CUSIP: 000000000<br>LEI: 529900GLI93PGU71F690 | Long             | EC               | CORP              | DE        |      1986 | NS      | $33078.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Camurus AB                                                | Camurus AB                                                 | CUSIP: 000000000<br>LEI: 5493003S6Z6VI7WYFQ06 | Long             | EC               | CORP              | SE        |      1946 | NS      | $146080.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd.                                           | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    108303 | NS      | $1600159.58   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Insurance Group PLC                                 | Sabre Insurance Group PLC                                  | CUSIP: 000000000<br>LEI: 2138006RXRQ8P8VKGV98 | Long             | EC               | CORP              | GB        |     51746 | NS      | $92098.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Base Co Ltd                                         | Tokyo Base Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $20497.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tatton Asset Management PLC                               | Tatton Asset Management PLC                                | CUSIP: 000000000<br>LEI: 213800G2F8I1N7HTVP88 | Long             | EC               | CORP              | GB        |      8498 | NS      | $79260.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yoshimura Food Holdings KK                                | Yoshimura Food Holdings KK                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $25940.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Modern Dental Group Ltd                                   | Modern Dental Group Ltd.                                   | CUSIP: 000000000<br>LEI: 529900XE24B45NN0S512 | Long             | EC               | CORP              | KY        |     72000 | NS      | $54266.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sparekassen Sjaelland-Fyn A/S                             | Sparekassen Sjaelland-Fyn AS                               | CUSIP: 000000000<br>LEI: 5493002DPKDEC2JN1Y86 | Long             | EC               | CORP              | DK        |      1955 | NS      | $115821.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA             | Construcciones y Auxiliar de Ferrocarriles SA              | CUSIP: 000000000<br>LEI: 95980020140005275134 | Long             | EC               | CORP              | ES        |      5118 | NS      | $341182.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| First Bank of Toyama Ltd/The                              | First Bank of Toyama Ltd.                                  | CUSIP: 000000000<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |     13200 | NS      | $190134.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Akatsuki Inc                                              | Akatsuki, Inc.                                             | CUSIP: 000000000<br>LEI: 353800EZN28NUOR4N912 | Long             | EC               | CORP              | JP        |      1600 | NS      | $26342.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hirose Tusyo Inc                                          | Hirose Tusyo, Inc.                                         | CUSIP: 000000000<br>LEI: 213800VR29FHULKMRW53 | Long             | EC               | CORP              | JP        |       900 | NS      | $21531.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iwaki Co Ltd                                              | Iwaki Co. Ltd.                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $29483.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ibstock PLC                                               | Ibstock PLC                                                | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |     19697 | NS      | $34270.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ambea AB                                                  | Ambea AB                                                   | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     36152 | NS      | $551299.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Siltronic AG                                              | Siltronic AG                                               | CUSIP: 000000000<br>LEI: 5299003NKV26NNGHHR90 | Long             | EC               | CORP              | DE        |      3505 | NS      | $217620.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Signify NV                                                | Signify NV                                                 | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |     32125 | NS      | $681999.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Medy Co Ltd                                        | Mizuho Medy Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $41515.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chikaranomoto Holdings Co Ltd                             | Chikaranomoto Holdings Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $17644.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Yamami Co                                                 | Yamami Co.                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       900 | NS      | $28393.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Atrae Inc                                                 | Atrae, Inc.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $17946.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hostelworld Group Plc                                     | Hostelworld Group PLC                                      | CUSIP: 000000000<br>LEI: 213800OC94PF2D675H41 | Long             | EC               | CORP              | GB        |     14765 | NS      | $23705.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nilorngruppen AB                                          | Nilorngruppen AB                                           | CUSIP: 000000000<br>LEI: 549300XFN5TB930OXX79 | Long             | EC               | CORP              | SE        |      2248 | NS      | $16310.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adairs Ltd                                                | Adairs Ltd.                                                | CUSIP: 000000000<br>LEI: 529900HLMXKO4QLZNW81 | Long             | EC               | CORP              | AU        |     57711 | NS      | $70075.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Forterra PLC                                              | Forterra PLC                                               | CUSIP: 000000000<br>LEI: 213800O5DD6ATBVJAD23 | Long             | EC               | CORP              | GB        |      7328 | NS      | $17777.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bell System24 Holdings Inc                                | Bell System24 Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 353800JZJDPUWIH3M649 | Long             | EC               | CORP              | JP        |      6700 | NS      | $62128.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ki-Star Real Estate Co Ltd                                | Ki-Star Real Estate Co. Ltd.                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3600 | NS      | $147256.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vision Inc/Tokyo Japan                                    | Vision, Inc.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5000 | NS      | $41925.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RHI Magnesita NV                                          | RHI Magnesita NV                                           | CUSIP: 000000000<br>LEI: 724500UWG6A61XNA3Y36 | Long             | EC               | CORP              | NL        |      3688 | NS      | $140024.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aucnet Inc                                                | Aucnet, Inc.                                               | CUSIP: 000000000<br>LEI: 2138008S9UYI8TYJ8H39 | Long             | EC               | CORP              | JP        |      5000 | NS      | $66492.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Orsero SpA                                                | Orsero SpA                                                 | CUSIP: 000000000<br>LEI: 8156001895E0F4E7A803 | Long             | EC               | CORP              | IT        |      2804 | NS      | $64860.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ProCredit Holding AG                                      | ProCredit Holding AG                                       | CUSIP: 000000000<br>LEI: 529900LIN8L1K9MLTR09 | Long             | EC               | CORP              | DE        |      6561 | NS      | $66094.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Softcat PLC                                               | Softcat PLC                                                | CUSIP: 000000000<br>LEI: 213800N42YZLR9GLVC42 | Long             | EC               | CORP              | GB        |     32923 | NS      | $644767.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     83521 | NS      | $1611536.54   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Harworth Group PLC                                        | Harworth Group PLC                                         | CUSIP: 000000000<br>LEI: 213800R8JSSGK2KPFG21 | Long             | EC               | CORP              | GB        |     40841 | NS      | $92096.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana AB                                                 | Humana AB                                                  | CUSIP: 000000000<br>LEI: 549300A5X3MXUDS67N81 | Long             | EC               | CORP              | SE        |      8769 | NS      | $46788.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seri Industrial SpA                                       | Seri Industrial SpA                                        | CUSIP: 000000000<br>LEI: 81560039520A59BAAB20 | Long             | EC               | CORP              | IT        |      7308 | NS      | $20475.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd.                                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    145069 | NS      | $849834.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Amundi SA                                                 | Amundi SA                                                  | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      9891 | NS      | $879400.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Jacobson Pharma Corp Ltd                                  | Jacobson Pharma Corp. Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    120000 | NS      | $19011.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hapag-Lloyd AG                                            | Hapag-Lloyd AG                                             | CUSIP: 000000000<br>LEI: HD52L5PJVBXJUUX8I539 | Long             | EC               | CORP              | DE        |      3415 | NS      | $490603.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| ATALAYA MINING COPPER SA                                  | Atalaya Mining Copper SA                                   | CUSIP: 000000000<br>LEI: 549300QNQPXVRXGXOX56 | Long             | EC               | CORP              | ES        |     28105 | NS      | $393666.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VAT Group AG                                              | VAT Group AG                                               | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |      3727 | NS      | $2410125.39   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Demant A/S                                                | Demant AS                                                  | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |     19370 | NS      | $678015.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lacto Japan Co Ltd                                        | Lacto Japan Co. Ltd.                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1700 | NS      | $38713.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Munters Group AB                                          | Munters Group AB                                           | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     24209 | NS      | $477974.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Equasens                                                  | Equasens                                                   | CUSIP: 000000000<br>LEI: 96950066I7XVFGZI8L92 | Long             | EC               | CORP              | FR        |       353 | NS      | $16606.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Italmobiliare SpA                                         | Italmobiliare SpA                                          | CUSIP: 000000000<br>LEI: 815600E546497667D288 | Long             | EC               | CORP              | IT        |      3275 | NS      | $108141.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Europris ASA                                              | Europris ASA                                               | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     37162 | NS      | $341403.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Pandox AB                                                 | Pandox AB                                                  | CUSIP: 000000000<br>LEI: 549300K4HA8EBLSL3B97 | Long             | EC               | CORP              | SE        |     18988 | NS      | $409689.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alimak Group AB                                           | Alimak Group AB                                            | CUSIP: 000000000<br>LEI: 549300LC2ER06GDV6565 | Long             | EC               | CORP              | SE        |     14163 | NS      | $216856.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Remedy Entertainment Oyj                                  | Remedy Entertainment OYJ                                   | CUSIP: 000000000<br>LEI: 7437003VZ3JPF7DBTG92 | Long             | EC               | CORP              | FI        |       696 | NS      | $12366.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Sparebank 1 Oestlandet                                    | Sparebank 1 Oestlandet                                     | CUSIP: 000000000<br>LEI: 549300VRM6G42M8OWN49 | Long             | EC               | CORP              | NO        |      8533 | NS      | $173451.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Medcap AB                                                 | Medcap AB                                                  | CUSIP: 000000000<br>LEI: 549300NGO5XAJ6TL8719 | Long             | EC               | CORP              | SE        |      2322 | NS      | $128150.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Current Group Ltd                                 | Pacific Current Group Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     12386 | NS      | $85233.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PWR Holdings Ltd                                          | PWR Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     15753 | NS      | $101794.70    | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Matching Service Japan Co Ltd                             | Matching Service Japan Co. Ltd.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $10212.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bravida Holding AB                                        | Bravida Holding AB                                         | CUSIP: 000000000<br>LEI: 549300H88IJGPNNL3T61 | Long             | EC               | CORP              | SE        |     43278 | NS      | $426378.25    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     16971 | NS      | $2760771.38   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                                  | Adyen NV                                                   | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       601 | NS      | $891189.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Temple & Webster Group Ltd                                | Temple & Webster Group Ltd.                                | CUSIP: 000000000<br>LEI: 549300BZZ48T6HQ11E08 | Long             | EC               | CORP              | AU        |      2199 | NS      | $18289.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Attendo AB                                                | Attendo AB                                                 | CUSIP: 000000000<br>LEI: 549300KEJDL2FNITUW65 | Long             | EC               | CORP              | SE        |     39293 | NS      | $392242.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Grenergy Renovables SA                                    | Grenergy Renovables SA                                     | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |      4188 | NS      | $478044.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Boozt AB                                                  | Boozt AB                                                   | CUSIP: 000000000<br>LEI: 549300HOEUKTVLRKQQ57 | Long             | EC               | CORP              | SE        |      8682 | NS      | $88169.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| HMS Networks AB                                           | HMS Networks AB                                            | CUSIP: 000000000<br>LEI: 549300MOY2FDUUDIQ179 | Long             | EC               | CORP              | SE        |      3215 | NS      | $144928.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Matthey PLC                                       | Johnson Matthey PLC                                        | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     33177 | NS      | $1072869.55   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FSE Lifestyle Services Ltd                                | FSE Lifestyle Services Ltd.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29000 | NS      | $21145.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    157316 | NS      | $4639389.78   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchro Food Co Ltd                                       | Synchro Food Co. Ltd.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $18588.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pirelli & C SpA                                           | Pirelli & C SpA                                            | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | EC               | CORP              | IT        |     88579 | NS      | $667018.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Megaport Ltd                                              | Megaport Ltd.                                              | CUSIP: 000000000<br>LEI: 894500C1KRF5V774HH90 | Long             | EC               | CORP              | AU        |     27875 | NS      | $222595.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOITEC                                                    | SOITEC                                                     | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |      1419 | NS      | $44180.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WiseTech Global Ltd                                       | WiseTech Global Ltd.                                       | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |      6792 | NS      | $272132.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Aeris Resources Ltd                                       | Aeris Resources Ltd.                                       | CUSIP: 000000000<br>LEI: 25490046Z9WWYJ493G64 | Long             | EC               | CORP              | AU        |    170950 | NS      | $71836.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gym Group PLC                                             | Gym Group PLC                                              | CUSIP: 000000000<br>LEI: 213800VCU9TBANZIN455 | Long             | EC               | CORP              | GB        |     38062 | NS      | $88329.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bonava AB                                                 | Bonava AB                                                  | CUSIP: 000000000<br>LEI: 213800SLYJ6HYXWP8L95 | Long             | EC               | CORP              | SE        |     26196 | NS      | $38368.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Luceco PLC                                                | Luceco PLC                                                 | CUSIP: 000000000<br>LEI: 213800BBFZK4W4P98U76 | Long             | EC               | CORP              | GB        |      6975 | NS      | $15039.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Entrust Inc                                               | Entrust, Inc.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1800 | NS      | $13117.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Good Com Asset Co Ltd                                     | Good Com Asset Co. Ltd.                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $24601.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Port of Tauranga Ltd                                      | Port of Tauranga Ltd.                                      | CUSIP: 000000000<br>LEI: 254900G6SDK8Q9NVJD26 | Long             | EC               | CORP              | NZ        |     20843 | NS      | $100656.63    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Inghams Group Ltd                                         | Inghams Group Ltd.                                         | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |     72859 | NS      | $126636.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                               | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |   2654076 | NS      | $2872777.05   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| KH Neochem Co Ltd                                         | KH Neochem Co. Ltd.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $108560.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |    115050 | NS      | $4512261.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Foraco International SA                                   | Foraco International SA                                    | CUSIP: 000000000<br>LEI: 9695007X7FEAWKE0E728 | Long             | EC               | CORP              | FR        |     16800 | NS      | $35780.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Wealth Solutions Ltd                           | Brookfield Wealth Solutions Ltd.                           | CUSIP: 000000000<br>LEI: 9845004583U3B8E06924 | Long             | EC               | CORP              | BM        |      1805 | NS      | $82362.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talon Metals Corp                                         | Talon Metals Corp.                                         | CUSIP: 000000000<br>LEI: 9845003F1E9496A9MA60 | Long             | EC               | CORP              | VG        |     10050 | NS      | $43915.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon AG                                                  | Alcon AG                                                   | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     36969 | NS      | $2993749.62   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| UBS Group AG                                              | UBS Group AG                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    126593 | NS      | $5968853.87   | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Logitech International SA                                 | Logitech International SA                                  | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      7885 | NS      | $676848.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| AudioCodes Ltd                                            | AudioCodes Ltd.                                            | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |      8772 | NS      | $73246.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellcom Israel Ltd                                        | Cellcom Israel Ltd.                                        | CUSIP: 000000000<br>LEI: 529900438MNY6TZ5ZY17 | Long             | EC               | CORP              | IL        |      6437 | NS      | $77533.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enlight Renewable Energy Ltd                              | Enlight Renewable Energy Ltd.                              | CUSIP: 000000000<br>LEI: 984500HF6A99N758F734 | Long             | EC               | CORP              | IL        |      2462 | NS      | $136813.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kamada Ltd                                                | Kamada Ltd.                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4706 | NS      | $39153.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nova Ltd                                                  | Nova Ltd.                                                  | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       238 | NS      | $108965.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Tower Semiconductor Ltd                                   | Tower Semiconductor Ltd.                                   | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      5341 | NS      | $719592.93    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexxen International Ltd                                  | Nexxen International Ltd.                                  | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      1480 | NS      | $9146.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     16394 | NS      | $23328505.47  | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari NV                                                | Ferrari NV                                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       611 | NS      | $203566.87    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co. NV                                    | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     16999 | NS      | $301732.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      2097 | NS      | $20697.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Alkane Resources Ltd                                      | Alkane Resources Ltd.                                      | CUSIP: 000000000<br>LEI: 529900R65IIVLPW4ZS42 | Long             | EC               | CORP              | AU        |     81900 | NS      | $82402.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westgold Resources Ltd                                    | Westgold Resources Ltd.                                    | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     54708 | NS      | $255528.93    | 0.01%             |  |  |  | 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